v0.8.0

What's Changed

• Fix critical and major issues identified in codebase review by @tommed in #31
• chore: bump version to 0.8.0 by @tommed in #32

Full Changelog: v0.7.0...v0.8.0

0.7.0

Release 0.7.0 of nexa-backtest.

What's New

• Stable release with comprehensive backtesting capabilities
• Full support for DA and IDC markets
• Multi-algo comparison engine
• ML model integration
• Validation pipeline

See CHANGELOG for details.

v0.6.0b1

What's Changed

• feat: SharedReplayEngine for multi-algo comparison (task 08) by @tommed in #24
• chore: bump version to 0.6.0b1 by @tommed in #25

Full Changelog: v0.5.0b2...v0.6.0b1

v0.5.0b2

Beta release 0.5.0b2.

v0.5.0b1

v0.5.0b1

Beta release 0.5.0b1.

What's included

• Core types and protocols
• SimpleAlgo with DA and IDC hooks
• BacktestEngine (DA + IDC)
• Nord Pool DA and IDC adapters
• EPEX SPOT adapter
• Signal system with CSV loader
• Equity curve tracking
• Sharpe ratio, max drawdown, profit factor
• HTML, JSON, and Parquet report export
• CLI (nexa run, nexa validate)
• @algo low-level async API
• Validation pipeline (all 6 checks)
• Gate closure NOP tracking
• Windowed IDC replay (SlidingWindow)

v0.4.0b3

What's Changed

• Submit 0.4.0b2 by @tommed in #15

Full Changelog: v0.4.0b1...v0.4.0b3

v0.4.0b2

Full Changelog: v0.4.0b1...v0.4.0b2

v0.4.0b4

What's Changed

• Submit 0.4.0b2 by @tommed in #15

Full Changelog: v0.4.0b1...v0.4.0b4

v0.4.0b1

What's new in 0.4.0b1

Advanced tutorial notebooks

Two new walkthrough notebooks covering the advanced API:

• algo_decorator_walkthrough.ipynb — The @algo decorator and async event stream API for building complex strategies with full control over the event loop
• custom_signals_walkthrough.ipynb — Custom SignalProvider implementations, publication_offset look-ahead bias prevention, and gate closure NOP analysis

Plus updates to backtester_walkthrough.ipynb and idc_and_metrics_walkthrough.ipynb to match current API.

Bug fixes

• IDC VWAP benchmarking: per-product VWAPs now computed incrementally from HistoricalTrade events (O(P) memory, compatible with sliding-window replay). Each fill is benchmarked against its own product's market VWAP, giving accurate win/loss attribution
• GateClosureWarning in @algo event stream: emitted one MTU before gate closure for each IDC product, giving the algo a last chance to act
• Equity curve accuracy: snapshots now use running per-product VWAPs instead of zero, making the intra-run curve directionally meaningful

Internal

• Extract _dispatch_signals() helper to eliminate duplicated signal loop between DA and IDC paths
• Updated implementation status in README

v0.3.0b1

What's new in v0.3.0b1

Equity curve, advanced metrics, and report exports (spec-03)

• Equity curve — cumulative PnL plotted over time, available in backtest results
• Advanced metrics — Sharpe ratio, maximum drawdown, profit factor added to BacktestResult
• Report exports — results can be exported to HTML, JSON, and Parquet via nexa report

Previous releases

• v0.1.0b2 — signal system, CSV signal loader, and nexa run CLI (spec-02)
• v0.1.0b1 — core types, DA engine, Nord Pool adapter, PnL + VWAP analysis (spec-01)

This is a pre-release (b1). API is stabilising but may have breaking changes before 1.0.