Release notes

What each version of Rearview adds and fixes, newest first. A change that moves the results of saved runs is also listed, with the runs it affects, in Changes to results. Rearview checks for a newer version and asks before installing it; your licence covers every version released during its year of updates, and every correctness fix.

0.9.0

The first build, ahead of launch. Test a trading system on a whole portfolio, on your own data, and see whether the result can be trusted.

• What it tests: stocks and ETFs, long and short, on any exchange's days and in an account in any currency; coins, long only; futures that roll from one contract to the next; forex pairs that earn carry; and bars down to a minute for stocks and ETFs.
• Whether it's luck: searches and walk-forwards with Deflated Sharpe and PBO, random entries, the trade order, the Reality Check and a lockbox.
• Whether it holds up: stress tests that run it again with costs doubled, a day late, with entries missed and started later; a capacity test that runs it with up to 100 times the cash under a volume cap; and in the results, where the money came from by security and sector, how much the best five trades made, the worst falls, figures against the benchmark, and the days split by a market condition.
• Looking closer: what a run held at any close, what changed between two runs, from the script to the trades, what stopped its candidates over the whole run, and an export of returns, fills and positions for pandas, quantstats and pyfolio.
• Your data: CSV import with a quality report, and updates that keep earlier runs reproducing. The report flags a split or dividend the prices don't back, and a stray date.
• Trading it: scans that list what meets a script's conditions on a day, the day's choices that say why a strategy bought one candidate and not another, next-day orders, and live accounts that replay your broker's fills beside the backtest.
• Checking it: every run reproduces from its own folder, and a project's runs can all be checked again at once after an update; your own signal program can be checked for look-ahead on cut and altered copies of the data; and the engine is checked against a second, independent engine before each release.
• In Terminal: rvw runs, searches and walk-forwards made with --project, such as an AI agent's, use the project's data and settings and count among its tries.