# Backtesting Crate

## Overview

The `backtesting` crate provides a robust and configurable engine for simulating trading strategies against historical market data. It enables quantitative analysts and developers to evaluate strategy performance, optimize parameters, and validate hypotheses before live deployment.

## Features

*   **Historical Data Replay:** Efficiently replays market data from Parquet files, supporting various data granularities (ticks, order book snapshots, candles).
*   **Comprehensive Performance Metrics:** Calculates key performance indicators such as Sharpe Ratio, Maximum Drawdown, Alpha, Beta, Sortino Ratio, and more.
*   **Realistic Slippage Modeling:** Configurable slippage models (e.g., fixed, percentage, volume-based) to accurately reflect real-world execution costs.
*   **Commission Modeling:** Supports various commission structures (e.g., fixed per trade, percentage of value, per share/contract) for accurate P&L calculation.
*   **Detailed Trade Analytics:** Generates in-depth reports on individual trades, cumulative P&L, win/loss ratios, and trade duration analysis.
*   **Pluggable Strategy Interface:** Defines a clear interface for users to implement and integrate their custom trading strategies seamlessly.

## Usage

```rust
use backtesting::{Backtester, BacktestConfig};
use common::types::InstrumentId;
use std::path::PathBuf;

let config = BacktestConfig {
    start_time: "2023-01-01T00:00:00Z".parse().unwrap(),
    end_time: "2023-01-02T00:00:00Z".parse().unwrap(),
    data_path: PathBuf::from("./historical_data/"),
    instruments: vec![InstrumentId::new("BTCUSD".to_string())],
    // ... other configuration like slippage, commissions
};

// let mut backtester = Backtester::new(config);
// let strategy = MySimpleStrategy::new(); // Initialize your strategy
// backtester.run(&strategy).expect("Backtest failed");

// let results = backtester.get_results();
// println!("Sharpe Ratio: {}", results.sharpe_ratio);
// println!("Max Drawdown: {}", results.max_drawdown);
```

## Testing

```bash
cargo test --package backtesting
```

## Documentation

Full API documentation is available at [docs.rs/backtesting](https://docs.rs/backtesting).