Triple-barrier

Latest version: v0.1.0

Safety actively analyzes 685525 Python packages for vulnerabilities to keep your Python projects secure.

Scan your dependencies

0.5.6rc

NEW

Added wrapper for pandas apply function that simplifies the trade labeling in a vectorized way

FIX:

Index out of range


v.0.4.6rc0
Upgraded libraries

pytest>=8
pandas>=2.2
pyarrow>=16.0

0.4.3rc

Refactored class names
Improved documentation
Added pyreverse uml diagrams
Added string representation for some classes

0.4.0rc

Improved close price accuracy by changing trade close price level for time barrier and dynamic barrier.

Previously the close price was the trigger period close price: for time barrier is the close price at the expiration time and for dynamic barrier is the close price at the period the condition is met.

Now for both cases, the trade close price is the open price next period after the triggering one.

The reason is that the close orders will be sent right after the trigger bar close price is received so the closing order will most probably be filled at next period open price and that price could eventually be affected by gaps, situation that was not considered in the previous logic.

0.3.0rc

Added Plot from MultiBarrier class

0.2.0rc

Links

Releases

© 2024 Safety CLI Cybersecurity Inc. All Rights Reserved.