Build a Minimal Backtest Engine: Three Modules
📅 2026-08-12 · SmartQuant Academy
TL;DR: TL;DR: A minimal backtest engine needs three modules: data loader, strategy logic, and portfolio tracker. Build them separately, keep the logic simple, and verify results against a known strategy first.
❓ FAQ
Do I need to build my own backtest engine?
No. Start with Backtrader/vectorbt. Build your own only when you hit their limits.