vatsal
4d0d4cbfa3
* 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
51 lines
1.6 KiB
TOML
51 lines
1.6 KiB
TOML
[build-system]
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requires = ["maturin>=1.4,<2.0"]
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build-backend = "maturin"
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[project]
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name = "raptorbt"
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version = "0.2.1"
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description = "High-performance Rust backtesting engine with Python bindings. Drop-in VectorBT replacement with up insanely faster performance at fractional memory footprint."
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readme = "README.md"
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requires-python = ">=3.10"
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license = {file = "LICENSE"}
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authors = [
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{name = "Alphabench", email = "contact@alphabench.in"}
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]
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keywords = [
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"backtesting",
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"trading",
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"quantitative-finance",
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"algorithmic-trading",
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"rust",
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"high-performance",
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]
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classifiers = [
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"Development Status :: 4 - Beta",
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"Intended Audience :: Developers",
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"Intended Audience :: Financial and Insurance Industry",
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"License :: OSI Approved :: MIT License",
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"Operating System :: MacOS",
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"Operating System :: POSIX :: Linux",
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"Operating System :: Microsoft :: Windows",
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"Programming Language :: Rust",
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"Programming Language :: Python :: Implementation :: CPython",
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"Programming Language :: Python :: 3.10",
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"Programming Language :: Python :: 3.11",
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"Programming Language :: Python :: 3.12",
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"Topic :: Office/Business :: Financial :: Investment",
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"Topic :: Scientific/Engineering :: Information Analysis",
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"Typing :: Typed",
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]
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[project.urls]
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Homepage = "https://github.com/alphabench/raptorbt"
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Repository = "https://github.com/alphabench/raptorbt"
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Documentation = "https://github.com/alphabench/raptorbt#readme"
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"Bug Tracker" = "https://github.com/alphabench/raptorbt/issues"
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[tool.maturin]
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features = ["pyo3/extension-module"]
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python-source = "python"
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module-name = "raptorbt._raptorbt"
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