Backtesting.py vs Zipline Reloaded (2026)
Backtesting.py (lightweight open-source python library for backtesting single-instrument strategies) and Zipline Reloaded (maintained open-source fork of quantopian's event-driven python backtesting engine) solve backtesting differently. The table below compares them on verified specs and pricing; full details are in each review.
Side by side
| Backtesting.py | Zipline Reloaded | |
|---|---|---|
| Overall score | 7.1 / 10 | 6.7 / 10 |
| Engine type | hybrid | event-driven |
| Pricing model | open-source | open-source |
| Free tier | Yes | Yes |
| Entry price | $0 | $0 |
| Languages | Python | Python (3.9+, wheels through Python 3.13 as of v3.1.1) |
| Asset classes | stocks, forex, crypto, futures, any instrument with OHLC(V) candlestick data | US equities, ETFs, futures (continuous futures support), crypto/other via custom bundles and calendars (community workarounds) |
| Bundled data | None beyond bundled sample datasets (GOOG daily, EURUSD intraday) used in tutorials. You bring your own OHLCV data as pandas DataFrames from yfinance, ccxt, broker APIs, or paid vendors | No usable current data ships with the library. The default Quandl/WIKI bundle (via NASDAQ Data Link) covers US equities only through March 2018, so you bring your own: either the csvdir bundle, which takes OHLCV CSVs with splits and dividends, or your own custom bundle ingest code. |
| Finest resolution | Any OHLC bar interval you supply, including sub-minute bars; raw tick or order-book data must be resampled to candles first | minute |
| Live trading | No | No |
| Options support | No | No |
| Open source | Yes | Yes |
Backtesting.py
Lightweight open-source Python library for backtesting single-instrument strategies
Zipline Reloaded
Maintained open-source fork of Quantopian's event-driven Python backtesting engine
Frequently asked questions
Is Backtesting.py better than Zipline Reloaded?+
They target different users. Backtesting.py: beginner-to-intermediate python traders who want the fastest path from strategy idea to a credible single-instrument backtest with interactive charts, without paying anything or learning a heavyweight framework. Zipline Reloaded: python-fluent quants doing us-equity, factor-based (cross-sectional) research who want a free, realistic event-driven engine and are willing to wire up their own data pipeline. Our scores: Backtesting.py 7.1/10, Zipline Reloaded 6.7/10.
Which is cheaper, Backtesting.py or Zipline Reloaded?+
Backtesting.py entry pricing: $0 (open-source). Zipline Reloaded: $0 (open-source). See each review for full verified pricing tables.
Educational content only, not investment advice. Specs and prices come from each platform's official pages; see the individual reviews for sources and last-verified dates.