2026-06-21 18:54:14 +01:00
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# Changelog
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2026-07-05 16:37:12 +01:00
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## [0.1.1] - 2026-07-05
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### Added
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- `self.data`, `self.index`, `self.cash`, `self.equity` properties on Strategy
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- Sharpe ratio in Stats output (unannualized)
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- `__repr__` on Position — readable output when printing positions
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- DataFrame column validation with clear error message
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### Fixed
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- Trade PnL in history now stores net PnL (after exit commission) — per-trade stats were slightly optimistic
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- `Position` pyclass uses `from_py_object` to fix PyO3 deprecation warning
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- Removed dead `AttributeError` swallow in engine.rs
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### Examples
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- Added `examples/sma_cross.py` — SMA 10/50 crossover on EURUSD hourly data
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- Added `examples/compare_bt.py` — side-by-side comparison against backtesting.py
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2026-06-21 18:54:14 +01:00
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## [0.1.0] - 2026-06-21
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### Added
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- Event-driven backtesting engine on OHLCV bar data
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- Simulated broker with buy, sell, close_all, close_position
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- Per-position stop loss and take profit
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- Realistic FX lot sizing (0.01 / 0.10 / 1.00) with contract_size and quote_to_account conversion
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- Full trade history with PnL per trade
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- Stats: return, win rate, avg PnL, best/worst trade, profit factor, max drawdown
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- Python API — inherit Strategy, run Backtest
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- PyO3 Rust extension with Python wrapper
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