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Backtesting.py is a Python framework that lets you backtest trading strategies on historical data across instruments (forex, crypto, stocks, futures) using candlestick data. It emphasizes speed and usability, built on Pandas/NumPy/Bokeh, with a small API, compatibility with TA libraries, and an integrated optimizer to run hundreds of strategy variants quickly, plus interactive visualizations. It provides a high-level API, supports vectorized or event-based backtesting, offers a library of predefined utilities and strategies, and is available via PyPI and GitHub with thorough documentation.
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Excerpts where Backtesting.py appeared in the AI's answer
Backtesting.py : A lightweight, simple local library that makes running quick backtests on historical OHLC data easy with clean Bokeh-based interactive plotting.
Backtesting.py : A lightweight, easy-to-learn framework that provides a clean object-oriented approach
