Architecture

GlowBack is a Rust‑first backtesting platform with a Python SDK and local UI.

Core Crates

• gb-types: core data structures, orders, portfolio, strategies
• gb-data: data ingestion, providers, SQLite catalog, Parquet storage/loader
• gb-engine: event‑driven backtesting engine and market simulation
• gb-python: PyO3 Python bindings

Data Flow (high‑level)

1. Load data from providers into storage/catalog.
2. Configure a strategy and execution parameters.
3. Run the engine and stream results to UI/SDK.
4. Persist results for analysis and reporting.

System Diagram

graph TD
    subgraph Researcher Workspace
        Jupyter[JupyterLab]
        CLI[CLI]
    end
    Jupyter -->|REST/WS| API[FastAPI Gateway]
    CLI -->|gRPC| API
    API --> Engine[Rust Engine]
    Engine --> Store[(Storage)]
    API --> UI[React/Streamlit UI]