I am backtesting a strategy and have data generated from the returns of the strategy. Now I need performance metrics like maximum drawdown, Sharpe ratio, Treynor measure etc., I am writing functions individually. I am looking for a library which can generate these metrics taking the returns as input.
Try backtrader at at Backtrader.com. It is a python based open source backtester with great documentation. You can implement analysers as part of your back test and get various performance metrics https://www.backtrader.com/docu/analyzers/analyzers.html?highlight=performance[Analysers]. I have used both Quantiacs and Backtrader and found that Quantiacs was limited to functionality required to enter their quant competition, however Backtrader is a full backtesting solution, including optimisisation, broker integration, useful graph output, multiprocessor support and framework that allows great flexibility in making your ideas come to life.
One huge difference is the community support - just take a look for yourself. I posted a question on quantiacs about six months ago and I am still waiting for a response. On backtrader I often post in the evening and have a response by the morning. Good luck with whatever you choose.