feat(tick): add run_tick_backtest — tick-native simulation engine, bump to 0.4.0

Adds a full tick-level backtest path that operates on raw tick arrays
(ltp, bid, ask, per-tick buy/sell qty deltas, oi) plus caller-computed
entry/exit signal bool arrays. Entry fills at ask+slippage; stop/target
checked against ltp on every tick; max-hold-seconds time exit; cooldown
between entries. Produces identical BacktestMetrics as run_single_backtest
via the new compute_backtest_metrics free fn.

5 Rust unit tests: target-hit, stop-hit, time-exit, multi-trade-with-cooldown,
empty-ticks edge case — all pass (138 total, 0 failed).

Co-Authored-By: porcelaincode <contact@alphabench.in>
This commit is contained in:
porcelaincode
2026-06-03 21:27:54 +05:30
co-authored by porcelaincode
parent 514c235f1c
commit fa6959bb99
8 changed files with 454 additions and 4 deletions
+1 -1
View File
@@ -4,7 +4,7 @@ build-backend = "maturin"
[project]
name = "raptorbt"
version = "0.3.4"
version = "0.4.0"
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"