High performance C++ backtesting library with a python wrapper for Algorithmic trading. See wrapper/examples/ma_cross.py for complete example of a moving average crossover strategy and a comparison to the same strategy using Backtrader
git clone https://github.com/ntorm1/FastTest.git
cd FastTest
cmake -B build
cd build
makeTo avoid any build problems you can use Google Colab which has been tested. To install:
!git clone https://github.com/ntorm1/FastTest.git
!cd /content/FastTest && git pull
!cd /content/FastTest && cmake -B build
!cd /content/FastTest/build && make -j
!cd /content/FastTest/wrapper/tests && python test.pyThen you can access the Library as follows:
sys.path.append("/content/FastTest/wrapper")
from Exchange import Exchange, Asset
from Broker import Broker
from Strategy import Strategy
from FastTest import FastTestcd ../Wrapper/tests
python3 test.py