hftbacktest
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
Installation
In a virtualenv (see these instructions if you need to create one):
pip3 install hftbacktest
Releases
Issues with this package?
- Search issues for this package
- Package or version missing? Open a new issue
- Something else? Open a new issue