backtrader

name	backtrader
description	Python backtesting framework for trading strategies. Data feeds, brokers, analyzers, and live trading support. Strategy development with commission models, slippage, and signal-based execution.
tags	["backtesting","trading","strategy","backtest","quant-finance","python","zorai"]

Overview

Backtrader is a Python backtesting framework for trading strategies. Supports multiple data feeds, live trading, commission/slippage models, custom analyzers, and visualization. Well-suited for equity, futures, and crypto strategy development.

Installation

uv pip install backtrader

SMA Crossover

import backtrader as bt

class SmaCross(bt.Strategy):
    params = dict(short=10, long=30)

    def __init__(self):
        sma_short = bt.ind.SMA(self.data.close, period=self.params.short)
        sma_long = bt.ind.SMA(self.data.close, period=self.params.long)
        self.crossover = bt.ind.CrossOver(sma_short, sma_long)

    def next(self):
        if self.crossover > 0:
            self.buy()
        elif self.crossover < 0:
            self.sell()

cerebro = bt.Cerebro()
data = bt.feeds.YahooFinanceData(dataname="AAPL", fromdate="2022-01-01", todate="2023-01-01")
cerebro.adddata(data)
cerebro.addstrategy(SmaCross)
cerebro.broker.setcash(10000.0)
print(f"Final value: ${cerebro.run()[0]:.2f}")
cerebro.plot()

References

• Backtrader docs
• Backtrader GitHub