v1.2.5

• Added DataSource adjust parameter to Strategy#backtest and Strategy#walkforward.
• Fixed mypy typecheck errors.

v1.2.4

Guarantees that largest_loss_pct is always negative and that largest_win_pct is always positive.

v1.2.3

Adds the following built-in indicators:

• ADX
• Aroon Diff
• Aroon Down
• Aroon Up
• Close Minus Moving Average
• Cubic Deviation
• Cubic Trend
• Delta On-Balance Volume
• Detrended RSI
• Intraday Intensity
• Laguerre RSI
• Linear Deviation
• Linear Trend
• MACD
• Chaikan's Money Flow
• Normalized Negative Volume Index
• Normalized On-Balance Volume
• Normalized Positive Volume Index
• Price Change Oscillator
• Price Intensity
• Price Volume Fit
• Quadratic Deviation
• Quadratic Trend
• Reactivity
• Stochastic
• Stochastic RSI
• Volume Momentum
• Volume Weighted Moving Average Ratio

v1.2.2

• Fixes not exiting positions when a slippage model is set. Calling ctx.sell_all_shares() or ctx.cover_all_shares() will now force a position to be exited even when a slippage model is set.
• Adds ExecSignal and PosSizeContext to global imports.

v1.2.1

• Reverts Numpy requirement to v1 for better compatibility with notebook dependencies.

• Fixes bug so that last bar of data is always used in the test split when the number of train/test windows is 1.

v1.1.40

Fixes bug so that last bar of data is always used in the test split when the number of train/test windows is 1.

v1.1.39

Reverts Numpy requirement to v1 for better compatibility with notebook dependencies.

v1.1.38

• Adds YQuery data source for fetching data from Yahoo Finance using the Yahooquery library.
• Sorts execution symbols before backtest to make results deterministic for easier debugging. It is still recommended to use bootstrap metrics to evaluate your strategy.

v1.1.37

• Fixes pybroker.param to support non-primitive value types.
• Disables YFinance progress bar if logging is disabled or progress bar is disabled.

v1.1.36

Adds return_stops config option for recording stop data per-bar.