# Dual Settlement Market Backtesting and Analysis

An interesting problems I have been dealing with as a relatively new quant to the Electricity markets is the difficulty of back testing.

The issues I have been having with backtesting are that the framework needs to be able to work over two series, a purchase in the day ahead market and a sale in the real time market 24hr after. some of the backtesting frameworks like bt and backtrader work great for normal single series models but don't hold up for a double series market, atleast with out significant customization which may be the fastest route.

Wondering if anyone has encountered a similar problem?

backtrader supports the spot/day-ahead pattern, which was developed explicity for energy markets. See