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Order/Trade/Position API#47

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kernc merged 12 commits intomasterkernc/backtesting.py:masterfrom orderskernc/backtesting.py:ordersCopy head branch name to clipboardJul 15, 2020

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Commits on Jul 13, 2020

• ENH: New Order/Trade/Position API

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• REF: Backwards-incompatibly revise lib.SignalStrategy

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• TST: Make tests pass the new Order/Trade/Position API

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• ENH: Add pandas accessors .df and .s

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• TST: Add a more precise, well-known test for stop/limit

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• REF: Remove useless Backtest.plot(omit_missing=) parameter

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• ENH: Add bt.plot(resample=) and auto-downsample large data

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• ENH: Add bt.plot(reverse_indicators=) param

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• REF: Use geometric mean return in Sharpe/Sortino stats computation

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• ENH: Add Backtest(..., hedging=) that makes FIFO trade closing optional

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Commits on Jul 14, 2020

• ENH: Add Backtest(..., exclusive_orders=) that closes prev trades on new orders

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• DOC: Update docs and examples

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