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btlight

The backtesting light (btlight) package is a lightweight library for equity portfolio optimization and backtesting produced for educational purposes.

Quick start (uv)

1) Install uv

  • Linux/macOS
    curl -LsSf https://astral.sh/uv/install.sh | sh
  • Windows (PowerShell)
    powershell -ExecutionPolicy ByPass -c "irm https://astral.sh/uv/install.ps1 | iex

2) Create a venv

uv venv

3) Sync dependencies

uv sync

5) Add a package

Below an example of how to add a package automatically to the package (directly into the pyprocet.toml)

uv add xgboost