Backtesting.py

Paste this into your AI agent. Write the first line, or take a suggestion; the copy carries your words.

Source: https://github.com/kernc/backtesting.py — clone it and read its README and examples before writing anything; its documented setup beats what you remember.
Stack: a small Python framework over pandas — a Strategy subclass with init() and next(), run through one Backtest object, with a built-in optimizer and interactive plotting.
Needs: Python and a pandas DataFrame of OHLC(V) data for the instrument being tested.
Start: `pip install backtesting`, then run the SmaCross example from the README against the bundled GOOG test data before swapping in my own.
Limit: it backtests one instrument at a time — the Backtest object takes a single OHLC DataFrame, so a portfolio needs one run per symbol.
Done means: you show me the stats output (Return, Sharpe Ratio, Max. Drawdown) from a run against my own data, and the Strategy code you wrote.
Before you start, ask me: which instrument and OHLC data file I want to test, and the entry/exit rule for the strategy.