Backtrader

- Fix 323 by providing default properties/methods for fundvalue/fundshares
for all brokers

- Redownload the YahooFinance sample data yhoo-1996-2015
- Add unstable exception for TALIB SAR
- Add notes about usage of Hurst exponent and lag_start/lag_end parameters
to override default lag values
- Fix 321 by correcting typo in Writer.writelines
- Add _start/start methods to Observers
- Add fund tracking mode to the observers
- Add new observers FundValue/FundShares
- Adapt observers to fundmode: Value, TimeReturn, LogReturns, DrawDown,
Benchmark
- Adapt analyzers to fundmode: DrawDown, Leverage, LogReturnsRolling,
PeriodStats, LogReturns, Sharpe, TimeReturn, VWR
- PR 319 for Pandas .ix deprecation (rewritten)

- Fix PSAR calculations for resampled/replayed streams
- Sample for psar with intraday resampling 5 -> 15 minutes
- Set the environment of a backfill_from data in master ibdata
- Add dnames to the strategy documentation
- Allow plotmaster to point to itself
- Add plotylimited option to control vertical scaling locking on data plots
- Add (semi)logarithmic plotlog control to plotinfo
- Simplify live status detection for IB to allow optimization
- Keep the observer cycles always synchronized with the strategy cycles
regardless of running mode
- Correct arguments for top level cerebro callback for data notifications
- Add HeikinAshi candles indicator (plotted as lines)
- Add HeikinAshi as filter to directly modify the data
- Plot only last close value if lineonclose is plotted and correct high
printout
- Add PR 320 with indicators AwesomeOscillator,
AccelerationDecelerationOscillator, RelativeMomentumIndex
- Doc corrections and additions, including PR 319
- PR 315 with rewrite to generalize setting the backend

- Add TrueStrengthIndicator
- Port YahooDownload tool to v7 API
- rewrite tool py3 bytes/str compatibility during write
- Support internal re-fetching of linetokens in csv based datas
- Support Yahoo skipping of lines with null values
- New adaptations to Yahoo new format for adjusted prices
- Update of data samples in Yahoo format
- Update of documents and samples to make use of YahooFinanceCSVData
consistent with chosen data sample

- Add support for new Yahoo v7 api
- Quandl: Allow dataset specification, apikey correction and cosmetics

- Quandl Data Feed Online/Offline (at least for WIKI EOD)
- Online: bt.feeds.Quandl
- Offline: bt.feeds.QuandlCSV
- Add studies category for indicators that draw in the past
(study events in past price movements)
- PR 307 Fractal study added to studies/contributions
- PR 304 Timer corrections for weekdays filter
- Docs corrections and typos