chore: prepare v1.1.0 release

Update version numbers across Rust, Python, and documentation files to 1.1.0. Enhance the .gitignore to include macOS dSYM files and plans directory. Introduce new dependencies in the Rust core library and update the README to reflect recent performance benchmarks and backtesting engine capabilities. Add new artifacts to the benchmarks manifest and improve documentation for the backtesting engine API.
2026-03-30 12:45:52 +05:30
parent 2d776b6f90
commit 436954138f
174 changed files with 29297 additions and 10773 deletions
@@ -0,0 +1,153 @@
+{
+  "metadata": {
+    "suite": "backtest",
+    "runtime": {
+      "generated_at_utc": "2026-03-27T16:31:53.866252+00:00",
+      "python_version": "3.13.5",
+      "python_implementation": "CPython",
+      "python_executable": "/Users/pratikbhadane/Work/Projects/ferro-ta/.venv/bin/python3",
+      "platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
+      "system": "Darwin",
+      "release": "25.3.0",
+      "machine": "arm64",
+      "processor": "arm",
+      "cpu_model": "Apple M3 Max",
+      "cpu_count_logical": 14,
+      "total_memory_bytes": 38654705664
+    },
+    "git": {
+      "commit": "2d776b6f908fd1a4f30a696972b7df5e5fe2ca00",
+      "dirty": true,
+      "branch": "main"
+    },
+    "build": {
+      "rustc": "rustc 1.93.1 (01f6ddf75 2026-02-11)\nbinary: rustc\ncommit-hash: 01f6ddf7588f42ae2d7eb0a2f21d44e8e96674cf\ncommit-date: 2026-02-11\nhost: aarch64-apple-darwin\nrelease: 1.93.1\nLLVM version: 21.1.8",
+      "cargo": "cargo 1.93.1 (083ac5135 2025-12-15)",
+      "cargo_release_profile": {
+        "lto": true,
+        "codegen-units": 1
+      },
+      "rustflags": null,
+      "cargo_build_rustflags": null,
+      "maturin_flags": null
+    },
+    "packages": {
+      "numpy": "2.2.6",
+      "ferro-ta": "1.0.6"
+    }
+  },
+  "results": {
+    "backtest_core_single": [
+      {
+        "n_bars": 10000,
+        "ferro_ta_ms": 0.024,
+        "ferro_ta_mbars_s": 415.9388,
+        "vectorbt_ms": 1.2843,
+        "speedup_vs_vectorbt": 53.4187
+      },
+      {
+        "n_bars": 100000,
+        "ferro_ta_ms": 0.1964,
+        "ferro_ta_mbars_s": 509.1209,
+        "vectorbt_ms": 3.047,
+        "speedup_vs_vectorbt": 15.5129
+      }
+    ],
+    "backtest_ohlcv_core": [
+      {
+        "n_bars": 10000,
+        "ferro_ta_ms": 0.0573,
+        "ferro_ta_mbars_s": 174.4166
+      },
+      {
+        "n_bars": 100000,
+        "ferro_ta_ms": 0.7068,
+        "ferro_ta_mbars_s": 141.4927
+      }
+    ],
+    "performance_metrics": [
+      {
+        "n_bars": 10000,
+        "ferro_ta_ms": 0.2182,
+        "numpy_partial_ms": 0.0496,
+        "speedup_vs_numpy": 0.2272,
+        "note": "numpy_partial only computes sharpe+max_dd (2/23 metrics)"
+      },
+      {
+        "n_bars": 100000,
+        "ferro_ta_ms": 3.0303,
+        "numpy_partial_ms": 0.351,
+        "speedup_vs_numpy": 0.1158,
+        "note": "numpy_partial only computes sharpe+max_dd (2/23 metrics)"
+      }
+    ],
+    "multi_asset": [
+      {
+        "n_bars": 10000,
+        "n_assets": 50,
+        "parallel_ms": 2.4245,
+        "serial_ms": 4.1751,
+        "loop_ms": 2.0349,
+        "parallel_speedup_vs_loop": 0.8393,
+        "parallel_speedup_vs_serial": 1.722
+      },
+      {
+        "n_bars": 100000,
+        "n_assets": 50,
+        "parallel_ms": 24.0349,
+        "serial_ms": 47.9311,
+        "loop_ms": 24.7476,
+        "parallel_speedup_vs_loop": 1.0297,
+        "parallel_speedup_vs_serial": 1.9942
+      }
+    ],
+    "monte_carlo": [
+      {
+        "n_bars": 10000,
+        "n_sims": 500,
+        "ferro_ta_ms": 3.862,
+        "numpy_loop_ms": 51.1589,
+        "speedup_vs_numpy": 13.2469
+      },
+      {
+        "n_bars": 100000,
+        "n_sims": 500,
+        "ferro_ta_ms": 26.0019,
+        "numpy_loop_ms": 310.582,
+        "speedup_vs_numpy": 11.9446
+      }
+    ],
+    "engine_full_pipeline": [
+      {
+        "n_bars": 10000,
+        "ferro_ta_ms": 0.4402,
+        "description": "Full pipeline: signals + OHLCV fill + 23 metrics + trades + drawdown"
+      },
+      {
+        "n_bars": 100000,
+        "ferro_ta_ms": 4.445,
+        "description": "Full pipeline: signals + OHLCV fill + 23 metrics + trades + drawdown"
+      }
+    ],
+    "walk_forward_indices": [
+      {
+        "n_bars": 10000,
+        "train_bars": 2000,
+        "test_bars": 500,
+        "ferro_ta_us": 0.333
+      },
+      {
+        "n_bars": 100000,
+        "train_bars": 20000,
+        "test_bars": 5000,
+        "ferro_ta_us": 0.292
+      }
+    ],
+    "kelly_fraction": [
+      {
+        "n_calls": 1000,
+        "ferro_ta_us": 86.458
+      }
+    ]
+  }
+}
@@ -57,6 +57,11 @@
      "path": "benchmarks/artifacts/latest/wasm.json",
      "size_bytes": 935,
      "sha256": "f31fd871990c44e24a2259d618ae40a52866d20b95aa6047af3d38b9371c2ab7"
+    },
+    "bench_backtest": {
+      "path": "benchmarks/artifacts/latest/bench_backtest_results.json",
+      "size_bytes": 4022,
+      "sha256": "acf27cd5d5077aff51194e31936aba2b9304a8a62d993b2ec496d6f347545316"
    }
  }
 }