FAQ · Reamer Research and Reamer Server: what they are and who they fit

What are the best backtesting.py alternatives in 2026?

backtesting.py is a good small library for testing one strategy on one instrument, so the best alternative depends on what you have outgrown. For several instruments in one strategy, look at Backtrader or bt. For large parameter sweeps, vectorbt. For ticks, order books and live trading, NautilusTrader or LEAN. For strategies on bars with a written fill specification and modelled costs, Reamer Research is a paid engine library from Reamer Labs. If one instrument is enough, backtesting.py is still maintained and may be all you need.

backtesting.py is a free Python library with a small API, interactive charts and a built-in optimizer. It was last released in July 2026, so age is not a reason to leave it. People look elsewhere when a strategy grows past what it is built for.

Why traders look for backtesting.py alternatives

  • One strategy, one instrument. Each Backtest takes one dataset. The request to trade several instruments together has been open since 2019, and MultiBacktest runs a separate backtest per instrument, not a portfolio.
  • Simple costs. You set a commission and one constant spread rate. Backtest() has no slippage setting, and spread does not change with the bar or the time of day.
  • One rule inside the bar. When a stop-loss and a take-profit both fall inside one bar, the stop-loss is processed first. That is a cautious rule, but it is a fixed assumption, not a model of the bar.
  • Research only. Its documentation does not cover live trading.
  • The licence. It is AGPL-3.0, so check the terms if you plan to ship software built on it.

backtesting.py alternatives compared

Details below were checked against each project's own pages in November 2026.

ToolTypeBest forSeveral instruments in one strategyLive tradingPrice
BacktraderOpen-source framework (GPL-3.0)Learning, event-driven strategiesYesOlder connectorsFree
btOpen-source framework (MIT)Portfolio weights and rebalancingYesNone advertisedFree
vectorbt, vectorbt PROPython librariesLarge parameter sweepsYesSignals only; you supply executionOpen-source edition free, PRO paid
NautilusTraderOpen-source platform (LGPL-3.0)Ticks, order books, many venuesYesAdapters for crypto venues, Interactive Brokers and othersFree
LEANOpen-source engine (Apache 2.0)Many asset classes, QuantConnect's modelYesSelf-runFree
Zipline ReloadedOpen-source engine (Apache 2.0)Existing Zipline codeYesNone advertisedFree
Reamer ResearchPaid local libraryStrategies on bars, with written fill rules and modelled costsYesReamer Server, sold separately, with your own connector$1,800 per year

Free Python frameworks

  • Backtrader has many tutorials and supports several data feeds in one strategy. Its last PyPI release was in April 2023, and backtesting.py's own list of alternatives files it under obsolete or unmaintained. See What are the best Backtrader alternatives in 2026? for where to go if that matters to you.
  • bt builds a strategy from small allocation blocks. It suits portfolio weights and rebalancing better than order-level trading rules.
  • vectorbt tests large parameter grids on whole arrays at once. Rules that depend on the current position or on bracket orders are harder to express that way.
  • Zipline Reloaded is the community-kept successor to Quantopian's engine. Its maintainers now fix bugs and compatibility problems, and point new projects to ML4T Backtest.

Larger platforms

  • NautilusTrader has a Rust core and Python strategies, and the same code runs in backtest and live, down to ticks and order books. It is more to learn than backtesting.py.
  • LEAN is the engine behind QuantConnect. You can run it locally with your own data, and strategies can be written in Python or C#.

Paid engine library

Reamer Research from Reamer Labs is a compiled engine you call from Python, C++ or any language that can call C. It differs from backtesting.py in these ways:

  • Several instruments share one account and one timeline.
  • Spread, slippage, commission, overnight swap and margin are set per instrument. With volatility enabled, spread and slippage scale with each bar's range.
  • Fill rules are written down in a public execution specification. A seeded tick path runs through every bar, so a stop and a target in one bar resolve the same way on every run.
  • Each run returns every order, fill and closed trade.

It covers strategies on OHLCV bars, and runs on Linux x86-64 and on macOS on Apple Silicon. You bring your own data. There are no built-in charts or optimizer: a sweep is your own loop over runs, and separate runs can use every core.

What a published benchmark measured

backtesting.py was not tested in What a Backtest Costs, so this page gives no speed figures for it. The study ran Backtrader, NautilusTrader, LEAN and Reamer Research on the same strategies and data. See What are the best Backtrader alternatives in 2026? for the results.

How to choose

If you wantLook at
One strategy on one instrument, with charts, for freeStay on backtesting.py
Several instruments in one strategy, for freeBacktrader or LEAN
Portfolio weights and rebalancingbt
Large parameter sweeps in Pythonvectorbt
Ticks, order books or ready venue adaptersNautilusTrader
Strategies on bars, with several instruments, modelled costs and fill rules you can readReamer Research

Reamer Research costs $1,800 per seat per year, with a $225 30-day trial to run your own strategy first. See pricing.

Next questions

What are the best Backtrader alternatives in 2026?Backtrader's last release was in April 2023. backtesting.py is the simplest step for one instrument. bt suits portfolio rebalancing, vectorbt suits parameter sweeps, and NautilusTrader and LEAN cover ticks, more asset classes and live trading. Reamer Research from Reamer Labs is a paid engine library for strategies on bars, and it keeps Backtrader's bar-by-bar shape. In a published benchmark on 500,000 bars, Backtrader took 15.04 s and Reamer Research took 3.38 s from Python.Why is my Python backtest so slow?Usually because a Python loop does expensive work on every bar, and that cost is multiplied by every bar and every run. Reading a value through pandas inside the loop is often the largest part. In one test, reading a single column row by row took about 12 seconds per 500,000 bars with iterrows and about 0.06 seconds with a NumPy array. Profile first, move data out of pandas before the loop, precompute what you can, run sweeps in separate processes, and move the loop to compiled code only if that is still not enough.What is Reamer Research?Reamer Research is a deterministic research engine for mid-frequency quants. It is a library with a stable C interface that you call from Python, C++ or any language that can call C, on your own machine. It tests a strategy, diagnoses it trade by trade, sweeps it, reports it, and sends its orders live to Reamer Server. The same data, settings and seed give byte-identical results every run. It costs $1,800 per seat per year, with a $225 30-day trial.How realistic do slippage and spread need to be in a backtest?Realistic enough that the result survives them. Set spread, slippage and commission per instrument from what your broker actually charges, let spread and slippage widen when the market moves fast, and then rerun at one and a half and two times those costs. A strategy whose edge disappears under slightly higher costs was never a reliable edge.How much do Reamer Research and Reamer Server cost?Reamer Research is USD 1,800 per seat per year, and Reamer Server is USD 7,200 per seat per year. Each is paid once for the year and nothing renews automatically. A 30-day trial costs USD 225 for Reamer Research and USD 900 for Reamer Server. A seat is one product on one machine.

Every answer here restates the documents that ship in the kit, which are authoritative. All questions.

Buy a licence30-day trial or annual licence. Key and kit by email on payment.