Merge pull request #1 from pmorissette/master

Merge from upstream

Makefile

@@ -15,6 +15,7 @@ lint:
 	python -m ruff format --check bt setup.py docs/source/conf.py
 
 fix:
+	python -m ruff check --fix bt setup.py docs/source/conf.py
 	python -m ruff format bt setup.py docs/source/conf.py
 
 dist:

bt/__init__.py

@@ -1,13 +1,8 @@
-from . import core
-from . import algos
-from . import backtest
+import ffn
+from ffn import data, get, merge, utils
 
+from . import algos, backtest, core
 from .backtest import Backtest, run
-from .core import Strategy, Algo, AlgoStack, FixedIncomeStrategy
-from .core import Security, FixedIncomeSecurity, CouponPayingSecurity
-from .core import HedgeSecurity, CouponPayingHedgeSecurity
-
-import ffn
-from ffn import utils, data, get, merge
+from .core import Algo, AlgoStack, CouponPayingHedgeSecurity, CouponPayingSecurity, FixedIncomeSecurity, FixedIncomeStrategy, HedgeSecurity, Security, Strategy
 
-__version__ = "1.0.1"
+__version__ = "1.1.0"

bt/algos.py

@@ -2,8 +2,6 @@
 A collection of Algos used to create Strategy logic.
 """
 
-from __future__ import division
-
 import abc
 import random
 import re

bt/backtest.py

@@ -2,16 +2,17 @@
 Contains backtesting logic and objects.
 """
 
-from __future__ import division
 from copy import deepcopy
-import bt
+
 import ffn
-import pandas as pd
 import numpy as np
-from matplotlib import pyplot as plt
+import pandas as pd
 import pyprind
+from matplotlib import pyplot as plt
 from tqdm import tqdm
 
+import bt
+
 
 def run(*backtests):
     """

bt/core.py

@@ -2,16 +2,13 @@
 Contains the core building blocks of the framework.
 """
 
-from __future__ import division
-
 import math
 from copy import deepcopy
 
 import cython as cy
 import numpy as np
 import pandas as pd
 
-
 PAR = 100.0
 TOL = 1e-16
 

setup.py

@@ -25,25 +25,25 @@ def local_file(filename):
 
 setup(
     name="bt",
-    version="1.0.1",
+    version="1.1.0",
     author="Philippe Morissette",
     author_email="[email protected]",
     description="A flexible backtesting framework for Python",
     keywords="python finance quant backtesting strategies algotrading algorithmic trading",
     url="https://github.com/pmorissette/bt",
     license="MIT",
-    install_requires=["ffn>=1.0.0", "pyprind>=2.11", "tqdm>=4"],
+    install_requires=["ffn>=1.1.0", "pyprind>=2.11", "tqdm>=4"],
     extras_require={
         "dev": [
             "cython>=0.29.25",
-            "ffn>=1.0.0",
+            "ffn>=1.1.0",
             "matplotlib>=2",
             "numpy>=1",
             "pandas>=0.19",
             "pyprind>=2.11",
             "pytest",
             "pytest-cov",
-            "ruff>=0.3,<0.5",
+            "ruff>=0.5.0,<0.6",
             "setuptools",
             "twine",
             "wheel",