Skill: Backtesting Sim | Domain: trading | Category: quantitative | Level: intermediate Tags: trading, quant, backtesting, simulation, paper-trading, vectorized

Vectorized Backtester

Vectorized Backtester

import pandas as pd
import numpy as np
from typing import Callable, Optional

# ── Shared helpers ──────────────────────────────────────────────────────────

def _sharpe(r: np.ndarray, rfr: float = 0.04 / 252) -> float:
    std = r.std(ddof=1)
    return float((r.mean() - rfr) / std * np.sqrt(252)) if std > 0 else 0.0