quant-invest-lab - v0.2.11

Added price backtest in addition to the OHLC backtest.

- Python
Published by BaptisteZloch about 2 years ago

quant-invest-lab - Backtest code changed

From Plotly to bokeh a lot of new metrics for risk and performances code refractoring removed some LRU cache (caused issues...)

- Python
Published by BaptisteZloch over 2 years ago

quant-invest-lab - v0.2.9

• Fixed bug in data provider file

- Python
Published by BaptisteZloch almost 3 years ago

quant-invest-lab - v0.2.8

• Added constants and types modules
• Return is calculated using the next Open and not the current close: more realistic
• Added returns to candle generation
• Added signal package: denoise, detrend, spectrum analysis...
• Using itertuples in backtests
• Timestamp could be natively dropped from downloaded data

- Python
Published by BaptisteZloch almost 3 years ago

quant-invest-lab - v0.2.7

• Refractored backtest the code
• Added LRU caching
• Added Expectancy metric
• Added buy-and-hold comparaison for VaR, Skew...
• Moved reduce_dimenstionality in /utils.py

- Python
Published by BaptisteZloch almost 3 years ago

quant-invest-lab - v0.2.6

tqdm to 4.64.1

- Python
Published by BaptisteZloch almost 3 years ago

quant-invest-lab - v0.2.5

Version of Numpy, tqdm and Pandas downgraded (pandas to 1.5.3 and numpy to 1.23.5, tqdm to 4.64.1) for better integration in exsiting projects.

- Python
Published by BaptisteZloch almost 3 years ago

quant-invest-lab - v0.2.4

New : - Short backtesting available - Information ratio metrics available - Tracking metrics available

- Python
Published by BaptisteZloch almost 3 years ago

quant-invest-lab - First Release

Set of basic tools and features already here. New features (Short backtest, new indcators, already implemented strategies...) are coming soon.

- Python
Published by BaptisteZloch almost 3 years ago