High-performance, event-driven HFT backtesting engine. Supports tick data and strict spread simulation.
Financial backesting library
Comprehensive Rust library for backtesting trading strategies with Hyperliquid data, funding rates, and perpetual futures mechanics
Rust implementation of QuantStats-style performance tear sheets with SVG charts and HTML reports.
AXON v1.5.1 — first crates.io publication of the AXON language full-stack runtime. Lexer/parser/type-checker/IR generator (re-exported from axon-frontend) plus the native Rust runtime: typed channels (TypedEventBus with QoS×5, π-calculus mobility, capability extrusion via shield D8 — Fase 13.f.2), Free Monad CPS handlers (Fase 2), lease kernel + reconcile loop (Fase 3+5), Epistemic Security Kernel (ESK Fase 6), Trust Types + ReplayLog (Fase 11.a+11.c), Stateful PEM over WebSocket (Fase 11.d), Ontological Tool Synthesis (Fase 11.e), Mobile Typed Channels (Fase 13). Crate publishes as `axon-lang` to mirror the Python PyPI package; library import remains `use axon::*` so existing call sites keep working unchanged.
Backtest your trading strategy.
A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model
Weight-based backtesting engine for quantitative trading
Technical analysis indicators, streaming signals, and a single-asset backtesting engine for Rust
Streaming-first technical analysis library: incremental indicators, drop-in TA-Lib replacement, multi-language.
Core streaming-first technical indicators engine for the Wickra library
Data sources for Wickra: CSV readers, tick-to-candle aggregator, and live exchange feeds.