Metadata-Version: 1.2
Name: hftbacktest
Version: 1.2.1
Summary: High-frequency trading backtesting tool
Home-page: https://github.com/nkaz001/hftbacktest
Author: nkaz001
Author-email: nkaz001@protonmail.com
License: MIT
Project-URL: Docs, https://github.com/nkaz001/hftbacktest/wiki
Project-URL: GitHub: issues, https://github.com/nkaz001/hftbacktest/issues
Project-URL: GitHub: repo, https://github.com/nkaz001/hftbacktest
Description: HftBacktest
        ===========
        
        |codacy| |pypi| |license|
        
        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 <https://github.com/nkaz001/hftbacktest/tree/master/example>`_ directory.
        
        Documentation
        -------------
        * `Data <https://github.com/nkaz001/hftbacktest/wiki/Data>`_
        * `Latency model <https://github.com/nkaz001/hftbacktest/wiki/Latency-model>`_
        * `Order fill <https://github.com/nkaz001/hftbacktest/wiki/Order-fill>`_
        
        
        .. |codacy| image:: https://app.codacy.com/project/badge/Grade/e2cef673757a45b18abfc361779feada
            :alt: |Codacy
            :target: https://www.codacy.com/gh/nkaz001/hftbacktest/dashboard?utm_source=github.com&amp;utm_medium=referral&amp;utm_content=nkaz001/hftbacktest&amp;utm_campaign=Badge_Grade
        
        .. |pypi| image:: https://badge.fury.io/py/hftbacktest.svg
            :alt: |Python Version
            :target: https://pypi.org/project/hftbacktest
        
        .. |license| image:: https://img.shields.io/badge/License-MIT-green.svg
            :alt: |License
            :target: https://github.com/nkaz001/hftbacktest/blob/master/LICENSE
        
Keywords: hft,high-frequency trading,trading,market-making,backtest
Platform: UNKNOWN
Classifier: Development Status :: 5 - Production/Stable
Classifier: Framework :: Jupyter
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: POSIX
Classifier: Operating System :: MacOS :: MacOS X
Classifier: Operating System :: Microsoft :: Windows
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3
Classifier: Topic :: Office/Business :: Financial :: Investment
Requires-Python: >=3.6
