new: optimise.rs which handles optimisation. also linked into the python

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KhizarImran
2026-08-02 22:25:03 +01:00
parent 4972863b5f
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# Changelog
## [Unreleased]
### Added
- `Backtest.optimize()` — parallel grid search over a vectorised signal function.
Simulations run on native threads with the GIL released (`src/optimise.rs`);
157x faster than looping `run()` over the same grid.
- `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`)
### Fixed
- Data access inside `next()` is O(1) per bar instead of O(n) — ~2.6x faster
## [0.1.1] - 2026-07-05
### Added