mirror of
https://github.com/kernc/backtesting.py.git
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135 lines
3.4 KiB
Markdown
135 lines
3.4 KiB
Markdown
What's New
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==========
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These were the major changes contributing to each release:
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### 0.x.x
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### 0.3.3
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(2021-12-13)
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* Fix random generation with recent NumPy.
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* Fix Pandas deprecation warnings.
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* Replace Bokeh 3.0 deprecations.
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### 0.3.2
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(2021-08-03)
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* New strategy performance method [`backtesting.lib.compute_stats`](https://kernc.github.io/backtesting.py/doc/backtesting/lib.html#backtesting.lib.compute_stats) (#281)
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* Improve plotting speed (#329) and optimization performance (#295) on large datasets.
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* Commission constraints now allow for market-maker's rebates.
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* [`Backtest.plot`](https://kernc.github.io/backtesting.py/doc/backtesting/backtesting.html#backtesting.backtesting.Backtest.plot)
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now returns the bokeh figure object for further processing.
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* Other small bugs and fixes.
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### 0.3.1
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(2021-01-25)
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* Avoid some `pandas.Index` deprecations
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* Fix `Backtest.plot(show_legend=False)` for recent Bokeh
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### 0.3.0
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(2020-11-24)
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* Faster [model-based optimization](https://kernc.github.io/backtesting.py/doc/examples/Parameter%20Heatmap%20&%20Optimization.html#Model-based-optimization) using scikit-optimize (#154)
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* Optionally faster [optimization](https://kernc.github.io/backtesting.py/doc/backtesting/backtesting.html#backtesting.backtesting.Backtest.optimize) by randomized grid search (#154)
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* _Annualized_ Return/Volatility/Sharpe/Sortino/Calmar stats (#156)
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* Auto close open trades on backtest finish
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* Add `Backtest.plot(plot_return=)`, akin to `plot_equity=`
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* Update Expectancy formula (#181)
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### 0.2.4
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(2020-10-27)
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* Add [`lib.random_ohlc_data()`](https://kernc.github.io/backtesting.py/doc/backtesting/lib.html#backtesting.lib.random_ohlc_data) OHLC data generator
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* Aggregate Equity on 'last' when plot resampling
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* Update stats calculation for Buy & Hold to be long-only (#152)
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### 0.2.3
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(2020-09-10)
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* Link hover crosshairs across plots
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* Clicking plot legend glyph toggles indicator visibility
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* Fix Bokeh tooltip showing literal '\ '
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### 0.2.2
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(2020-08-21)
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### 0.2.1
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(2020-08-03)
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* Add [`Trade.entry_time/.exit_time`](https://kernc.github.io/backtesting.py/doc/backtesting/backtesting.html#backtesting.backtesting.Trade)
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* Handle SL/TP hit on the same day the position was opened
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### 0.2.0
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(2020-07-15)
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* New Order/Trade/Position API (#47)
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* Add data pandas accessors [`.df` and `.s`](https://kernc.github.io/backtesting.py/doc/backtesting/backtesting.html#backtesting.backtesting.Strategy.data)
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* Add `Backtest(..., exclusive_orders=)` that closes previous trades on new orders
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* Add `Backtest(..., hedging=)` that makes FIFO trade closing optional
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* Add `bt.plot(reverse_indicators=)` param
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* Add `bt.plot(resample=)` and auto-downsample large data
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* Use geometric mean return in Sharpe/Sortino stats computation
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### 0.1.8
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(2020-07-14)
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* Add Profit Factor statistic (#85)
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### 0.1.7
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(2020-03-23)
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* Fix support for 2-D indicators
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* Fix tooltip Date field formatting with Bokeh 2.0.0
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### 0.1.6
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(2020-03-09)
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### 0.1.5
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(2020-03-02)
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### 0.1.4
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(2020-02-25)
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### 0.1.3
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(2020-02-24)
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* Show number of trades on OHLC plot legend
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* Add parameter agg= to lib.resample_apply()
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* Reset position price (etc.) after closing position
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* Fix pandas insertion error on Windos
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### 0.1.2
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(2019-09-23)
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* Make plot span 100% of browser width
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### 0.1.1
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(2019-09-23)
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* Avoid multiprocessing trouble on Windos (#6)
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* Add scatter plot indicators
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### 0.1.0
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(2019-01-15)
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* Initial release |