GlowBack
High‑performance quantitative backtesting platform built in Rust with Python bindings and a Streamlit UI.
Highlights
- Event‑driven simulation engine with realistic execution models
- Data ingestion (CSV, Alpha Vantage, sample data)
- Arrow/Parquet storage with SQLite metadata catalog
- Strategy library (6 built‑in strategies, including an experimental covered-call workflow; the quickstart smoke path exercises four of them)
- Python bindings with async support
- Streamlit UI for strategy development and analysis
Quickstart
git clone https://github.com/LatencyTDH/GlowBack.git
cd GlowBack
./scripts/quickstart.sh
cd ui
python setup.py
# Opens http://localhost:8501
The quickstart script is exercised in CI and validates the expected success markers from the basic usage example.
Where to go next
- Getting Started for the 5-minute first run and exact success markers
- Assumptions & Limitations for the current product boundaries
- Concepts for data model and execution details
- Tutorials for common workflows
- API Reference for bindings and crate docs