Backtesting libraries · Slowing
Backtesting.py
Small, readable backtesting library with interactive charts and a built-in optimizer.
GitHub stars9.2k
Forks1.6k
Last commit2026-08-05
LicenseAGPL-3.0
LanguagePython
StatusSlowing
GitHub statistics as of 2026-11-10. Status: active = commits in the last 90 days, slowing = in the last year, inactive = older, archived = read-only.
Overview
Backtesting.py keeps the API short: subclass Strategy, write init() and next(), and call Backtest.run(). Results come with an interactive Bokeh chart and a table of standard statistics, and optimize() searches parameters. It tests one instrument at a time.
Best for: Beginners and quick single-instrument experiments.
Strengths
- Easiest API of the libraries here
- Good charts out of the box
- Built-in parameter optimization and heatmaps
Limitations
- One instrument per backtest; no portfolio of assets
- AGPL-3.0 license matters if you build a product on it
- Fewer order types than event-driven engines
Comparisons
Alternatives in Backtesting libraries
23.7k ★BacktraderEvent-driven Python backtesting and live-trading library with a large community.9.8k ★vectorbtVectorized backtesting on pandas and NumPy, built to test thousands of parameter combinations fast.3.0k ★btPortfolio backtesting built from reusable blocks, for allocation and rebalancing strategies.20.2k ★ZiplineQuantopian's event-driven backtester with the Pipeline API; the original repository is no longer maintained.4.7k ★PyAlgoTradeEarly event-driven Python backtester, now archived by its author.
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