Features
Backtesting
Model orders, signals, leverage, stops, limits, cash flows, and simulation callbacks
Turn market data and trading rules into simulated orders, positions, and portfolio records. Explore the simulation engine, order execution, signal-driven entries and stops, and the accounting needed to inspect results. Each page focuses on a different part of the backtesting workflow.
features/backtesting pages
Backtesting engine
Build, customize, chain, and continue portfolio simulations in Python
Orders and execution
Simulate fills, order types, leverage, prices, delays, and execution behavior
Signals and stops
Simulate signal-driven entries, exits, callbacks, and advanced stop logic
Portfolio accounting
Track positions, weights, records, deposits, earnings, and portfolio state
Start here
Read the Portfolio documentation for the simulation lifecycle, or work through the Stop signals tutorial for a signal-driven example.
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