# 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
- `self.data`, `self.index`, `self.cash`, `self.equity` properties on Strategy
- Sharpe ratio in Stats output (unannualized)
- `__repr__` on Position — readable output when printing positions
- DataFrame column validation with clear error message

### Fixed
- Trade PnL in history now stores net PnL (after exit commission) — per-trade stats were slightly optimistic
- `Position` pyclass uses `from_py_object` to fix PyO3 deprecation warning
- Removed dead `AttributeError` swallow in engine.rs

### Examples
- Added `examples/sma_cross.py` — SMA 10/50 crossover on EURUSD hourly data
- Added `examples/compare_bt.py` — side-by-side comparison against backtesting.py

## [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