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| <h1 id="backtesting-frameworks-for-the-quant-trading-column">Backtesting Frameworks for the Quant Trading Column</h1> |
| <p>The notebooks start with a transparent pandas backtester so readers can inspect |
| signal alignment, position shifting, transaction costs, turnover, and equity |
| construction. The same signals can then be routed to established Python |
| backtesting and reporting packages.</p> |
| <table> |
| <thead> |
| <tr> |
| <th>Framework</th> |
| <th>Column use</th> |
| <th>Adapter</th> |
| </tr> |
| </thead> |
| <tbody> |
| <tr> |
| <td>pandas vectorized baseline</td> |
| <td>transparent close-to-close research checks</td> |
| <td><code>examples/quant_trading/backtest.py</code></td> |
| </tr> |
| <tr> |
| <td>vectorbt</td> |
| <td>multi-asset signal matrices and parameter grids</td> |
| <td><code>run_vectorbt_from_signals</code></td> |
| </tr> |
| <tr> |
| <td>backtesting.py</td> |
| <td>single-asset strategy class tutorials</td> |
| <td><code>run_backtestingpy_signal</code></td> |
| </tr> |
| <tr> |
| <td>bt</td> |
| <td>target-weight ETF and portfolio rotation</td> |
| <td><code>run_bt_target_weights</code></td> |
| </tr> |
| <tr> |
| <td>Backtrader</td> |
| <td>event-driven data feeds and order logic</td> |
| <td>template writer</td> |
| </tr> |
| <tr> |
| <td>Zipline-Reloaded</td> |
| <td>calendar-safe factor research skeleton</td> |
| <td>template writer</td> |
| </tr> |
| <tr> |
| <td>QuantStats</td> |
| <td>HTML reports and performance tear sheets</td> |
| <td><code>quantstats_html_report</code></td> |
| </tr> |
| </tbody> |
| </table> |
| <h2 id="vectorbt">vectorbt</h2> |
| <pre><code class="language-python">from examples.quant_trading.frameworks import run_vectorbt_from_signals |
|
|
| portfolio = run_vectorbt_from_signals(prices, entries, exits) |
| print(portfolio.total_return()) |
| </code></pre> |
| <h2 id="backtestingpy">backtesting.py</h2> |
| <pre><code class="language-python">from examples.quant_trading.data import fetch_yahoo_ohlcv |
| from examples.quant_trading.frameworks import run_backtestingpy_signal |
|
|
| ohlcv = fetch_yahoo_ohlcv("SPY", start="2018-01-01") |
| stats = run_backtestingpy_signal(ohlcv, signal) |
| </code></pre> |
| <h2 id="bt">bt</h2> |
| <pre><code class="language-python">from examples.quant_trading.frameworks import run_bt_target_weights |
|
|
| result = run_bt_target_weights(prices, target_weights) |
| </code></pre> |
| <h2 id="backtrader-and-zipline-reloaded">Backtrader and Zipline-Reloaded</h2> |
| <p>The column provides template files for these framework-specific workflows:</p> |
| <pre><code class="language-python">from examples.quant_trading.frameworks import write_framework_templates |
|
|
| write_framework_templates("examples/quant_trading/templates") |
| </code></pre> |
| <p>These event-driven frameworks require careful calendar, bundle, and execution |
| setup. Keep DeTime feature generation outside the event loop unless you are |
| explicitly modeling the cost and latency of online recomputation.</p> |
| <p>The current rendered notebooks exercise the transparent pandas research |
| backtester first, then keep these adapters available as extension points for |
| framework-specific studies.</p></div> |
| </div> |
| </div> |
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|
|
| <div class="modal" id="mkdocs_search_modal" tabindex="-1" role="dialog" aria-labelledby="searchModalLabel" aria-hidden="true"> |
| <div class="modal-dialog modal-lg"> |
| <div class="modal-content"> |
| <div class="modal-header"> |
| <h4 class="modal-title" id="searchModalLabel">Search</h4> |
| <button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button> |
| </div> |
| <div class="modal-body"> |
| <p>From here you can search these documents. Enter your search terms below.</p> |
| <form> |
| <div class="form-group"> |
| <input type="search" class="form-control" placeholder="Search..." id="mkdocs-search-query" title="Type search term here"> |
| </div> |
| </form> |
| <div id="mkdocs-search-results" data-no-results-text="No results found"></div> |
| </div> |
| <div class="modal-footer"> |
| </div> |
| </div> |
| </div> |
| </div><div class="modal" id="mkdocs_keyboard_modal" tabindex="-1" role="dialog" aria-labelledby="keyboardModalLabel" aria-hidden="true"> |
| <div class="modal-dialog"> |
| <div class="modal-content"> |
| <div class="modal-header"> |
| <h4 class="modal-title" id="keyboardModalLabel">Keyboard Shortcuts</h4> |
| <button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button> |
| </div> |
| <div class="modal-body"> |
| <table class="table"> |
| <thead> |
| <tr> |
| <th style="width: 20%;">Keys</th> |
| <th>Action</th> |
| </tr> |
| </thead> |
| <tbody> |
| <tr> |
| <td class="help shortcut"><kbd>?</kbd></td> |
| <td>Open this help</td> |
| </tr> |
| <tr> |
| <td class="next shortcut"><kbd>n</kbd></td> |
| <td>Next page</td> |
| </tr> |
| <tr> |
| <td class="prev shortcut"><kbd>p</kbd></td> |
| <td>Previous page</td> |
| </tr> |
| <tr> |
| <td class="search shortcut"><kbd>s</kbd></td> |
| <td>Search</td> |
| </tr> |
| </tbody> |
| </table> |
| </div> |
| <div class="modal-footer"> |
| </div> |
| </div> |
| </div> |
| </div> |
|
|
| </body> |
| </html> |
|
|
