Jaqs

Latest version: v0.6.14

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0.6.12

fix bug:
1. 修复成交记录中fill_price问题,解决“天价买入,低价卖出”

0.6.11

新特性:
1. load_dataview添加 large_memory参数
在加载大数据文件(1G以上)时,可以使用参数 large_memory=False避免占用大量内存。

2. do_analyze添加参数compound_rtn控制是否使用复利分析
测试CTA建议打开,Alpha测试中关闭.

修复BUG:
1. trades.csv 中fill_date使用了trade_date。新版本把fill_date和trade_date分开。
2. 回测中使用cancel_order取消一个已经取消的订单会抛异常。

0.6.10

Improve backtesting performance.
Add more metrics data into report template.

0.6.0

- Support both Python 2 and Python 3
- Support live trading for alpha strategy using `AlphaLiveTradeInstance`
- Fix bugs
- More informative figure labels
- Increase test coverage
- Use `DataApi` and `TradeApi` as subtree

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