🔧 How I Made My Python Backtester 56x Faster with Rust

Stack




Python — ML pipeline, orchestration, data handling

Rust + PyO3 — Backtesting engine, indicators, grid search

Rayon — Parallel execution








Before: pure Python





def backtest(prices, signals, stop_loss, take_profit):
equity = [initial_capital]
for i in range(len(prices)):
# lots of loops and branching
...