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v0.2.7

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@juliettejames juliettejames released this 26 Apr 16:51
· 1 commit to master since this release
783ab41
  • 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