The harness compared two engines everywhere; it now compares N against a
reference. manifoldbt is the reference: every parity check and every ratio is
a challenger against it, never two challengers against each other.
raptorbt 0.9.0 joins on three of the four workloads. Its sma_cross comes back
bit-identical to the reference's final equity, and its rsi matches to the last
bit; its ema seeds on a different warmup and it has no fixed-quantity sizing,
so the fee workload records it as unsupported with the reason rather than
leaving a blank cell. On the bracket it diverges in its own documented way: it
never re-arms while the entry level holds, so it books exactly the reference's
round-trips minus the ones that re-enter on the exit bar.
Python moves to 3.12, which raptorbt pins rather than we do: it is built
against pyo3 0.20.3, whose maximum supported CPython is 3.12. Timings from runs
before this change are therefore not directly comparable.
The bar matrix gains 10M and the repetition default drops from 7 to 2. Measured,
those two almost cancel: the job stays around 16 minutes. macOS keeps its old
ceiling, since 10M bars adds 1.55 GB on vectorbt's side alone and that runner
has 7 GB.
A speed claim a reader cannot reproduce is a screenshot. This harness
installs manifoldbt from PyPI like any user would, generates its own data,
and gates every timing behind a parity check: a workload where the two
engines disagree publishes nothing and fails the run.
It lives here rather than in the engine repository because it benchmarks the
published wheel, not the source. Anyone can fork this repository and press
"Run workflow" to get the same table on their own runner.
The workflow runs on demand, weekly, and on every published release, so a
version that gets slower says so in public.
Add the community Discord to the header links, and switch the Quick Start from
mbt.DataStore(data_root="data") (which assumes pre-ingested data) to
mbt.ingest(provider="binance", ...) so it runs as-is. Verified on 0.8.0.
Source-available rather than fully OSI open-source. Use, modify and
self-host remain free. Reselling the software or running it as a paid
hosted service is now explicitly disallowed by the Commons Clause.
- Cross-exchange backtesting (Pro)
- Dict universe format (provider-based symbol resolution)
- Exogenous data support (register_exo + exo() expressions)
- Provider-based data layout (binance/1h/TICKER.arrow)
- Preload fix for provider layout
- Exo column resampling for multi-resolution
- Pro gate for cross-exchange (clean exit)
- ATR/ADX rolling SMA fix
- Precise mode hybrid fills
