backtestingfx/.github/ISSUE_TEMPLATE/bug_report.md

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Bug report	Report a reproducible FX simulation, installation, or reporting bug

Problem

Describe the bug and the expected versus actual behavior. Include exact errors or a traceback and hand-calculated expected results when relevant.

Environment

• backtestingfx version (or commit):
• Python version and interpreter:
• OS and architecture:
• pandas / numpy versions:
• Plotly version (if reporting):
• Installation method (wheel, source, development); Rust version if source-built:

Data and simulation settings

• Instrument, account currency, and quote-to-account conversion:
• Row count, column names/dtypes, and index type:
• Timeframe, timestamp format/unit, and timezone:
• OHLC price convention (midpoint, bid, or ask):
• Cash, lot sizes, contract size, spread, commission, and SL/TP settings:

Minimal reproduction

Provide a runnable code block that constructs a small synthetic DataFrame, defines the strategy or signal function, and runs the failing call. Include sample rows and output; avoid private data and external file dependencies.

# Imports, synthetic input, strategy/signals, settings, and failing call

Additional context

Does this happen on the latest release or main? If it is a regression, include the last working version and relevant logs.