Most Popular Python Backtesting Libraries

Here is a list of the most popular (popularity measured by the number of GitHub stars) backtesting libraries related to Python ecosystem.

• backtrader
• Lean
• Jesse
• PyAlgoTrade
• vectorbt
• vectorbt pro
• backtesting.py
• finmarketpy
• fastquant
• zipline
• zipline-reloaded

backtrader

backtrader is in the first position because it is a mature, battle-field-tested framework. It is very likely that you will find a solution to your problem related to backtrader on the internet or on a dedicated community page.

NOTE: The last release (1.9.74.123 ) was on 30 May 2019. There are PRs (mainly with fixes) accepted. The software reached a high level of maturity and new features seem to be not added.

Lean

Lean is actively developed, and related to QuantConnect platform.

Jesse

According to the authors: [Jesse](https://github.com/jesse-ai/jesse](https://github.com/jesse-ai/jesse) is more accurate than other solutions, and way more simple. In fact, it is so simple that in case you already know Python, you can get started today, in a matter of minutes, instead of weeks and months.

PyAlgoTrade

PyAlgoTrade

vectorbt

With vectorbt you will find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research. Optimized for speed - using matrix computations (NumPy) + acceleration of NumPy with Numba. Since it is fast when compared to other libraries, therefore it will be useful for:

• optimization (fast evaluation of the given set of parameters)
• large-scale sweeping of parameter space and visualizing as 2D heat map or 3D volume plot.

There is also a paid version, which is refactored with multiple enhancements over the free version. The free version is maintained but no new features are added by the author:

Yes, I still do smaller bug fixes and merge pull requests. But I won't develop any new features, everything is coming to vbt pro. (from: Issue #431)

vectorbt pro

A paid, proprietary, version of the vectorbt. See the features of vectorbt pro here.

backtesting.py

backtesting.py - Backtest trading strategies with Python.

finmarketpy

finmarketpy is a Python-based library that enables you to analyze market data and also backtest trading strategies using a simple-to-use API, which has prebuilt templates for you to define backtest. Included in the library

fastquant

Bringing backtesting to the mainstream - fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code. Its goal is to promote data-driven investments by making quantitative analysis in finance accessible to everyone.

zipline

zipline - despite its large popularity, it was put at the end of the list because it is not maintained anymore. However, the community took-over the project and created a fork that is being maintained and developed.

zipline-reloaded

zipline-reloaded is a community fork of zipline.

See also: Lesser Known Backtesting Libraries

Lesser Known Backtesting Libraries Backtesting