Python Based Backtesting

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#1

Hello,

I have used multiple Python based backtesting softwares. The fastest one by far, QuantRocket, was able to test 12 months worth of 1 minute data of one stock in about 15 minutes.

This same test, using a C# based platform like NinjaTrader, takes about 1 minute. Of course, the speed changes on a relative basis, based on an individual's computer specs, but the different between the two remains the same.

Considering the vast speed differential between C# and Python back testing speed, what is the advantage of using python-based backtesting?

Thank you!

#2

A lot more goes into the choice of language and platform than the clock speed of running a single-security backtest. :slight_smile: But this forum isn’t the right place for asking general educational questions about quant trading. Please review the support FAQ to understand the purpose of this forum.