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+# backtestingfx
+
+A Rust library for backtesting FX trading strategies on OHLCV data.
+
+Inspired by [backtesting.py](https://kernc.github.io/backtesting.py/), built specifically for forex — lot sizes, long/short positions, stop loss, take profit, and pip-based PnL.
+
+## Overview
+
+Implement the `Strategy` trait, point it at your OHLCV data, and the engine handles the rest. The library is event-driven — your strategy receives one bar at a time and interacts with a simulated broker to open and close positions.
+
+```rust
+struct SmaCross {
+    period: usize,
+    prices: Vec<f64>,
+}
+
+impl Strategy for SmaCross {
+    fn next(&mut self, bar: &Bar, broker: &mut Broker) {
+        self.prices.push(bar.close);
+
+        if self.prices.len() < self.period {
+            return;
+        }
+
+        let sma: f64 = self.prices.iter().rev().take(self.period).sum::<f64>() / self.period as f64;
+
+        if bar.close > sma {
+            broker.buy(bar.close, 1.0, bar.timestamp, None, None);
+        } else {
+            broker.close_all(bar.close, bar.timestamp);
+        }
+    }
+}
+```
+
+## Features
+
+- Event-driven backtesting on OHLCV bar data
+- Long and short positions
+- Per-position stop loss and take profit
+- Full trade history with PnL per trade
+- CSV data loading
+- Designed to be imported into Python via PyO3 (coming soon)
+
+## Getting Started
+
+Add to your `Cargo.toml`:
+
+```toml
+[dependencies]
+backtestingfx = { git = "https://github.com/KhizarImran/backtestingfx" }
+```
+
+## Project Structure
+
+```
+src/
+├── lib.rs        # crate root
+├── types.rs      # Bar, Position, Trade
+├── strategy.rs   # Strategy trait
+├── broker.rs     # simulated broker
+├── engine.rs     # backtest event loop
+└── data.rs       # CSV data loader
+```
+
+## Status
+
+Early development. Core types and broker are implemented. Data loading and engine are in progress.
+
+## License
+
+MIT — see [LICENSE](LICENSE)