Backtest Engine

Strategy simulator, walk-forward and Monte Carlo testing, portfolio backtester, and 94 strategy template modules across 6 categories.

Part of FlintTrade — the open-source self-hosted trading software monorepo built with Python, React, TypeScript, and Rust.

Language: Python

Public surfaceCopy Anchor Link

• src/flinttrade_backtest/simulator.py — single-strategy event-driven backtest
• src/flinttrade_backtest/engine.py — entry point used by the Lab route and CLI
• src/flinttrade_backtest/portfolio_backtest.py — multi-strategy portfolio runs via VectorBT
• src/flinttrade_backtest/strategies/ — 94 ready-to-run template modules (_indicators.py and _mixin.py are helpers, not templates)

(See the source for the full surface.)

InstallCopy Anchor Link

This package is part of the FlintTrade monorepo. Install via the workspace from the repo root:

uv pip install -e packages/services/backtest

If you only want to use the package in isolation, the package's pyproject.toml, Cargo.toml, or package.json lists its dependencies. The supported path is the root workspace.

TestsCopy Anchor Link

python -m pytest packages/services/backtest/tests/ -v --import-mode=importlib

For the full test matrix, see the contributor guide at docs/DEVELOPER_GUIDE.md.

How this fits inCopy Anchor Link

This package's role in the wider FlintTrade architecture is documented in docs/ARCHITECTURE.md. For end-user features it powers, see docs/USER_GUIDE.md.

ContributingCopy Anchor Link

Contributions welcome. Please read contributing.md at the repo root before opening a pull request.

LicenseCopy Anchor Link

AGPL-3.0 — same as the parent repository. See LICENSE for the full text.