{"repo":"nikkisora/PolarBT","free":true,"listed":false,"github":"https://github.com/nikkisora/PolarBT","clone":"git clone https://github.com/nikkisora/PolarBT.git","description":"Blazingly fast strategy backtest with polars","language":"Python","stars":12,"topics":["algorithmic-trading","backtesting","backtesting-engine","backtesting-frameworks","finance","financial-analysis","investing","investment","polars","python"],"license":"MIT","category":"trading","readme_excerpt":"Polar BackTest A lightweight, high-performance backtesting library for trading strategy development and optimization. Built on Polars for fast vectorized data processing with an event-driven execution loop for flexible strategy logic. Features - Hybrid architecture — vectorized preprocessing (Polars) + event-driven execution loop - 25+ built-in indicators — SMA, EMA, RSI, MACD, Bollinger Bands, ATR, SuperTrend, ADX, and more - Complete order system — market, limit, stop, stop-limit, bracket orders, day/GTC orders - Risk management — stop-loss, take-profit, trailing stops, position size limits, drawdown stops - Short selling — negative positions, borrow costs, position reversals - Margin & leverage — configurable leverage, margin tracking, margin calls - Commission models — percentage, fixed, maker/taker, volume-tiered, custom - Position sizing — fixed, percent, fixed-risk, Kelly, volatility-based - Weight-based backtesting — declarative portfolio allocation with backtest weights() or WeightStrategy , rebalance scheduling, stop-loss/take-profit, next-actions output - Multi-asset — pass a dict of DataFrames or a long-format DataFrame with symbol column; all OHLC data preserved - Dynamic universe — UniverseProvider protocol filters tradeable symbols per bar; built-in AgeFilter , VolumeFilter , TopN , CompositeFilter ; token lifecycle tracking via ctx.first seen bar / ctx.bar count - Parallel optimization — grid search, multi-objective Pareto, Bayesian optimization - Walk-forward","default_branch":null,"files":null,"tree":[],"storefront":"/r/nikkisora","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/nikkisora/PolarBT/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."}