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Changelog

All notable changes to StrataQuant will be documented in this file.

[0.5.1] - 2025-12-26

Added - Chart Generation

--plot Flag:

  • Added --plot flag to backtest command
  • Generates equity curve chart (PNG)
  • Generates drawdown chart (PNG)
  • Charts saved to results/charts/ directory

Usage:

strataquant backtest --strategy sma --fast 20 --slow 50 --plot

Output Files:

  • results/charts/sma_20_50_equity.png - Blue line showing portfolio value over time
  • results/charts/sma_20_50_drawdown.png - Red area showing drawdown percentage

Technical Details

New Files:

src/plotting/mod.rs         # Plotting module

Modified Files:

src/lib.rs                  # Export plotting module
src/main.rs                 # Add --plot flag
Cargo.toml                  # Add plotters dependency

Dependencies:

  • plotters = "0.3" - Rust plotting library

Chart Specifications:

  • Resolution: 1200x600 pixels
  • Equity chart: Blue line on white background
  • Drawdown chart: Red shaded area
  • File format: PNG
  • Size: 50-100 KB per chart

Performance

  • Chart generation: ~100ms
  • No impact when --plot not used
  • Zero clippy warnings

[0.5.0] - 2024-12-26

Added - CLI Integration for Risk Management

Full CLI integration for all risk management features.

[0.4.0] - 2024-12-25

Added - Risk Management System

Stop losses, position sizing, risk limits.

[0.3.0] - 2024-12-24

Added - Advanced Metrics & Trade Analysis

Sortino ratio, Calmar ratio, trade tracking.

[0.2.0] - 2024-12-24

Added - Multi-Strategy Framework

Strategy trait, optimization, walk-forward validation.

[0.1.0] - 2024-12-23

Added - Initial Release

Core backtesting engine with honest metrics.

Version History Summary

  • v0.5.1: Chart generation with --plot flag
  • v0.5.0: CLI integration for risk management
  • v0.4.0: Risk management system
  • v0.3.0: Advanced metrics and trade analysis
  • v0.2.0: Multi-strategy framework
  • v0.1.0: Initial release
  • Future v0.6.0: Kelly, volatility sizing, multi-timeframe
  • Future v0.7.0: Multi-asset (BTC, ETH, LTC, BCH, SOL)