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scikit/pandas/numpy.
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This flag should be set for packages that import pkg_resources
and thus need setuptools after the build step.
Set this flag for packages that need it and bump PKGREVISION.
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They now have a tool dependency on py-setuptools instead of a DEPENDS
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All checksums have been double-checked against existing RMD160 and
SHA512 hashes
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1.9.74.123:
- Correct calculation in haDelta indicator
- Use initial datalabel for non-overlaid volume plot
1.9.73.123:
- Add utility NonZeroDifference indicator
- Redefine CrossUp, CrossDown and CrossOver indicators using
NonZeroDifference to cover the case in which the crossing entities
converge right before crossing up and down
1.9.72.122:
- Cover case in which result in high-level overridden operations have
multiple lines and wer not be taken into account for minimum period
calculations
- Add "Int" variants of percentage based sizers to import
- Trades observer to show net profit instead of brutto, with parameter
to control behavior
1.9.71.122:
- Improve on indicator legend plotting to overcome matplotlib legend
reordering
- Added PercenSizerInt and AllSizerInt which truncate the returned size
to an int, suited better for stocks/futures
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
- 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
- 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
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
- Add strategy type to OptReturn
- Fix prepend_constant for OLS_Transformation
- Fix LogReturnsRolling compression when not specified
- Have ints instead of bools in some values with 1 Trade in TradeAnalyzer
1.9.64.122
- Avoid stage2 comparison using [0] in API methods
- Support plotname, if given, as name of indicator in csv output
1.9.63.122
- Add optimization callbacks when running with 1 Core
- Correct sell_bracket by removing old append code
- Correct typo in store.py
- Pass period from RateOfChange100 to underlying ROC
1.9.62.122
- Correct PSAR acceleration capping
- Enable PandasData line extension without the need to extend datafields
1.9.61.122
- Add `_skipnan` to plotlines to allow joining two points with a line
- buy_bracket/sell_bracket allow suppressing stop/limit orders
- Add stop-loss approaches sample
- Correct codes for minutes compression
1.9.60.122
- Remove unused files
- README update, Docstring corrections, documentation corrections
- Update travis settings
1.9.58.122
- Provide default fundmode methods for all brokers
- Correct order notification if positions exist when starting the broker
and will be simulated
- Correct csv values output if object has no length
1.9.57.122
- Fix set_fundmode in bbroker
- Synchronize fund history mode with master clock
- Allow relocation of legend in plotting charts
- Adapt broker observer to fund mode
1.9.56.122
- Handle volume as string null in YahooFinanceData
- Corrections/Improvements to order history support
- Add fund history support
- Increase plotting margin of trade observers
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Backtrader is a feature-rich Python framework for backtesting and
trading. It allows you to focus on writing reusable trading
strategies, indicators and analyzers instead of having to spend time
building infrastructure.
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