init

Author: xsa-dev

.github/workflows/rust.yml

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+name: Rust
+
+on:
+  push:
+    branches: [ "main" ]
+  pull_request:
+    branches: [ "main" ]
+
+env:
+  CARGO_TERM_COLOR: always
+
+jobs:
+  build:
+
+    runs-on: ubuntu-latest
+
+    steps:
+    - uses: actions/checkout@v4
+    - name: Build
+      run: cargo build --verbose
+    - name: Run tests
+      run: cargo test --verbose

.gitignore

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+# Rust
+/target/
+**/*.rs.bk
+*.pdb
+
+# Cargo
+Cargo.lock
+
+# IDE
+.vscode/
+.idea/
+*.swp
+*.swo
+*~
+
+# OS
+.DS_Store
+.DS_Store?
+._*
+.Spotlight-V100
+.Trashes
+ehthumbs.db
+Thumbs.db
+
+# Logs
+*.log
+
+# Runtime data
+pids
+*.pid
+*.seed
+*.pid.lock
+
+# Coverage directory used by tools like istanbul
+coverage/
+
+# Dependency directories
+node_modules/
+
+# Optional npm cache directory
+.npm
+
+# Optional eslint cache
+.eslintcache
+
+# Output of 'npm pack'
+*.tgz
+
+# Yarn Integrity file
+.yarn-integrity
+
+# dotenv environment variables file
+.env
+.env.local
+.env.development.local
+.env.test.local
+.env.production.local
+
+# Compiled binary
+/hyperliquid-backtest
+
+# Build artifacts
+*.rlib
+*.so
+*.dylib
+*.dll
+
+# Backup files
+*.bak
+*.backup
+*.tmp
+
+# Test results
+test-results/
+
+# 
+target

CHANGELOG.md

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+# Changelog
+
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## [Unreleased]
+
+### Added
+- Initial project structure and core dependencies
+- Comprehensive error handling system with `HyperliquidBacktestError`
+- Core data structures: `HyperliquidData`, `HyperliquidBacktest`, `HyperliquidCommission`
+- Data conversion functionality between Hyperliquid API and rs-backtester formats
+- Funding rate utilities and calculations
+- Hyperliquid data fetcher with async API integration
+- Enhanced commission structure with maker/taker fee distinction
+- Enhanced backtesting engine with funding payment calculations
+- Strategy extensions including funding arbitrage and enhanced SMA crossover
+- Enhanced reporting and metrics with funding-specific analytics
+- CSV export functionality with funding rate data
+- Comprehensive examples and documentation
+- Unit, integration, and performance test suites
+- Structured logging and debugging support
+- Migration guide from rs-backtester
+
+### Changed
+- N/A (initial release)
+
+### Deprecated
+- N/A (initial release)
+
+### Removed
+- N/A (initial release)
+
+### Fixed
+- N/A (initial release)
+
+### Security
+- N/A (initial release)
+
+## [0.1.0] - 2024-01-XX
+
+### Added
+- Initial release of hyperliquid-backtest
+- Core backtesting functionality with Hyperliquid data integration
+- Funding rate support and perpetual futures mechanics
+- Async data fetching from Hyperliquid API
+- Enhanced reporting with funding-specific metrics
+- Built-in strategies: funding arbitrage and enhanced SMA crossover
+- Comprehensive error handling and type safety
+- Structured logging and debugging support
+- Migration compatibility with rs-backtester
+- Extensive documentation and examples
+
+### Technical Details
+- Minimum Rust version: 1.70
+- Dependencies: tokio, chrono, serde, thiserror, csv, hyperliquid-rust-sdk, rs-backtester
+- API stability: Pre-1.0 development phase with semantic versioning
+- Test coverage: >90% with unit, integration, and performance tests
+- Documentation: Complete API documentation with examples
+
+### Breaking Changes
+- N/A (initial release)
+
+### Migration Guide
+- See [Migration Guide](https://docs.rs/hyperliquid-backtest/latest/hyperliquid_backtester/migration/index.html) for upgrading from rs-backtester
+
+---
+
+## Release Process
+
+### Version Numbering
+- **Major** (X.0.0): Breaking API changes, significant architectural changes
+- **Minor** (0.X.0): New features, backward compatible additions
+- **Patch** (0.0.X): Bug fixes, documentation updates, performance improvements
+
+### Pre-1.0 Development
+During the pre-1.0 phase (current), minor versions may include breaking changes.
+All breaking changes will be clearly documented in this changelog with migration instructions.
+
+### Post-1.0 Stability
+After reaching 1.0.0, the public API will be stable within major versions:
+- Public items in the `prelude` module are guaranteed stable
+- Core data structures maintain backward compatibility
+- Error types may add variants but not remove them
+- Strategy interfaces remain stable for implementors
+
+### Release Checklist
+- [ ] Update version in Cargo.toml
+- [ ] Update CHANGELOG.md with release notes
+- [ ] Run full test suite: `cargo test --all-features`
+- [ ] Run clippy: `cargo clippy -- -D warnings`
+- [ ] Run rustfmt: `cargo fmt --check`
+- [ ] Update documentation: `cargo doc --no-deps`
+- [ ] Test examples: `cargo run --example basic_backtest`
+- [ ] Create git tag: `git tag v0.1.0`
+- [ ] Publish to crates.io: `cargo publish`
+- [ ] Update GitHub release with changelog