Skip to content

CHANGELOG.md

Latest commit

 

History

History
162 lines (92 loc) · 3.57 KB

CHANGELOG.md

File metadata and controls

162 lines (92 loc) · 3.57 KB
Raw

Changelog

TBD

Features

  • fees.Percentage now supports charging fees in base currency.
  • Both BacktestingDispatcher and RealtimeDispatcher now support subscribe_event_loop_started to register handlers that are called once when the dispatch loop starts.

1.10.2

Bug fixes

  • Newer versions of kaleido cannot serialize Python Decimal objects to JSON.

Misc

  • Performance optimizations.

1.10.1

Bug fixes

  • Account balance charts were subtracting borrowed balance twice.

1.10

Features

  • Candlestick charts.
  • Technical indicators and custom charts can now set a custom marker for Plotly.

Bug fixes

  • Backtesting stop orders were being canceled if the stop price was not hit.
  • Backtesting order updates were sometimes being processed after bar events. Order update events should get processed first.
  • Backtesting fills had the datetime of the event and now they have the datetime of the bar where the fill occurred.
  • Backtesting OrderInfo.fill_price was being calculated using the base and quote amounts filled, and that was sometimes leading to invalid values.

Misc

  • Added support for Python 3.14.
  • Dropped support for Python 3.9.

1.9

Features

  • Added support for Binance order book diff events via websockets.
  • Performance improvements for realtime dispatcher.

Bug fixes

  • SchedulerQueue.peek_last_event_dt was not returning the last event's datetime.

1.8

Features

  • Backtesting OrderInfo now includes pair and order fills.
  • Backtesting exchange returns a full OrderInfo when creating an order.
  • Backtesting exchange support for immediate order processing.

Bug fixes

  • Backtesting margin level calculations were wrong. margin_requirement was moved from MarginLoanConditions into MarginLoans

1.7.1

Bug fixes

  • No event was generated when a backtesting order got canceled.

1.7

Features

  • Added support for Binance order and user data events via websockets.
  • Added support for backtesting order events.
  • Added loan ids to order info.

Bug fixes

  • bitstamp.orders.Order.amount was returning the order amount left to be executed instead of the original amount.

Misc

  • Updated dependencies and minimum Python version.

1.6.2

Bug fixes

  • VolumeShareImpact.calculate_price and VolumeShareImpact.calculate_amount were failing when there was no available liquidity.

1.6.1

Bug fixes

  • Ignore events scheduled after the last event is procesed.

1.6

Features

  • Support for borrowing funds and opening short positions with the backtesting exchange.

Bug fixes

1.5.0

  • backtesting.fees.Percentage now supports a minimum fee.

1.4.1

  • Bug fix. Capture and log unhandled exceptions in scheduled jobs.
  • Bug fix. Rounding in charts.

1.4.0

  • Support for scheduling functions that will be executed at a given date and time.
  • Improved dispatcher concurrency, specially for the realtime dispatcher.

1.3.2

  • Bug fix in download_bars.

1.3.1

  • Updated docs.
  • Bug fix in samples.
  • Bug fix in charts.

1.3.0

  • Updates to Binance Bar events.
  • Updated docs.
  • Bug fix in samples.
  • Support for charts.

1.2.2

  • Updated docs.
  • Bug fix in signal handling under Win32.

1.2.1

  • Bug fix in datetime management when dealing with Bar events.

1.2.0

  • Updated docs.

1.1.0

  • Bug fix in samples.
  • Added tool to download bars from Binance.

1.0.0