diff --git a/CHANGELOG.md b/CHANGELOG.md index b07b295..a14af03 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,5 +1,22 @@ # Changelog +## [0.1.1] - 2026-07-05 + +### Added +- `self.data`, `self.index`, `self.cash`, `self.equity` properties on Strategy +- Sharpe ratio in Stats output (unannualized) +- `__repr__` on Position — readable output when printing positions +- DataFrame column validation with clear error message + +### Fixed +- Trade PnL in history now stores net PnL (after exit commission) — per-trade stats were slightly optimistic +- `Position` pyclass uses `from_py_object` to fix PyO3 deprecation warning +- Removed dead `AttributeError` swallow in engine.rs + +### Examples +- Added `examples/sma_cross.py` — SMA 10/50 crossover on EURUSD hourly data +- Added `examples/compare_bt.py` — side-by-side comparison against backtesting.py + ## [0.1.0] - 2026-06-21 ### Added diff --git a/Cargo.toml b/Cargo.toml index 60b855e..1c169fc 100644 --- a/Cargo.toml +++ b/Cargo.toml @@ -1,6 +1,6 @@ [package] name = "backtestingfx" -version = "0.1.0" +version = "0.1.1" edition = "2024" [lib] diff --git a/pyproject.toml b/pyproject.toml index 6894164..c37e4c0 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -4,7 +4,7 @@ build-backend = "maturin" [project] name = "backtestingfx" -version = "0.1.0" +version = "0.1.1" description = "FX backtesting library built in Rust" requires-python = ">=3.9" dependencies = ["pandas"]