Qstrader

Latest version: v0.2.7

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0.2.7

* Updates the execution handler to update final orders ensuring an execution order is created in the event of a single submission without a further rebalance.
* Updates rebalance_buy_and_hold to check if the start_dt is a business day
If start_dt is a business day rebalance_dates = [start_dt]
If start_dt is a weekend rebalance_dates = [next business day]
* Adds a unit test to check that the buisness day calculation is correct
* Adds an integration test to check that a backtest using buy_and_hold_rebalance generates execution orders on the correct dates

0.2.6

* Removed get_portfolio_total_non_cash_equity and get_account_total_non_cash_equity from broker/broker.py abstract base class. These methods are not implemented.
* Added save option to TearsheetStatistics class in statistics/tearsheet.py. The tearsheet output can now be saved to a given filename by passing the optional filename parameter as a string when calling the plot_results function.

0.2.5

* Moved build-backend system to Hatchling from setuptools
* Updated the python package requirements to work with click 8.1
* Updated ReadMe and ChangeLog.

0.2.4

* Fixed bug involving NaN at Timestamp in sixty_forty example.
* Removed support for python 3.7 and 3.8
* Updated the python package requirements to work with matplotlib 3.8, numpy 1.26 and pandas 2.2.0

0.2.3

* Updated the python package requirements to work with matplotlib 3.4, numpy 1.21 and pandas 1.3
* Removed support for python 3.6
* Added a Tactical Asset Allocation monthly momentum strategy to the examples

0.2.2

* Added link to full documentation at [https://www.quantstart.com/qstrader/](https://www.quantstart.com/qstrader/)
* Fixed bug where burn-in period was still allowing portfolio rebalances and trade executions
* Added QSTrader Dockerfiles for various Linux distributions
* Removed support for Python 3.5 and added support for Python 3.9
* Increased minimum supported Pandas version to 1.1.5 from 0.25.1
* Modified end-to-end backtest integration test to check for approximate equality of results to fix differences across Pandas versions
* Disallowed Matplotlib 3.3.3 temporarily to avoid deprecated functionality from causing errors
* Event print messages during backtests can now be disabled through a boolean setting

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