@backtrader
Thanks reply ,
I find this thread how-to-speed-up-backtest

the dataset he used is 6 months , and he takes 96 seconds to run , but my dataset is one years and taks 15 mins . that's crazy...

I don't know what caused this difference in time.

This is my code :

class SmaCross(bt.SignalStrategy):
    def __init__(self):
        sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)

cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)

dataframe = pd.read_csv(r'D:\aaa.csv', index_col=0, parse_dates=True)
print(dataframe)

dataframe['openinterest'] = 0
data = bt.feeds.PandasData(dataname=dataframe,
                        fromdate = datetime(2015, 1, 1),
                        todate = datetime(2016, 12, 31)
                        )
cerebro.adddata(data)
start = datetime.now()
cerebro.run()
stop = datetime.now()
print(stop-start)
cerebro.plot()

The total processing time is 15 mins 50 sec ,
What settings should I make to speedup ?

Thanks.