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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, and this project adheres to Semantic Versioning.

[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

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