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add a rust backtest framework flashfunk

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Zhe Wang
2022-01-31 08:58:11 +00:00
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@@ -81,6 +81,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [aat](https://github.com/AsyncAlgoTrading/aat) | `Python`, `C++`, `Live Trading`| - an asynchronous, event-driven framework for writing algorithmic trading strategies in python with optional acceleration in C++. It is designed to be modular and extensible, with support for a wide variety of instruments and strategies, live trading across (and between) multiple exchanges.
- [backtesting.py](https://github.com/kernc/backtesting.py) | `Python` | - Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof.
- [backtrader](https://github.com/mementum/backtrader) | `Python`, `Live Trading` | - Event driven Python Backtesting library for trading strategies
- [FlashFunk](https://github.com/HFQR/FlashFunk) | `Rust` | - High Performance Runtime in Rust
- [finmarketpy](https://github.com/cuemacro/finmarketpy) | `Python` | - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
- [gobacktest](https://github.com/gobacktest/gobacktest) | `Go` | - A Go implementation of event-driven backtesting framework
- [lumibot](https://github.com/Lumiwealth/lumibot/tree/8da88cadfe9ee35399dd69c94aa5ed3cf995f417) | `Python` | - A very simple yet useful backtesting and sample based live trading framework (a bit slow to run...)