I can confirm that backtrader is by far the best option compared to zipline, and quantconnect. The zipline code is a mess, they implemented it, then decided to create a new library to implement basic statistics which they got wrong then created a new library to implement the risk metrics. It is inefficient and Quantopian holds back enough code to just make zipline unusable.

Quantconnect has a better architecture but it also has a lot of old legacy code.

May I ask what is the platform are you working on? QuantRocket?

I can confirm that backtrader is by far the best option compared to zipline, and quantconnect. The zipline code is a mess, they implemented it, then decided to create a new library to implement basic statistics which they got wrong then created a new library to implement the risk metrics. It is inefficient and Quantopian holds back enough code to just make zipline unusable.

Quantconnect has a better architecture but it also has a lot of old legacy code.

is the dataname=securityfile always unique? maybe it is the same name?

I have a very simple strategy and in the end I run:

cerebro.addanalyzer(bt.analyzers.SharpeRatio) 
cerebro.addanalyzer(bt.analyzers.Returns) 
cerebro.addanalyzer(bt.analyzers.PyFolio)

Then I compare the return and Sharpe from bt to Pyfolio and they are
different:

Sharpe Ratio 1.22111855094Total 
return 0.671019659277

Entire data start date: 2012-09-24
Entire data end date: 2017-09-22
Backtest months: 59
BacktestAnnual return          14.4%
Cumulative returns     95.6%
Annual volatility      15.2%
Sharpe ratio            0.96
Calmar ratio            0.86
Stability               0.90
Max drawdown          -16.8%
Omega ratio             1.18
Sortino ratio           1.48
Skew                    0.86
Kurtosis                8.21
Tail ratio              1.02
Daily value at risk    -1.9%
Gross leverage          0.60
Daily turnover          0.2%
Alpha                   0.04
Beta                    0.81

Is it due to the Risk Free rate? Comission? Slippage?