Backtrader

Latest version: v1.9.78.123

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1.8.13.99

- Set annualization factor for days to 252 in SharpeRatio to match the value
most used in the literature
- Add Returns analyzer
- Closes 137 Added VWR (VariabilityWeightedReturn) analyzer
- Fixes 141. optreturn must only be applied when optimizing
- Correct getting default value for ptfimeframe in pyfolio2 sample. Fixes 142

1.8.12.99

- Rework SharpeRatio, add annualization and add SharpeRatio_A with default
annualization
- Improve data / results message passing during optimization
- Some documentation improvements/corrections

1.8.11.99

- Add rounding control to YahooFinanceCSVData and update docs. Closes 138
- Sharpe Ratio external testing sample. Addresses 137
- order_target_api, sample and cos. Closes 134

1.8.10.99

- Added Any, All, Reduce, function replacements
- Added AnyN, AllN, ReduceN indicators
- Aliased Highest -> MaxN, Lowest -> MinN
- Added VChartfile Store and Feed improving over existing feed
implementing the store pattern and fetching the basepath location
from the registry if possible
- Some docs improvements/corrections
- Add a generic Store to let stores subclass
- Add a Chainer, RollOver data feed and sample
- Add shortcuts for some subpackages: indicators -> ind, observers -> obs
strategies -> strats, commissions -> comms
- Add framework for analyzer testing and tests for 2 analyzers: SQN,
TimeReturn

1.8.9.96

- Finalize Oanda integration
- Allow simulated orders (meant to fetch initial positions from live brokers)

1.8.8.96

- Add support for credit interest rate (125), with update of docs, sample,
support in broker and btrun
- urlencode tickers for yahoo downloads (feed and tool)

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