I get to survey Python backesting every now an then. But there is nothing super exciting out there.
Several projects are not actively maintained and/or 1 man projects. Isn't it an hint that ... well... developing such tool is straightforward/fast, in which case one may be better off doing his/her thing?
FWIW Quantstart (btw the person behind this website happens to post on W) has a quick review of main backtesting frameworks in Python here
, and somewhere else on their website they show the code / implement such a ligthweight backtesting environment (I cannot find it now, though).
Question mark is what features do you need? What securities are you trading (e.g. do they entail crazy trading fees calculations?)? Do you need some specific optimization routines? What kind of trading strategy have you developed? etc??
FWIW backtrader is the framework I have used the most. The code is very ugly and it pertains to the 20th Century. It is another 1 single individual project.
All above my (quasi-)random Sunday morning thoughts. Thanks.