Python Backtesting
Engine choice matters less than avoiding the look-ahead bias, overfitting, and cost-blindness that ruin most backtests.
A backtester simulates trading a strategy on historical data, and Python offers three lineages. vectorbt is vectorized: signals and portfolio accounting run as array operations, so parameter sweeps over daily data finish in seconds. backtrader is event-driven, streaming bar by bar through a broker abstraction that mirrors live trading. zipline, built by Quantopian, enforced point-in-time discipline through its data bundles before the firm shut and the project was archived, with maintained forks carrying it on. Engine choice matters less than the pitfalls that ruin results regardless: look-ahead bias, overfit parameters, ignored costs and slippage, and universes free of delisted names, the same data issues flagged earlier in this track.