- version 1.52.1
- add bar class, combine all feed
- verison 1.51.1
- add more doc
- add abstractmethod to Base module
- version 1.50.1
- 代码大部分重构,使层级更清晰一些
- 运用OO思想,新增order模块和dataseries模块
- 运用pylint和pycharm,对代码进行PEP8规范整理
- 新增从MongoDB读取数据后进行回测的功能
- 新增了一些tests
- version 1.3.1
- fix commission computation
- add commission plot
- version 1.2.1
- fix trailingstop
- fix the computation of avg_price, unre_profit
- fix lots of thing in fill.
- version 1.1.1
- fix update_timeindex
- fix commission bug
- fix trailstoploss bug
- change name: limit --> takeprofit, stop --> stoploss
- fix the position of check_pending_order function
- fix drawdown
- version 1.00.1
- del utils folder, which copied from backtrader
- make code more clear
- change csv.reader to csv.Dictreader in feed
- fix tlog, before lots of trades with 0 zip are confusing
- fix computation of tlog bug, before cum_total in tlog is wrong
- fix bug in strategy.py: when Exitall and other orders appeared at the same time, executions are confusing, now if Exitall exit, only execute Exitall
- version:0.99.1
- Abandon Python2.x, all code are upgraded to Python3
- fix feed indexing.
- fix drawdown computation
- version:0.81.1
- All code are converted to support Python3.6!
- fix commission computation bug
- fix limit&stop bug
- version: 0.80.1
- add get_analysis func
- fix tlog
- version: 0.70.1
- add stock mode
- fix update_info bug: should update info first
- add new plot : plotly engine
- add futures mode
- clean code of plotter
- add Futures feed
- add trade_log
- clean code of strategy
- version: 0.61.1
- fix indicator bugs
- fix limit and stop bug! A Huge One.
- add more detail output_summary
- Final_value
- Total_return
- Max_Drawdown
- Duration
- Sharpe_Ratio
- add a new tool: dict_to_table
- version: 0.60.1
- add indicator module
- add SimpleMovingAverage indicator
- add pip install
- version: 0.30
- add trailingstop
- all '==' changed to 'is' to speed up
- fix bug: check whether cash is enough
- fix HUGE Bug: the compution of profit (takes me lots of time)
- unrealized_profit
- realized_profit
- add commission
- fix Exitall Bug
- add very easy plot module
- version: 0.21
- fixed a Huge Bug: add update_timeindex function
- fixed the cumpute method of Fill
- add set_pricetype function
- fix fill logic
- add pips and pct method for buy&sell
- version: 0.2
- add limit, stop, 挂单
- add notify
- add Exitall
- version: 0.1
- Finally can run!!!!!!!!!!
- add Buy and Sell
- Most of modules are completed
- version: 0.01
- add feed module
- add OnePy--the Main Event Loop
- version: 0.00000001
- add to_MongoDB tool