- Fix regression introduced with 8f537a1c2c271eb5cfc592b373697732597d26d6 which voids the count of lost trades - Allow rollover to distinguish between no values temporarily (with None) and no values permanently (with False) - Avoid math domain error for negative returns in logarithmic calculations - Fix local variable declaration for compound returns - Fix typo in date2num tz conversion which shows up in direct usage
1.9.65.122
- Fix commission info assigment and orderref seeking in OandaStore (PR367) - Add strategy type to OptReturn (PR364) - Fix prepend_constant for OLS_Transformation (PR368) - Fix LogReturnsRolling compression when not specified (PR369) - Have ints instead of bools in some values with 1 Trade in TradeAnalyzer
1.9.64.122
- Avoid stage2 comparison using [0] in API methods - Support plotname, if given, as name of indicator in csv output
1.9.63.122
- Add optimization callbacks when running with 1 Core - Correct sell_bracket by removing old append code - Correct typo in store.py - Pass period from RateOfChange100 to underlying ROC
1.9.62.122
- Correct PSAR acceleration capping - Enable PandasData line extension without the need to extend datafields
1.9.61.122
- Add `_skipnan` to plotlines to allow joining two points with a line - buy_bracket/sell_bracket allow suppressing stop/limit orders - Add stop-loss approaches sample - Correct codes for minutes compression