-
-
Notifications
You must be signed in to change notification settings - Fork 1.4k
Open
Description
Enhancement description
- Silent order cancellations β add warning with equity & margin context in _Broker._process_orders().
- Contingent SL/TP validation missing β ensure SL < entry < TP (or reverse for shorts) when trade is not None.
- Same-bar SL/TP ambiguity β replace deferred execution with deterministic rule (e.g., pessimistic fill).
- Division by zero in PL% β guard denominators (entry_price, total_invested) against 0 or NaN.
- Tiny Trade.close() overshoot β rounding to 1 unit may overshoot; document quantization behavior.
- Bankruptcy leaves open orders β clear self.orders when equity <= 0.
- Recursive reprocessing risk β replace _process_orders() recursion with while loop.
- Canceled proportional order warning β include timestamp, equity, and margin context in the warning.
- OHLC sanity checks β optionally assert High >= max(Open,Close) and Low <= min(Open,Close).
- Numeric index misdetection β improve timestamp inference (detect seconds vs. milliseconds).
- Equity backfill perf β replace pandas backfill with NumPy for large datasets.
- Commission config β expose risk_free_rate param and commission timing option ('entry'|'exit'|'both').
- Better Strategy param errors β fix spacing and suggest close matches using difflib.get_close_matches.
- Strategy.I() Series support β accept pandas Series; refine transpose logic.
- SL/TP helper methods β add move_sl_to_break_even() and trail_sl() convenience APIs.
- Commission impact option β allow open-trade P/L to include entry commission.
- Minor typos β fix βthe theβ, βlevergeβ, and clarify bullet in Strategy.sell.
- Type hints polish β tighten annotations for Trade, Order, Backtest.optimize.
- Order.repr verbosity β omit falsy booleans (e.g., contingent=False).
- Deprecation message spacing β add missing space before βBacktesting 0.2.0.β
Metadata
Metadata
Assignees
Labels
No labels