backtesting-engine
Unverified Arbitrage strategy on Forex by nieledran. BotFinder score 18 out of 100.
Python backtesting engine built on NautilusTrader for end-to-end quant research: market data ingestion/validation, microstructure calibration, single-asset and stat-arb strategy cr
Source: github
BotFinder analysis pending.
backtesting-engine
[!NOTE] Project status The main branch contains the latest stable v1 release of Backtesting Engine. Active development is now focused on Backtesting Engine v2 in the v2-alpha branch. v2 is a major upgrade built around NautilusTrader, with a cleaner architecture, faster execution, and better support for realistic futures/FX/CFD backtesting. The development will be renewed toward the end of 2026. Use main if you want the last stable v1 version. Use v2-alpha if you want to follow the current v2 alpha work. Current v2 alpha tag: Backtesting Platform Futures-focused research platform for: - single-strategy backtests - walk-forward optimization - multi-strategy portfolio backtests - terminal-style analytics review via FastAPI The codebase is optimized for research workflows where no-lookahead execution, artifact reproducibility, and post-run analytics matter more than framework breadth. Screenshots Terminal UI Overview Portfolio Analytics Exit Analysis Stress Testing / Scenario Queue CLI Workflow What This Project Does - Runs single-asset event-driven backtests on cached OHLCV futures data
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Alerts on changes: coming soon
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Open-source maintainer on GitHub.
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