Issues

• create_last_snapshot does not close the backtest, so each call leaks the loaded data

  nkaz001/hftbacktest#334 · Filter by author ribas591 opened on Sep 28, 2026

• ROIVectorMarketDepth.best_bid_qty / best_ask_qty return the price, not the quantity

  nkaz001/hftbacktest#333 · Filter by author ribas591 opened on Sep 28, 2026

• Proposal: event-clock sampling tutorial using wait_next_feed

  nkaz001/hftbacktest#329 · Filter by author Midhilesh4890 opened on Sep 14, 2026

• Add annualized Volatility metric to stats

  nkaz001/hftbacktest#324 · Filter by author Urvashi278 opened on Aug 10, 2026

• Avoid per-event allocation in Python market-depth fusion

  nkaz001/hftbacktest#320 · Filter by author Magnushst opened on Jul 22, 2026

• Partial fills of resting orders are never applied to position/balance (PartialFillExchange + prob queue models)

  nkaz001/hftbacktest#316 · Filter by author readerwei opened on Jun 10, 2026
  2

• Any Progress bar?

  enhancementpinned
  nkaz001/hftbacktest#38 · Filter by author ohld opened on Sep 10, 2023
  3