Backtesting

Latest version: v0.3.3

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0.3.3

(2021-12-13)

* Fix random generation with recent NumPy.
* Fix Pandas deprecation warnings.
* Replace Bokeh 3.0 deprecations.

0.3.2

(2021-08-03)

* New strategy performance method [`backtesting.lib.compute_stats`](https://kernc.github.io/backtesting.py/doc/backtesting/lib.html#backtesting.lib.compute_stats) (281)
* Improve plotting speed (329) and optimization performance (295) on large datasets.
* Commission constraints now allow for market-maker's rebates.
* [`Backtest.plot`](https://kernc.github.io/backtesting.py/doc/backtesting/backtesting.html#backtesting.backtesting.Backtest.plot)
now returns the bokeh figure object for further processing.
* Other small bugs and fixes.

0.3.1

(2021-01-25)

* Avoid some `pandas.Index` deprecations
* Fix `Backtest.plot(show_legend=False)` for recent Bokeh

0.3.0

(2020-11-24)

* Faster [model-based optimization](https://kernc.github.io/backtesting.py/doc/examples/Parameter%20Heatmap%20&%20Optimization.html#Model-based-optimization) using scikit-optimize (154)
* Optionally faster [optimization](https://kernc.github.io/backtesting.py/doc/backtesting/backtesting.html#backtesting.backtesting.Backtest.optimize) by randomized grid search (154)
* _Annualized_ Return/Volatility/Sharpe/Sortino/Calmar stats (156)
* Auto close open trades on backtest finish
* Add `Backtest.plot(plot_return=)`, akin to `plot_equity=`
* Update Expectancy formula (181)

0.2.4

(2020-10-27)

* Add [`lib.random_ohlc_data()`](https://kernc.github.io/backtesting.py/doc/backtesting/lib.html#backtesting.lib.random_ohlc_data) OHLC data generator
* Aggregate Equity on 'last' when plot resampling
* Update stats calculation for Buy & Hold to be long-only (152)

0.2.3

(2020-09-10)

* Link hover crosshairs across plots
* Clicking plot legend glyph toggles indicator visibility
* Fix Bokeh tooltip showing literal '\ '

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