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Description
Enhancement description
- Silent order cancellations → add warning with equity & margin context in _Broker._process_orders().
- Contingent SL/TP validation missing → ensure SL < entry < TP (or reverse for shorts) when trade is not None.
- Same-bar SL/TP ambiguity → replace deferred execution with deterministic rule (e.g., pessimistic fill).
- Division by zero in PL% → guard denominators (entry_price, total_invested) against 0 or NaN.
- Tiny Trade.close() overshoot → rounding to 1 unit may overshoot; document quantization behavior.
- Bankruptcy leaves open orders → clear self.orders when equity <= 0.
- Recursive reprocessing risk → replace _process_orders() recursion with while loop.
- Canceled proportional order warning → include timestamp, equity, and margin context in the warning.
- OHLC sanity checks → optionally assert High >= max(Open,Close) and Low <= min(Open,Close).
- Numeric index misdetection → improve timestamp inference (detect seconds vs. milliseconds).
- Equity backfill perf → replace pandas backfill with NumPy for large datasets.
- Commission config → expose risk_free_rate param and commission timing option ('entry'|'exit'|'both').
- Better Strategy param errors → fix spacing and suggest close matches using difflib.get_close_matches.
- Strategy.I() Series support → accept pandas Series; refine transpose logic.
- SL/TP helper methods → add move_sl_to_break_even() and trail_sl() convenience APIs.
- Commission impact option → allow open-trade P/L to include entry commission.
- Minor typos → fix “the the”, “leverge”, and clarify bullet in Strategy.sell.
- Type hints polish → tighten annotations for Trade, Order, Backtest.optimize.
- Order.repr verbosity → omit falsy booleans (e.g., contingent=False).
- Deprecation message spacing → add missing space before “Backtesting 0.2.0.”
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