From 90573954a9b5ee8fdc47f6495fb8fc023ce1b6b0 Mon Sep 17 00:00:00 2001 From: Zhe Wang Date: Tue, 21 Mar 2023 15:04:44 +0000 Subject: [PATCH] add one hft lib --- Readme.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/Readme.md b/Readme.md index 6dc9fb1..c63061b 100644 --- a/Readme.md +++ b/Readme.md @@ -110,10 +110,11 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a - [zvt](https://github.com/zvtvz/zvt) | `Python`, `Stock`, `Backtest` | - Modular quant framework - [zipline](https://github.com/quantopian/zipline) | `Python` | - Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. - [PandoraTrader](https://github.com/pegasusTrader/PandoraTrader) | `C++` | - CTP 高频量化交易平台 C++ Trade Platform for quant developer +- [hftbacktest](https://github.com/nkaz001/hftbacktest) | `Python` | - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books. +- [* bt](https://github.com/pmorissette/bt) | `Python` | - Flexible backtesting for Python based on Algo and Strategy Tree > Vector Based Frameworks -- [bt](https://github.com/pmorissette/bt) | `Python` | - Flexible backtesting for Python based on Algo and Strategy Tree - [pysystemtrade](https://github.com/robcarver17/pysystemtrade) | `Python`, `Live Trading` | - Systematic Trading in python from book by Rob Carver - [finmarketpy](https://github.com/cuemacro/finmarketpy) | `Python` | - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians) - [vectorbt](https://github.com/polakowo/vectorbt) | `Python`, `numba` | - vectorbt takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. This allows for testing of many thousands of strategies in seconds.