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

* 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

									
										src/strategies/mod.rs
									
		+4
		
												View File
												
				@@ -5,9 +5,13 @@ pub mod multi;

				pub mod options;

				pub mod pairs;

				pub mod single;

				pub mod spreads;

				pub use basket::BasketBacktest;

				pub use multi::MultiStrategyBacktest;

				pub use options::OptionsBacktest;

				pub use pairs::PairsBacktest;

				pub use single::SingleBacktest;

				pub use spreads::{

				    LegConfig, OptionType as SpreadOptionType, SpreadBacktest, SpreadConfig, SpreadType,

				};