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feat: add payoff_ratio and recovery_factor metrics, bump to 0.3.2

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Add two new risk/reward metrics to BacktestMetrics:
- payoff_ratio: avg winning return / avg losing return (absolute)
- recovery_factor: net profit / max drawdown in absolute terms
Computed in both StreamingMetrics::finalize() and PortfolioEngine.
Exposed via PyO3 with #[pyo3(get)] on PyBacktestMetrics.
Updated README with API reference and changelog.
This commit is contained in:
porcelaincode
2026-02-18 18:57:42 +05:30
parent ab568cc9fb
commit 0ff67e7fe2
9 changed files with 179 additions and 8 deletions
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Cargo.toml
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@@ -1,6 +1,6 @@
[package]
name = "raptorbt"
version = "0.3.1"
version = "0.3.2"
edition = "2021"
description = "High-performance Rust backtesting engine with Python bindings. Drop-in VectorBT replacement with up insanely faster performance at fractional memory footprint."
authors = ["Alphabench <contact@alphabench.in>"]