mirror of
https://github.com/KhizarImran/backtestingfx.git
synced 2026-11-02 11:36:31 +00:00
release: 0.1.2
Ships parallel grid-search optimization, HTML reports, and the O(1) data window that landed since 0.1.1. Also tracks the sample EURUSD hourly CSV. The examples and the README's 157x benchmark all read data/EURUSD_1H.csv, which was gitignored, so none of them ran on a fresh clone. `data/` becomes `data/*` plus a negation because git cannot re-include a file whose parent directory is excluded.
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__pycache__/
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### My claude md file
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CLAUDE.md
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data/
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data/*
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!data/EURUSD_1H.csv
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.env
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.venv/
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uv.lock
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# Changelog
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## [Unreleased]
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## [0.1.2] - 2026-08-13
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### Added
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- `Backtest.optimize()` — parallel grid search over a vectorised signal function.
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- `strategy_class` is now optional, so `Backtest(df, cash=...)` works for optimization
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- Standalone HTML reports (`Backtest.plot()`) and `examples/html_report.py`
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- Three-way speed benchmark against backtesting.py (`examples/benchmark.py`)
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- Sample EURUSD hourly data is now in the repo, so the examples run on a fresh clone
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### Fixed
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- Data access inside `next()` is O(1) per bar instead of O(n) — ~2.6x faster
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### Changed
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- `numpy` is now a direct dependency (it was already pulled in by pandas)
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- CI runs `cargo clippy -- -D warnings` in place of `cargo check`
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## [0.1.1] - 2026-07-05
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### Added
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[package]
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name = "backtestingfx"
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version = "0.1.1"
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version = "0.1.2"
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edition = "2024"
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[lib]
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[project]
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name = "backtestingfx"
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version = "0.1.1"
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version = "0.1.2"
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description = "FX backtesting library built in Rust"
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requires-python = ">=3.9"
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dependencies = ["pandas", "numpy"]
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