gavindiaz/backtestingfx
1
0
Fork 0
mirror of https://github.com/KhizarImran/backtestingfx.git synced 2026-08-20 23:48:06 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat: column-aware CSV loading and changelog

Browse Source 
- Replaced manual CSV parsing with csv crate, columns now looked up by name
- Fixed Rust example path and contract_size
- Added CHANGELOG.md for release tracking

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
KhizarImran
2026-06-21 18:54:14 +01:00
co-authored by Claude Sonnet 4.6
parent 2252b4cd8c
commit e79070539d
4 changed files with 38 additions and 31 deletions
Download Patch File Download Diff File Expand all files Collapse all files
CHANGELOG.md
+13
View File
@@ -0,0 +1,13 @@
# Changelog
## [0.1.0] - 2026-06-21
### Added
- Event-driven backtesting engine on OHLCV bar data
- Simulated broker with buy, sell, close_all, close_position
- Per-position stop loss and take profit
- Realistic FX lot sizing (0.01 / 0.10 / 1.00) with contract_size and quote_to_account conversion
- Full trade history with PnL per trade
- Stats: return, win rate, avg PnL, best/worst trade, profit factor, max drawdown
- Python API — inherit Strategy, run Backtest
- PyO3 Rust extension with Python wrapper