feat: add Monte Carlo portfolio simulation and bump to 0.3.1
- Add Monte Carlo forward simulation using Geometric Brownian Motion - Support correlated multi-asset simulation with Cholesky decomposition - Implement parallel execution via Rayon for performance - Expose simulate_portfolio_mc function in Python bindings - Update version from 0.3.0 to 0.3.1 across all project files
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@@ -26,6 +26,8 @@ from raptorbt._raptorbt import (
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run_pairs_backtest,
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run_multi_backtest,
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run_spread_backtest,
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# Monte Carlo simulation
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simulate_portfolio_mc,
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# Indicator functions
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sma,
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ema,
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@@ -41,7 +43,7 @@ from raptorbt._raptorbt import (
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rolling_max,
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)
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__version__ = "0.3.0"
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__version__ = "0.3.1"
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__all__ = [
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# Config classes
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@@ -60,6 +62,8 @@ __all__ = [
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"run_pairs_backtest",
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"run_multi_backtest",
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"run_spread_backtest",
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# Monte Carlo simulation
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"simulate_portfolio_mc",
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# Indicator functions
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"sma",
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"ema",
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