./finance/py-backtrader, Python Backtesting library for trading strategies

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Branch: CURRENT, Version: 1.9.74.123, Package name: py37-backtrader-1.9.74.123, Maintainer: minskim

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.


Required to run:
[graphics/py-matplotlib] [devel/py-setuptools] [math/py-numpy] [math/py-pandas] [lang/python37]

Required to build:
[pkgtools/cwrappers]

Master sites:

SHA1: 55a49a0c7561afa89d5127013fed8844c0ddbb42
RMD160: c740a47055c8fac4502ed31e71c7b1114453310c
Filesize: 2124.103 KB

Version history: (Expand)


CVS history: (Expand)


   2019-06-17 07:43:02 by Adam Ciarcinski | Files touched by this commit (5) | Package updated
Log message:
py-backtrader: updated to 1.9.74.123

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
   2018-05-13 00:07:47 by Min Sik Kim | Files touched by this commit (1)
Log message:
finance/py-bracktrader: Add a patch to fix a typo
   2018-05-13 00:06:53 by Min Sik Kim | Files touched by this commit (4)
Log message:
finance/py-backtrader: Import version 1.9.58.122

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.