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 bid and ask series are real on bars with a quoted ask
  • New strategy(spread_type=...): strategy.spread.trade fills buys at the ask and triggers every order on the side it trades on; strategy.spread.opposite triggers 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

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