Flexible backtesting framework to test quantitative trading strategies
bt is a flexible backtesting framework for Python used to test quantitative trading strategies. Backtesting is the process of testing a strategy over a given data set. This framework allows you to easily create strategies that mix and match different Algos. It aims to foster the creation of easily testable, re-usable and flexible blocks of strategy logic to facilitate the rapid development of complex trading strategies. The goal: to save quants from re-inventing the wheel and let them focus on the important part of the job - strategy development. bt is coded in Python and joins a vibrant and rich ecosystem for data analysis. Numerous libraries exist for machine learning, signal processing and statistics and can be leveraged to avoid re-inventing the wheel - something that happens all too often when using other languages that don't have the same wealth of high-quality, open-source projects.
pkg install py311-bt