[package]
edition = "2024"
rust-version = "1.98.1"
name = "nautilus-backtest"
version = "0.64.0"
authors = ["Nautech Systems <info@nautechsystems.io>"]
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Core backtesting machinery for the Nautilus trading engine"
homepage = "https://nautilustrader.io"
documentation = "https://nautilustrader.io/docs"
readme = "README.md"
keywords = [
"finance",
"trading",
"trading-platform",
"algorithmic-trading",
"quantitative-finance",
]
categories = [
"finance",
"simulation",
"asynchronous",
]
license = "LGPL-3.0-only"
repository = "https://github.com/nautechsystems/nautilus_trader"
resolver = "2"
[package.metadata.docs.rs]
features = [
"defi",
"examples",
"high-precision",
"plugin",
"streaming",
]
rustdoc-args = [
"--cfg",
"docsrs",
]
[features]
default = []
defi = [
"nautilus-common/defi",
"nautilus-data/defi",
"nautilus-model/defi",
]
examples = ["nautilus-trading/examples"]
extension-module = [
"nautilus-common/extension-module",
"nautilus-core/extension-module",
"nautilus-execution/extension-module",
"nautilus-model/extension-module",
"nautilus-trading/extension-module",
"python",
"pyo3/extension-module",
"streaming",
]
high-precision = ["nautilus-model/high-precision"]
mimalloc = ["dep:mimalloc"]
plugin = []
python = [
"nautilus-common/python",
"nautilus-core/python",
"nautilus-data/python",
"nautilus-execution/python",
"nautilus-model/python",
"nautilus-persistence?/python",
"nautilus-portfolio/python",
"nautilus-risk/python",
"nautilus-system/python",
"nautilus-trading/python",
"pyo3",
"pyo3-stub-gen",
"streaming",
]
streaming = [
"nautilus-persistence",
"nautilus-system/streaming",
]
[lib]
name = "nautilus_backtest"
crate-type = ["rlib"]
path = "src/lib.rs"
[[example]]
name = "engine-ema-cross"
path = "examples/engine_ema_cross.rs"
doc = false
required-features = ["examples"]
[[example]]
name = "node-ema-cross"
path = "examples/node_ema_cross.rs"
doc = false
required-features = [
"examples",
"streaming",
]
[[example]]
name = "tardis-option-chain"
path = "examples/tardis_option_chain.rs"
doc = false
required-features = [
"examples",
"streaming",
]
[[test]]
name = "integration"
path = "tests/integration/main.rs"
[[bench]]
name = "engine"
path = "benches/engine.rs"
harness = false
[dependencies.ahash]
version = "0.8.12"
features = ["serde"]
[dependencies.anyhow]
version = "1.0.104"
[dependencies.async-trait]
version = "0.1.92"
[dependencies.blake3]
version = "1.8.7"
features = ["std"]
default-features = false
[dependencies.bon]
version = "3.9.3"
[dependencies.indexmap]
version = "2.14.2"
features = ["serde"]
[dependencies.jiff]
version = "0.2.35"
features = [
"perf-inline",
"serde",
"std",
"tz-fat",
"tzdb-bundle-always",
]
default-features = false
[dependencies.log]
version = "0.4.34"
features = [
"std",
"kv_unstable",
"serde",
"release_max_level_debug",
]
[dependencies.mimalloc]
version = "0.1.52"
optional = true
[dependencies.nautilus-analysis]
version = "0.64.0"
[dependencies.nautilus-common]
version = "0.64.0"
[dependencies.nautilus-core]
version = "0.64.0"
[dependencies.nautilus-data]
version = "0.64.0"
[dependencies.nautilus-execution]
version = "0.64.0"
[dependencies.nautilus-model]
version = "0.64.0"
[dependencies.nautilus-persistence]
version = "0.64.0"
optional = true
[dependencies.nautilus-portfolio]
version = "0.64.0"
[dependencies.nautilus-risk]
version = "0.64.0"
[dependencies.nautilus-system]
version = "0.64.0"
[dependencies.nautilus-trading]
version = "0.64.0"
[dependencies.parking_lot]
version = "0.12.5"
[dependencies.pyo3]
version = "0.29.2"
features = [
"hashbrown",
"indexmap",
"jiff-02",
"macros",
"multiple-pymethods",
"rust_decimal",
]
optional = true
default-features = false
[dependencies.pyo3-stub-gen]
version = "=0.20.0"
features = ["rust_decimal"]
optional = true
default-features = false
[dependencies.rust_decimal]
version = "1.43.0"
features = ["serde-with-float"]
[dependencies.serde]
version = "1.0.229"
features = [
"derive",
"std",
"rc",
]
default-features = false
[dependencies.serde_json]
version = "1.0.151"
features = [
"raw_value",
"std",
]
default-features = false
[dependencies.ustr]
version = "1.1.0"
features = ["serde"]
[dev-dependencies.criterion]
version = "5.0.1"
features = ["cargo_bench_support"]
default-features = false
package = "codspeed-criterion-compat"
[dev-dependencies.nautilus-indicators]
version = "0.64.0"
[dev-dependencies.nautilus-model]
version = "0.64.0"
features = ["test-support"]
[dev-dependencies.nautilus-persistence]
version = "0.64.0"
[dev-dependencies.nautilus-testkit]
version = "0.64.0"
features = [
"datasets",
"testers",
]
default-features = false
[dev-dependencies.nautilus-trading]
version = "0.64.0"
features = ["examples"]
[dev-dependencies.rstest]
version = "0.27.0"
default-features = false
[dev-dependencies.tempfile]
version = "3.27.0"
[lints.clippy]
await_holding_lock = "warn"
await_holding_refcell_ref = "warn"
bool_to_int_with_if = "warn"
borrow_as_ptr = "warn"
bytes_count_to_len = "warn"
checked_conversions = "warn"
cloned_instead_of_copied = "warn"
collapsible_else_if = "warn"
collapsible_if = "warn"
copy_iterator = "warn"
dbg_macro = "warn"
debug_assert_with_mut_call = "warn"
disallowed_methods = "warn"
disallowed_types = "warn"
empty_drop = "warn"
equatable_if_let = "warn"
exit = "warn"
expl_impl_clone_on_copy = "warn"
explicit_into_iter_loop = "warn"
explicit_iter_loop = "warn"
filter_map_next = "warn"
flat_map_option = "warn"
float_cmp_const = "warn"
get_first = "warn"
identity_op = "warn"
if_let_mutex = "warn"
if_not_else = "warn"
if_same_then_else = "warn"
ignored_unit_patterns = "warn"
implicit_clone = "warn"
inconsistent_struct_constructor = "warn"
inefficient_to_string = "warn"
infallible_try_from = "warn"
invalid_upcast_comparisons = "warn"
items_after_statements = "warn"
iter_kv_map = "warn"
iter_not_returning_iterator = "warn"
iter_nth_zero = "warn"
large_futures = "warn"
large_stack_arrays = "warn"
let_underscore_future = "warn"
lossy_float_literal = "warn"
manual_assert = "warn"
manual_filter = "warn"
manual_find = "warn"
manual_flatten = "warn"
manual_instant_elapsed = "warn"
manual_is_ascii_check = "warn"
manual_is_variant_and = "warn"
manual_let_else = "allow"
manual_map = "warn"
manual_range_contains = "warn"
manual_split_once = "warn"
manual_string_new = "warn"
manual_strip = "warn"
manual_while_let_some = "warn"
map_flatten = "warn"
map_identity = "warn"
map_unwrap_or = "warn"
match_bool = "warn"
match_like_matches_macro = "warn"
mem_forget = "warn"
multiple_unsafe_ops_per_block = "warn"
mut_mut = "warn"
naive_bytecount = "warn"
needless_bool = "warn"
needless_borrow = "warn"
needless_borrows_for_generic_args = "warn"
needless_collect = "warn"
needless_continue = "warn"
needless_for_each = "warn"
needless_late_init = "warn"
needless_lifetimes = "warn"
needless_match = "warn"
needless_option_as_deref = "warn"
needless_pass_by_ref_mut = "warn"
needless_pass_by_value = "warn"
needless_range_loop = "warn"
needless_raw_string_hashes = "warn"
needless_raw_strings = "warn"
needless_return = "warn"
needless_update = "warn"
option_as_ref_deref = "warn"
option_if_let_else = "allow"
option_option = "warn"
or_fun_call = "allow"
panic_in_result_fn = "warn"
ptr_as_ptr = "warn"
range_plus_one = "warn"
rc_buffer = "warn"
rc_mutex = "warn"
redundant_clone = "warn"
redundant_closure = "warn"
redundant_else = "allow"
redundant_field_names = "warn"
ref_as_ptr = "warn"
rest_pat_in_fully_bound_structs = "warn"
return_self_not_must_use = "warn"
semicolon_if_nothing_returned = "warn"
similar_names = "allow"
single_char_pattern = "warn"
single_match_else = "allow"
stable_sort_primitive = "warn"
suspicious_doc_comments = "warn"
unchecked_time_subtraction = "warn"
unimplemented = "warn"
uninlined_format_args = "warn"
unnecessary_box_returns = "warn"
unnecessary_debug_formatting = "warn"
unnecessary_filter_map = "warn"
unnecessary_join = "warn"
unnecessary_lazy_evaluations = "warn"
unnecessary_literal_bound = "warn"
unnecessary_safety_comment = "warn"
unnecessary_safety_doc = "warn"
unnecessary_self_imports = "warn"
unnecessary_semicolon = "warn"
unnecessary_sort_by = "warn"
unnecessary_struct_initialization = "warn"
unnecessary_to_owned = "warn"
unnecessary_wraps = "warn"
unnested_or_patterns = "warn"
use_self = "warn"
useless_conversion = "warn"
verbose_bit_mask = "warn"
[lints.rust]
unknown_lints = "allow"
unreachable_pub = "deny"
[lints.rust.unexpected_cfgs]
level = "warn"
priority = 0
check-cfg = ["cfg(madsim)"]