Every backtester I've used has had me trying to break more layers of abstractions than the docs imply to be necessary.
Maybe I'm bad at backtesting. Maybe the strats my clients want are sus. But in any case, I've wanted a backtest library that wants to be broken into and extended. The closest I've seen to this is `bt`, but it's still pretty opinionated.

So I'm building a new backtester from scratch: you'll be able to plug in your own models and logic for everything from slippage, fills, and even plots (it's crazy that you should have to dig around to pull the data you need to plot a custom visualisation the way you need it).

I also want strategy logic to be "drop-in": you shouldn't have to vectorize or otherwise make any transforms that you wouldn't be making to backtest your strategy. Keep it close to what you'll use in forward testing and prod.

Currently a work in progress, but looking significantly more manageable than expected