v0.2.11

Added price backtest in addition to the OHLC backtest.

Backtest code changed

From Plotly to bokeh
a lot of new metrics for risk and performances
code refractoring
removed some LRU cache (caused issues...)

v0.2.9

• Fixed bug in data provider file

v0.2.8

• Added constants and types modules
• Return is calculated using the next Open and not the current close: more realistic
• Added returns to candle generation
• Added signal package: denoise, detrend, spectrum analysis...
• Using itertuples in backtests
• Timestamp could be natively dropped from downloaded data

v0.2.7

• Refractored backtest the code
• Added LRU caching
• Added Expectancy metric
• Added buy-and-hold comparaison for VaR, Skew...
• Moved reduce_dimenstionality in /utils.py

v0.2.6

tqdm to 4.64.1

v0.2.5

Version of Numpy, tqdm and Pandas downgraded (pandas to 1.5.3 and numpy to 1.23.5, tqdm to 4.64.1) for better integration in exsiting projects.

v0.2.4

New :

• Short backtesting available
• Information ratio metrics available
• Tracking metrics available

First Release

Set of basic tools and features already here.
New features (Short backtest, new indcators, already implemented strategies...) are coming soon.