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v0.5.0 - Backtest Engine v0.2 + rich PA metadata sizers, high-fidelity execution & professional tearsheets

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@lavs9 lavs9 released this 30 May 18:48
· 349 commits to main since this release

v0.5.0 - Backtest Engine v0.2 + rich PA metadata sizers, realistic execution models (incl. high-fidelity mode), professional tearsheets with attribution + PA metadata. Notebook + docs hardening, release workflow robustness.

Strict Next + Polars batch/streaming parity preserved across all enhancements (inspired by QF-Lib patterns for the vectorized path only).

Re-tagged cleanly on current main after internal crate version hygiene (path-only only in [workspace.dependencies]; no ^ pins for quantwave-* crates). This ensures Rust crates and Python wheels/sdist publish correctly.

Closes quantwave-n1yc epic and all 5 children (quantwave-n1yc.1 through .5) — rich position sizing from PA metadata, pluggable CommissionModel/SlippageModel (incl. SquareRootMarketImpact + volume limits), High-Fidelity ExecutionSimulator mode, BacktestTearsheet + EnrichedTrade + AttributionReport with full PA metadata, to_markdown() + trades_df() for Excel.

See docs/changelog.md for the complete list of changes.

CI publishing workflow (crates.io + PyPI): https://github.com/lavs9/quantwave/actions/runs/26691989511

(2026-05 IST — re-tag of exact v0.5.0 on the fixed main commit per user request)