feat: add batch spread backtest with parallel execution, bump to 0.3.3

Introduces PyBatchSpreadItem and batch_spread_backtest function for running multiple spread strategies in parallel using Rayon, enabling efficient multi-strategy backtesting workflows.
2026-02-25 15:19:42 +05:30
parent 87545683eb
commit e049a2f968
9 changed files with 236 additions and 4 deletions
@@ -26,6 +26,9 @@ from raptorbt._raptorbt import (
    run_pairs_backtest,
    run_multi_backtest,
    run_spread_backtest,
+    # Batch backtest
+    PyBatchSpreadItem,
+    batch_spread_backtest,
    # Monte Carlo simulation
    simulate_portfolio_mc,
    # Indicator functions
@@ -43,7 +46,7 @@ from raptorbt._raptorbt import (
    rolling_max,
 )

-__version__ = "0.3.2.post1"
+__version__ = "0.3.3"

 __all__ = [
    # Config classes
@@ -62,6 +65,9 @@ __all__ = [
    "run_pairs_backtest",
    "run_multi_backtest",
    "run_spread_backtest",
+    # Batch backtest
+    "PyBatchSpreadItem",
+    "batch_spread_backtest",
    # Monte Carlo simulation
    "simulate_portfolio_mc",
    # Indicator functions