494f157c13
bench: add three-way speed benchmark (backtesting.py vs py-next vs native rust)
...
Adds a native-Rust SMA strategy path (Engine.run_native_sma) so we can time
the pure-Rust engine against the Python-callback path and backtesting.py.
2026-07-18 00:08:49 +01:00
c31e0088db
feat: add standalone HTML reports
2026-07-17 14:54:59 +00:00
8275c809e5
fix: include final liquidation in equity curve
2026-07-17 14:24:38 +00:00
2c07815aba
fix: reconcile trade pnl with commissions
2026-07-17 14:20:28 +00:00
6aee7006a5
test: cover close_position and short-side SL/TP; add CI
...
Adds the two remaining broker test gaps (close_position by id,
short position stop-loss fill). CI runs cargo check + cargo test
on push/PR to main.
2026-07-12 21:22:47 +01:00
b8c0cd1d57
test: add unit tests for broker PnL, commission, and SL/TP fills
...
Covers buy/sell close PnL, commission charged on open and close,
long SL fills at the stop price (not bar.close), positions staying
open when neither SL nor TP is hit, and unrealized equity.
2026-07-12 21:20:41 +01:00
cefa7c8ee1
feat: Position __repr__ and DataFrame column validation
2026-07-05 14:58:58 +01:00
c22153f02f
feat: strategy data access, sharpe ratio, and correctness fixes
...
- Trade.pnl now stores net pnl (after exit commission) so per-trade stats are accurate
- Position pyclass uses from_py_object to fix deprecation warning
- Removed dead AttributeError swallow in engine.rs
- Strategy gains self.data, self.index, self.cash, self.equity properties
- Broker.cash exposed to Python via pyo3(get)
- Sharpe ratio added to Stats (unannualized)
- Added examples/sma_cross.py and examples/compare_bt.py
- Logic verified against backtesting.py: 34 trades, 29.4% win rate match
2026-07-05 14:42:10 +01:00
2af19afafa
positions are now visible in python. can be check by if not sel.position
2026-07-02 22:12:20 +01:00
53fe8e0e9d
fix: commision bug fix
2026-06-25 21:48:49 +01:00
e79070539d
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 >
2026-06-21 18:54:14 +01:00
62131a2918
getting it ready for publishing
2026-06-21 17:56:41 +01:00
cb9bf41ff3
added lot size
2026-06-21 00:18:44 +01:00
706be103f0
bug fixes: types.rs
2026-06-20 17:52:19 +01:00
5609249180
bug: backtest.py bug fixes
2026-06-20 17:43:19 +01:00
b0559ecf79
core: fully restructured code to support pyo3
2026-06-14 02:13:28 +01:00
322ff54d63
made pyclass work for stats
2026-06-14 01:29:20 +01:00
6f39fc2d34
adding python wrapping
2026-06-14 01:21:15 +01:00
a039484b08
core: when backtest finishes, any open positions should now close at bar.last
2026-06-13 23:28:49 +01:00
9847a99561
feat: stoploss and take profit implementation on the broker.rs
2026-06-13 12:01:44 +01:00
8da311cc3f
bug fix: broker.rs (close position & close all)
2026-06-09 00:10:09 +01:00
9081e2b7ab
feat: spread calculated on exit (close position & all)
2026-06-09 00:01:46 +01:00
26e625d6f8
new: better stats
2026-06-08 23:55:42 +01:00
bbfe87edb7
checkpoint: spread/commisions working
2026-06-06 17:16:32 +01:00
1dc728078f
new: added a working example
2026-06-06 16:18:45 +01:00
04b5f405e0
minor commenting
2026-06-04 21:34:26 +01:00
73a144c4df
added engine rs & data rs
2026-06-04 21:25:52 +01:00
7d19b1d519
fn: added close_position to broker.rs
2026-06-04 00:25:08 +01:00
35a6f8dc00
build: fixed error relates to exit_price & exit_timestamp
2026-06-04 00:06:43 +01:00
48586de436
Initial commit: project strcture & initialisation
2026-06-03 23:39:39 +01:00
KhizarImran