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An Open-Source Gym-Style Backtesting Framework for Algorithmic Trading in Rust

DEV Community·Len·18 days ago
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End-to-end workflow: Running make run in the chapaty-template project executes the example strategy from this blog post and produces a QuantStats tearsheet. TL;DR: Chapaty is an open-source Rust backtesting framework with a Gym-style [1] reset / step / act API for algorithmic trading. Strategy logic lives in a single act function. Order execution, matching engine, data sync, and reporting sit behind the simulation environment. For the example strategy in this post, a 400-point parameter grid over 9 years of end-of-day market data runs in ~1 second on an 8-core laptop. One bottleneck in algorithmic trading workflows is the time from ideation to a backtest result. Existing tools sit along two axes. Hosted platforms like QuantConnect, TradingView, and MetaTrader 5 offer accessible UIs but rely on closed simulators (and in some cases proprietary languages like Pine Script and MQL5) that you can't fully audit.…

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