Is it possible to backtest trading algorithms without using backtesting libaries?
There is no magic in programming. If a library implements it, you can do it as well.
The question is whether it is worth the amount of effort to re-do someone else's efforts, and whether you can do it better or not.
So my questions is, are there functions within basic python libaries(such as pandas, numpy, matplotlib) to backtest without using backtesting liabries(such as pyalgotrade, backtesting.py and zipline). So could you backtest by just using basic libraries or do you have to use the backtesting liabries if you already had the historical data? Thanks