nkaz001/hftbacktest

Issues

• Data preperation

  #138 opened 18 days ago by sungjinoh
  5

• Need example using DiffOrderBookSnapshot

  #137 opened 21 days ago by joytrust0609
  5

• cannot import name 'BacktestAsset' from 'hftbacktest'

  #111 opened 19 days ago by isslerman
  4

• [Suggestion] Poisson regression replace Linear regression in GLFT example

  #136 opened 25 days ago by notCuteSocks
  0

• How to distinguish between available balance and frozen balance

  #135 opened a month ago by ffssea
  7

• Calculate the average holding time of position

  #133 opened a month ago by ffssea
  2

• Issue of submitting multiple orders repeatedly in IOC mode

  #130 opened a month ago by ffssea
  2

• In LiveBot, eventReceiver always timeout

  #131 opened a month ago by lli839
  5

• Is hbt.elapse(100_000_000) used in live trading?

  #132 opened a month ago by lli839
  2

• Demo of arbitrage of bookTicker data across exchanges

  #126 opened a month ago by ffssea
  10

• In grid trading example, the best_ask price is always NaN

  #127 opened a month ago by lli839
  4

• The issue of hbt.bid_depth and hbt.ask_depth not aligning with hbt.best_bid and hbt.best_ask

  #125 opened a month ago by kasperlmc
  3

• Master not building

  #119 opened 2 months ago by tradflux
  2

• Is there an issue with the runtime speed of version 2.0.0rc0?

  #117 opened 2 months ago by kasperlmc
  10

• PanicException: called `Result::unwrap()` on an `Err` value: Os { code: 2, kind: NotFound, message: "No such file or directory" }

  #110 opened 2 months ago by francoisailah
  3

• Remove 'rust' sub-directory from the repo

  #118 opened 2 months ago by tradflux
  1

• How to Backtest on Cross-Exchange

  #116 opened 2 months ago by zhangyiyan617
  2

• Can you put the example data somewhere for download, so one can run the example more easily and quickly?

  #69 opened 2 months ago by cutebomb
  16

• How to load only depth, bookticker, and trade for backtesting

  #96 opened 2 months ago by zhangyiyan617
  4

• Feat: Ability to import snapshots up to orderbook level L

  #113 opened 2 months ago by ian-wazowski
  2

• Can't import BacktestAsset and HashMapMarketDepthBacktest

  #106 opened 2 months ago by francoisailah
  13

• Memory corruption (STATUS_HEAP_CORRUPTION) when using Vec::from_raw_parts in aligned_vec function

  #101 opened 2 months ago by dogfood1
  8

• Rust compile error for examples

  #102 opened 2 months ago by xiandong79
  3

• About the rate limit of binance

  #95 opened 2 months ago by silkylove
  1

• Collector

  #100 opened 2 months ago by volemont
  1

• Negative values for best_bid_tick and best_bid

  #97 opened 2 months ago by isslerman
  1

• Supporting other exchanges

  #94 opened 3 months ago by garyttierney
  2

• Question-Explanation of the differences between `LOCAL` and `EXCH`

  #88 opened 3 months ago by bohblue2
  5

• Question: backtest parameters

  #89 opened 3 months ago by richwomanbtc
  1

• Client id may duplicate

  #87 opened 3 months ago by richwomanbtc
  11

• please add more exchanges like Bybit

  #72 opened 6 months ago by SUSHANTH009
  3

• May I ask about the backtesting data for this project, and what is the average daily profit margin

  #81 opened 3 months ago by fengxiaojie
  3

• I try to use restful api to get depth-1000 data every 8 hours, but failed occasionally

  #79 opened 4 months ago by LJingnan
  4

• Why MarketDepth.clear_depth not just clear all level depth

  #78 opened 4 months ago by LJingnan
  2

• Moving from hftbacktest to live

  #47 opened 6 months ago by volemont
  3

• Request for another example

  #74 opened 6 months ago by simsim-14
  4

• 'assets.json' in Making Multiple Markets

  #73 opened 6 months ago by chihyanghsu
  2

• Thanks for rust

  #71 opened 7 months ago by pepi99
  0

• How to check our trades data?

  #68 opened 7 months ago by shreyassarda7
  3

• Potential market making rebates accounting issue

  #67 opened 8 months ago by ajecc
  5

• How to incorporate underlying coin move to make markets in some derivative?

  #64 opened 8 months ago by shreyassarda7
  2

• Trading intensity modeling

  #65 opened 8 months ago by sergeysolovev
  0

• Data loading during multithreaded backtests

  #63 opened 8 months ago by artiko88
  2

• Problem with some Tardis data

  #62 opened 8 months ago by artiko88
  4

• Potential speed-up for stat.equity

  #58 opened 10 months ago by pepi99
  2

• Converting tardis data results in error

  #56 opened 10 months ago by pepi99
  6

• 5 LEVEL SNAPSHOT For a stock market that provides only orderbook data, how to process the data ?

  #55 opened 10 months ago by bohblue2
  2

• Inactive orders

  #53 opened a year ago by pepi99
  1

• Question about imbalance alpha demo

  #51 opened a year ago by OneSourceCat
  0

• Order sequence error due to delays

  #48 opened a year ago by xtma
  2