hftbacktest

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install hftbacktest

Dependencies

Releases

Version Released Bookworm
Python 3.11
Trixie
Python 3.13
Files
2.4.4 2025-12-10    
2.4.3 2025-09-30    
2.4.2 2025-08-24    
2.4.1 2025-08-11    
2.4.0 2025-08-03    
2.3.0 2025-05-26    
2.2.0 2025-02-06    
2.1.1 2024-11-24    
2.1.0 2024-09-03    
2.0.0 2024-08-14    
2.0.0rc1 pre-release 2024-08-11    
2.0.0rc0 pre-release 2024-08-04    
1.8.4 2024-06-10    
1.8.3 2024-05-30    
1.8.2 2024-05-19    
1.8.1 2024-04-24    
1.8.0 2024-03-22    
1.7.2 2024-01-17    
1.7.1 2023-11-24    
1.7.0 2023-11-14    
1.6.6 2023-10-25    
1.6.5 2023-09-04
1.6.4 2023-08-23
1.6.3 2023-08-10
1.6.2 2023-07-09
1.6.1 2023-05-22
1.6.0 2023-05-18
1.5.5 2023-05-10
1.5.4 2023-04-30
1.5.3 2023-04-28
1.5.2 2023-04-16
1.5.1 yanked 2023-04-16
1.5.0 2023-04-07
1.4.1 2023-04-05
1.4.0 2023-03-31
1.3.1 2023-03-16
1.3.0 2023-03-10
1.2.1 2023-02-22
1.1.0 2022-12-01
1.0.2 2022-11-18
1.0.1 2022-11-14
1.0 yanked 2022-11-02    

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Page last updated 2026-09-03 14:33:29 UTC