* Updates dependencies to use numpy v2.0.0. * Updates simulated_broker.py to change np.NaN to np.nan * Updates backtest_data_handler.py to change np.NaN to np.nan * Updates daily_bar_csv.py to change np.NaN to np.nan * Updates tests
0.2.9
* Updates requirements file to use numpy v1.26.4 or lower. This is the last version of QSTrader that supports numpy<2.0.0.
0.2.8
* Updates BacktestTradingSession.get_target_allocations() to use burn_in_dt.date() instead of burn_in_dt Timestamp. Previous method compared a Timestamp to a datetime.date. * Adds an integration test to check that target allocations match the expected output, including a date index.
0.2.7
* Updates the execution handler to update final orders ensuring an execution order is created in the event of a single submission without a further rebalance. * Updates rebalance_buy_and_hold to check if the start_dt is a business day If start_dt is a business day rebalance_dates = [start_dt] If start_dt is a weekend rebalance_dates = [next business day] * Adds a unit test to check that the buisness day calculation is correct * Adds an integration test to check that a backtest using buy_and_hold_rebalance generates execution orders on the correct dates
0.2.6
* Removed get_portfolio_total_non_cash_equity and get_account_total_non_cash_equity from broker/broker.py abstract base class. These methods are not implemented. * Added save option to TearsheetStatistics class in statistics/tearsheet.py. The tearsheet output can now be saved to a given filename by passing the optional filename parameter as a string when calling the plot_results function.
0.2.5
* Moved build-backend system to Hatchling from setuptools * Updated the python package requirements to work with click 8.1 * Updated ReadMe and ChangeLog.