Releases: BaptisteZloch/Quant-Invest-Lab
Releases · BaptisteZloch/Quant-Invest-Lab
v0.2.11
Added price backtest in addition to the OHLC backtest.
Backtest code changed
From Plotly to bokeh
a lot of new metrics for risk and performances
code refractoring
removed some LRU cache (caused issues...)
v0.2.9
- Fixed bug in data provider file
v0.2.8
- Added constants and types modules
- Return is calculated using the next Open and not the current close: more realistic
- Added returns to candle generation
- Added signal package: denoise, detrend, spectrum analysis...
- Using itertuples in backtests
- Timestamp could be natively dropped from downloaded data
v0.2.7
- Refractored backtest the code
- Added LRU caching
- Added Expectancy metric
- Added buy-and-hold comparaison for VaR, Skew...
- Moved
reduce_dimenstionality
in/utils.py
v0.2.6
tqdm to 4.64.1
v0.2.5
Version of Numpy, tqdm and Pandas downgraded (pandas to 1.5.3 and numpy to 1.23.5, tqdm to 4.64.1) for better integration in exsiting projects.
v0.2.4
New :
- Short backtesting available
- Information ratio metrics available
- Tracking metrics available
First Release
Set of basic tools and features already here.
New features (Short backtest, new indcators, already implemented strategies...) are coming soon.