Manifold-BT
Fast backtesting for Python traders, powered by Rust
What it does
A backtest tells you how a trading strategy would have performed on past data. It is the core of quantitative research. Manifold-BT runs 500,000 of them in a few seconds, on a Rust engine with a Python API. It also ships an MCP server, so Claude or Cursor can run the tests directly and answer with real numbers instead of a plausible guess. Ask in plain English, get measured results.
Python backtesting library powered by Rust: realistic execution, sub-second backtests, and large parameter sweeps for systematic trading research.
Rust core, Python API. Realistic execution modeling, sub-second performance, reproducible research workflows. import manifoldbt as bt from manifoldbt.indicators import close, sma, rsi fast = sma(close, 20 ) slow = sma(close, 50 ) signal = bt.when((fast > slow) & (rsi(close, 14 ) < 70 ), 1.0 , 0.0 ) strategy = ( bt.Strategy.create( "momentum" ) .signal( "signal" , signal) .size(signal * 0.25 ) .stop_loss( pct = 3.0 ) .take_profit( pct = 8.0 ) ) result = bt.run(strategy, config, store) print (result.summary()) Same strategy, same data, real-time race manifoldbt ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░ ██████████████████████████████ raptorbt ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░…from manifoldbt.com
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