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 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

accumulator

config

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.

execution_client

Provides a BacktestExecutionClient implementation for backtesting.

ffi

C foreign function interface (FFI) from cbindgen.

modules

runner