Skip to content

Latest commit

 

History

History
142 lines (118 loc) · 3.23 KB

change_log.md

File metadata and controls

142 lines (118 loc) · 3.23 KB

Onepy

2017.09.05
  • version 1.52.1
  • add bar class, combine all feed
2017.09.04
  • verison 1.51.1
  • add more doc
  • add abstractmethod to Base module
2017.09.03
  • 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
2017.08.06
  • version 1.3.1
  • fix commission computation
  • add commission plot
2017.08.05
  • version 1.2.1
  • fix trailingstop
  • fix the computation of avg_price, unre_profit
  • fix lots of thing in fill.
2017.08.04
  • 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
2017.08.01
  • 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
2017.07.28
  • version:0.99.1
  • Abandon Python2.x, all code are upgraded to Python3
  • fix feed indexing.
  • fix drawdown computation
2017.07.27
  • version:0.81.1
  • All code are converted to support Python3.6!
  • fix commission computation bug
  • fix limit&stop bug
2017.07.24
  • version: 0.80.1
  • add get_analysis func
  • fix tlog
2017.07.23
  • 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
2017.07.22
  • 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
2017.07.21
  • version: 0.60.1
  • add indicator module
  • add SimpleMovingAverage indicator
  • add pip install
2017.07.20
  • 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
2017.07.19
  • 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
2017.07.17
  • version: 0.2
  • add limit, stop, 挂单
  • add notify
  • add Exitall
2017.07.16
  • version: 0.1
  • Finally can run!!!!!!!!!!
  • add Buy and Sell
  • Most of modules are completed
2017.07.14
  • version: 0.01
  • add feed module
  • add OnePy--the Main Event Loop
2017.07.11
  • version: 0.00000001
  • add to_MongoDB tool