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v2.1.1

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@shepherdpp shepherdpp released this 07 Mar 04:05
· 401 commits to master since this release
910e937

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 that backtest_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_*.csv and trade_summary_*.csv files are removed according to the configured retention period to avoid unbounded growth of the log directory, a new configure key trade_log_keep_days is now added to configure trade log rotation behavior.

What's Changed

Full Changelog: 2.1.0...2.1.1