hftbacktest
latest

Tutorials

  • Data Preparation
  • Getting Started
  • Working with Market Depth and Trades
  • Integrating Custom Data
  • High-Frequency Grid Trading
  • Impact of Order Latency
  • Guéant–Lehalle–Fernandez-Tapia Market Making Model and Grid Trading
  • Making Multiple Markets
  • Probability Queue Position Models
  • Risk Mitigation through Price Protection in Extreme Market Conditions
  • Examples

User Guide

  • Data
  • Latency Models
  • Order Fill
  • JIT Compilation Overhead
  • Debugging Backtesting and Live Discrepancies

API Reference

  • Initialization
  • Backtester
  • Asset Types
  • Order Latency Models
  • Queue Models
  • Stat
  • Data Validation
  • Data Utilities
  • Index
hftbacktest
  • Overview: module code

All modules for which code is available

  • hftbacktest
    • hftbacktest.assettype
    • hftbacktest.backtest
    • hftbacktest.data
      • hftbacktest.data.utils.binancefutures
      • hftbacktest.data.utils.binancehistmktdata
      • hftbacktest.data.utils.difforderbooksnapshot
      • hftbacktest.data.utils.snapshot
      • hftbacktest.data.utils.tardis
      • hftbacktest.data.validation
    • hftbacktest.models.latencies
    • hftbacktest.models.queue
    • hftbacktest.stat

© Copyright 2024, nkaz001. Revision f6d0bc71.

Built with Sphinx using a theme provided by Read the Docs.