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nkaz001/hftbacktest
这是一个用于高频交易和做市策略开发的免费开源回测框架。它支持完整的订单簿和交易tick数据回放,模拟行情和订单延迟、队列位置对成交的影响,可用于Binance和Bybit的实盘交易原型开发。
标签
algorithmic-trading
algotrading
backtesting
backtesting-engine
backtesting-trading-strategies
binance
crypto-bot
crypto-trading
hft
high-frequency-trading
limit-order-book
market-maker
market-making
orderbook
orderbook-tick-data
quantitative-trading
trading-algorithms
trading-simulator
trading-strategies
tradingbot
技术栈
查看全部依赖 (20)
依赖
NumPy
unknown
anyhow
1.0.100
bincode
2.0.1
chrono
0.4.42
databento
unknown
dyn-clone
1.0.20
hftbacktest
unknown
holoviews
unknown
ipython
unknown
jupyter
unknown
matplotlib
unknown
nbsphinx
unknown
numba
unknown
polars
unknown
proc-macro2
1.0.103
quote
1.0.42
sphinx_rtd_theme
unknown
syn
2.0.111
thiserror
2.0.17
tracing
0.1.43