gavindiaz/backtestingfx

mirror of https://github.com/KhizarImran/backtestingfx.git synced 2026-07-27 20:17:44 +00:00

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T

KhizarImran 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

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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