nautilus-backtest

Backtest engine for NautilusTrader.

The nautilus-backtest crate provides an event-driven backtesting framework that allows quantitative traders to test and validate trading strategies on historical data with high fidelity market simulation. The system replicates real market conditions including:

• Event-driven backtesting engine with simulated exchanges.
• Market data replay with configurable latency and fill models.
• Order matching engines with realistic execution simulation.
• Multi-venue and multi-asset backtesting capabilities.
• Configuration and state management.

NautilusTrader

NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.

The system spans research, deterministic simulation, and live execution within a single event-driven architecture, providing research-to-live semantic parity.

Feature flags

This crate provides feature flags to control source code inclusion during compilation:

• defi: Enables DeFi replay APIs and data-engine routing.
• examples: Enables example strategies and the EMA crossover backtest example.
• extension-module: Builds as a Python extension module.
• high-precision: Enables high-precision mode to use 128-bit value types.
• mimalloc: Uses mimalloc as the global allocator for bundled Rust examples.
• plugin: Provides a compatibility flag without enabling additional code.
• python: Enables Python bindings from PyO3.
• streaming: Enables the nautilus-persistence dependency for streaming configuration.

Documentation

See the docs for more detailed usage.

License

The source code for NautilusTrader is available on GitHub under the GNU Lesser General Public License v3.0.

NautilusTrader™ is developed and maintained by Nautech Systems, a technology company specializing in the development of high-performance trading systems. For more information, visit https://nautilustrader.io.

Use of this software is subject to the Disclaimer.

© 2015-2026 Nautech Systems Pty Ltd. All rights reserved.