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title Pipelines — Vector backtest (roadmap)
description Vector-mode pipeline execution. Tracked under

Pipelines: Vector backtest

:::info Status: not yet shipped (Phase 2)

Vector-mode pipelines are tracked under #502. The public API (Pipeline, Factor, Filter) defined in Pipelines: Event-driven backtest is intentionally engine-agnostic, so strategies you write against Phase 1 will keep working when Phase 2 lands. :::

What's planned

  • A vector executor that materialises every factor in the pipeline once over the entire backtest window, instead of rebuilding the panel on each event.
  • Integration with the existing vector backtester (see Vector backtesting).
  • Cached intermediate frames so a rank of a Returns doesn't recompute returns.
  • Optional Polars lazy execution path for memory-bound runs.

What stays the same

The strategy author surface — declaring a Pipeline subclass, listing it on strategy.pipelines, and reading data["YourPipelineClassName"] inside run_strategy — does not change. Switching from event mode to vector mode is meant to be a runner choice, not a strategy rewrite.

Want to help?

Track or comment on the implementation issue: #502 — Pipeline API: Phase 2 (vector executor).

See also