A modular, event-driven quantitative backtesting engine built in Python. Unlike vectorized backtesters, this engine simulates the event loop of a real trading system, processing market data bar-by-bar ...

This is the code from my video on speeding up the backtesting.py framework. This is primarily an educational project designed to show methods for incrementally improving runtime performances of ...

Explore common Python backtesting pain points, including data quality issues, execution assumptions, and evaluation challenges that can impact the accuracy and reliability of trading strategy results.