PyneCore v6.10.0 released — backtests with request.security got much faster, plus…

Performance

  • Same-timeframe request.security contexts run their whole history as one batch round
  • lookahead_on higher-timeframe contexts are batched too, with a lazily streamed plan (lower memory, flat throughput on long charts)
  • Contexts start lazily at their first read: a request.security in a branch that never runs no longer costs a process
  • Scope-aware dependency analysis removes false inter-context dependencies, so more contexts batch and start in parallel
  • Faster session-close walk for many-context scripts

Fixes

  • A runtime-resolved request.security in an untaken branch (ternaries included) no longer requires a data feed
  • A nested request.security no longer reads na from its inner context
  • Pyramid add under process_orders_on_close now closes on its own bar
  • A price strategy.entry placed after a pending market reversal no longer skips the flip bar
  • barstate.isnew is true on historical bars; varip series history works
  • na no longer leaks out of and/or; three-state bool comparisons with na answer na
  • Order sync defers the bracket of an entry that was never dispatched

Full release notes: https://github.com/PyneSys/pynecore/releases/tag/v6.10.0