porcelaincode
fa6959bb99
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>
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 = "0.4.0"
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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://www.alphabench.in/raptorbt"
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Repository = "https://github.com/alphabench/raptorbt"
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Documentation = "https://www.alphabench.in/raptorbt"
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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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