No project description provided
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
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
hawk_backtester-0.2.1.tar.gz
(34.5 kB
view details)
Built Distribution
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
File details
Details for the file hawk_backtester-0.2.1.tar.gz.
File metadata
- Download URL: hawk_backtester-0.2.1.tar.gz
- Upload date:
- Size: 34.5 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: maturin/1.7.7
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
0a318b92af1f0a592be89b1279399532fb5275674bc2fb21e2a761be9b0d5332
|
|
| MD5 |
aa816f89f3caf24f733c70e5fe46d4ea
|
|
| BLAKE2b-256 |
872d99bfd1ca185715d37c6dcc0be621f758d9d1cef8555386ebd583fce3ab80
|
File details
Details for the file hawk_backtester-0.2.1-cp312-cp312-manylinux_2_34_x86_64.whl.
File metadata
- Download URL: hawk_backtester-0.2.1-cp312-cp312-manylinux_2_34_x86_64.whl
- Upload date:
- Size: 4.4 MB
- Tags: CPython 3.12, manylinux: glibc 2.34+ x86-64
- Uploaded using Trusted Publishing? No
- Uploaded via: maturin/1.7.7
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
0ac21c7e8b5e923db14e91cedbbaeb5c90dc8800a1a1caa7939ebd84cf7202b5
|
|
| MD5 |
492af78553eb9539fb7054033ab5587b
|
|
| BLAKE2b-256 |
670fc9866c312e798b1f05eb24375915b690fe5f4fed2f6da998fc09ced20616
|
