PyneCore v6.13.0 released: pyne robustness tests how much of a strategy's backtest could…
Features
pyne robustnessand the newpynecore.analysispackage: 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 timingsyminfo.prefix(symbol)andsyminfo.ticker(symbol)work as functions of another symbol
Changes
- An input call that is not a
main()parameter default is aSyntaxError; recompile scripts that reassign an input with:=(PyneComp 6.0.80 compiles them correctly) - The Edge profile rejects Python’s builtin
round(); usemath.round
Fixes
request.security_lower_tf(): a timeframe above the chart’s stops the run (nawithignore_invalid_timeframe=true), chart-only code no longer runs per intrabar, and dependent contexts no longer hang across feed gapsrequest.security(): 24/7nD/nMperiods follow the market’s schedule, and a failing context reports its error with the script location- A typeless
nain a bool position is the boolna(falsein two-state scripts) plot,plotcandle,bgcolorand the other plot calls with colliding titles no longer share one seriespyne runfinds the data files of dotted symbols likebybit_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