porcelaincode 0ff67e7fe2 feat: add payoff_ratio and recovery_factor metrics, bump to 0.3.2 ...

Add two new risk/reward metrics to BacktestMetrics:
- payoff_ratio: avg winning return / avg losing return (absolute)
- recovery_factor: net profit / max drawdown in absolute terms
Computed in both StreamingMetrics::finalize() and PortfolioEngine.
Exposed via PyO3 with #[pyo3(get)] on PyBacktestMetrics.
Updated README with API reference and changelog.

2026-02-18 18:57:42 +05:30

..

core

feat: add payoff_ratio and recovery_factor metrics, bump to 0.3.2

2026-02-18 18:57:42 +05:30

execution

Fix CI workflow: use correct rust-toolchain action (#1)

2026-01-28 15:38:31 +05:30

indicators

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

2026-02-02 04:24:45 +05:30

metrics

feat: add payoff_ratio and recovery_factor metrics, bump to 0.3.2

2026-02-18 18:57:42 +05:30

portfolio

feat: add payoff_ratio and recovery_factor metrics, bump to 0.3.2

2026-02-18 18:57:42 +05:30

python

feat: add payoff_ratio and recovery_factor metrics, bump to 0.3.2

2026-02-18 18:57:42 +05:30

signals

Fix CI workflow: use correct rust-toolchain action (#1)

2026-01-28 15:38:31 +05:30

stops

Fix CI workflow: use correct rust-toolchain action (#1)

2026-01-28 15:38:31 +05:30

strategies

feat: add instrument level config and bump to 0.3.0

2026-02-10 05:03:39 +05:30

lib.rs

feat: add Monte Carlo portfolio simulation and bump to 0.3.1

2026-02-17 00:35:20 +05:30