Zack: A Simple Backtesting Engine in Zig
a year ago
- #zig
- #backtesting
- #trading
- Zack is a lightweight backtesting engine for trading strategies written in Zig.
- It simulates trading using historical OHLCV data, processing bar-by-bar.
- Zig offers performance, memory control, and simplicity advantages.
- The backtesting process involves initialization, event loop, and results logging.
- Core components include DataHandler, Portfolio, Strategy, and ExecutionHandler.
- The engine currently implements a simple 'Buy and Hold' strategy.
- Configuration is done via JSON files for strategy and main parameters.
- OHLCV data is expected in CSV format with specific columns.
- The project structure includes config, data, and src directories.
- Future plans include more metrics, strategies, technical indicators, and tests.