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I got a pandas series of timevalues and 1s for a Trade and 0s for Not to Trade (plus different Takeprofit and stoploss values) and i am Planing to Backtest it.

However the Last Time I used backtrader I manually had to search the current Time-location in the Pandas series (Which was unbelievably slow).

Is there a libary where i can have something Like a vectorized approach? (Else so you have any Tipps how i can execute this plan even more efficient?)

Benoid
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Moonshot is a fast and lightweight vectorized backtester based on pandas. It is one of the backtesters supported in QuantRocket, a quantitative research and trading platform.

Disclaimer: I'm affiliated with QuantRocket.

Brian from QuantRocket
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