diff --git a/.gitignore b/.gitignore index 0f7f5f5..60c742c 100644 --- a/.gitignore +++ b/.gitignore @@ -4,7 +4,8 @@ Cargo.lock __pycache__/ ### My claude md file CLAUDE.md -data/ +data/* +!data/EURUSD_1H.csv .env .venv/ uv.lock diff --git a/CHANGELOG.md b/CHANGELOG.md index b997294..4ea04e0 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,6 +1,6 @@ # Changelog -## [Unreleased] +## [0.1.2] - 2026-08-13 ### Added - `Backtest.optimize()` — parallel grid search over a vectorised signal function. @@ -9,10 +9,15 @@ - `strategy_class` is now optional, so `Backtest(df, cash=...)` works for optimization - Standalone HTML reports (`Backtest.plot()`) and `examples/html_report.py` - Three-way speed benchmark against backtesting.py (`examples/benchmark.py`) +- Sample EURUSD hourly data is now in the repo, so the examples run on a fresh clone ### Fixed - Data access inside `next()` is O(1) per bar instead of O(n) — ~2.6x faster +### Changed +- `numpy` is now a direct dependency (it was already pulled in by pandas) +- CI runs `cargo clippy -- -D warnings` in place of `cargo check` + ## [0.1.1] - 2026-07-05 ### Added diff --git a/Cargo.toml b/Cargo.toml index 1c169fc..6f34750 100644 --- a/Cargo.toml +++ b/Cargo.toml @@ -1,6 +1,6 @@ [package] name = "backtestingfx" -version = "0.1.1" +version = "0.1.2" edition = "2024" [lib] diff --git a/data/EURUSD_1H.csv b/data/EURUSD_1H.csv new file mode 100644 index 0000000..92489c0 --- /dev/null +++ b/data/EURUSD_1H.csv @@ -0,0 +1,2001 @@ +timestamp,symbol,open,high,low,close,volume,updated_at +2021-07-18T23:00:00+02:00,EUR/USD,1.181,1.18131,1.18085,1.18094,36,2026-04-28T05:21:32.785156+02:00 +2021-07-19T00:00:00+02:00,EUR/USD,1.18086,1.181,1.18034,1.18098,542,2026-04-28T05:21:32.785156+02:00 +2021-07-19T01:00:00+02:00,EUR/USD,1.18096,1.18139,1.18093,1.18125,610,2026-04-28T05:21:32.785156+02:00 +2021-07-19T02:00:00+02:00,EUR/USD,1.18126,1.18138,1.18012,1.18021,1795,2026-04-28T05:21:32.785156+02:00 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built in Rust" requires-python = ">=3.9" dependencies = ["pandas", "numpy"]