rust_bt
Unverified Other strategy on Multi by jensnesten. BotFinder score 18 out of 100.
High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust
Source: github
BotFinder analysis pending.
rust_bt
rustbt 🦀 A high performance, low-latency backtesting engine for testing quantitative trading strategies in Rust. The engine is designed to be used in conjunction with a strategy that implements the Strategy trait. The strategy is responsible for making trading decisions based on the Broker struct. For backtesting on historical data OHLC data is required, and for live trading bid/ask data is required. It's barebones by design, and is intended to be expanded upon to align with the relevant market microstructure and fit the type of products you intend to trade. Overview - High performance, low-latency - Flexible, modular design - Complete backtesting and live testing engine - Market microstructure simulation, including bid-ask spread, slippage, commissions, etc. - Detailed trade and position management, fractional orders - Contingent orders (SL/TP) - Margin and leverage management for complex instruments - Pairs trading, trading multiple instruments - Plotting and statistics Components - rustcore: The central trading engine - Implements the core trading logic for backtesting and live tr
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Alerts on changes: coming soon
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Open-source maintainer on GitHub.
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