- Fixes 51 - a trade may reopen a position but close a trade if overlapping (different tradeid) trades are active - Address Pull Request 52 by adding Py 2/3 MAXINT compatible "constant" which is imported into TradeAnalyzer and used instead of sys.maxint - Fixes 50 by correcting open/popen typo in StopLimit order
1.1.23.88
- Fixes 46 by adding a default of total.total = 0 to indicate that no trades were executed and therefore no statistics - Fixes 46 by adding a default of total.total = 0 to indicate that no trades were executed and therefore no statistics - CalendarDays filter implementation and added sample - Removed gitter from README
1.1.22.88
- Filters moved to submodule filters - Full docstring update for CommInfoBase - Small improvements to internal AutoDict/AutoOrdereDict - Implementation of Trade history log (40) - Added __bool__, __nonzero__ to Position for position testing - Orders support miscellaneous information from end-users (42) - Trades get unique identifier and datetime for opening/closing time (42, 43) - Corrected typo in iteritems (38)
1.1.21.88
- Addition of keys, values, items to py2/3 compatibility layer - Add getdatanames to strategy - Strategy.buy/sell/close take data or name as key for operation - Close 37 pannotated typo in "atclose" order type in broker - Close 35 adding getpositionbyname, getpositionsbyname, getpositions and the associated properties without "get"
1.1.20.88
- 33 correction of typo added during correction of 33 - Added getdatabyname and string_types check in buy/sell/close to retrieve datas in Strategy
1.1.19.88
- Fixes 33 by properly adjusting the cash for existing open futures (added long comment to explain the logic) - TimeReturn analyzer added. Can calculate returns for all timeframes - SharpeRatio updated to use TimeReturn including automatic adjustment of the (annual) riskfreerate for timeframes days, weeks, months. It can still use the legacy AnnualReturn analyzer - CommInfoBase added as root of all commission schemes to make commission schemes more flexible by not tying margin to commission type deduction - Added 4 CommInfoBase derived classes with standard commission schemes - Extended broker.setcommission call with parameters to work with the new CommInfoBase - Implemented the legacy CommissionInfo as a subclass of CommInfoBase, fully retaining the existing behavior - Some in-code documentation updates