very fast python backtesting framework based on amibroker backtesting methodology
- event driven
- supports any timeframe
- supports tick aggregation
- fast optimization speeds
- multi-asset class simulations
compatible with IQFeed data and MongoDB, (e.g. iq2mongo)
also compatible with any other data source, so long as the OHLC dataframe has the following column format:
ohlc = data[:][['open', 'high', 'low', 'close', 'volume']]