feat: column-aware CSV loading and changelog

- 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>

CHANGELOG.md

@@ -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

Cargo.toml

@@ -10,3 +10,4 @@ crate-type = ["cdylib", "rlib"]
 [dependencies]
 chrono = "0.4"
 pyo3 = { version = "0.28", features = ["extension-module"]}
+csv = "1"

examples/simple_strategy.rs

@@ -1,27 +1,23 @@
-use backtestingfx::types::Bar;
+use _backtestingfx::broker::Broker;
-use backtestingfx::broker::Broker;
+use _backtestingfx::data::load_csv;
-use backtestingfx::strategy::Strategy;
+use _backtestingfx::engine::Engine;
-use backtestingfx::engine::Engine;
+use _backtestingfx::strategy::Strategy;
-use backtestingfx::data::load_csv;
+use _backtestingfx::types::Bar;
-
 
 struct BuyEveryBar;
 
 impl Strategy for BuyEveryBar {
-    fn next (&mut self, bar: &Bar, broker: &mut Broker) {
+    fn next(&mut self, bar: &Bar, broker: &mut Broker) {
         broker.close_all(bar.close, bar.timestamp); //closes any open positions
         broker.buy(bar.close, 1.0, bar.timestamp, None, None); // can be more complicated with buy, sells, close position, close all etc.
     }
 }
 
 fn main() {
-    let data = load_csv("examples/data/eurusd_lse_1h.csv");
+    let data = load_csv("data/EURUSD_1H.csv");
-    let mut engine = Engine::new(data, 10_000.0, 0.0, 0.00010);
+    let mut engine = Engine::new(data, 10_000.0, 0.0, 0.00010, 1.0, 1.0);
     let mut strategy = BuyEveryBar;
 
     let stats = engine.run(&mut strategy);
     println!("{}", stats);
 }
-
-
-

src/data.rs

@@ -1,31 +1,28 @@
-use std::fs::File;
-use std::io::{BufRead, BufReader};
 use crate::types::Bar;
 use chrono::DateTime;
+use csv::Reader;
+use std::fs::File;
 
 pub fn load_csv(path: &str) -> Vec<Bar> {
     let file = File::open(path).expect("Could not open file");
-    let reader = BufReader::new(file);
+    let mut rdr = Reader::from_reader(file);
+    let headers = rdr.headers().expect("could not read headers").clone();
+    let col = |name: &str| headers.iter().position(|h| h == name).expect(name);
     let mut bars = Vec::new();
 
-    for line in reader.lines().skip(1) { //skips the header row
+    for result in rdr.records() {
-        let line = line.expect("could not read line");
+        let r = result.expect("could not read record");
-        let cols: Vec<&str> = line.split(',').collect();
+        let dt = DateTime::parse_from_rfc3339(&r[0]).expect("Bad timestamp");
 
-        let dt = DateTime::parse_from_rfc3339(cols[0]).expect("Bad Timestamp"); // this handles the timestamp to be in 2024-01-01 00:00:00 kind of way 
+        bars.push(Bar {
-
-        let bar = Bar {
             timestamp: dt.timestamp(),
-            open:      cols[1].parse().expect("Bad open"),
+            open: r[col("open")].parse().expect("Bad open"),
-            high:      cols[2].parse().expect("Bad high"),
+            high: r[col("high")].parse().expect("Bad high"),
-            low:       cols[3].parse().expect("Bad low"),
+            low: r[col("low")].parse().expect("Bad low"),
-            close:     cols[4].parse().expect("Bad close"),
+            close: r[col("close")].parse().expect("Bad close"),
-            volume:    cols[5].parse().expect("Bad volume"),
+            volume: r[col("volume")].parse().expect("Bad volume"),
-        };
+        });
-
-        bars.push(bar); // pushes each bar from the csv to an element in Bar 
-
     }
 
     bars
-}
+}