PyneCore v6.8.12 released — the strategy statistics surface is complete and the equity…
Features
- The last missing statistics variables are in:
strategy.avg_trade_percent,avg_winning_trade_percent,avg_losing_trade_percent,grossprofit_percent,grossloss_percent,max_contracts_held_all/long/short,max_runup_percent,closedtrades.first_index - New
strategy.default_entry_qty()— the quantity a default-sized entry would buy at a given fill price, snapped to the tick and lot grids
Fixes
strategy.max_drawdownandstrategy.max_runuprebuilt on the measured law: gross mark, realized-equity high-water anchor, no whole-bar range for a leg closed mid-bar- A closed trade’s
profit_percent,max_drawdown_percentandmax_runup_percentdivide by the total entry cost, and the excursion is measured from the trade’s own entry price;strategy.avg_losing_tradedivides the published gross loss - Dispatched builtin machines (
ta.highest,ta.lowest, the percentile machines) no longer lose their window on a discarded re-execution — undercalc_on_order_fillsthat was every fill bar math.roundat precision 0 no longer applies the decimal tie tolerance, matching TradingView’s roundingta.pivothigh()/ta.pivotlow()accept a zeroleftbars/rightbars, as TradingView does- OHLC relation check got a magnitude-scaled ULP slack for TradingView spread symbols
- Broker: a venue OCA auto-cancel of a bracket leg arriving ahead of the sibling leg’s fill no longer quarantines the sync engine
Full release notes: https://github.com/PyneSys/pynecore/releases/tag/v6.8.12