PyneCore v6.13.4 released — OHLCV files can store the ask side of bid/ask feeds, and the…
Features
- OHLCV v2 stores the ask side in the record; the
bidandaskseries are real on bars with a quoted ask - New
strategy(spread_type=...):strategy.spread.tradefills buys at the ask and triggers every order on the side it trades on;strategy.spread.oppositetriggers stops on the other side - The spread comes from each bar’s ask side, falling back to
syminfo.avg_spread - Providers can declare opt-in download data with
ProviderPlugin.extra_data; continued downloads keep the ask side
Fixes
- Optional symbol details (
avg_spread,taker_fee,maker_fee) no longer carry over from an earlier run - Live trading drops ticks that arrive for a bar slot the watchdog already closed, instead of giving misleading warnings
Full release notes: https://github.com/PyneSys/pynecore/releases/tag/v6.13.4