v1.1.35

Removes all stops for a position when ctx.sell_all_shares or ctx.cover_all_shares is called.

v1.1.33

Adds maximum adverse excursion (MAE) and maximum favorable excursion (MFE) metrics to trades.

v1.1.32

• Updates to Pandas 2.0.
• Adds subtract_fees config option for subtracting fees from the cash balance after an order is filled.

v1.1.31

• Adds return_signals config option. When set to true, return bar data, indicator data, and model predictions per symbol as part of backtest results.
• Adds support for custom fee calculation.
• Add optional Portfolio argument to backtest/walkforward methods.
• Adds round_test_result config option which allows users to disable rounding values in TestResult.
• Adds round_fill_price config option. Rounds fill prices to the nearest cent, enabled by default.
• Updates code for Pandas 2 compatibility.

v1.1.30

• Adds support for enable_fractional_shares to calc_target_shares.
• Adds timeframe support to AKShare data source.
• Checks for existing long/short positions before triggering long/short stops.
• Removes "month" timeframe.

v1.1.29

Fix uncached_syms in data.py to prevent unnecessary loading of cached data.

v1.1.28

• Passes start and end dates of training window to function that is used to load a pretrained model.

v1.1.27

• Short selling proceeds are no longer credited to portfolio cash.
• Portfolio cash is no longer used to cover short positions.
• Adds unrealized_pnl to portfolio history.

v1.1.26

• ctx.calc_targets_shares will return 0 shares if passed negative values, or if portfolio equity is negative.

v1.1.24

• Moves AKShare DataSource to pybroker.ext.data to temporarily fix import issue with AKShare on macOS.