search

nkaz001 / hftbacktest

A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures
MIT License
1.78k stars 357 forks source link

May I ask about the backtesting data for this project, and what is the average daily profit margin #81

Closed fengxiaojie closed 3 months ago

nkaz001 commented 3 months ago

The data was collected by myself using this repository or Tardis. I am preparing an example that shows the entire backtesting process, from data conversion from Tardis data to backtesting making multiple markets based on hft gridtrading.

As for the second question, I'm unsure what that is. Any sources?

fengxiaojie commented 3 months ago

I feel that the quality of this project code is too high. Can you ask if the code has any strategies for buying, selling, and closing BTC futures, and what is the approximate winning rate

nkaz001 commented 3 months ago

i didn't get it. you can start with the example and see how it works and see the figures you want to know by playing with the data and the backtesting result.