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v1.2.0 — Rust Backtesting Engine + Regime Testing

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@sohan-shingade sohan-shingade released this 12 Apr 19:08
· 159 commits to main since this release
v1.2.0
8c78b5e

What's New

Rust Backtesting Engine

  • New flint-core Rust crate (PyO3) for high-performance backtesting
  • 14 venue-specific fill model implementations
  • Transparent fallback: Python engine used when Rust module not installed
  • Zero regressions across 1,545 tests

Multi-Regime Backtesting

  • 8 curated market regime definitions (Dec 2023 — Apr 2026)
  • POST /api/v1/backtest/run-regimes endpoint for per-regime backtest comparison
  • GET /api/v1/backtest/regimes endpoint listing available regimes
  • New UI: REGIMES date preset in BacktestLab with regime selector checkboxes
  • Regime breakdown results view with drill-down into individual regime tearsheets
  • "All Regimes" download preset in Data Explorer and Setup pages

Bug Fixes

  • Hardened Rust engine integration (narrowed exception handling, replaced unwrap with expect)
  • Fixed isinstance checks and slippage attribute extraction in Rust adapter

Strategies

  • The Midnight Gardener — regime-adaptive pullback fader (Sharpe 4.31 on crash periods)
  • The Nightcrawler — volume-spike exhaustion fader (Sharpe 3.20 on Crash Phase 2)
  • The Spectre — multi-signal adaptive mean reversion (positive Sharpe all regimes)
  • The Scalpel — micro mean reversion with 76% win rate

Install

```bash
pip install flint-trading==1.2.0
```

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