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base repository: ml4t/backtest
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base: v0.1.8
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head repository: ml4t/backtest
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compare: v0.1.9
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  • 2 commits
  • 71 files changed
  • 2 contributors

Commits on Sep 23, 2026

  1. deps: bump hatchling in the python-dependencies group (#102)

    Bumps the python-dependencies group with 1 update: [hatchling](https://github.com/pypa/hatch).
    
    
    Updates `hatchling` from 1.32.0 to 1.32.3
    - [Release notes](https://github.com/pypa/hatch/releases)
    - [Commits](pypa/hatch@hatchling-v1.32.0...hatchling-v1.32.3)
    
    ---
    updated-dependencies:
    - dependency-name: hatchling
      dependency-version: 1.32.3
      dependency-type: direct:development
      update-type: version-update:semver-patch
      dependency-group: python-dependencies
    ...
    
    Signed-off-by: dependabot[bot] <[email protected]>
    Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
    dependabot[bot] authored Sep 23, 2026
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Commits on Sep 24, 2026

  1. Fix Backtest correctness issues and build guided documentation

    ## Scope
    
    Resolve milestone 6 correctness defects and provide an executable, example-led Backtest guide. The milestone plan remains in the private development sidecar; this PR contains the public implementation and validation artifacts.
    
    ## Progress
    
    - [x] #103 Apply configured drawdown reductions through broker orders.
    - [x] #104 Preserve feed timezone in fill exports.
    - [x] #105 Charge a long-to-short flip as one commission-bearing order.
    - [x] #106 Apply perpetual futures funding payments.
    - [x] #107 Support one decision across different daily close times.
    - [x] #108 Establish reproducible tutorial data and example checks.
    - [x] #109 Replace quickstart with a completed backtest.
    - [x] #110 Teach order types and execution timing.
    - [x] #111 Teach multi-asset signals, rebalancing, and sessions.
    - [x] #112 Teach costs and funding with gross-to-net results.
    - [x] #113 Teach accounts, sizing, and constraints.
    - [x] #114 Teach risk rules and stateful strategies.
    - [x] #115 Teach profiles and bounded framework comparisons.
    - [x] #116 Teach result exports and downstream analysis.
    - [x] #117 Repair the Book Guide and link guide pages to verified sources.
    - [ ] #118 Qualify and publish the integrated release and documentation.
    
    ## Verification
    
    - Local test suite: 2,209 passed, 13 skipped. Coverage suite after the funding artifact recovery test: 2,208 passed, 9 skipped, 5 deselected; global coverage 87.25%, result.py branch coverage 89.08%; the critical-module gate passes.
    - Synthetic correctness: 66 pass, 2 unsupported. Real-strategy parity: 17 of 17 required framework pairs pass. Large-scale evidence and generated parity claims validate.
    - Ruff, ty, strict MkDocs build, 22 pinned book paths, all installed-wheel core examples, and the optional diagnostic example pass.
    - Two builds of wheel 0.1.9.dev25+g8343029f6 and its source distribution have identical hashes and pass the artifact content check. Rendered docs identify commit 8343029. All 43 remote PR checks have completed successfully or with their documented skip on this commit, including package build, coverage, compatibility, qualification, and public parity.
    
    ## Issue closure on merge
    
    Closes #103
    Closes #104
    Closes #105
    Closes #106
    Closes #107
    Closes #108
    Closes #109
    Closes #110
    Closes #111
    Closes #112
    Closes #113
    Closes #114
    Closes #115
    Closes #116
    Closes #117
    
    Issue #118 remains open until the release artifact and deployed documentation are verified under the separate publication approvals.
    stefan-jansen authored Sep 24, 2026
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