Tradingstrategy

Latest version: v0.5.2

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1.9.70.122

- Use opening price for submission check for Market orders when
cheat-on-open is active
- Update pnlcomm on all operations and not just profit/loss locking
- Correct comment for fillalpha and add baralpha for candlestick opacity
- Merge PR 378 (doc typo) PR 378 (rollover for live feeds and tz use
in datetime utilities)
- Use internal dict for data feed presence test and update trade observer

1.9.69.122

- Fix offline Yahoo feed by moving the new adjclose line up to the offline
feed
- Adapt the yahoodownload tool to the current status (ex: data not reversed)
- Redownload all yahoo data feeds

1.9.68.122

- [PR 376] Fix call to _nextday in TradingCalendar
- Clean up and rework of Yahoo Data. The data feeds seems to be reliable
again
- IBStore Support for IND prices (simplfication of PR 373)

1.9.67.122

- Fix compression only scenarios when resampling and resampling after
changes in 1.9.66.122
- Final correction for rollover fix introduced in 1.9.66.122
- Cover use case for mininum period calculation when all
operations/indicators don't use the data feeds directly but lines of it

1.9.66.122

- 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

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