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feat: update version to 0.2.1 and add rolling min/max indicators (#6)

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* feat: add session tracking and multi-leg spread backtesting

Add SessionTracker for trading session management:                             - Market hours detection (pre-open, trading, squareoff, post-close)
 - Session boundary tracking with configurable timezone    - Squareoff time support for intraday strategies                                   - Session high/low/open price tracking

Add SpreadBacktest for multi-leg options strategies:                                  - Support for straddles, strangles, vertical spreads, iron condors                                      - Coordinated entry/exit across all legs                                             - Net premium P&L calculation with max loss/target profit exits                                            - Helper functions for common spread configurations

Extend StreamingMetrics for backtest integration:                                - Add equity and drawdown tracking (update_equity, current_drawdown_pct)           - Add trade recording (record_trade, record_fees)                              - Add finalize() method to produce BacktestMetrics                        - Add with_initial_capital() constructor

Bump version to 0.2.0.

* chore: bump up version to 0.2.0

* feat: update version to 0.2.1 and add rolling min/max indicators

* fix: formatting
This commit is contained in:
vatsal
2026-02-02 04:24:45 +05:30
committed by GitHub
parent 03ac0192b7
commit 4d0d4cbfa3
16 changed files with 1525 additions and 5 deletions
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pyproject.toml
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@@ -4,7 +4,7 @@ build-backend = "maturin"
[project]
name = "raptorbt"
version = "0.1.0"
version = "0.2.1"
description = "High-performance Rust backtesting engine with Python bindings. Drop-in VectorBT replacement with up insanely faster performance at fractional memory footprint."
readme = "README.md"
requires-python = ">=3.10"