Qust is a Rust libraries for building live-trading and back-test systems. It has the following features:
- Fast: It's way to handle or to save the kline data, tick data and strategy makes the backtest and live trading fast.
- Extensible: It provide many ways to build a strategy, and new ways can be implemented by needs, so that you can focus what you care. You can build a simple strategy or complicated one, then backtest it on kline data(for quick scruch) or tick data, on put it on live trading directly. For example, you can build a strategy by following ways:
- Accept kline flow, and return a target position.
- Accept tick data flow, and return a target position.
- Accept tick data flow, and return an order action.
- Accept kline and tick flow, return a target positon or an order action.
- Accept kline flow, and return a bool.(a least two of it make a strategy, one for open position, another for close)
- Add filter conditions to an existed strategy.
- Add algorithm method to an existed strategy.
- Add order matching methods when backtest a strategy.
- Add valitality manager to strategies.
- Add portoflio manager to a pool of strategies.
and so on.
See this notebook Example for more detail.