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backtestingfx-0.1.0/Cargo.toml

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+[package]
+name = "backtestingfx"
+version = "0.1.0"
+edition = "2024"
+readme = "README.md"
+
+[lib]
+name = "_backtestingfx"
+crate-type = ["cdylib", "rlib"]
+
+[dependencies]
+chrono = "0.4"
+pyo3 = { version = "0.28", features = ["extension-module"]}

backtestingfx-0.1.0/LICENSE

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+MIT License
+
+Copyright (c) 2026 Khizar Imran
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

backtestingfx-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: backtestingfx
+Version: 0.1.0
+Requires-Dist: pandas
+License-File: LICENSE
+Summary: FX backtesting library built in Rust
+License: MIT
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown; charset=UTF-8; variant=GFM
+Project-URL: Repository, https://github.com/KhizarImran/backtestingfx
+
+# backtestingfx
+
+A Rust-powered FX backtesting library for Python. Write your strategy in Python, let Rust handle the heavy lifting.
+
+Inspired by [backtesting.py](https://kernc.github.io/backtesting.py/) but built specifically for forex — lot sizes, pip-based PnL, stop loss, take profit, and realistic account currency conversion.
+
+```
+pip install backtestingfx
+```
+
+## Quick Start
+
+```python
+import pandas as pd
+from backtestingfx import Backtest, Strategy
+
+class MyCrossStrategy(Strategy):
+    def next(self):
+        self.close_all()
+        self.buy(lot_size=0.1)
+
+df = pd.read_csv("EURUSD_1H.csv")
+
+bt = Backtest(df, MyCrossStrategy, cash=10000.0, spread=0.0001)
+stats = bt.run()
+
+print(stats)
+```
+
+```
+--- Backtest Results ---
+Initial Cash:   10000.00
+Final Cash:     9823.50
+Total Return:   -1.77%
+Trades:         248
+Win Rate:       52.4%
+Avg PnL:        -0.71380
+Best Trade:     84.20000
+Worst Trade:    -61.30000
+Profit Factor:  0.94
+Max Drawdown:   3.21%
+```
+
+## Installation
+
+```
+pip install backtestingfx
+```
+
+Requires Python 3.9+.
+
+## Writing a Strategy
+
+Inherit from `Strategy` and implement `next()`. It is called once per bar.
+
+```python
+from backtestingfx import Backtest, Strategy
+
+class MyStrategy(Strategy):
+    def init(self):
+        # called once before the loop starts
+        # self._bars contains all Bar objects if you need to pre-compute
+        pass
+
+    def next(self):
+        # self._bar  — current bar (open, high, low, close, volume, timestamp)
+        # self._broker — the broker instance (advanced use)
+
+        if self._bar.close > 1.1000:
+            self.buy(lot_size=0.1, stop_loss=1.0950, take_profit=1.1100)
+        else:
+            self.close_all()
+```
+
+### Strategy methods
+
+| Method | Description |
+|--------|-------------|
+| `self.buy(lot_size, stop_loss=None, take_profit=None)` | Open a long position |
+| `self.sell(lot_size, stop_loss=None, take_profit=None)` | Open a short position |
+| `self.close_all()` | Close all open positions |
+| `self.close_position(id)` | Close a specific position by ID |
+
+### Bar fields
+
+```python
+self._bar.open
+self._bar.high
+self._bar.low
+self._bar.close
+self._bar.volume
+self._bar.timestamp  # unix timestamp (int)
+```
+
+## Backtest Parameters
+
+```python
+Backtest(
+    df,                       # pandas DataFrame with OHLCV columns
+    StrategyClass,
+    cash=10000.0,             # starting account balance in USD
+    commission=0.0,           # commission per lot (e.g. 7.0 = $7/lot)
+    spread=0.0,               # spread in price units (e.g. 0.0001 = 1 pip)
+    contract_size=100000.0,   # standard FX lot size, don't change this
+    quote_to_account=1.0,     # conversion rate from quote currency to USD
+)
+```
+
+### Trading non-USD pairs
+
+By default `quote_to_account=1.0` which is correct for USD-quoted pairs (EURUSD, GBPUSD).
+
+For other pairs, pass the rate that converts the quote currency to USD:
+
+| Pair | quote_to_account |
+|------|-----------------|
+| EURUSD, GBPUSD | `1.0` (default) |
+| EURGBP | GBPUSD rate (e.g. `1.27`) |
+| USDCAD, GBPCAD | CADUSD rate (e.g. `0.74`) |
+| USDJPY | JPYUSD rate (e.g. `0.0067`) |
+
+```python
+bt = Backtest(df, MyStrategy, cash=10000.0, spread=0.00015, quote_to_account=1.27)
+```
+
+## Stats
+
+| Field | Description |
+|-------|-------------|
+| `initial_cash` | Starting balance |
+| `final_cash` | Ending balance |
+| `total_return_pct` | Total return as a percentage |
+| `num_trades` | Number of completed trades |
+| `num_wins` | Number of winning trades |
+| `win_rate_pct` | Win rate as a percentage |
+| `avg_pnl` | Average PnL per trade in USD |
+| `best_trade` | Best single trade PnL in USD |
+| `worst_trade` | Worst single trade PnL in USD |
+| `profit_factor` | Gross profit / gross loss |
+| `max_drawdown_pct` | Maximum drawdown as a percentage |
+
+## Data Format
+
+Pass a pandas DataFrame with these columns:
+
+```
+open, high, low, close, volume
+```
+
+The index should be a `DatetimeIndex`, or include a `timestamp` column. Volume is optional (defaults to 0).
+
+## Why Rust?
+
+The backtesting engine is written in Rust and compiled as a native Python extension via [PyO3](https://pyo3.rs). This means the event loop, broker simulation, and stats computation run at native speed while your strategy stays in plain Python.
+
+## License
+
+MIT — see [LICENSE](LICENSE)
+