Project Overview
CppBacktester is a high-performance backtesting framework designed for financial strategy testing and optimization. It provides both a native C++ interface for maximum performance and a Python interface for ease of use and integration with the Python data science ecosystem.
Key Features
High Performance
Built with C++ for maximum speed and efficiency, allowing for rapid backtesting of complex strategies.
Python Integration
Seamless Python bindings allow for easy integration with popular data science libraries like NumPy and pandas.
Dual Interface
Use either the C++ API for performance-critical applications or the Python API for rapid development and analysis.
ONNX Runtime Support
Integrated support for ONNX Runtime enables the use of machine learning models in your backtesting strategies.
Getting Started
To get started with CppBacktester, follow these steps:
- Check the Installation Guide to set up the project
- Explore the Usage Guide to learn how to use the framework
- Review the Examples to see CppBacktester in action
Build Options
CppBacktester supports two main build targets:
- C++ executable (
BUILD_EXECUTABLE=ON) - Python module (
BUILD_PYTHON_MODULE=ON)
Both targets are enabled by default. See the Installation Guide for more details.