Tradingstrategy

Latest version: v0.5.2

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1.9.51.121

- Fix PSAR calculations for resampled/replayed streams
- Sample for psar with intraday resampling 5 -> 15 minutes
- Set the environment of a backfill_from data in master ibdata
- Add dnames to the strategy documentation
- Allow plotmaster to point to itself
- Add plotylimited option to control vertical scaling locking on data plots
- Add (semi)logarithmic plotlog control to plotinfo
- Simplify live status detection for IB to allow optimization
- Keep the observer cycles always synchronized with the strategy cycles
regardless of running mode
- Correct arguments for top level cerebro callback for data notifications
- Add HeikinAshi candles indicator (plotted as lines)
- Add HeikinAshi as filter to directly modify the data
- Plot only last close value if lineonclose is plotted and correct high
printout
- Add PR 320 with indicators AwesomeOscillator,
AccelerationDecelerationOscillator, RelativeMomentumIndex
- Doc corrections and additions, including PR 319
- PR 315 with rewrite to generalize setting the backend

1.9.50.117

- Add TrueStrengthIndicator
- Port YahooDownload tool to v7 API
- rewrite tool py3 bytes/str compatibility during write
- Support internal re-fetching of linetokens in csv based datas
- Support Yahoo skipping of lines with null values
- New adaptations to Yahoo new format for adjusted prices
- Update of data samples in Yahoo format
- Update of documents and samples to make use of YahooFinanceCSVData
consistent with chosen data sample

1.9.49.116

- Add support for new Yahoo v7 api
- Quandl: Allow dataset specification, apikey correction and cosmetics

1.9.48.116

- Quandl Data Feed Online/Offline (at least for WIKI EOD)
- Online: bt.feeds.Quandl
- Offline: bt.feeds.QuandlCSV
- Add studies category for indicators that draw in the past
(study events in past price movements)
- PR 307 Fractal study added to studies/contributions
- PR 304 Timer corrections for weekdays filter
- Docs corrections and typos

1.9.47.116

- Add PR 303 with hook support for btrun
- Fix regression introduced with trading calendars for replaying
- Avoid a DivisionByZeroError in SharpeRatio if not enough returns for the
calculation

1.9.46.116

- Finish timers implementation and documentation
- Add timers samples and cheat-on-open sample
- Add a List class to check for containment with __contains__ rather than
standard list is or __eq__

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