bluebell136 / backtest-lib Public

HFT backtest-engine for LOB data.

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Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
examples		examples
utils		utils
.gitignore		.gitignore
README.md		README.md
__init__.py		__init__.py
agent.py		agent.py
backtest.py		backtest.py
main.py		main.py
market.py		market.py
model.py		model.py

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backtest-lib

HFT backtest-engine for LOB data.

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