bts-rs 0.7.0

Backtest your trading strategy.
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 # BTS: BackTest Strategy

 **BTS** is a Rust library designed for backtesting trading strategies on candlestick data.
 It enables testing technical indicators, custom strategies, and simulating trading performance
 on historical or generated data.

 ## **Key Features**

 - **Technical Indicators**: Uses with popular indicators (Impulse MACD, Parabolic SAR, VWAP, etc.)
   and allows easy addition of new ones.
 - **Backtesting**: Simulates trading strategies on historical or generated data.
 - **Market Engine**: Processes candles one by one to test strategies under realistic conditions.
 - **Performance Metrics**: Calculates P&L (Profit & Loss), drawdown, Sharpe ratio, and more.
 - **Flexibility**: Compatible with the [`ta`](https://crates.io/crates/ta) crate for seamless
   integration with other indicators.
 - **Order & Position Management**: Supports market orders, limit orders, take-profit,
   stop-loss, and trailing stops.

 ## **Core Concepts**

 ### **Candle**
 Represents a candlestick with OHLCV data (Open, High, Low, Close, Volume).
 Used as the basic unit for market data.

 ### **Order**
 Represents a trading order (buy or sell) with a specific type (market, limit, etc.).
 Orders can be placed and executed based on market conditions.

 ### **Position**
 Represents an open market position with exit rules (take-profit, stop-loss, trailing stop).
 Positions are managed by the backtesting engine.

 ### **Event**
 Records backtest events (order/position additions/removals) for detailed tracking.

 ## **Usage Example**

 ```rust
 use bts::prelude::*;

 // Candlestick data
 let data = vec![
     Candle::from((100.0, 110.0, 95.0, 105.0, 1000.0)),
     Candle::from((105.0, 115.0, 100.0, 110.0, 1000.0)),
 ];

 // Initialize backtest
 let mut bts = Backtest::new(data, 1000.0).unwrap();

 // Custom strategy
 bts.run(|bt, candle| {
     // Example: Buy if closing price > opening price
     if candle.close() > candle.open() {
         let order = Order::from((OrderType::Market(candle.close()), 1.0, OrderSide::Buy));
         bt.place_order(order)?;
     }
     Ok(())
 }).unwrap();

 // Results
 println!("Final balance: {}", bts.balance());
 println!("Number of positions: {}", bts.positions().count());
 println!("Number of events: {}", bts.events().count());
 ```

 ## **Performance Metrics**

 The backtesting engine automatically calculates the following metrics:
 - **Profit & Loss (P&L)**: Total profits or losses.
 - **Drawdown**: Maximum capital decline.
 - **Sharpe Ratio**: Risk-adjusted return measure.
 - **Win Rate**: Percentage of winning trades.

 ## **Integration with Other Crates**

 BTS is compatible with the [`ta`](https://crates.io/crates/ta) crate for technical analysis,
 allowing you to easily integrate additional indicators.

 ## **Advanced Features**

 - **Custom Strategies**: Implement your own trading logic.
 - **Event Tracking**: Detailed logging of all trading events.
 - **Risk Management**: Built-in support for stop-loss and take-profit rules.
 - **Performance Optimization**: Uses efficient data structures for order/position management.
 - **Parameters Optimization**: Computes the best parameters *(indicators, RR, etc...)* for your strategy.

 ## **Error Handling**

 BTS provides comprehensive error handling for:
 - Insufficient funds
 - Invalid orders/positions
 - Market data errors
 - Configuration issues

 ## **Getting Started**

 Add BTS to your `Cargo.toml`:

 ```toml
 [dependencies]
 bts = "0.7"
 ```

 Then import and use it in your project:

 ```rust
 use bts::prelude::*;
 ```

 ## Contributing

 See [Contributing](CONTRIBUTING.md) file to contribute to this project.

 ## **License**

 This project is licensed under the [MIT License](LICENSE).

*Generated by Mistral.ai*