btcore: High-performance portfolio backtesting engine
Pure Rust implementation without Python dependencies. This crate can be used standalone or as the backend for polars_backtest.
Overview
This crate provides a complete portfolio backtesting engine that matches the behavior of Finlab's backtest.sim() function.
Key Features
- Equal-weight portfolio simulation
- Configurable transaction costs (fee + tax)
- Stop loss, take profit, and trailing stop
- Position limit per stock
- Comprehensive statistics calculation