- copyas method in data feeds to let a clone data be seen differently in the broker - Count trades on strategy basis and not main data basis - Add RQAlpha link - Fixes 153 by closing file descriptors after preloading
1.9.2.99
- Correct plotting for multi strategy approach - Make Crossover plot like any other indicator
1.9.1.99
- Automatic inline plotting if running inside a notebook - Correct new plotting code for Python 3
1.8.14.99
- README Updates - Improvements to generic Store management and VChartfile - Addresses time underflow/overflow in 143
1.8.13.99
- Set annualization factor for days to 252 in SharpeRatio to match the value most used in the literature - Add Returns analyzer - Closes 137 Added VWR (VariabilityWeightedReturn) analyzer - Fixes 141. optreturn must only be applied when optimizing - Correct getting default value for ptfimeframe in pyfolio2 sample. Fixes 142
1.8.12.99
- Rework SharpeRatio, add annualization and add SharpeRatio_A with default annualization - Improve data / results message passing during optimization - Some documentation improvements/corrections