PyneCore v6.8.5 released — entries and exits that happen inside a bar now behave the way…

Fixes

  • A strategy.exit bracket its own entry activates mid-bar now fills on that same bar: profit=, loss= and trail_points= offsets are resolved at the fill instead of at the next bar’s open (#76)
  • A trailing leg armed mid-bar starts its water mark at the entry fill price, so an extreme the bar reached before the fill no longer arms it
  • Session strings: "0000-2400" parses as the all-day session, and "0000-2359" no longer misses the last bar of every day
  • Re-placing an entry id that still has an unfilled order from the same bar modifies that order and carries the raw quantity, without recomputing the reversal flip
  • ta.percentile_nearest_rank and ta.percentile_linear_interpolation get one machine per call site; an na length is an all-na series in them, ta.median and ta.mode instead of halting the script
  • Rolling history growth is monotonic in ta.change, ta.cog, ta.dev, ta.linreg, ta.percentrank, ta.rci, ta.roc and ta.wma
  • Commission rounding, explicit qty quantization and default-sized entry budgets match TradingView; request.security with an empty symbol is the chart instrument
  • Live: an intra-bar update stamped with an already-closed bar’s timestamp is dropped instead of re-executing that bar and overwriting its OHLC
  • Live: an exit whose parent entry was reversed away is skipped instead of halting the run, and the initial connect deadline is actually enforced

Features

  • linefill.all, chart.point.now() defaulting to close, na-tolerant polyline.delete, copied table.all
  • initial_connect_timeout bounds the live initial connect

Full release notes: https://github.com/PyneSys/pynecore/releases/tag/v6.8.5