Rust Backtester

A Rust-based trading library designed for professionals and hobbyists alike. This package offers powerful, modular tools for creating a robust trading ecosystem, including backtesting, custom strategies, data fetching, exchange implementations, and even your own technical analysis (TA) library.

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Features (Roadmap for Alpha, we are not in alpha yet, so no expectations)

• ⚡ Backtesting Framework: Test your trading strategies with historical data to evaluate performance before going live.
• 🏗️ Custom Strategies: Implement and plug in your own trading strategies.
• 📊 Data Fetching: Fetch and process market data for all your backtesting and live trading needs.
• 🔄 Exchange Implementations: Modules for interfacing with real or simulated trading exchanges.
• 📈 Custom TA Library: Develop your own indicators, moving averages, or other technical analysis tools.

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Modules Overview

1. Backtesting:

   • Provides a seamless interface to test strategies against historical data.
   • Example usage:

     /* TODO write mockup implementation */
     println!("{:?}", results.performance());

2. Custom Strategies:

   • Create strategies tailored to your needs by implementing simple traits or callback logic:

     /* TODO write strategy example */
     struct MyStrategy;
     
     impl Strategy for MyStrategy {
         fn execute(&self, data: &Data) -> Signal {
             // Custom logic here
         }
     }

3. Data Fetching:

   • Fetch data from exchanges or use offline files for testing purposes.

4. Exchange Implementations:

   • Easily integrate your code with real-world trading exchanges or simulate trades to test strategies.

5. Custom TA Library:

   • Build your own indicators such as moving averages, momentum oscillators, etc.

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Example Usage

/* TODO write example usage */
use backtester::backtesting::Backtester;
use backtester::strategies::SimpleMomentumStrategy;
use backtester::data::fetch::fetch_data;

fn main() {
    // Fetch historical data
    let data = fetch_data("BTC/USD", "binance").unwrap();
    
    // Define your strategy
    let strategy = SimpleMomentumStrategy::new();

    // Perform backtest
    let backtest_results = Backtester::new(strategy, data).run();

    // Display results
    println!("{:?}", backtest_results.summary());
}

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Contributing

Contributions are always welcome! If you have suggestions for new features, bug fixes, or simply wish to contribute code, feel free to submit a pull request.

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Supporting My Work

Your support will help me continue to develop these tools and create more useful resources for the crypto or trading community.

• Solana (SOL): [EyE5XKNGB2o7JrpgbfdiF5RU9dWa5VQ4gekjgFQ1kFDv]
• Ethereum (ETH): [0x31bf3487139bed31a646ac5863e2fa115f5d9fee]
• Telegram Handle [@weestack]

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License

This project is licensed under the MIT License. Feel free to use it as you wish. Attribution is appreciated but not required.

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Roadmap and TODO's

• Store Portfolio values and daily values as Dataframe in some extraction, to make it faster for final data crunching
• Refactor the backtesting module for better performance and modularity.
• Implement candle streaming.
• Implement TA library and double top and bottom as the first patterns.
• Add more exchange integrations (e.g., Kraken, Binance).

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Usefull commands section

cargo test test_strategy_with_backtrader --package Backtester -- --show-output 
```# Rust-QuantTrader