head 1.2; access; symbols pkgsrc-2026Q3:1.1.0.60 pkgsrc-2026Q3-base:1.1 pkgsrc-2026Q2:1.1.0.58 pkgsrc-2026Q2-base:1.1 pkgsrc-2026Q1:1.1.0.56 pkgsrc-2026Q1-base:1.1 pkgsrc-2025Q4:1.1.0.54 pkgsrc-2025Q4-base:1.1 pkgsrc-2025Q3:1.1.0.52 pkgsrc-2025Q3-base:1.1 pkgsrc-2025Q2:1.1.0.50 pkgsrc-2025Q2-base:1.1 pkgsrc-2025Q1:1.1.0.48 pkgsrc-2025Q1-base:1.1 pkgsrc-2024Q4:1.1.0.46 pkgsrc-2024Q4-base:1.1 pkgsrc-2024Q3:1.1.0.44 pkgsrc-2024Q3-base:1.1 pkgsrc-2024Q2:1.1.0.42 pkgsrc-2024Q2-base:1.1 pkgsrc-2024Q1:1.1.0.40 pkgsrc-2024Q1-base:1.1 pkgsrc-2023Q4:1.1.0.38 pkgsrc-2023Q4-base:1.1 pkgsrc-2023Q3:1.1.0.36 pkgsrc-2023Q3-base:1.1 pkgsrc-2023Q2:1.1.0.34 pkgsrc-2023Q2-base:1.1 pkgsrc-2023Q1:1.1.0.32 pkgsrc-2023Q1-base:1.1 pkgsrc-2022Q4:1.1.0.30 pkgsrc-2022Q4-base:1.1 pkgsrc-2022Q3:1.1.0.28 pkgsrc-2022Q3-base:1.1 pkgsrc-2022Q2:1.1.0.26 pkgsrc-2022Q2-base:1.1 pkgsrc-2022Q1:1.1.0.24 pkgsrc-2022Q1-base:1.1 pkgsrc-2021Q4:1.1.0.22 pkgsrc-2021Q4-base:1.1 pkgsrc-2021Q3:1.1.0.20 pkgsrc-2021Q3-base:1.1 pkgsrc-2021Q2:1.1.0.18 pkgsrc-2021Q2-base:1.1 pkgsrc-2021Q1:1.1.0.16 pkgsrc-2021Q1-base:1.1 pkgsrc-2020Q4:1.1.0.14 pkgsrc-2020Q4-base:1.1 pkgsrc-2020Q3:1.1.0.12 pkgsrc-2020Q3-base:1.1 pkgsrc-2020Q2:1.1.0.10 pkgsrc-2020Q2-base:1.1 pkgsrc-2020Q1:1.1.0.6 pkgsrc-2020Q1-base:1.1 pkgsrc-2019Q4:1.1.0.8 pkgsrc-2019Q4-base:1.1 pkgsrc-2019Q3:1.1.0.4 pkgsrc-2019Q3-base:1.1 pkgsrc-2019Q2:1.1.0.2 pkgsrc-2019Q2-base:1.1; locks; strict; comment @# @; 1.2 date 2026.10.01.12.01.37; author adam; state dead; branches; next 1.1; commitid ST3xrZ7YTn5JKLXG; 1.1 date 2019.06.17.05.43.02; author adam; state Exp; branches; next ; commitid LyWGlIBxNgWyfvrB; desc @@ 1.2 log @py-backtrader: removed, last update 2023-04-19 @ text @bin/bt-run.py @@PREFIX@@/bin/bt-run-@@PYVERSSUFFIX@@.py bin/btrun @@PREFIX@@/bin/btrun-@@PYVERSSUFFIX@@ @ 1.1 log @py-backtrader: updated to 1.9.74.123 1.9.74.123: - Correct calculation in haDelta indicator - Use initial datalabel for non-overlaid volume plot 1.9.73.123: - Add utility NonZeroDifference indicator - Redefine CrossUp, CrossDown and CrossOver indicators using NonZeroDifference to cover the case in which the crossing entities converge right before crossing up and down 1.9.72.122: - Cover case in which result in high-level overridden operations have multiple lines and wer not be taken into account for minimum period calculations - Add "Int" variants of percentage based sizers to import - Trades observer to show net profit instead of brutto, with parameter to control behavior 1.9.71.122: - Improve on indicator legend plotting to overcome matplotlib legend reordering - Added PercenSizerInt and AllSizerInt which truncate the returned size to an int, suited better for stocks/futures 1.9.70.122: - Use opening price for submission check for Market orders when cheat-on-open is active - Update pnlcomm on all operations and not just profit/loss locking - Correct comment for fillalpha and add baralpha for candlestick opacity - Use internal dict for data feed presence test and update trade observer 1.9.69.122: - Fix offline Yahoo feed by moving the new adjclose line up to the offline feed - Adapt the yahoodownload tool to the current status (ex: data not reversed) - Redownload all yahoo data feeds 1.9.68.122 - Fix call to _nextday in TradingCalendar - Clean up and rework of Yahoo Data. The data feeds seems to be reliable again - IBStore Support for IND prices 1.9.67.122 - Fix compression only scenarios when resampling and resampling after changes in 1.9.66.122 - Final correction for rollover fix introduced in 1.9.66.122 - Cover use case for mininum period calculation when all operations/indicators don't use the data feeds directly but lines of it 1.9.66.122 - Fix regression introduced with 8f537a1c2c271eb5cfc592b373697732597d26d6 which voids the count of lost trades - Allow rollover to distinguish between no values temporarily (with None) and no values permanently (with False) - Avoid math domain error for negative returns in logarithmic calculations - Fix local variable declaration for compound returns - Fix typo in date2num tz conversion which shows up in direct usage 1.9.65.122 - Fix commission info assigment and orderref seeking in OandaStore - Add strategy type to OptReturn - Fix prepend_constant for OLS_Transformation - Fix LogReturnsRolling compression when not specified - Have ints instead of bools in some values with 1 Trade in TradeAnalyzer 1.9.64.122 - Avoid stage2 comparison using [0] in API methods - Support plotname, if given, as name of indicator in csv output 1.9.63.122 - Add optimization callbacks when running with 1 Core - Correct sell_bracket by removing old append code - Correct typo in store.py - Pass period from RateOfChange100 to underlying ROC 1.9.62.122 - Correct PSAR acceleration capping - Enable PandasData line extension without the need to extend datafields 1.9.61.122 - Add `_skipnan` to plotlines to allow joining two points with a line - buy_bracket/sell_bracket allow suppressing stop/limit orders - Add stop-loss approaches sample - Correct codes for minutes compression 1.9.60.122 - Remove unused files - README update, Docstring corrections, documentation corrections - Update travis settings 1.9.58.122 - Provide default fundmode methods for all brokers - Correct order notification if positions exist when starting the broker and will be simulated - Correct csv values output if object has no length 1.9.57.122 - Fix set_fundmode in bbroker - Synchronize fund history mode with master clock - Allow relocation of legend in plotting charts - Adapt broker observer to fund mode 1.9.56.122 - Handle volume as string null in YahooFinanceData - Corrections/Improvements to order history support - Add fund history support - Increase plotting margin of trade observers @ text @@