Getting Started

Prerequisites

• Rust toolchain (1.70+): rustup.rs

Installation

git clone https://github.com/matchstick-trading/matchstick-cli.git
cd matchstick-cli
cargo build --release

The binary is at target/release/matchstick.

Create your first project

matchstick init my-strategy

This creates:

my-strategy/
├── src/strategy.json          # Mean reversion strategy spec
├── data/sample_data.csv     # 1440 bars of generated OHLCV data
├── matchstick.config.json   # Backtest and risk configuration
└── README.md

Run a backtest

matchstick run \
  --strategy my-strategy/src/strategy.json \
  --data my-strategy/data/sample_data.csv \
  --capital 100000

Example output:

Backtest Results:
  Final P&L: $1,234.56
  Return: 1.2%
  Total Trades: 18
  Win Rate: 61.1%
  Sharpe Ratio: 1.05
  Max Drawdown: 2.3%

Use your own data

Prepare a CSV with these columns:

timestamp,symbol,open,high,low,close,volume
2024-01-02 09:30:00,AAPL,185.50,186.20,185.10,185.80,1500000

Supported timestamp formats:

• ISO 8601: 2024-01-02T09:30:00Z
• DateTime: 2024-01-02 09:30:00
• Date only: 2024-01-02

Then run:

matchstick run --strategy src/strategy.json --data path/to/your/data.csv