v1.2.12

• Now supports Pandas 3

v1.2.11

• Fixes bug caused by readonly Numpy arrays returned by Pandas 2.3.
• Adds pybroker.clear_params function to clear out global parameters.
• Forwards *args and **kwargs from Strategy#add_execution to the execution function.
• Adds seed argument to Strategy#backtest and Strategy#walkforward for reproducible bootstrap results.
• Removed redundant subtract_fees config option.

v1.2.10

• Updates Sharpe, Sortino, and Calmar ratios to use per-bar returns instead of absolute per-bar deltas.

v1.2.9

• Upgrades to NumPy v2 while still supporting NumPy v1.
• Adds LONG_ONLY and SHORT_ONLY config options for running long-only and short-only strategies.
• Add max_drawdown_date to eval metrics returned in TestResult.
• Fixes yfinance dependency version.

v1.2.7

• Fixes the issue where df.loc[index] returns Dataframe type when df.index.is_unique is False for Dataframe object

v1.2.6

• Fixes missing Adj Close column from yfinance. Adds auto_adjust argument to YFinance data source and sets to False by default, which will return the Adj Close column.
• Raises error if sell_all_shares or cover_all_shares is called without an open position.

v1.2.5

• Added DataSource adjust parameter to Strategy#backtest and Strategy#walkforward.
• Fixed mypy typecheck errors.

v1.2.4

Guarantees that largest_loss_pct is always negative and that largest_win_pct is always positive.

v1.2.3

Adds the following built-in indicators:

• ADX
• Aroon Diff
• Aroon Down
• Aroon Up
• Close Minus Moving Average
• Cubic Deviation
• Cubic Trend
• Delta On-Balance Volume
• Detrended RSI
• Intraday Intensity
• Laguerre RSI
• Linear Deviation
• Linear Trend
• MACD
• Chaikan's Money Flow
• Normalized Negative Volume Index
• Normalized On-Balance Volume
• Normalized Positive Volume Index
• Price Change Oscillator
• Price Intensity
• Price Volume Fit
• Quadratic Deviation
• Quadratic Trend
• Reactivity
• Stochastic
• Stochastic RSI
• Volume Momentum
• Volume Weighted Moving Average Ratio

v1.2.2

• Fixes not exiting positions when a slippage model is set. Calling ctx.sell_all_shares() or ctx.cover_all_shares() will now force a position to be exited even when a slippage model is set.
• Adds ExecSignal and PosSizeContext to global imports.