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Releases: edtechre/pybroker

v1.0.19

12 Mar 03:57
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  • Fixes bug where incorrect market value was being calculated if bar dates were not shared by multiple symbols (#7)
  • Changes PnL in TestResult#portfolio to be running total of realized + unrealized PnL. Removes unrealized_pnl column.
  • Adds unrealized_pnl to EvalMetrics.
  • Adds better error messaging if "predict" method is not found on a trained model instance when running predictions.
  • Updates the project's license to Apache 2.0 with Commons Clause. PyBroker is free for non-commercial use.

v1.0.18

06 Mar 09:22
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  • Fixes bug where filled shares were incorrect for an order that 1) covered short shares and 2) would exceed the amount of cash available in the portfolio. The bug did not affect calculating any performance metrics, only the filled shares recorded for an order satisfying 1) and 2).
  • Adds debug logging when a buy order amount exceeds the amount of cash available in the portfolio.
  • Adds start and end date bounds checks to DataSource base class.
  • Changes date type checks to use isinstance to support passing derived date types for start/end.

v1.0.17

15 Feb 18:23
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