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preview: 0.19.0rc1 - higher-timeframe indicators and expression choices
Synced from the private engine at 1e39bfa (branch feat/sweep-choice-expr),
tracked files only. Two additions to the expression API:
- tf("1h").apply(expr): evaluate an expression ON the higher timeframe's
grid, then step-hold it onto the simulation grid without lookahead.
Periods inside count in that timeframe's bars, so
tf("1h").apply(sma(close, param("len"))) is a true SMA of len hourly
closes, sweepable like any param.
- choice(name, {branch: expr}): sweep a CHOICE of expression. The selector
becomes a grid axis; each combination resolves to its branch before
simulation.
Wheel for this preview is attached to the v0.19.0rc1 pre-release; built
locally, not by the release pipeline, not on PyPI.
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[project]
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name = "manifoldbt"
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version = "0.18.0"
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version = "0.19.0rc1"
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description = "Rust-powered backtesting engine for quantitative research"
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requires-python = ">=3.9"
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license = { file = "LICENSE" }
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