JCL answering me, I'm honored!
I was reading your Financial Hacker blog earlier, loved it!

I thought about something.

My Python code already produces forecasts and for each day a decision to buy or sell.
Could I pipe these buy/sell decisions (and a few trading rules) into Zorro to deliver a backtest ?

Most back testers are rules driven (you code your strategy in them).
But I don't have a strategy, I have an ML black box giving me forecasts...