backtesting-engineslisted

Choose a backtesting engine and know what it silently models wrong. TRIGGER - "backtest this", backtest a crossover or a moving-average strategy, simulate a strategy, walk-forward, parameter sweep, "test this trading idea"; comparing or choosing backtest frameworks; vectorbt, backtesting.py, backtrader, zipline, PyBroker, bt, nautilus_trader, LEAN, freqtrade, jesse; how an engine models fills, slippage, commissions; what slippage to assume, partial fills, margin, shorting or delistings; taking a strategy from backtest to live; "my backtest looks too good"; "works in backtest but loses money live". Several popular engines fill at the signal's own bar close by default. SKIP for judging whether a finished result is real (backtest-validation) for A-share rules (china-trading-stack), for crypto funding and perpetuals (crypto-data-and-execution), for options, which need assignment and settlement no engine here models (options-backtesting), and for measuring fills you already have (execution-cost-analysis).
howard-lynn-ye/fin-skills · ★ 1 · AI & Automation · score 77

Install: claude install-skill howard-lynn-ye/fin-skills

# Backtesting engines Two things decide this choice: **what the engine models honestly**, and **what licence you can live with**. Speed is almost never the binding constraint — a fast wrong answer is worse than a slow right one. Before trusting any result from any engine, run the audit in `research-integrity-guards`. ## 1. Pick an engine | Task | Engine | Why | |---|---|---| | Sweep 10k parameter combos, one or few assets | **vectorbt** | Vectorized/Numba, seconds not hours. 🚨 **Same-bar fill by default — see §2.1** | | Single-asset TA strategy, honest by default | **backtesting.py** | Next-open market fills, pessimistic SL-before-TP. **AGPL-3.0** | | Serious event-driven, multi-venue, backtest→live | **nautilus_trader** | Rust core, L2/L3 book, latency + fill models, same code both ways. **LGPL-3.0. Needs Python ≥3.12** | | US equity cross-sectional / factor research | **zipline-reloaded** | Real volume-limited partial fills, splits/divs/**delistings**, Pipeline. Maintenance-only | | ML strategies with walk-forward + bootstrap | **PyBroker** | Walk-forward and bootstrapped metrics built in | | Asset-allocation / weight strategies | **bt** | Tree-of-algos rebalancing. Not an order-level simulator. MIT | | Institutional all-asset, willing to pay | **QuantConnect LEAN** | Deepest reality modelling in OSS; map/factor files handle ticker changes + delistings | | Crypto retail bot, live-first | **freqtrade** | 🥇 **Best bias-detection tooling in the field** (§4). GPL-3.0 | *