Skip to content

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