Backtrader-paperswithbacktest

- Broker reworked to check margin/cost limits on order submission/execution
- Broker fix to avoid having the wrong sign on short "Trades"
- Rework Trades commission deduction
- Additions to Position, Order to support broker new checks
- Add missing analyzers loop call to "_next"
- Observers loop handled in Strategy now (only object holding them)
- Observers reachable in strategy via new alias "observers" (in addition to
"stats")
- Cosmetic changes to analyer pprint
- Correction to Position.__len__ to work with negative sizes (short positions)
- Crossover defaults to true for plotting just like any other indicator
- "Exactbars" mode added which limits the amounts of bars to those needed by
each indicator. Disables runonce, preloading and plotting. It uses a
ringbuffer method
- Documentation/Samples directory (and hence doc fixes) rework
- Documentationn rework for direct execution of scripts against sample datas
16
- Multiple Data Strategy added as Sample
- Automatic import of flushfile
- Added LineForward as complement to LineDelay
- Correct double call to Analyzer._next
- Cover case in which a line from a data is directly assigned, avoiding the
binding to kick-in too early
- Correction in Accum indicator (typo line -> lines) and super addition to
WilliamsAD

- Added reversion to stage1 operator behavior when the strategy backtesting is
over
- Refactoring of minimum period calculation in LineIterator
- Refactoring of strategy minimum period calculation to allow indicator
injection
- Cerebro support for addition of indictors to inject into strategies
- bt-run rework to support multiple strategies (o none), observers, indicators
and analyzers with individual kwargs per entry
- bt-run rework of plotting to single argument with kwargs
- Corrected ill behavior when separatin multiple line objects passed as single
argument to an indicator which lead to multi-owner management for the 2nd
line and posterior
- Analyzer defines stubs for print pprint and get_analysis
- Addion of LineDelay opposite: LineForward to support positive (look/write
backwards) arguments in the line(period) notation
- Added datas and data alias in Analyzers

- Thorough documentation rework
- Corner case for multiple timeframe datas when the larger timeframe doesn't
contribute to minimum period with indicators
- Correction of data resampling which affected same timeframe (which is valid
because compression can be different)
- Built-In Strategies auto-documentation added
- Blaze data support and Pandas Datafeed with only numeric indices support
- bt-run accepts kwargs per loaded object (strategy, observer, analyzer) and
can load the default Strategy object if none is specified

- Automation bt-run.py script added
- Pandas Dataframe support
- Improvements to OrderedDict imports for Python 2.6 compatibility
- Default reference price for orders is bar closing price if not set like in
Market orders
- Analyzers added: non-lines objects offering in-run/post-run statistics
- Analyzers added: SharpeRatio and AnnualReturn
- Improved Observers which now support (like Indicators/Strategies)
prenext/nextstart
- Simplified cerebro return values for run: single list if not optimizing and
list of lists if optimizing
- Order Execution Sample script added
- SMA_CrosssOver Strategy included in submodule backtrader.strategies

- Generic Data Feed Development Documentation
- Observers Documentation
- Support for last tick values in data feeds (data.tick_xxx with xxx being,
open, high, low, close, volume, openinterest. Unless a real-time feed is
used or a replay is done, the values will be those of the regular bar
- Replayer support filling up the last used tick_xxx values
- Orders have new attribute with the next end of session after the order
- Broker uses the tick prices for order execution supporting with it the same
logic in replay and regular mode
- Fixes 11: On Market Close Orders new logic including end of session check
support
- VisualChart binary file direct support

- Quickstart documentation update to use Trades
- Issue 3 setcash before the run corrected
- Addition of GenericCSVData (following 6)
- Documentation on DataFeeds
- SierraChartCSVData added
- Documentation on DataFeed development
- 8 to address valid for order limited in time
- Improved to order creation (via buy/sell) from the strategy
- Corrected plimit typo in order execution
- Corrected redefinition of enum for order execution types Stop/StopLimit
- Order cloning and unique id per order to allow same order notified
twice in same interval with different events
- Added missing notification for order.accept
- Broker refactoring on BuyOrder detection and price naming for limit
- Documentation on order creation and execution