Skip to content

Releases: mhallsmoore/qstrader

v0.2.7

26 Apr 16:51
783ab41
Compare
Choose a tag to compare
  • Updates the execution handler to update final orders ensuring an execution order is created in the event of a single submission without a further rebalance.
  • Updates rebalance_buy_and_hold to check if the start_dt is a business day
    If start_dt is a business day rebalance_dates = [start_dt]
    If start_dt is a weekend rebalance_dates = [next business day]
  • Adds a unit test to check that the buisness day calculation is correct
  • Adds an integration test to check that a backtest using buy_and_hold_rebalance generates execution orders on the correct dates

v0.2.6

29 Feb 10:33
c370f42
Compare
Choose a tag to compare
  • Removed get_portfolio_total_non_cash_equity and get_account_total_non_cash_equity from broker/broker.py abstract base class. These methods are not implemented.
  • Added save option to TearsheetStatistics class in statistics/tearsheet.py. The tearsheet output can now be saved to a given filename by passing the optional filename parameter as a string when calling the plot_results function.
  • Updated click dependency to click >= v8.1.

v0.2.5

29 Feb 10:32
c370f42
Compare
Choose a tag to compare
  • Moved build-backend system to Hatchling from setuptools
  • Updated the python package requirements to work with click 8.0
  • Updated ReadMe and ChangeLog.

v0.2.4

07 Feb 12:54
9cf06a7
Compare
Choose a tag to compare

Support for Python 3.7 and 3.8 has been dropped
Support for Python 3.9, 3.10, 3.11 and 3.12 has been added
Package requirements have been updated, utilising:

  • Click>=7.0
  • matplotlib==3.8.2
  • numpy==1.26.4
  • pandas==2.2.0
  • seaborn==0.13.2

v0.2.3

07 Oct 11:02
7f193b5
Compare
Choose a tag to compare

What's Changed

  • Added TAA monthly momentum strategy to the examples.
  • Updated python package requirements. by @juliettejames in #372

New Contributors

Full Changelog: v0.2.2...v0.2.3

v0.2.2: Merge pull request #355 from mhallsmoore/setup-fix

19 Jan 13:32
609a1ca
Compare
Choose a tag to compare