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v1.0.19

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@edtechre edtechre released this 12 Mar 03:57
· 443 commits to master since this release
  • Fixes bug where incorrect market value was being calculated if bar dates were not shared by multiple symbols (#7)
  • Changes PnL in TestResult#portfolio to be running total of realized + unrealized PnL. Removes unrealized_pnl column.
  • Adds unrealized_pnl to EvalMetrics.
  • Adds better error messaging if "predict" method is not found on a trained model instance when running predictions.
  • Updates the project's license to Apache 2.0 with Commons Clause. PyBroker is free for non-commercial use.