bt — Flexible Backtesting Framework for Python

The quant-grade backtesting framework trusted by algorithmic traders worldwide.

Why bt?

• Test multi-asset strategies with one line of code
• Built-in commission & slippage modeling
• Rebalancing, scheduling, and hierarchy-based portfolios
• 40+ pre-built algorithms (momentum, mean-reversion, risk-parity)
• Clean pandas/numpy integration
• Publishes detailed HTML performance reports

What’s included:

• Framework source + example notebooks
• Strategy templates (cross-sectional momentum, MACD, pairs)
• Full documentation and API reference
• Example data feeders for CSV, Yahoo, Alpha Vantage

One-time $39 — no subscription.
Python 3.9+. MIT-licensed. Lifetime access to template updates.