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Installation

HftBacktest is available for both Python and Rust. Choose the installation method that matches your preferred development environment.

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Python Installation

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Requirements

HftBacktest requires Python 3.11 or higher
The Python package has the following dependencies:
  • numpy >= 2.0, < 2.3
  • numba ~= 0.61
  • polars
  • matplotlib
  • holoviews

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Install via pip

1

Install the package

The simplest way to install HftBacktest is using pip:
pip install hftbacktest
This will install the latest stable release from PyPI.
2

Verify installation

Test your installation by importing the package:
import hftbacktest
print(hftbacktest.__version__)

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Install from Source

For the latest development version, you can install directly from the GitHub repository:
1

Clone the repository

git clone https://github.com/nkaz001/hftbacktest
cd hftbacktest/py-hftbacktest
2

Install with pip

pip install -e .
The -e flag installs the package in editable mode, useful for development.

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Optional Dependencies

For additional data source support, install the optional dependencies: 
# Databento data support
pip install hftbacktest[databento]

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Rust Installation

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Requirements

HftBacktest requires Rust 1.91.1 or higher

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Add to Cargo.toml

Add HftBacktest as a dependency in your Cargo.toml: 
[dependencies]
hftbacktest = "0.9.4"

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Feature Flags

The Rust crate provides several optional features:
FeatureDescriptionDefault
backtestBacktesting engine and data processing✓
liveLive trading bot support (Binance, Bybit)✓
s3AWS S3 data loading support✗

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Build Your Project

After adding the dependency, build your project: 
cargo build --release
Always use --release mode for backtesting to get optimal performance. Debug builds can be 10-100x slower.

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Verify Installation

Create a simple test to verify the installation: 
use hftbacktest::prelude::*;

fn main() {
    println!("HftBacktest installed successfully!");
}
Run it with: 
cargo run --release

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Development Setup

For contributing or development purposes:
1

Clone the repository

git clone https://github.com/nkaz001/hftbacktest
cd hftbacktest
2

Python development

Install Python package in development mode:
cd py-hftbacktest
pip install -e .
3

Rust development

Build the Rust crate:
cd hftbacktest
cargo build --release

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Platform-Specific Notes

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Linux

All features work out of the box on Linux. For optimal performance: 
# Install build essentials if not present
sudo apt-get update
sudo apt-get install build-essential

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macOS

Python and Rust installations work normally on macOS: 
# Install Rust if needed
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

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Windows

Both Python and Rust are supported on Windows:
For Rust on Windows, you may need to install the Microsoft C++ Build Tools.

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ARM Architecture

For ARM platforms (including Apple Silicon): 
# Additional dependency is handled automatically
# aws-lc-rs is used with bindgen feature

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Next Steps

Now that you have HftBacktest installed, you’re ready to run your first backtest:

Quick Start

Run your first backtest with a simple example

Data Preparation

Learn how to prepare market data for backtesting

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Troubleshooting

HftBacktest requires NumPy 2.0+. If you have conflicts:
pip install --upgrade numpy
pip install --force-reinstall hftbacktest
Ensure you have the correct Numba version:
pip install numba~=0.61
The first build can take several minutes. Subsequent builds are faster. Use cargo build --release -j 4 to limit parallel jobs if you have memory constraints.
On Linux, install OpenSSL development libraries:
sudo apt-get install libssl-dev pkg-config

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Getting Help

If you encounter issues:

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