Backtrader-paperswithbacktest

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1.8.1.93

- Addresses 115 - improvement in ib multiple data handling
- Improvements in vcdata multiple data handling

1.8.0.93

- Added signals api
- Correct value calculation for shorted stocks
- Add a symbolic margin to commissioninfo if not specified
- Remove line amonst marker in Trades observers

1.7.2.93

- Added getsize to CommissionInfo API to allow, for example, a sizer to
calculate the size of a trade using percentages
- Add __btversion__ which is a tuple of ints for easy version comparison
- Add macd-settings sample

1.7.1.93

- Pinkfish challange sample
- Add stash to feeds to allow filtered output to be resent to filters
- Restore deprecated setsizing method in FixedSize sizer for old quickstart
guide
- Rework quickstart tutorial and samples to use addsizer and deprecate
setsizing
- Allow BuySell observer to plot above / below high / low for clarity,
especially when plotting ohlc/candles bars
- Add support for observer orders during replay
- Improve Close order execution logic
- Fix microsecond precision errors in end of session calculations in order
and feed
- Docstrings cosmetic changes

1.7.0.93

- Changes to support separate auto-documentation for a branch of an object
hierarchy
- ta-lib integration: Closes 53
- ta-lib documentation
- Improve sizers internal interface by having a strategy attribute, which
can be used before resorting to the broker
- observer and benchmarking documentation update

1.6.4.93

- Reworked and published sizers interface (addresses 104) with changes
in cerebro and Strategy
- Observers documentation
- Refactor timereturn analyzer logic for better readability

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