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Author SHA1 Message Date
Oleg Polakow
d83dc4c245 Update README.md 2021-08-01 16:02:15 +02:00
Oleg Polakow
e2b8fd9935 Remove caching from accessors and finish testing 2021-08-01 15:56:37 +02:00
Oleg Polakow
1c47454c42 Refactor portfolio stats 2021-07-30 18:17:24 +02:00
Oleg Polakow
872c5c8a46 Merge branch 'development' of github.com:polakowo/vectorbt into development 2021-07-29 00:19:09 +02:00
Oleg Polakow
4a26dfe4bf Remove empyrical, integrate mapping into generic, and finish record stats 2021-07-29 00:18:44 +02:00
Oleg Polakow
ade3e6c194 Update README.md 2021-07-26 19:48:06 +02:00
Oleg Polakow
1b8d1df1e7 Update README.md 2021-07-26 19:32:19 +02:00
Oleg Polakow
466176d432 Implement drawdown stats 2021-07-26 16:21:29 +02:00
Oleg Polakow
ab588bcb72 Build clear selector hierarchy for docsearch 2021-07-25 16:14:03 +02:00
Oleg Polakow
129deb62de Add categorical accessor and move from enums to mappings 2021-07-25 15:41:20 +02:00
Oleg Polakow
e1eabe7539 Fixes to the doc website 2021-07-25 15:40:13 +02:00
Oleg Polakow
c201feae6e Refactor SignalFactory 2021-07-16 13:32:25 +02:00
Oleg Polakow
9999ab6188 Refactor signal metrics + improve documentation 2021-07-14 20:31:33 +02:00
Oleg Polakow
b6f0c9a1fd Refactor generic module 2021-07-11 01:11:51 +02:00
Oleg Polakow
7e9c8bde20 Replace stop adjustment args with contexts 2021-07-07 23:32:05 +02:00
Oleg Polakow
2a28a3c3eb Refactor stats 2021-07-07 18:08:34 +02:00
Oleg Polakow
29e369156d Update GA tag 2021-07-07 18:08:17 +02:00
Oleg Polakow
c208121dd2 Fix setup.py and make obj public 
[ci deploy-pypi] [ci deploy-pages] [ci deploy-docker]
 2021-06-29 00:12:45 +02:00
Oleg Polakow
766bb54407 Fix lock_cash for longs & improve docs 
[ci deploy-pypi] [ci deploy-pages] [ci deploy-docker]
 2021-06-26 20:42:44 +02:00
Oleg Polakow
fa021bb217 Fix use_numba [ci deploy] 2021-06-25 00:16:03 +02:00
Oleg Polakow
9251fc67e7 Request a build on travis.com [ci deploy] 2021-06-24 22:29:25 +02:00
Oleg Polakow
a605efcc55 Release 0.19.0 [ci deploy] 2021-06-24 21:59:13 +02:00
Oleg Polakow
6fee913a20 Refactor Portfolio.stats 2021-06-24 21:57:24 +02:00
Oleg Polakow
7185468d7f Update candlestick app 2021-06-19 21:33:36 +02:00
Oleg Polakow
acce46c59a Integrate stop logic into from_signals 2021-06-19 21:32:42 +02:00
Oleg Polakow
72941391b9 Rename types 2021-06-13 14:29:15 +02:00
Oleg Polakow
90aa39d0fa Refactor from_order_func 
* fill position record during simulation
* calculate return during simulation
* rename or add pre- and postprocessing functions
* update animations and add more documentation
 2021-06-13 14:26:09 +02:00
Oleg Polakow
2cae583b0c Fix generate_ohlc_stop_exits 2021-06-08 13:40:48 +02:00
Oleg Polakow
3852fd654d Special conditions for valuation and order price 2021-06-08 00:17:07 +02:00
Oleg Polakow
884b7fb964 Add support for SizeType.Value 2021-06-05 14:21:49 +02:00
Oleg Polakow
8dd809946b Refactor portfolio plotting and rename shares to assets/position/amount 2021-06-04 23:15:09 +02:00
Oleg Polakow
85273bc757 Fix debt and free cash logic and implement lock_cash option 2021-05-29 23:30:35 +02:00
Oleg Polakow
0c23753355 Introduce debt and free cash 2021-05-27 22:12:51 +02:00
Oleg Polakow
24ed412b36 Optimize process_order_nb 2021-05-24 21:12:01 +02:00
Oleg Polakow
1e9d24d0a0 Refactor portfolio numba core 2021-05-23 18:42:10 +02:00
Oleg Polakow
866b46c7c3 Separate context for after_order_func_nb 2021-05-23 00:20:11 +02:00
Oleg Polakow
55b833c624 Fix script permissions [ci deploy] 2021-05-17 12:35:57 +02:00
Oleg Polakow
acfdb61c7b Release 0.18.2 [ci deploy] 2021-05-17 12:32:14 +02:00
Oleg Polakow
ca680ad716 to_doc and rename speedup to run_unique 2021-05-17 12:18:02 +02:00
Oleg Polakow
305ed9f6ae Remove temp files 2021-05-16 22:22:21 +02:00
Oleg Polakow
ab2b4fba11 Refactor config, settings and caching 2021-05-16 22:19:35 +02:00
Oleg Polakow
910e5f49ad Update README 2021-05-05 13:31:22 +02:00
Oleg Polakow
5b13f38658 Update Dockerfile [ci deploy-pypi] [ci deploy-docker] 2021-05-05 13:09:43 +02:00
Oleg Polakow
1b2f7a3602 Fix docker-push.sh [ci deploy-docker] 2021-05-04 20:30:56 +02:00
Oleg Polakow
486f52d118 Make Binder launch JupyterLab [ci deploy-docker] 2021-05-04 20:12:18 +02:00
Oleg Polakow
f5e77ac0a5 Push docker images with ci 2021-05-04 19:49:56 +02:00
Oleg Polakow
c6757e5ced Add docker to deployment 2021-05-04 16:58:31 +02:00
Oleg Polakow
713aed68bd Improve version control 2021-05-04 16:58:10 +02:00
Oleg Polakow
291b03f2dc Make typing module private 2021-05-04 16:52:36 +02:00
Oleg Polakow
cc85d22283 Fix yaml [ci skip-deploy-pypi] [ci skip-deploy-pages] 2021-05-03 02:21:54 +02:00