Tradingstrategy

Latest version: v0.5.2

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1.9.15.104

- PR 202 to fix import in ibdata
- PR 196, 198 - doc updates
- PR 199 delegate notifications in Chainer Data Feed
- PercentChange indicator request from 192
- %B BollingerBands from 190
- Check bar time before market type execution 190

1.9.14.102

- Pull Request 187 to improve SQN and test
- Update some samples
- Refactor new KST - Closes 183
- Closes 163 adding interest as commission to correct calculate PNL
- Improve SignalStrategy overriden methods to avoid impacting user subclasses
- Closes 168 - Fetching open orders
- 173 short-circuit calculation sqn in case of no trades
- strategy selection sample

1.9.13.102

- Closes 179 Ichimoku indicator
- Plotting allows now filling areas and showing the indicator name even with
plotlinelabels active
- Use _minperiod in linebuffer.qbuffer for maxlen rather than default 1
- Closes 169 - Correct DaySteps filter
- Add ROC100 indicator
- Add KnowSureThing indicator

1.9.12.99

- Improve cheat-on-close to provide exact match price even during replay
- Allow offsetting resampling bar set by timeframe/compression units

1.9.11.99

- Separate resampling from replaying for synchronization purposes
- Modernize sample to better check 169

1.9.10.99

- Further use cases coverage for new synchronizatio method and
resample/replay
- PR 173 - SharpeRatio returns None if it cannot be calculated
- PR 173 - SQN returns 0 (instead of raising exception) if no trades have
been made
- Cover replay case for cheat-on-close
- Extra analyzers in VWR Sample and modernized PivotPoint sample
- Reworked of plotting for datas of different length by matching date indexes
- Removed old mlen accounting for plotting different timeframes
- 172 cover extra unwinding of linebuffer and add extra size to qbuffer

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