Crate nautilus_backtest

NautilusTrader is an open-source, high-performance, production-grade algorithmic trading platform, providing quantitative traders with the ability to backtest portfolios of automated trading strategies on historical data with an event-driven engine, and also deploy those same strategies live, with no code changes.

Feature flags

This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the main nautilus_trader Python package, or as part of a Rust only build.

• ffi: Enables the C foreign function interface (FFI) from cbindgen.
• python: Enables Python bindings from pyo3.

Modules

• data_client
  Provides a BacktestDataClient implementation for backtesting.
• engine
  The core BacktestEngine for backtesting on historical data.
• exchange
  Provides a SimulatedExchange venue for backtesting on historical data.
• ffi
  C foreign function interface (FFI) from cbindgen.
• matching_engine
• models
• modules