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v6.11.1

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@wallneradam wallneradam released this 28 Oct 15:24
· 78 commits to main since this release

Fixes

  • Libraries of other scripts in the same process: the library registry is process-wide and keeps the library of every script the process has imported. The runner, the request.security child process and the profiler used the whole registry, so a later script in the same process ran the main() of an earlier script's libraries on every bar, merged their request.security contexts and profiled their files (failing when such a file no longer existed). They now use only the libraries the script imports, directly or through another library. (#98)
  • Daily request.security on 24/7 symbols: on a round-the-clock session the 23:59:59 end-of-day marker was taken literally, so the last intraday bar of a day was assigned to the next day and daily request.security values on intraday charts were shifted by one bar. Such a session now ends at midnight. (#98)
  • Live trading – exits on spot holdings: a strategy.exit re-issued on a later bar could resize a bracket that had been sized to the fee-netted spot holding back to the script's gross quantity, so its stop could sell more than the bot held. A whole-row exit is now capped at what its entry id holds, and at its working quantity once the bracket's own legs have filled. An entry cycle counts as consumed when the net ledger reaches its quantity, the venue truncated the remainder, or all its venue orders are filled. On a live broker a pending same-side entry with the same id is folded into the filled target, so the single exit leg covers the holding plus the add. Backtests are not affected.
  • Compile errors: the CLI no longer adds the fixed "Check the variable declaration and spelling" hint to every structured compilation error; the compiler's own message is shown on its own.

Documentation

  • PyneComp links point to the compiler page.