PyneCore v6.13.0 released: pyne robustness tests how much of a strategy's backtest could…

Features

  • pyne robustness and the new pynecore.analysis package: trades measured in R from their initial stop, bootstrap and Monte Carlo with ruin and target odds (optional --max-leverage), extra-cost sensitivity, calendar breakdowns, and coin-flip tests on direction and timing
  • syminfo.prefix(symbol) and syminfo.ticker(symbol) work as functions of another symbol

Changes

  • An input call that is not a main() parameter default is a SyntaxError; recompile scripts that reassign an input with := (PyneComp 6.0.80 compiles them correctly)
  • The Edge profile rejects Python’s builtin round(); use math.round

Fixes

  • request.security_lower_tf(): a timeframe above the chart’s stops the run (na with ignore_invalid_timeframe=true), chart-only code no longer runs per intrabar, and dependent contexts no longer hang across feed gaps
  • request.security(): 24/7 nD/nM periods follow the market’s schedule, and a failing context reports its error with the script location
  • A typeless na in a bool position is the bool na (false in two-state scripts)
  • plot, plotcandle, bgcolor and the other plot calls with colliding titles no longer share one series
  • pyne run finds the data files of dotted symbols like bybit_BTCUSD.P_1D
  • Broker: exit brackets survive pyramiding-cap drops and settling fills, and routine events no longer log warnings

Full release notes: https://github.com/PyneSys/pynecore/releases/tag/v6.13.0

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