v1.0.0

What's New in v1.0.0

Features

• Optional Rust engine with auto-dispatch: Add a complete Rust backend (vectorbt-rust) as an optional high-performance alternative to Numba. When installed, functions automatically dispatch to the Rust engine based on a global engine setting ("auto", "numba", or "rust"), with per-call override via the engine parameter. Install with pip install vectorbt[rust]
• Rust kernels across all modules: High-performance Rust implementations for generic (rolling, expanding, EWM, groupby, drawdowns, ranges, apply), indicators (MA, RSI, Bollinger, ATR, MACD, Stochastic, OBV), labels, signals (random, stop, OHLC stop generation), portfolio (order-based and signal-based simulation, reservoir sampling, stop-loss/take-profit), records, and returns
• Engine dispatch layer: New dispatch.py modules in every subpackage handle engine resolution, dtype compatibility checks, soft casting, and transparent fallback to Numba when Rust doesn't support a given call
• Instance-level engine preference: Accessors accept an engine parameter at construction, inherited by all subsequent method calls with per-call override support
• FlexArray for zero-copy broadcast: Rust kernels accept flexible array inputs (scalar, 1D, or 2D) directly, eliminating Python-side broadcast overhead for signals, labels, and portfolio simulation
• Static signal-based portfolio simulation: Add simulate_from_signals_nb, a no-callback Numba function for signal-based portfolio simulation that enables both Numba and Rust fast paths

Enhancements

• Single-column and row-major fast paths: Specialized Rust kernels for single-column inputs and C-contiguous arrays, avoiding unnecessary iteration overhead
• Rewrite true_range_nb as single-pass: Replace multi-array temporary allocation with an in-place loop, eliminating the fshift_nb call
• Replace O(n²) between_two_ranges_nb with O(n) two-pointer scan: Avoid repeated flatnonzero filtering per signal pair
• Soft dtype casting in dispatch: Engine dispatch automatically handles dtype mismatches (e.g., int → float) with user-configurable warnings instead of hard failures

Build/CI

• Rust engine CI matrix: New rust-engine CI job testing Rust builds across Ubuntu, macOS, Windows × Python 3.10–3.13
• New optional dependency groups: [rust], [test], [test-rust], and [all]; [full] now composes from [full-no-talib]
• Docker and PyPI workflows: Updated to support Rust engine builds alongside pure-Python distribution

Documentation

• Benchmark suite: Comprehensive benchmark harness comparing Numba vs Rust engine performance across all modules with published results
• Rust engine documentation: Dedicated README covering architecture, build instructions, and module reference

v0.28.5

What's Changed

• Fix Styler.render() AttributeError with pandas 2.x by @wavebyrd in #832
• Add plotting regression tests by @ChadThackray in #835
• fix: gross_exposure() uses abs(asset_value) for grouped portfolios by @coryvirok in #837

New Contributors

• @wavebyrd made their first contribution in #832
• @coryvirok made their first contribution in #837

Full Changelog: v0.28.4...v0.28.5

v0.28.4

What's Changed

• Develop by @polakowo in #297
• Adds AlpacaData Custom Data Source by @haxdds in #310
• utils 'datetime_.py' 'to_timezone' function change by @forLinDre in #417
• Add extra packages used in example notebooks to separate requirements file by @izikeros in #500
• fix: size_granularity is not work in from_signals by @manhinhang in #533
• Update _settings.py for Seaborn by @Kalindro in #552
• Fix a tiny typo in custom.py by @FrankTianTT in #701
• chore: fix some typos in comments by @hidewrong in #702
• Update LICENSE.md, fix copyright license year by @JasonnnW3000 in #762
• Create scorecard.yml by @polakowo in #794
• fix: datetime_to_ms test failure by @ChadThackray in #818
• fix: value_counts(sort_uniques=False) tests removed by @ChadThackray in #819
• fix: add anywidgets to base dependencies by @ChadThackray in #820
• Migrate to pyproject.toml, pandas 2.0 and new python version compatibility by @ChadThackray in #824

New Contributors

• @haxdds made their first contribution in #310
• @forLinDre made their first contribution in #417
• @izikeros made their first contribution in #500
• @manhinhang made their first contribution in #533
• @Kalindro made their first contribution in #552
• @FrankTianTT made their first contribution in #701
• @hidewrong made their first contribution in #702
• @JasonnnW3000 made their first contribution in #762
• @ChadThackray made their first contribution in #818

Full Changelog: v0.21.0...v0.28.4