Search Results for "testing"

gym-anytrading is an OpenAI Gym-compatible environment designed for developing and testing reinforcement learning algorithms on trading strategies. It simulates trading environments for financial markets, including stocks and forex.

Barter is an open-source, Rust-based ecosystem of libraries for building high-performance, event-driven algorithmic trading systems—covering live trading, paper trading, and backtesting. It is designed for safety, speed, and flexibility in quantitative finance workflows. Use mock MarketStream or Execution components to enable back-testing on a near-identical trading system as live-trading. Centralised cache-friendly state management system with O(1) constant lookups using indexed data structures. Robust Order management system - use stand-alone or with Barter. Turn on/off algorithmic trading from an external process (eg/ UI, Telegram, etc.) whilst still processing market/account data.

Framework for testing of various java structures regarding performance. Eg. comparison of arrays vs list. Performance of structures is crucial when building software aiding algorithmic trading. In area of algorithmic trading, especially in high frequency trading. In high frequency trading (HFT) it is all about latency. Software which supports this kind of operations has to introduce lowest possible latency by itself.

This project is no longer supported. We are working on a new algorithmic trading platform with extreme fast execution speed and lots of cool features. Please visit http://www.algospace.com/ for more detail.