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What a Backtest Costs: Throughput, Memory, Scaling and Reproducibility of Four Backtesting Engines on a 64-Core CPU

Chaitanya Palghadmal (25007113) · figshare
Figshare · Datasets · License: CC BY 4.0
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backtestingbankingbenchmarkempirical-software-engineeringmemoryperformance-evaluation
We measure the wall time and memory of one backtest in Backtrader, NautilusTrader, QuantConnect LEAN and Reamer Research. We also measure how both grow with bar count (50,000 and 500,000 bars), ticker breadth (10 to 100 tickers) and parallel copies (1 to 64). Every engine runs the same
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