hftbacktest supports Python 3.8+. You can install hftbacktest usingpip: pip install hftbacktest Or you can clone the latest development version from the Git repository with: git clone https://github.com/nkaz001/hftbacktest Data Source & Format ...
git clone https://github.com/nkaz001/hftbacktest Data Source & Format Please see Data or Data Preparation. A Quick Example Get a glimpse of what backtesting with hftbacktest looks like with these code snippets: @njit def simple_two_sided_quote(hbt, stat): max_position = 5 half_spread...
Currently, new features are being implemented in Rust due to the limitations of Numba, as performance is crucial given the size of the high-frequency data. The imminent task is to integrate hftbacktest in Python with hftbacktest in Rust by using the Rust implementation as the backend. Meanwhi...