akquant 0.1.0__tar.gz → 0.1.1__tar.gz

{akquant-0.1.0 → akquant-0.1.1}/Cargo.lock

@@ -30,7 +30,7 @@ dependencies = [
 
 [[package]]
 name = "akquant"
-version = "0.1.0"
+version = "0.1.1"
 dependencies = [
  "anyhow",
  "chrono",

{akquant-0.1.0 → akquant-0.1.1}/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "akquant"
-version = "0.1.0"
+version = "0.1.1"
 edition = "2024"
 readme = "README.md"
 

{akquant-0.1.0 → akquant-0.1.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: akquant
-Version: 0.1.0
+Version: 0.1.1
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy

akquant-0.1.1/backtest.log

@@ -0,0 +1,25 @@
+2026-01-29 18:29:46,480 | INFO | Logging to file: backtest.log
+2026-01-29 18:29:46,480 | INFO | Generating data for 3 symbols (5000 bars each)...
+2026-01-29 18:29:46,639 | INFO | Data generation took 0.1581s
+2026-01-29 18:29:46,639 | INFO | Running multi-symbol backtest...
+2026-01-29 18:29:46,792 | INFO | Running backtest via run_backtest()...
+2026-01-29 18:29:46,796 | INFO | [1990-01-26 15:00:00] STOCK_A Signal: BUY_OPEN | Price: 100.22 | SMA5: 100.22 | SMA20: 100.19
+2026-01-29 18:29:46,798 | INFO | [1990-03-09 15:00:00] STOCK_A Signal: SELL_CLOSE | Price: 100.67 | SMA5: 100.76 | SMA20: 100.77
+2026-01-29 18:29:46,799 | INFO | [1990-04-24 15:00:00] STOCK_A Signal: BUY_OPEN | Price: 100.15 | SMA5: 99.99 | SMA20: 99.93
+2026-01-29 18:29:46,801 | INFO | [1990-05-08 15:00:00] STOCK_A Signal: SELL_CLOSE | Price: 99.80 | SMA5: 99.89 | SMA20: 99.91
+2026-01-29 18:29:46,801 | INFO | [1990-05-15 15:00:00] STOCK_A Signal: BUY_OPEN | Price: 100.24 | SMA5: 100.08 | SMA20: 100.04
+2026-01-29 18:29:46,802 | INFO | [1990-06-05 15:00:00] STOCK_A Signal: SELL_CLOSE | Price: 100.15 | SMA5: 100.12 | SMA20: 100.15
+2026-01-29 18:29:46,804 | INFO | [1990-07-18 15:00:00] STOCK_A Signal: BUY_OPEN | Price: 99.61 | SMA5: 99.49 | SMA20: 99.48
+2026-01-29 18:29:46,804 | INFO | [1990-07-20 15:00:00] STOCK_A Signal: SELL_CLOSE | Price: 99.36 | SMA5: 99.47 | SMA20: 99.47
+2026-01-29 18:29:46,805 | INFO | [1990-08-03 15:00:00] STOCK_A Signal: BUY_OPEN | Price: 99.47 | SMA5: 99.38 | SMA20: 99.38
+2026-01-29 18:29:46,806 | INFO | [1990-09-06 15:00:00] STOCK_A Signal: SELL_CLOSE | Price: 99.73 | SMA5: 99.77 | SMA20: 99.78
+2026-01-29 18:29:46,807 | INFO | [1990-09-13 15:00:00] STOCK_A Signal: BUY_OPEN | Price: 99.96 | SMA5: 99.87 | SMA20: 99.86
+2026-01-29 18:29:46,808 | INFO | [1990-09-20 15:00:00] STOCK_A Signal: SELL_CLOSE | Price: 99.81 | SMA5: 99.82 | SMA20: 99.84
+2026-01-29 18:29:46,808 | INFO | [1990-09-25 15:00:00] STOCK_A Signal: BUY_OPEN | Price: 99.80 | SMA5: 99.82 | SMA20: 99.82
+2026-01-29 18:29:46,809 | INFO | [1990-09-26 15:00:00] STOCK_A Signal: SELL_CLOSE | Price: 99.57 | SMA5: 99.75 | SMA20: 99.80
+2026-01-29 18:29:46,810 | INFO | [1990-10-11 15:00:00] STOCK_A Signal: BUY_OPEN | Price: 99.68 | SMA5: 99.69 | SMA20: 99.68
+2026-01-29 18:29:46,811 | INFO | [1990-10-15 15:00:00] STOCK_A Signal: SELL_CLOSE | Price: 99.56 | SMA5: 99.66 | SMA20: 99.66
+2026-01-29 18:29:46,812 | INFO | [1990-11-06 15:00:00] STOCK_A Signal: BUY_OPEN | Price: 99.46 | SMA5: 99.43 | SMA20: 99.43
+2026-01-29 18:29:46,812 | INFO | [1990-11-20 15:00:00] STOCK_A Signal: SELL_CLOSE | Price: 99.40 | SMA5: 99.38 | SMA20: 99.39
+2026-01-29 18:29:46,813 | INFO | [1990-12-07 15:00:00] STOCK_A Signal: BUY_OPEN | Price: 99.38 | SMA5: 99.33 | SMA20: 99.31
+2026-01-29 18:29:47,003 | INFO | Engine execution took 0.3632s

{akquant-0.1.0 → akquant-0.1.1}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "maturin"
 
 [project]
 name = "akquant"
-version = "0.1.0"
+version = "0.1.1"
 description = "High-performance quantitative trading framework based on Rust and Python"
 readme = "README.md"
 license = {file = "LICENSE"}

{akquant-0.1.0 → akquant-0.1.1}/python/akquant/backtest.py

@@ -277,7 +277,9 @@ def plot_result(
     if first_ts > 1e11:
         scale = 1e-9
 
-    times = [datetime.fromtimestamp(t * scale) for t, _ in equity_curve]
+    from datetime import timezone
+    # Use UTC to avoid local timezone issues and align with benchmark data which is often UTC
+    times = [datetime.fromtimestamp(t * scale, tz=timezone.utc).replace(tzinfo=None) for t, _ in equity_curve]
     equity = [e for _, e in equity_curve]
 
     # Convert to DataFrame for easier calculation
@@ -304,6 +306,10 @@ def plot_result(
             # Ensure benchmark has DatetimeIndex
             if not isinstance(benchmark.index, pd.DatetimeIndex):
                 benchmark.index = pd.to_datetime(benchmark.index)
+            
+            # Normalize timezones: ensure benchmark is tz-naive UTC
+            if benchmark.index.tz is not None:
+                benchmark.index = benchmark.index.tz_convert('UTC').tz_localize(None)
 
             # Reindex benchmark to match strategy dates (forward fill for missing days if any, but strict alignment preferred)
             # Normalize dates to start of day for alignment if needed, but here we assume close match