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1 |
| -<h2>Current version: 0.9 (1/Sep/2012)</h2> |
| 1 | +<h2>Current version: 0.10 (11/Jan/2013)</h2> |
| 2 | +Download here: <a href="http://sourceforge.net/projects/pyalgotrade/files/0.10/PyAlgoTrade-0.10.tar.gz/download">PyAlgoTrade-0.10.tar.gz</a> |
| 3 | +<ul> |
| 4 | + <li>Sharpe Ratio analysis (pyalgotrade.stratanalyzer.sharpe.SharpeRatio).</li> |
| 5 | + <li>Max. drawdown and max. drawdown duration analysis (pyalgotrade.stratanalyzer.drawdown.DrawDown). Thanks Sedov Anton for reporting a bug in the early implementation.</li> |
| 6 | + <li>Returns analysis (pyalgotrade.stratanalyzer.returns.Returns).</li> |
| 7 | + <li>Trades analysis (pyalgotrade.stratanalyzer.trades.Trades).</li> |
| 8 | + <li>Support for bar timezones (pyalgotrade.marketsession).</li> |
| 9 | + <li>Support for sequence like operations in dataseries (__getitem__ and __len__. getValue and getValueAbsolute will soon get deprecated).</li> |
| 10 | + <li>Support for mapping like operations in bar feeds (__getitem__ and __contains__).</li> |
| 11 | + <li>Support for mapping like operations in bar.Bars (__getitem__ and __contains__).</li> |
| 12 | + <li>Google App Engine: Added support for re-executing strategies.</li> |
| 13 | + <li>broker.backtesting.Broker.getValue no longer needs the bars as a parameter. It will take those out of the feed.</li> |
| 14 | + <li>Bug fix: broker.backtesting.getActiveOrders was not returning all orders during event dispatching.</li> |
| 15 | + <li>Bug fix: Fixed returns calculations for short positions. Thanks John Fawcett for explaining this.</li> |
| 16 | + <li>Bug fix: Fixed a bug in the Strategy class and the backtesting broker when dealing with multiple instruments. Was not handling absence of bars appropriately. Thanks Fabian Braennstroem for reporting this.</li> |
| 17 | + <li>Bug fix: Additional dataseries added to the portfolio subplot were not showing. Thanks Sedov Anton for reporting this.</li> |
| 18 | + <li>Bug fix: Additional subplots (those created using getOrCreateSubplot) are now ordered as created. Thanks Sedov Anton for reporting this and suggesting the fix.</li> |
| 19 | +</ul> |
| 20 | + |
| 21 | +<h2>Version: 0.9 (1/Sep/2012)</h2> |
2 | 22 | Download here: <a href="https://github.com/downloads/gbeced/pyalgotrade/PyAlgoTrade-0.9.tar.gz">PyAlgoTrade-0.9.tar.gz</a>
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3 | 23 | <ul>
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4 | 24 | <li>Added a method to the strategy class to get notified when an order gets updated (onOrderUpdated). This is only called if the order was placed using the broker interface directly.</li>
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5 | 25 | <li>Bug fix: A KeyError exception was raised in the strategy class when placing orders using the broker interface directly. Thanks 'Femto Trader' for reporting this.</li>
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6 | 26 | </ul>
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7 | 27 |
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8 |
| - |
9 | 28 | <h2>Version 0.8 (28/Aug/2012)</h2>
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10 | 29 | Download here: <a href="https://github.com/downloads/gbeced/pyalgotrade/PyAlgoTrade-0.8.tar.gz">PyAlgoTrade-0.8.tar.gz</a>
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11 | 30 | <ul>
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