nautilus-backtest

Backtest engine for NautilusTrader.

The nautilus-backtest crate provides an event-driven backtesting framework that allows quantitative traders to test and validate trading strategies on historical data with high fidelity market simulation. The system replicates real market conditions including:

Event-driven backtesting engine with simulated exchanges.
Market data replay with configurable latency and fill models.
Order matching engines with realistic execution simulation.
Multi-venue and multi-asset backtesting capabilities.
Configuration and state management.

NautilusTrader

NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.

The system spans research, deterministic simulation, and live execution within a single event-driven architecture, providing research-to-live semantic parity.

Feature flags

This crate provides feature flags to control source code inclusion during compilation:

examples: Enables example strategies and the EMA crossover backtest example.
streaming: Enables persistence dependency for streaming configuration.
ffi: Enables the C foreign function interface (FFI) from cbindgen.
python: Enables Python bindings from PyO3.
extension-module: Builds as a Python extension module.

Documentation

See the docs for more detailed usage.

License

The source code for NautilusTrader is available on GitHub under the GNU Lesser General Public License v3.0.

NautilusTrader™ is developed and maintained by Nautech Systems, a technology company specializing in the development of high-performance trading systems. For more information, visit https://nautilustrader.io.

Use of this software is subject to the Disclaimer.