Hello everyone,
Someone know a good backtest engine or a python library that can be used to backtest strategies for multiple assets. I have seen several libraries such as zipline, backtester, Pyalgo, but dont know which one i better an easy to implemente. I haven use blueshift, because i need to put a csv file and assets that blueshift does not have.
Or someone has done it own backtest engine and can give me a general idea on how to do it.
Hey Juan,
Each library has its own pros and cons, so the better choice would depend on your particular usecase.
Other than that, backtesting trading strategies can be done in two ways: event-driven and vectorized.
You may find this blog covering the end-to-end backtest process helpful.