PyPI page
Home page
Author:
Stefan Jansen
Summary:
Event-driven backtesting for quantitative strategies with configurable execution, accounting, risk, and framework-parity validation.
Latest version:
0.1.12
Required dependencies:
ml4t-specs
|
numpy
|
pandas
|
pandas-market-calendars
|
polars
|
pyyaml
Optional dependencies:
backtrader
|
cvxpy
|
dash
|
hypothesis
|
matplotlib
|
mkdocs
|
mkdocs-material
|
mkdocstrings
|
ml4t-diagnostic
|
networkx
|
plotly
|
pre-commit
|
pyfolio-reloaded
|
pytest
|
pytest-asyncio
|
pytest-benchmark
|
pytest-cov
|
pytest-timeout
|
pytest-xdist
|
ruff
|
ty
|
vectorbt
|
zipline-reloaded
Downloads last day:
356
Downloads last week:
1,268
Downloads last month:
12,327
7-day smoothing