I publish a library named `Qust` for building live-trading and back-test systems

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:
    1. Accept kline flow, and return a target position.
    2. Accept tick data flow, and return a target position.
    3. Accept tick data flow, and return an order action.
    4. Accept kline and tick flow, return a target positon or an order action.
    5. Accept kline flow, and return a bool.(a least two of it make a strategy, one for open position, another for close)
    6. Add filter conditions to an existed strategy.
    7. Add algorithm method to an existed strategy.
    8. Add order matching methods when backtest a strategy.
    9. Add valitality manager to strategies.
    10. Add portoflio manager to a pool of strategies.
      and so on.

See this notebook Example for more detail.

github url

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Just going to share this project here in case you weren't aware of it. Maybe you'll find it interesting or inspirational for your own project.

Interesting commit messages by the way :sweat_smile:

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