{"repo":"nieledran/backtesting-engine","free":true,"listed":false,"github":"https://github.com/nieledran/backtesting-engine","clone":"git clone https://github.com/nieledran/backtesting-engine.git","description":"Python backtesting engine built on NautilusTrader for end-to-end quant research: market data ingestion/validation, microstructure calibration, single-asset and stat-arb strategy creation, walk-forward optimization, analytics, portfolio-of-strategies backtesting, and portfolio weight optimization.","language":"Python","stars":16,"topics":["portfolio-backtesting","python","trading","walk-forward-optimization","interactive-brokers","forex","futures-trading","nautilustrader","reaserch","algo-trading"],"license":"MIT","category":"trading","readme_excerpt":"[!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. - Runs walk-forward validation through Optuna-based parameter search. - Runs portfolio backtests with shared capital, rebalancing, allocation, and slot-level execution. - Persists canonical artifacts for later inspection in the terminal UI. - Supports scenario reruns and portfolio-level analytics from saved artifacts. Core Guarantees - No-lookahead contract: signal at close[t] , execution at op","default_branch":null,"files":null,"tree":[],"storefront":"/r/nieledran","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/nieledran/backtesting-engine/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}