Installation

Install HftBacktest for Python or Rust development

Installation

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

Python Installation

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

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__)
   

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.

Optional Dependencies

For additional data source support, install the optional dependencies:

# Databento data support
pip install hftbacktest[databento]

Rust Installation

Requirements

HftBacktest requires Rust 1.91.1 or higher

Add to Cargo.toml

Add HftBacktest as a dependency in your Cargo.toml:

Default Features

[dependencies]
hftbacktest = "0.9.4"

Feature Flags

The Rust crate provides several optional features:

Feature	Description	Default
backtest	Backtesting engine and data processing	✓
live	Live trading bot support (Binance, Bybit)	✓
s3	AWS S3 data loading support	✗

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.

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

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
   

Platform-Specific Notes

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

macOS

Python and Rust installations work normally on macOS:

# Install Rust if needed
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

Windows

Both Python and Rust are supported on Windows:

For Rust on Windows, you may need to install the Microsoft C++ Build Tools.

ARM Architecture

For ARM platforms (including Apple Silicon):

# Additional dependency is handled automatically
# aws-lc-rs is used with bindgen feature

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

Troubleshooting

Python: NumPy version conflicts

HftBacktest requires NumPy 2.0+. If you have conflicts:

pip install --upgrade numpy
pip install --force-reinstall hftbacktest

Python: Numba compilation errors

Ensure you have the correct Numba version:

pip install numba~=0.61

Rust: Compilation takes too long

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.

Rust: Missing OpenSSL

On Linux, install OpenSSL development libraries:

sudo apt-get install libssl-dev pkg-config

Getting Help

If you encounter issues:

• Check the GitHub Issues
• Read the full documentation
• Ask questions in GitHub Discussions