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Project description
Hawk Backtester
A fast portfolio backtesting engine written in Rust with Python bindings.
map: < portfolio_weights, model_state, R_f > --> < log_portfolio_raturns >
Assumes Execution on the close price.
Installation
pip install hawk-backtester
Usage
from hawk_backtester import run_backtest
results = run_backtest(prices_df, weights_df, risk_free_rate)
Developer Commands
cargo install maturin --locked
poetry run maturin develop
poetry run python tests/test_basic.py
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