vectorbt - High-Performance Vectorized Backtesting Library
Run vectorized backtesting with parameter optimization and performance metrics
Tags
Updated: 2026-06-30Capabilities
Typical Inputs
Typical Outputs
What this skill does
- load OHLCV data
- compute technical indicators
- generate entry signals
- generate exit signals
- run backtest
- compute performance metrics
- plot equity curves
- optimize parameters
- validate parameters
Inputs
- OHLCV data
- entry signals
- exit signals
- initial cash
- trading fees
- slippage rate
Outputs
- trade records
- performance metrics
- equity curves
- parameter rankings
- backtest statistics
Requirements
- Python environment
- pandas
- NumPy