vectorbt
Vectorized backtesting on pandas and NumPy, built to test thousands of parameter combinations fast.
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
vectorbt represents signals, orders and portfolios as arrays and compiles the hot loops with Numba, so testing a whole parameter grid takes seconds. It also ships interactive Plotly charts and a large set of performance statistics. The open-source version is still updated; a separate paid edition, VectorBT PRO, adds more features.
Best for: Research and parameter sweeps on daily or intraday data when speed matters more than order-level detail.
Strengths
- Very fast: whole parameter grids at once
- Rich statistics and interactive charts
- Works directly with pandas data
Limitations
- Path-dependent logic (trailing stops, position-dependent rules) is harder to express
- Steep learning curve and a large API
- License is Apache 2.0 with the Commons Clause, which restricts selling it as a service
Comparisons
Alternatives in Backtesting libraries
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