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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
2019-06-17 07:43:02 +02:00
$NetBSD: distinfo,v 1.2 2019/06/17 05:43:02 adam Exp $
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.
2018-05-13 00:06:53 +02:00
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
2019-06-17 07:43:02 +02:00
SHA1 (backtrader-1.9.74.123.tar.gz) = 55a49a0c7561afa89d5127013fed8844c0ddbb42
RMD160 (backtrader-1.9.74.123.tar.gz) = c740a47055c8fac4502ed31e71c7b1114453310c
SHA512 (backtrader-1.9.74.123.tar.gz) = cd8429d0c08e778727e07cb31f9dd462e9ba289f54b407b086107b2a0267c95d4bf8ac85bbfa3762900408eb5e7d57c89d675fd5241a87de847e39fd5d0ddd11
Size (backtrader-1.9.74.123.tar.gz) = 2175081 bytes
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