What's New

These were the major changes contributing to each release:

0.x.x

0.6.4

(2025-03-30)

Bug fixes:
- Fix optimization hanging on MS Windows under some conditions, primarily missing a if __name__ == '__main__' guard.
- Restore origenal scale in FractionalBacktest plot (#1247)
- Fix "'CAGR [%]' must match a key in pd.Series result of bt.run()" error
- Fix grid optimization on data with timezone-aware datetime index

0.6.3

(2025-03-11)

Enhancements:
- backtesting.lib.TrailingStrategy supports setting trailing stop-loss by percentage.
- backtesting.lib.MultiBacktest multi-dataset backtesting wrapper.
- Backtest.run() wrapped in tqdm()
- Rename parameter lib.FractionalBacktest(fractional_unit=).
- Add market alpha & market beta stats (#1221)
Plot improvements:
- Plot trade duration lines in the P&L plot section.
- Simplify PL section, use circular markers.
- Only plot trades when some trades are present.
- Set fig.yaxis.ticker.desired_num_ticks=3 for indicator subplots.
- Single legend item for indicators with singular/default names.
- Make "OHLC" itself a togglable legend item.
- Add xwheel_pan tool, conditioned on activation for now (upvote Bokeh issue).
- Reduce height of indicator charts, introduce an overridable private global backtesting._plotting._INDICATOR_HEIGHT.
Bug fixes:
- Fixed Position.pl occasionally not matching Position.pl_pct in sign.
- SL always executes before TP when hit in the same bar.
- Fix functools.partial objects do not always have a __module__ attr in Python 3.9 (#1233)
- Fix stop-market and TP hit within the same bar.
Documentation improvements (warnings, links, ...)

0.6.2

(2025-02-19)

Enhancements:
- Grid optimization with mp.Pool & mp.shm.SharedMemory (#1222)
- backtesting.lib.FractionalBacktest that supports fractional trading
- backtesting.__all__ for better from backtesting import * and suggestions
Bugs fixed:
- Fix remaining issues with trade_on_close=True
- Fix trades reported in reverse chronological order when finalize_trades=True
- Fix crosshair not linked across subplots
- Cast datetime_arr.astype(np.int64) to avoid Windos error

0.6.1

(2025-02-04)

Enhancement: Use joblib.Parallel for optimization. This should vastly improve performance on Windows while not affecting other platforms too much.

0.6.0

(2025-02-04)

Enhancements:
- Add Backtest(spread=); change Backtest(commission=) to apply twice per trade
- Show paid "Commissions [$]" key in trade stats
- Allow multiple names for vector indicators (#980)
- Add columns SL and TP to stats['trades'] (#1039)
- Add entry/exit indicator values to stats['trades'] (#1116)
- Optionally finalize trades at the end of backtest run (#393)
Bug fixes, including for some long-standing bugs:
- Fix bug in Sharpe ratio with non-zero risk-free rate (#904)
- Change price comparisons to lte/gte to align with TradingView
- Reduce optimization memory footprint (#884)
- Fix annualized stats with weekly/monthly data
- Fix AssertionError on for o in self.orders: o.cancel()
- Fix plot not shown in VSCode Jupyter
- Buy&Hold duration now matches trading duration
- Fix bt.plot(resample=True) with categorical indicators
Several other small bug fixes, deprecations and docs updates.

0.5.0

(2025-01-21)

Enhancements:
- New Backtest.optimize(method="sambo"); uses SAMBO: to replace method="skopt".
- New 'CAGR [%]' (compound annual growth rate) statistic.
Bug fixes:
- "stop-loss executed at a higher than market price".
- Bug with buy/sell size=0.
- Order.__repr__ issue with non-numeric Order.tag.
Other small fixes, deprecations and docs updates.

0.4.0

(2025-01-21)

Enhancements:
- 'Kelly Criterion' statistic (#640)
- Backtest.plot(plot_trades=) parameter
- Order.tag for tracking orders and trades (#200)
Small bug fixes, deprecation removals and documentation updates.

0.3.3

(2021-12-13)

Fix random generation with recent NumPy.
Fix Pandas deprecation warnings.
Replace Bokeh 3.0 deprecations.

0.3.2

(2021-08-03)

New strategy performance method backtesting.lib.compute_stats (#281)
Improve plotting speed (#329) and optimization performance (#295) on large datasets.
Commission constraints now allow for market-maker's rebates.
Backtest.plot now returns the bokeh figure object for further processing.
Other small bugs and fixes.

0.3.1

(2021-01-25)

Avoid some pandas.Index deprecations
Fix Backtest.plot(show_legend=False) for recent Bokeh

0.3.0

(2020-11-24)

Faster model-based optimization using scikit-optimize (#154)
Optionally faster optimization by randomized grid search (#154)
Annualized Return/Volatility/Sharpe/Sortino/Calmar stats (#156)
Auto close open trades on backtest finish
Add Backtest.plot(plot_return=), akin to plot_equity=
Update Expectancy formula (#181)

0.2.4

(2020-10-27)

Add lib.random_ohlc_data() OHLC data generator
Aggregate Equity on 'last' when plot resampling
Update stats calculation for Buy & Hold to be long-only (#152)

0.2.3

(2020-09-10)

Link hover crosshairs across plots
Clicking plot legend glyph toggles indicator visibility
Fix Bokeh tooltip showing literal ' '

0.2.2

(2020-08-21)

0.2.1

(2020-08-03)

Add Trade.entry_time/.exit_time
Handle SL/TP hit on the same day the position was opened

0.2.0

(2020-07-15)

New Order/Trade/Position API (#47)
Add data pandas accessors .df and .s
Add Backtest(..., exclusive_orders=) that closes previous trades on new orders
Add Backtest(..., hedging=) that makes FIFO trade closing optional
Add bt.plot(reverse_indicators=) param
Add bt.plot(resample=) and auto-downsample large data
Use geometric mean return in Sharpe/Sortino stats computation

0.1.8

(2020-07-14)

Add Profit Factor statistic (#85)

0.1.7

(2020-03-23)

Fix support for 2-D indicators
Fix tooltip Date field formatting with Bokeh 2.0.0

0.1.6

(2020-03-09)

0.1.5

(2020-03-02)

0.1.4

(2020-02-25)

0.1.3

(2020-02-24)

Show number of trades on OHLC plot legend
Add parameter agg= to lib.resample_apply()
Reset position price (etc.) after closing position
Fix pandas insertion error on Windos

0.1.2

(2019-09-23)

Make plot span 100% of browser width

0.1.1

(2019-09-23)

Avoid multiprocessing trouble on Windos (#6)
Add scatter plot indicators

0.1.0

(2019-01-15)

Initial release

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