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v2.3.0

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@michaelchu michaelchu released this 02 Mar 22:09
· 13 commits to main since this release

Highlights (since v2.2.x)

  • Trade Simulator — chronological simulation with capital tracking, position limits, and equity curves
  • Portfolio Simulation — weighted multi-strategy backtesting via simulate_portfolio()
  • Early Exits — stop-loss, take-profit, and max-hold-days rules
  • 80+ Entry Signals — RSI, MACD, Bollinger Bands, EMA, ATR, IV Rank, and more
  • Custom Signals — drive entries from any DataFrame with a boolean flag column
  • Risk Metrics — Sharpe, Sortino, VaR, CVaR, Calmar, Omega, tail ratio
  • Slippage Modeling — mid, spread, liquidity-based, or per-leg slippage
  • Commissions — per-contract, base fee, and min fee structures
  • Data CLIoptopsy-data for downloading and caching market data
  • Plugin System — extend with custom strategies, signals, and data providers