How do you write & backtest strategies with Python+TA-Lib?

For people that use Python and TA-Lib to build automated trading systems:

1. what is your workflow for development?
2. ...and how do you backtest your strategies?

I am considering a pivot from MQL to Python, and looking for guidance.

Serious replies only. Please stay on topic.

Two backtesting tools that i've learned about, that seem promising:

1. Zipline
2. Backtrader

Does anyone use these?

You'll have better luck browsing/asking https://www.reddit.com/r/algotrading/

Got it. Thanks!

I found this video very useful:

They're using Jupyter which I'm not really a fan of (perhaps its an acquired taste). I'd just follow what they did in the video so you can see how strategies work in Python, then you can use a different IDE like VSCode or Spyder.

This is, quite frankly, exactly what I needed: something quick and dirty that i could get started with right away.

Thanks a LOT!

Also worth sharing is this excerpt from one of Robert Carver's* blog posts:

- Quantopian's zipline
- BT
- pythalesians
- pyalgotrade

There is a longer list here.

_________________________________________________
Robert Carver is the author of Systematic Trading.
Apparently it's a good book, and one of many listed here.