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v2.1.1
2.1.1 (2026-03-07)
- Fixed backtest report "Total operation fee" always showing zero when daily evaluation uses
evaluate_price_data. Fees were aggregated by date but then reindexed against the daily index that carries a time-of-day (e.g. 15:00), so the index mismatch produced all NaNs and the subsequent fillna(0) zeroed the fee column. Alignment is now done on normalized dates so thatbacktest_result['total_fee']matches the sum of per-trade fees in trade_log. - Added automatic rotation for trade_log and trade_summary files: old
trade_log_*.csvandtrade_summary_*.csvfiles are removed according to the configured retention period to avoid unbounded growth of the log directory, a new configure keytrade_log_keep_daysis now added to configure trade log rotation behavior.
What's Changed
- Add trade log rotation feature by @shepherdpp in #240
Full Changelog: 2.1.0...2.1.1