- Correct lastvalue update in TimeReturn - Closes 111 by annualizing the returns if the rate is not downgraded
1.6.2.93
- Closes 89 by adding benchmarking to TimeReturn and new observers TimeReturn/Benchmark (sample included) - Analyzers can be embedded in observers to share functionality - Added TimeFrame.NoTimeFrame - ibpy imported in readthedocs for IBStore/IBBroker/IBData doc generation
1.6.1.93
- Closes 108 - Plotting documentation - Some updates to analyzer docs - Further refactoring/improvements/corrections to the analyzers
1.6.0.93
- Pyfolio integration - Refactoring/reorganization of analyzers
1.5.3.93
- Correct filler implementation in the broker to consider order side for the value returned from a filler - Extend volumefilling sample to cover sell and repetition scenarios
1.5.2.93
- Added support for volume filling strategies in the broker - Added 3 volume fillers: FixedSize, FixedBarPerc, BarPointPerc - Added broker and fillers to the docs - Added TimeReturn to the Analyzers reference - Added DaySteps filter and sample to downsample a day bar in open + rest