Features for backtesting and quant research

In addition to the features available in the open-source version, VBT introduces many significant enhancements and optimizations in the following areas:

Data

Connect, cache, transform, combine, and stream local and remote market data

Indicators

Build, search, stream with stateful accumulators, parallelize, and visualize indicator and signal pipelines

Backtesting

Model orders, signals, leverage, stops, limits, cash flows, and simulation callbacks

Analytics

Inspect trades, patterns, projections, benchmarks, and excursion metrics

Optimization

Explore parameter spaces with cross-validation, conditional grids, and portfolio optimizers

Performance

Scale computation with chunking, caching, JIT compilation, and parallel execution

Tooling

Prepare time-series arrays, automate research with the CLI and tasks, and configure or serialize reusable objects

AI

Search knowledge, call functions, reason over sources, and build AI-assisted workflows

To keep pages concise, only a selection of the most interesting features from each release is highlighted. Full release notes are available exclusively to subscribers. If you are on the private website, navigate to Getting started → Release notes.

Tags indicate releases where features were introduced for the first time. Please note that most features are continuously updated, so the following examples are intended to be run with the latest version of VBT installed ✍️

Import required by code examples

from vectorbtpro import *

Features