slim-backtrader

A fork of backtrader, slimmed down and brought up to date with modern Python.

Aims of this project:

• Slim down unnecessary features
• Improve performance
• Update aged implementations

The work so far has removed every integration that depended on an abandoned package, deleted the Python 2 compatibility layer, and moved the project onto a standard PEP 621 build. See changelog.txt for the record and reports/ for the detail.

Feel free to contribute!

Installation

pip install slim-backtrader

The distribution is named slim-backtrader; the import name stays backtrader, so existing strategy code keeps working unchanged:

import backtrader as bt

Upstream owns backtrader on PyPI and a name there can never be reused, hence the different distribution name. The flip side is that this fork and upstream cannot be installed side by side — both claim the backtrader import name. Uninstall one before installing the other.

The engine has no third-party runtime dependencies. Optional features are installed as extras:

pip install "slim-backtrader[plotting]"    # matplotlib, for cerebro.plot()
pip install "slim-backtrader[pandas]"      # pandas >= 2.2, for the PandasData feed
pip install "slim-backtrader[online]"      # requests, for the Yahoo online feed
pip install "slim-backtrader[calendars]"   # pandas_market_calendars
pip install "slim-backtrader[talib]"       # TA-Lib indicator bindings

To work on the fork itself, install it editable from a clone instead:

pip install -e ".[dev]"         # the test suite and tooling

Python Compatibility

Python >= 3.13. Older interpreters are not supported: the compatibility shims that made 2.7 and early 3.x work have been removed, and the code uses zoneinfo from the standard library rather than pytz.

Features

• Data feeds
  • CSV files: the backtrader format, a fully configurable generic reader, SierraChart and MetaTrader 4 exports, and Yahoo CSV downloads
  • Yahoo Finance online (needs requests)
  • pandas DataFrames
  • Composite feeds: Chainer (concatenate) and RollOver (futures rolling)
• Data management
  • Filters: Heikin-Ashi, Renko bricks, session filtering and filling, calendar-day filling, day-step splitting
  • Multiple data feeds and strategies, multiple simultaneous timeframes
  • Integrated resampling and replaying
• Backtesting modes — step-by-step (next) or vectorised (runonce)
• Indicators — 122 built in, plus optional TA-Lib bindings and an easy path to writing your own
• Analyzers — TimeReturn, Sharpe, SQN, DrawDown, TradeAnalyzer, VWR, Calmar, PeriodStats, Transactions and more
• Broker simulation — Market, Close, Limit, Stop, StopLimit, StopTrail, StopTrailLimit, OCO and bracket orders, slippage, volume-based filling, continuous cash adjustment for futures-like instruments
• Position sizing via Sizers, and order_target_size/value/percent
• Cheat-on-close and cheat-on-open modes
• Schedulers and trading calendars
• Plotting (requires matplotlib)

Removed in 2.0.0

Interactive Brokers, VisualChart and Oanda (live trading and their data feeds), the pyfolio analyzer, and the blaze, InfluxDB and Quandl feeds. Each depended on a package that is abandoned, Python-2-only, or serves an API that no longer exists. See reports/DECISIONS.md.

Plotting is non-interactive

cerebro.plot() renders through the Agg backend and does not open a window. It returns the figures, so save them yourself:

figs = cerebro.plot(iplot=False)
figs[0][0].savefig("result.png")

Running the tests

conda env create -f environment.yml
conda activate slim-backtrader
pip install -e ".[dev]"
pytest                       # 254 tests, ~50s
pytest --cov                 # with coverage

Documentation

• Project reports and decisions: reports/
• Original backtrader repository: https://github.com/mementum/backtrader
• Blog: Backtrader Blog
• Docs: Full Documentation — written for upstream; the removed integrations above no longer apply
• Indicators Reference: List of Built-in Indicators

Releasing

Publishing is a manual, maintainer-only step — there is no CI and no automated release. From a clean checkout of master:

conda activate slim-backtrader
pytest                              # must be green before anything else
rm -rf dist build                   # stale artefacts get uploaded otherwise
python -m build                     # writes dist/*.tar.gz and dist/*.whl
twine check dist/*                  # metadata and README render
twine upload --repository testpypi dist/*      # dry run on TestPyPI first
twine upload dist/*                            # the real thing

Notes that save a wasted upload:

• A version can only be uploaded once. PyPI rejects a re-upload of the same version even after a delete, so bump __version__ in backtrader/version.py rather than retrying. Everything else — the version in the wheel, the sdist and the metadata — is derived from that one string.
• Authenticate with a PyPI API token (username __token__), stored in ~/.pypirc or passed as TWINE_USERNAME / TWINE_PASSWORD. Scope the token to this project once it exists.
• Verify the built artefacts before uploading, in a throwaway environment: pip install dist/slim_backtrader-*.whl && python -c "import backtrader".

Version Numbering

Plain semantic versioning, X.Y.Z, starting at 2.0.0:

• X: Major version — incompatible API changes. Removing features is the point of this fork, so expect these.
• Y: Minor version — new functionality, backwards compatible.
• Z: Patch — bug fixes and documentation.

Upstream backtrader used a fourth digit for the number of built-in indicators (1.9.78.123). That digit is retired as of 2.0.0, and __btversion__ is now a 3-tuple.

License

GPL-3.0-or-later, inherited from upstream backtrader.