Overview
VectorBT is a Python package designed for quantitative analysis and backtesting, built on pandas and NumPy. It uses Numba for acceleration, enabling users to test thousands of strategies rapidly. Unlike traditional backtesters, VectorBT represents data as structured NumPy arrays, facilitating vectorized operations for high performance. It integrates Plotly and Jupyter Widgets for interactive charts and dashboards. The architecture leverages the vectorized representation of trading strategies, packing multiple instances into multi-dimensional arrays for efficient processing and comparison. VectorBT aims to address performance bottlenecks in backtesting libraries, allowing users to explore strategy configurations and uncover patterns in trading data, offering an information advantage in trading.