v1.1.24

• Moves AKShare DataSource to pybroker.ext.data to temporarily fix import issue with AKShare on macOS.

v1.1.23

• Adds exit_price option for stops. When set, stops are checked against the exit price and exit at the exit price when triggered. Adds the following fields to ExecContext:

• stop_loss_exit_price

• stop_profit_exit_price

• stop_trailing_exit_price

v1.1.22

• Checks stops before scheduled orders are placed.
• Check that stop fill price is within the bar's low-high range.

v1.1.20

• Adds new performance metrics:

Annualized Return %
Sortino Ratio
Calmar Ratio
Annualized Volatility %
Annualized Std. Error

The annualized metrics are enabled by setting the StrategyConfig#bars_per_year option.

v1.1.19

Adds adjust argument to DataSource#query for specifying adjustments.

v1.1.18

Adds warmup argument to backtest and walkforward.

v1.1.17

Adds AKShare DataSource for fetching Chinese stock data.

v1.1.16

Adds support for slippage models. Adds a RandomSlippageModel implementation. Custom slippage models can extend the SlippageModel base class.

v1.1.13

Minor fix for max drawdown calculation to include first market value change, in case the first market value change results in a drawdown and the strategy only trades once.

v1.1.12

Adds support for returning the names of input columns from a training function. The columns specify the input data to be used for the trained model when making predictions.