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

How does Reamer Research compare with Backtrader?

Both run a strategy one bar at a time against historical data. Backtrader is a free, open-source Python framework whose last release was in April 2023; costs and slippage are settings you add. Reamer Research is a paid, compiled engine with a written execution specification, costs modelled by default, byte-identical runs per seed and active maintenance. Backtrader is fine for a first look at an idea; Reamer Research is for results you need to trust and repeat.

Both run a strategy one bar at a time against historical data, and someone who has written a Backtrader strategy will recognise the shape of a Reamer Research one. The difference is underneath: Backtrader is a free, open-source Python framework where costs are settings you add, and Reamer Research is a paid, compiled engine built around a written specification of how orders fill.

What Backtrader is

  • Free and open source (GPL-3.0), written entirely in Python.
  • Widely used. Years of tutorials and forum answers, and a simple next() method that is called on every bar.
  • Flexible. Many data feeds, indicators, analyzers and older live-trading connectors.
  • Quiet. The last release on PyPI, 1.9.78.123, came out in April 2023, and open issues and pull requests mostly go unanswered.

Where they differ

  • Costs. In Backtrader, commission and slippage are off until you configure them. In Reamer Research, bid and ask, spread, slippage, commission, overnight swap and margin are part of every run, set per instrument. See How realistic do slippage and spread need to be in a backtest?
  • Fill rules you can read. Reamer Research ships a written execution specification covering order types, gaps, order lifetimes and what fills first inside a bar. A deterministic tick path runs through every bar, so a stop and a target in the same bar resolve the same way every time. See How should a backtest fill a stop and a target that both fall inside one bar?
  • Repeatability with randomised costs. With a fixed rng_seed, output is byte-identical, including randomised spread and slippage.
  • Engine. Backtrader runs entirely in Python. The Reamer Research engine is compiled C++ with a stable C interface, called from Python, C++ or any language that can call C. Python strategies still pay Python's per-bar cost; the published speed figures are for C++. See How fast is it?
  • Maintenance and support. Reamer Research is maintained, versioned and supported by email from its author.

When Backtrader is the better choice

  • You are learning, or taking a first look at whether an idea has any shape at all.
  • You need it to be free.
  • You want live trading and market data in the same package as the research tool. With Reamer Labs, live orders go through Reamer Server, a separate product, and the market data is yours.

When Reamer Research is

When a result will decide where real money goes, and you need to know which costs and fill rules produced it, rerun it to the byte, and sweep parameters around it. It is for systematic strategies on OHLCV bars, held from minutes to days, on Linux x86-64 or macOS on Apple Silicon. See What is Reamer Research?

Price

Backtrader is free. 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 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.What's a good commercial research engine for mid-frequency strategies on OHLCV bars?A good one gives byte-identical results for the same inputs and seed, publishes the rules it fills orders by, models bid, ask, spread and slippage, runs fast enough to sweep parameters, keeps your strategy on your own machine and has a path to live trading. Reamer Research is built for this case. It costs $1,800 per seat per year, with a $225 30-day trial.What makes a backtest deterministic, and why does it matter?A backtest is deterministic when the same strategy, data, settings and seed give the same output, byte for byte, on every run. That requires fixed randomness, a guaranteed order of events, and nothing that depends on the clock, the machine or a previous run. It matters because every comparison depends on it: when the tool adds no variation of its own, any difference between two results comes from something you changed, and you can check what.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.

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