v0.3.0

Added

• on_missing_price config option - control behavior when get_price() cannot find data: "raise" (default), "warn", or "ignore"
• PolarsDataFeed - Load historical data directly from Polars DataFrames

Changed

• Replaced Make with just for development commands
• Relaxed dependency version requirements.
• Replace mypy with ty for type checking.

Deprecated

• CSVDataFeed - Use PolarsDataFeed instead for loading data from CSV files

v0.2.0

Added

• Polygon.io Data Feed - New data source supporting daily and intraday market data
• .env File Support - Store API keys securely without committing them to version control
• Rate Limit Handling - Automatic retry with configurable backoff for API rate limits (HTTP 429 errors)
• Slippage Models - Pluggable slippage modeling with FixedSlippageModel for basis point slippage
• Commission Models - Three commission types: fixed per trade, per share, and percentage-based
• Transaction Cost Analytics - DefaultAnalyzer now tracks slippage and commission costs
• Python 3.14 - Adds support for python 3.14

Changed

• BREAKING: Replaced pandas with polars for improved performance (CSVDataFeed API unchanged)
• BREAKING: Replaced seaborn/matplotlib with plotly for interactive visualizations
• Examples now automatically load API keys from .env file
• Added python-dotenv>=1.0.0 dependency
• SimpleBroker accepts optional slippage_model and commission_model parameters

Fixed

• Timestamp handling now works correctly across all system timezones

v0.1.1

Fixed

• FMPDataFeed: Fixed compatibility with Financial Modeling Prep's new API endpoint. Users with free FMP accounts created after August 31, 2025 can now use the data feed.

v0.1.0

Added

• Event-Driven Architecture: Complete pub-sub event bus implementation with priority-based event queue
  • EventBus with immediate and queued publishing modes
  • EventQueue with chronological ordering and priority levels
  • Proper event ordering ensures MarketData → Order → Fill sequence
• Core Components:
  • AlphaFlow - Main backtest engine
  • Strategy - Base class for trading strategies
  • Broker - Base class for order execution
  • DataFeed - Base class for market data providers
  • Portfolio - Position and cash tracking with performance calculations
  • Analyzer - Base class for performance analysis
• Built-in Strategies:
  • BuyAndHoldStrategy - Rebalancing strategy with target weights, quantization, and minimum trade thresholds
• Built-in Brokers:
  • SimpleBroker - Basic order execution with margin support and commission handling
• Built-in Data Feeds:
  • CSVDataFeed - Load historical data from CSV files
  • AlphaVantageFeed - Integration with Alpha Vantage API
  • FMPDataFeed - Integration with Financial Modeling Prep API
• Built-in Analyzers:
  • DefaultAnalyzer - Comprehensive performance metrics including:
    • Sharpe Ratio
    • Sortino Ratio
    • Maximum Drawdown
    • Annualized Return
    • Total Return
    • Benchmark comparison
    • Portfolio value visualization
• Event Types:
  • MarketDataEvent - OHLCV price bars
  • OrderEvent - Trading orders (market/limit, buy/sell)
  • FillEvent - Trade executions with commissions
• Features:
  • Benchmark comparison (e.g., SPY for S&P 500)
  • Commission tracking and deduction
  • Margin trading support with buying power calculations
  • Flexible timestamp handling (datetime objects or ISO strings)
  • Position tracking and portfolio valuation
  • Configurable backtest time periods
  • Data caching for performance
• Testing:
  • 97 comprehensive unit tests
  • 92% code coverage
  • Full CI/CD pipeline with GitHub Actions
• Documentation:
  • Complete Getting Started guide
  • API reference documentation
  • Architecture overview
  • Contributing guidelines
  • ReadTheDocs integration

Technical Details

• Event comparison protocol for chronological sorting
• Type hints throughout the codebase
• Strict mypy type checking
• Ruff linting and formatting
• Python 3.10+ support (3.10, 3.11, 3.12, 3.13)

Known Limitations

• Single timeframe support (daily/intraday bars)
• No partial fills (fills are immediate and complete)
• No slippage modeling (planned for v0.2)
• No advanced order types (stop-loss, take-profit, etc.)
• No multi-asset portfolio optimization tools
• Limited to stocks/ETFs (futures, forex, crypto, options coming in future versions)

Dependencies

• pandas - Data handling
• httpx - Modern HTTP client for API data feeds
• seaborn - Visualization
• matplotlib (via seaborn) - Plotting