# evan-kolberg/prediction-market-backtesting

An extension for Nautilus Trader

Repository: https://github.com/evan-kolberg/prediction-market-backtesting
Canonical: https://ross.abutalabs.com/products/prediction-market-backtesting
Language: Python
License: NOASSERTION
License Family: other
Topics: algotrading, backtesting-engine, backtesting-trading-strategies, polymarket, backtesting, backtesting-tools
Last push: 2026-05-16T21:24:47+00:00

## Health v2 (maintenance only)
Score: 52/100 (v2, computed 2026-09-03T02:20:16.233290+00:00)
- activity 82, release rhythm 35, longevity 14
- inputs: {"age_days": 201, "days_push": 109, "days_rel": null, "gap_med": null, "n_releases_24m": 0}
- flags: no_releases, no_license
- formula: round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10)

## Adoption (not part of the score)
Stars 1168, forks 192 (observed 2026-08-28T04:03:50.866604+00:00)

## What it is
A Python/Rust extension for Nautilus Trader providing backtesting tools for prediction market trading strategies, with a focus on Polymarket. It supports order book replay, staged data loading, live sandbox hooks, and aggregate performance charts.

## Use cases
- backtest trading strategies on Polymarket prediction markets
- replay order book deltas and trade ticks for prediction markets
- run joint portfolio multi-replay backtests
- test strategies against live BTC 5-minute Polymarket markets in a sandbox
- analyze backtest results with aggregate charts in Jupyter notebooks

## When to choose
- you already use Nautilus Trader and want to backtest prediction market strategies
- you need historical Polymarket or Telonex data replay with order book fidelity
- you want a Python-first backtesting workflow with notebook support

## When to avoid
- you need backtesting for traditional equity or crypto exchanges rather than prediction markets
- you want a standalone backtester without Nautilus Trader
- you need a fully stable, production-guaranteed release (latest version is alpha)

## Facets
- artifact type: library
- maturity: active
- function: trading, benchmarking, data-science, charts
- domain: fintech, data-science, analytics
- platform: python, rust, cli
- tags: prediction-markets, polymarket, backtesting, nautilus-trader, algotrading, order-book-replay, cryptocurrency

## Member repositories
- evan-kolberg/prediction-market-backtesting (main) score 52

## Provenance
- Observed fields: from GitHub, fetched 2026-08-28T04:03:50.866604+00:00.
- Health v2: computed from the inputs above; adoption is never an input.
- Inferred fields (summary, facets, guidance): AI-extracted, prompt v1, taxonomy v1, on 2026-08-30T06:28:46.920658+00:00, confidence not recorded.
  - readme: https://github.com/evan-kolberg/prediction-market-backtesting (fetched 2026-08-28T04:03:50.866604+00:00, sha c652477ee827)
- Data as of 2026-08-30T08:39:29.467469+00:00.