21 lines
3.1 KiB
Plaintext
21 lines
3.1 KiB
Plaintext
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mZmZmZmZmZmZmZmZmZmZmZmZmZmZm Z m Z m Z m Z m Z m!Z!m"Z"m#Z#m$Z$m%Z%m&Z&m'Z'm(Z(m)Z)m*Z*m+Z+m,Z,m-Z-m.Z.m/Z/m0Z0m1Z1m2Z2m3Z3m4Z4m5Z5m6Z6m7Z7m8Z8m9Z9m:Z:m;Z;m<Z<m=Z=m>Z>m?Z?m@Z@mAZAmBZBmCZCmDZDmEZEmFZFmGZGmHZHmIZImJZJmKZKmLZLmMZMmNZNmOZOmPZPmQZQmRZRmSZSmTZTmUZUmVZVmWZWmXZXmYZYmZZZm[Z[m\Z\m]Z]m^Z^m_Z_m`Z`maZambZbmcZcmdZdmeZemfZfmgZgmhZhmiZimjZj dZkg d¢Zly)a
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RaptorBT - High-performance Rust backtesting engine.
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Provides Python bindings for a Rust-based backtesting engine built for
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production quantitative trading:
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- Sub-millisecond execution on thousands of bars
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- Disk footprint: <10MB, startup latency: <10ms
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- 100% deterministic execution (no JIT cache)
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- Native parallelism via Rayon + explicit SIMD
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- Full tick-level simulation (no bar resampling required)
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- 80+ technical indicators from ferro-ta (P0 batch: PPO, APO, ADOSC,
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OBV, CMO, ARONOSC, BOP, ULTOSC, and more)
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é )iÚPyBacktestConfigÚPyInstrumentConfigÚ PyStopConfigÚPyTargetConfigÚPyBacktestResultÚPyBacktestMetricsÚPyTradeÚrun_single_backtestÚrun_basket_backtestÚrun_options_backtestÚrun_pairs_backtestÚrun_multi_backtestÚrun_spread_backtestÚrun_tick_backtestÚPyBatchSpreadItemÚbatch_spread_backtestÚsimulate_portfolio_mcÚcompute_tick_entry_signalsÚcompute_tick_exit_signalsÚtick_spread_pctÚbuy_sell_imbalance_deltaÚ
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return_windowÚrealized_vol_rollingÚoi_position_pctÚ
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tick_velocityÚsmaÚemaÚrsiÚmacdÚ
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stochasticÚatrÚbollinger_bandsÚadxÚvwapÚ
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