Backtesting Engine
An event-driven market-microstructure backtester written in C++ that replays historical exchange data tick-by-tick. Strategies can interact through Python bindings, where given book state orders are injected into the event-stream, causing simulated interaction with real historical liquidity.
| Language | C++, Python | Year | 2026 |
|---|---|---|---|
| Source | github.com/wbeatty/cpp-backtester | ||
High-performance backtesting engine in C++ with a focus on efficiency and scalability. Implemented using a tree-based data structure to efficiently manage order book updates and match orders.