mirror of
https://github.com/KhizarImran/backtestingfx.git
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Khizar Imran
872c8a30c8
Reuse the Python callback method-name string and expose constant-time position count and presence. Preserve dynamic callbacks, Bar identity, and snapshot behavior with regression tests. Add isolated callback measurements and replace approximate cross-library comparisons with matched trades and equity assertions, separate setup/run timings, and reproducible reports. Track the remaining ingestion bottleneck in #53. Refs #48, #38, #39, #53 Codex 🤖, On behalf of Khizar
91 lines
3.4 KiB
Markdown
91 lines
3.4 KiB
Markdown
# Contributing
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backtestingfx focuses on FX research with OHLCV bars, lot sizing, spread,
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commission, and quote-to-account conversion. See the [roadmap](ROADMAP.md)
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for priorities and the [compatibility policy](COMPATIBILITY.md) before changing
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public behavior. Search existing issues before opening a bug or feature request.
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## Local setup
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Install Git, CPython 3.9 or newer, and a current stable Rust toolchain with
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Cargo and Clippy. The crate uses Rust edition 2024 (Rust 1.85 or newer);
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dependency requirements may require a newer compiler. Python 3.12 on Linux
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matches the current CI configuration. Building the extension also requires
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your platform's native compiler/linker (for example, Xcode Command Line Tools
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on macOS or MSVC Build Tools on Windows).
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From your clone's root:
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```bash
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git clone https://github.com/KhizarImran/backtestingfx.git
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cd backtestingfx
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python -m venv .venv
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source .venv/bin/activate
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python -m pip install --upgrade pip
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python -m pip install "maturin>=1.0,<2.0" pandas numpy "plotly>=5"
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maturin develop
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```
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On Windows, activate with `.venv\Scripts\Activate.ps1` in PowerShell instead.
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Use your virtual environment's Python for all commands. Run `maturin develop`
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again after Rust changes. Python source changes are visible through the
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development installation.
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## Checks
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Run the Rust checks from the repository root:
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```bash
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cargo clippy --all-targets -- -D warnings
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cargo test
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```
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Check the installed Python package outside the source directory, as CI does.
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This avoids accidentally importing the source package without its built extension.
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```bash
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python -m pip install ".[report]"
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repo_dir="$PWD"
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cd /tmp
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python -m unittest discover -s "$repo_dir/tests"
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cd "$repo_dir"
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```
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On Windows, save the repository path, change to a temporary directory, and pass
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the absolute path to `tests` to `python -m unittest discover -s`. Reinstall
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with `python -m pip install --force-reinstall ".[report]"` after changes when
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using this regular installation rather than `maturin develop`.
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## Examples
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Run these from the repository root after building/installing the package:
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```bash
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python examples/sma_cross.py
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python examples/optimize.py
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python examples/html_report.py
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cargo run --example simple_strategy
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```
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SMA and optimization examples use the included `data/EURUSD_1H.csv`.
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The HTML example generates synthetic data, writes
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`backtestingfx-report.html`, and attempts to open a browser. It requires the
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`report` extra. Comparison and benchmark scripts additionally require
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`python -m pip install backtesting==0.6.6`; report their versions and execution
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assumptions when sharing results. See [the matched comparison](examples/benchmark.md)
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for correctness checks and separate setup/run timings. Reference-comparison tests
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skip when the optional dependency is absent.
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## Pull requests
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Create a focused branch and describe the problem, resulting behavior, and
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validation performed. Link the relevant issue using `Closes #number` when
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the PR completes it. For behavior changes, add regression tests with small,
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deterministic inputs and update documentation and the Unreleased changelog.
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Explain intentional changes to fills, costs, timestamps, or statistics and
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include migration guidance when existing results can change.
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Use the bug template to report versions, input shape and timestamps, broker
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settings, expected versus actual results, and a minimal runnable reproduction.
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Use synthetic or shareable data rather than private trading records.
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