being involved in development of other backtesters (in Python and in Julia) I wanted to compare backtest speed over several backtesters
Here is a backtest of a strategy that does (nearly) nothing... except sending to log backtest speed in bars/s.
I'm just sharing for people who want to see how their strategies impact backtest speed.
Here, we can see that speed in slightly inferior to 20'000 bars/s.
This Quantopian 2 / zipline is doing well !
PS : a similar measure with my Julia backtester shows a speed of less than 40'000 ticks/s (but with a MacBook Air mid 2011)