{"repo":"rbeeli/Fastback.jl","free":true,"listed":false,"github":"https://github.com/rbeeli/Fastback.jl","clone":"git clone https://github.com/rbeeli/Fastback.jl.git","description":"Blazing fast Julia backtester.","language":"Julia","stars":21,"topics":["julia","backtesting","performance","risk","analytics","portfolio","strategy","trading","investing"],"license":"MIT","category":"trading","readme_excerpt":"Fastback.jl - Blazingly fast Julia backtester 🚀 Fastback provides a lightweight, flexible and highly efficient event-based backtesting library for quantitative trading strategies. Fastback focuses on deterministic accounting: it tracks open positions, balances, equity, margin, option premium flows, and cashflows across multiple currencies. The execution pipeline supports broker-driven commissions/financing and partial fills; slippage and delays are modeled by the timestamps and fill prices you pass in. Listed options are supported as quote-driven, cash-settled contracts, including underlying mark updates, expiry settlement at intrinsic value, short-option margin, and atomic multi-leg fills for classic strategies such as vertical spreads, butterflies, and condors. For equity-option symbols such as SPY or AAPL, this is a cash-settled, assignment-free proxy; see Options limitations / IBKR mapping. Fastback does not try to model every aspect of a trading system, e.g. data ingestion, strategy logic, OMS/execution gateways, or logging. Instead, it provides basic building blocks for creating a custom backtesting environment that is easy to understand and extend. Broker behavior is intentionally lightweight and pluggable via broker profiles (for commissions and financing schedules). For example, Fastback has no notion of \"strategy\" or \"indicator\"; such constructs are highly strategy specific, and therefore up to the user to define. The event-based architecture aims to mimic how real","default_branch":null,"files":null,"tree":[],"storefront":"/r/rbeeli","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/rbeeli/Fastback.jl/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}