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fast-trade
Portable, performance-focused Python backtesting library
What it is
A Python backtesting library designed with portability and performance in mind. Strategies are described in a way that can be moved between environments and run quickly, which suits fast iteration on trading ideas. Quant developers and researchers who test many variations of simple strategies are the natural audience. It covers the core backtesting loop, so features such as detailed portfolio accounting or broker connections are not its focus.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Developers |
|---|---|
| Used for | Backtesting, Strategy research |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Easy to start |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 11 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +4 over the period, now 601. Gaps mean no snapshot was taken that day.
A library built with backtest portability and performance in mind for backtest trading strategies.
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