hftbacktest

High-frequency trading backtesting tool

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Project description

High-frequency trading and market-making backtesting tool that takes order queues and latencies into account based on full order book and trade tick data.

Getting started

Installation

pip install hftbacktest

Data Source & Format

Please see https://github.com/nkaz001/collect-binancefutures regarding collecting and converting the feed data.

Examples

Please see example directory.

Documentation

Project details

These details have not been verified by PyPI

Project links

GitHub Statistics

View statistics for this project via Libraries.io, or by using our public dataset on Google BigQuery

Release history Release notifications | RSS feed

1.8.2

May 19, 2024

1.8.1

Apr 24, 2024

1.8.0

Mar 22, 2024

1.7.2

Jan 17, 2024

1.7.1

Nov 24, 2023

1.7.0

Nov 14, 2023

1.6.6

Oct 25, 2023

1.6.5

Sep 4, 2023

1.6.4

Aug 23, 2023

1.6.3

Aug 10, 2023

1.6.2

Jul 9, 2023

1.6.1

May 22, 2023

1.6.0

May 18, 2023

1.5.5

May 10, 2023

1.5.4

Apr 30, 2023

1.5.3

Apr 28, 2023

1.5.2

Apr 16, 2023

1.5.1 yanked

Apr 16, 2023

1.5.0

Apr 7, 2023

1.4.1

Apr 5, 2023

1.4.0

Mar 31, 2023

1.3.1

Mar 16, 2023

1.3.0

Mar 10, 2023

This version

1.2.1

Feb 22, 2023

1.1.0

Dec 1, 2022

1.0.2

Nov 18, 2022

1.0.1

Nov 14, 2022

1.0 yanked

Nov 2, 2022

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Source Distribution

hftbacktest-1.2.1.tar.gz (14.8 kB view hashes)

Uploaded Feb 22, 2023 Source

Hashes for hftbacktest-1.2.1.tar.gz

Hashes for hftbacktest-1.2.1.tar.gz
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