@DanKornas: Need to test multiple trading strategies without stitching together separate backtest systems? Magents is an open-sourc…

Need to test multiple trading strategies without stitching together separate backtest systems? Magents is an open-source Python framework for builders simulating and backtesting multiple trading strategies in one system. It helps you test independent strategy pods in one simulation by giving them shared data feeds, central risk controls, and an event-driven backtesting engine. Key features: • Strategy pods – isolates each strategy with specialized signal, execution, and risk agents • Event-driven engine – processes market-data events, orders, fills, and risk alerts • Central risk controls – supports drawdown, position, leverage, and exposure limits • Backtest configuration – models transaction costs and slippage, plus market, limit, stop, and stop-limit orders • Extension points – lets you add strategies, data feeds, or risk rules without changing core code It’s open-source (MIT license). The package metadata currently marks version 0.1.0 as Alpha. Link in the reply