v0.3.0

• Updates dependencies to use numpy >=v2.0.0.
• Updates simulated_broker.py to change np.NaN to np.nan
• Updates backtest_data_handler.py to change np.NaN to np.nan
• Updates daily_bar_csv.py to change np.NaN to np.nan
• Updates tests

v0.2.9

• Updates dependencies to use numpy <=1.26.4 to prevent breaking changes.

This is the last version of QSTrader that support numpy<2.0.0

v0.2.8

• Updates BacktestTradingSession.get_target_allocations() to use burn_in_dt.date() instead of burn_in_dt Timestamp. Previous method compared a Timestamp to a datetime.date.
• Adds an integration test to check that target allocations match the expected output, including a date index.

v0.2.7

• Updates the execution handler to update final orders ensuring an execution order is created in the event of a single submission without a further rebalance.
• Updates rebalance_buy_and_hold to check if the start_dt is a business day
  If start_dt is a business day rebalance_dates = [start_dt]
  If start_dt is a weekend rebalance_dates = [next business day]
• Adds a unit test to check that the buisness day calculation is correct
• Adds an integration test to check that a backtest using buy_and_hold_rebalance generates execution orders on the correct dates

v0.2.6

• Removed get_portfolio_total_non_cash_equity and get_account_total_non_cash_equity from broker/broker.py abstract base class. These methods are not implemented.
• Added save option to TearsheetStatistics class in statistics/tearsheet.py. The tearsheet output can now be saved to a given filename by passing the optional filename parameter as a string when calling the plot_results function.
• Updated click dependency to click >= v8.1.

v0.2.5

• Moved build-backend system to Hatchling from setuptools
• Updated the python package requirements to work with click 8.0
• Updated ReadMe and ChangeLog.

v0.2.4

Support for Python 3.7 and 3.8 has been dropped
Support for Python 3.9, 3.10, 3.11 and 3.12 has been added
Package requirements have been updated, utilising:

• Click>=7.0
• matplotlib==3.8.2
• numpy==1.26.4
• pandas==2.2.0
• seaborn==0.13.2

v0.2.3

What's Changed

• Added TAA monthly momentum strategy to the examples.
• Updated python package requirements. by @juliettejames in #372

New Contributors

• @juliettejames made their first contribution in #372

Full Changelog: v0.2.2...v0.2.3

v0.2.2: Merge pull request #355 from mhallsmoore/setup-fix

Fixed typo in setup.py.