mirror of https://github.com/KhizarImran/backtestingfx.git synced 2026-11-02 11:36:31 +00:00

Files

T

Ships parallel grid-search optimization, HTML reports, and the O(1) data
window that landed since 0.1.1.

Also tracks the sample EURUSD hourly CSV. The examples and the README's
157x benchmark all read data/EURUSD_1H.csv, which was gitignored, so none
of them ran on a fresh clone. `data/` becomes `data/*` plus a negation
because git cannot re-include a file whose parent directory is excluded.

2026-08-13 23:20:21 +01:00

2.0 KiB

Raw Blame History

Changelog

[0.1.2] - 2026-08-13

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)
Sample EURUSD hourly data is now in the repo, so the examples run on a fresh clone

Fixed

Data access inside next() is O(1) per bar instead of O(n) — ~2.6x faster

Changed

numpy is now a direct dependency (it was already pulled in by pandas)
CI runs cargo clippy -- -D warnings in place of cargo check

[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

2.0 KiB Raw Blame History

Changelog

[0.1.2] - 2026-08-13

Added

Fixed

Changed

[0.1.1] - 2026-07-05

Added

Fixed

Examples

[0.1.0] - 2026-06-21

Added

2.0 KiB

Raw Blame History