Python vs. C# Backtesting

[aaravsawlani]

Hello,

I have used multiple Python based backtesting softwares. The fastest one by far, QuantRocket, was able to test 12 months worth of 1 minute data of one stock in about 15 minutes.

This same test, using a C# based platform like NinjaTrader, takes about 1 minute. Of course, the speed changes on a relative basis, based on an individual’s computer specs, but the different between the two remains the same.

Considering the vast speed differential between C# and Python back testing speed, what is the advantage of using python-based backtesting?

Thank you!

[NinjaTrader_Kate]

Hello aaravsawlani,

Thank you for your note.

Every system will be different. C# can be compiled into faster code than python, and likely what the backtesting system uses for order fill simulation will be different (OHLC vs. just close, using tick data to simulate market movement etc.)

Since we in the support department cannot really comment here, being that using external backtesters is out of the scope of our support, I will leave this open for community feedback.

Please let us know if we may be of further assistance to you.