RaptorBT Blazing-fast backtesting for the modern quant. RaptorBT is a high-performance backtesting engine written in Rust with Python bindings via PyO3. It runs single-instrument, basket, pairs, options, spread, multi-strategy, and tick-level backtests over any OHLCV or tick arrays — from any broker, market, or asset class — and returns a full performance report in sub-millisecond time. ~13M bars/sec · Sweeps across every core · Bit-for-bit deterministic --- Quick Install Upgrading from 0.6.x or 0.7.x? Public classes dropped their Py prefix in 0.7.0 — PyBacktestConfig is now BacktestConfig, PyTrade is Trade, and so on. The old names resolved with a DeprecationWarning through 0.7.x and are removed in 0.8.0: they now raise AttributeError. Rename them, or pin raptorbt Two other changes alter results. In 0.7.0, BarAggregator began honouring bricksize (Renko backtests through it were wrong) and tick backtests stopped truncating at 50 trades by default. In 0.8.0, each leg of a spread settles on its own expiry date, so calendar and diagonal spreads are measured correctly for the first time;

⚠ No verified equity curve — no track-record source connected.

No score history is stored yet — only the current score is shown.

⚠ No live verification account connected — ask for proof before buying.

Alerts on changes: coming soon

Prop-firm compatibility not provided.

Data-completeness & trust index (not a profitability rating)