PyneCore v6.8.0 released — most of the ta.* rolling machines, the math.sum accumulator,…
Features
- Pine’s tolerant float comparison (absolute 1e-10 at every magnitude) now applies to comparison operators in Pyne code and to the builtins measured to compare tolerantly
- OHLCV v2 stores the symbol’s tick grid in the header; delta-decoded prices snap back onto it, so
65399.99no longer reads as65399.990000000224 - Atomic file publication and file locking now work on Windows
Fixes
math.sum,ta.sma,ta.ema,ta.rma,ta.wma,ta.hma,ta.variance,ta.stdev,ta.correlation,ta.linreg,ta.mfi,ta.stoch,ta.rci,ta.percentile_*,ta.changeandmath.avgare bit-exact with TradingView;ta.atr,ta.rsi,ta.macd,ta.tsiandta.dmifollowstr.tostringandstr.formatprint TradingView’s digitsta.crossno longer short-circuits, so a crossunder right after a crossover is not missed- A limit order the bar gaps past no longer takes market slippage
(#74) strategy.position_avg_pricere-weights correctly when pyramiding, and thecash_per_ordercommission reaches the closed trade’s ownprofit- Volume from a v2 feed is used as served instead of being truncated by legacy float32 clean-up, which had diverged
ta.vwap
Performance
ta.wma,ta.linregandta.devabout 5x cheaper per bar at length 500ta.percentile_nearest_rankandta.percentile_linear_interpolation2.5x-100x faster- One
ta.smacall: 1811 ns -> 686 ns
Full release notes: https://github.com/PyneSys/pynecore/releases/tag/v6.8.0