Dejavu¶
Dejavu is a high-performance Python backtesting and live trading framework. It's fully typed, composable, and extensible.
Dejavu currently processes over 3.5 million bars/ticks per second, making it suitable for high-frequency and large-scale backtesting workloads.
Taking inspiration from the typing philosophy of Pydantic and PydanticAI, Dejavu is a modern, typed alternative to Backtrader — designed for IDE completion, composability, and extensibility across a wide range of use cases.
Warning
This package is under active development and the API is subject to change. Use with caution in production environments.
Features¶
- Multi-asset support. Trade and backtest, Stocks, Cryptocurrencies, Forex, and Options all within a single strategy.
- Supports realistic commission structures and slippage
- Supports Margin and cash transactions
- Supports Portfolio management and portfolio level rebalancing
- Support position sizing within a strategy.