> BokehDeprecationWarning: Passing lists of formats for DatetimeTickFormatter scales was deprecated in Bokeh 3.0. Configure a single string format for each scale
Fixes https://github.com/kernc/backtesting.py/issues/807
> FutureWarning: casting datetime64[ns] values to int64
> with .astype(...) is deprecated and will raise in a future
> version. Use .view(...) instead.
* ENH: Extract methods _compute_stats and _compute_drawdown_duration_peaks from Backtest
* ENH: Move compute stats methods to new file, _stats.py
* TST: Update unit tests for compute_drawdown_duration_peaks
* TST: Remove ignore type for CI test failure
* REF: Remove broker dependency from compute_stats, update sharpe ratio to use risk free rate
* REF: Update self._results to account for compute_stats change, fix typo
* Update backtesting/backtesting.py
Co-authored-by: kernc <kerncece@gmail.com>
* Update backtesting/backtesting.py
Co-authored-by: kernc <kerncece@gmail.com>
* REF: Add risk_free_rate to Sortino Ratio
* ENH: Add compute_stats to lib, provide public method
* REF: Extract params to reduce line length
* REF: Use strategy broker to calculate equity
* REF: Use example from test
* Update, make more idempotent, add doc, test
Co-authored-by: kernc <kerncece@gmail.com>
* AssertionError while using TrailingStrategy #316
the code shouldn't be using atr[-1]. It should be using atr[index] where index = len(self.data)-1
* AssertionError while using TrailingStrategy - Adding Unit Test kernc#316
* Adding AMZN test data file kernc#316
* Added AMZN data kernc#316
* Fix inconsistent tabs issue kernc#316
* Removed Tabs and used Spaces kernc#316
* Backing out additional test case kernc#316
* Delete AMZN.csv file kernc#316
* Remove AMZN data import kernc#316
* Add code comment for change kernc#316
* Update backtesting/lib.py
* Added extra line as lint was complaining kernc#316
* Added extra line as lint was complaining kernc#316
* Added extra line as lint was complaining kernc#316
