backtesting-frameworks

What problem does it solve?

Build production-grade backtesting systems that accurately evaluate trading strategies by mitigating common biases and costs.

Core Features & Use Cases

• Bias-aware backtesting: Handles look-ahead, survivorship, and transaction costs with walk-forward validation.
• Implementation patterns: Includes event-driven and vectorized backtest approaches, plus walk-forward optimization.
• Use Case: Validate a new strategy on historical data, compare competing ideas, and quantify risk-adjusted performance.

Quick Start

Run a simple backtest on historical data using the provided pattern and verify the equity curve and metrics.