9k stars · Apache-2.0 + Commons Clause · v1.1.0 (2026-07-05) · Track this in Scout
Vectorised backtester — sweeps thousands of parameter combinations at once instead of one at a time.
▶Repo detailsthe review · specs · pros & cons · install
What it is
vectorbt is a Python backtesting library built on NumPy and Numba. Instead of stepping through time one bar at a time, it represents a whole grid of parameter combinations as arrays and computes them together, then reports returns, drawdowns and other statistics for every combination.
What it is good for. The situation where a rule looks good on one setting and nobody knows whether the neighbouring settings also work. Seeing the whole grid at once is how you tell a robust rule from one that happened to fit the past.
- Speed is the whole point. Sweeps that take hours in a loop-based backtester finish in seconds.
- It produces a large set of portfolio statistics and charts directly, so there is less glue code to write.
- Actively maintained: version 1.1.0 was published on 5 July 2026 and code landed on 17 September 2026.
- The licence is Apache-2.0 plus the Commons Clause, which is not open source. The project states the limit plainly: "you may not sell products or services that are primarily this software." Private research is fine. Building a paid product on it is not, without asking the author.
- Thinking in arrays is a real change of habit. Code that reads naturally in a loop-based backtester has to be rewritten, and the learning curve is steep.
- A backtest is not evidence. It models neither the cost of trading at scale nor your place in the queue, and testing a thousand variations makes it easier, not harder, to find a result that is pure luck.
kernc/backtesting.py8,978 stars, much simpler and loop-based; far easier to learn and far slower for large sweeps.
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nautechsystems/nautilus_trader29,294 stars, a production trading engine in Rust with a Python interface, aimed at running strategies live rather than only testing them.
Track this in Scout- mementum/backtrader
23,319 stars, for years the default answer to this question; its last code landed on 19 August 2024, twenty-five months ago.
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python3 -m venv venv source venv/bin/activate pip install vectorbt # the paid "PRO" edition is a separate product; the open package is `vectorbt`
