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I use Quantstrat heavily for strategy research and optimisation. I have two Python developers about to join my team and would like to use it as an opportunity to diversify our research tools so we are not as reliant upon one framework.

Which of the plethora of python backtesting Frameworks is most similar to Quantstrat in terms of strategy design (Indicators, Signals, Rules), preferably vectorised as were mainly dealing with granular data and running multiple parameter sweeps, and also fully supports futures?

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