Merge branch 'master' into feature/fix_auto_close

Author: kernc

.github/ISSUE_TEMPLATE/1-bug.yml

@@ -0,0 +1,83 @@
+name: Bug report
+description: File a new bug report. Please use the search
+title: "Short title loaded with keywords"
+body:
+  - type: markdown
+    attributes:
+      value: |
+        Thanks for putting in the effort to submit this bug report! Note, the
+        best bug reports are accompanied with fixing patches / pull-requests.
+
+  - type: checkboxes
+    attributes:
+      label: Contributing guidelines
+      description: |
+        I have read and will follow
+        [Contributing Guidelines](https://github.com/kernc/backtesting.py/blob/master/CONTRIBUTING.md).
+      options:
+        - label: I agree to follow this project's Contributing Guidelines
+          required: true
+
+  - type: textarea
+    id: expected
+    validations:
+      required: true
+    attributes:
+      label: Expected behavior
+      description: You run the code below and expect what to happen?
+      placeholder: When I run this code ... the program should ...
+
+  - type: textarea
+    id: code
+    validations:
+      required: false
+    attributes:
+      label: Code sample
+      description: Code snippet that clearly reproduces the issue
+      render: python
+      placeholder: |
+        from backtesting import Backtest, Strategy
+        from backtesting.test import GOOG
+
+        class Example(Strategy):
+            ...
+
+        bt = Backtest(GOOG, Example)
+        ...
+
+  - type: textarea
+    id: actual
+    validations:
+      required: true
+    attributes:
+      label: Actual behavior
+      description: What happened unexpectedly when you ran the code above?
+      placeholder: When I ran the code above ... the program did ...
+
+  - type: textarea
+    id: steps
+    validations:
+      required: false
+    attributes:
+      label: Additional info, steps to reproduce, full crash traceback, screenshots
+      description: |
+        Attach any additional info you think might be helpful and
+        result in quicker resolution of your bug.
+      placeholder: |
+        1. Do ...
+        2. ...
+        3. Boom.
+
+  - type: textarea
+    id: versions
+    validations:
+      required: false
+    attributes:
+      label: Software versions
+      description: |
+        Versions of the relevant software / packages.
+      value: |
+        <!-- From `backtesting.__version__`. If git, use commit hash -->
+        - Backtesting version: 0.?.?
+        - `bokeh.__version__`:
+        - OS:

.github/ISSUE_TEMPLATE/2-enh.yml

@@ -0,0 +1,46 @@
+name: Enhancement proposal
+description: Describe the enhancement you'd like to see
+title: "Short title loaded with keywords"
+labels: ["enhancement"]
+body:
+  - type: markdown
+    attributes:
+      value: |
+        Thanks for taking the time to give feedback on this software!
+
+  - type: checkboxes
+    attributes:
+      label: Contributing guidelines
+      description: |
+        I have read and will follow
+        [Contributing Guidelines](https://github.com/kernc/backtesting.py/blob/master/CONTRIBUTING.md).
+      options:
+        - label: I agree to follow this project's Contributing Guidelines
+          required: true
+
+  - type: textarea
+    id: expected
+    validations:
+      required: true
+    attributes:
+      label: Enhancement description
+      description: What would you want to see in the software that doesn't appear to be presently included?
+      placeholder: I absolutely love your software, but I'm missing a way to ...
+
+  - type: textarea
+    id: code
+    validations:
+      required: false
+    attributes:
+      label: Code sample
+      description: Code snippet relevant to the new feature
+      render: python
+
+  - type: textarea
+    id: steps
+    validations:
+      required: false
+    attributes:
+      label: Additional info, images
+      description: |
+        Extra information you think might be helpful or interesting.

.github/ISSUE_TEMPLATE/config.yml

@@ -0,0 +1,11 @@
+blank_issues_enabled: true
+contact_links:
+  - name: Reference documentation
+    url: https://kernc.github.io/backtesting.py/doc/backtesting/
+    about: Please confirm you've checked here first.
+  - name: FAQ
+    url: https://github.com/kernc/backtesting.py/issues?q=label%3Aquestion%20
+    about: Frequently asked questions. Use search with potential keywords.
+  - name: Discussion forum
+    url: https://github.com/kernc/backtesting.py/discussions
+    about: Other discussions. Make sure you've seen this too.

.github/issue_template.md

@@ -1,11 +1,13 @@
 ### Expected Behavior
 
+...
 
 ### Actual Behavior
 
-<!-- In case of a bug, attach full exception traceback. Please
-     wrap verbatim code/output in Markdown fenced code blocks:
-     https://bit.ly/3nEvlHP -->
+<!-- 
+    In case of a bug, attach full exception traceback.
+    Please wrap verbatim code/output in Markdown fenced code blocks.
+-->
 
 
 ### Steps to Reproduce
@@ -25,8 +27,4 @@ python code goes here
 
 ### Additional info
 
-<!-- screenshots, code snippets, ... -->
-
-- Backtesting version: 0.?.?   <!-- From backtesting.__version__ -->
-- `bokeh.__version__`:
-- OS:
+<!-- screenshots, code snippets, versions ... -->

.github/workflows/ci.yml

@@ -7,50 +7,50 @@ on:
 jobs:
   build:
     name: Build
-    runs-on: ubuntu-18.04
+    runs-on: ubuntu-latest
     strategy:
       matrix:
-        python-version: [3.7, '3.10']
+        python-version: ['3.10', 3.13]
         include:
-          - python-version: 3.9
+          - python-version: 3.11
             test-type: lint
-          - python-version: 3.9
+          - python-version: 3.11
             test-type: docs
 
     steps:
-      - uses: actions/setup-python@v4
+      - uses: actions/setup-python@v5
         with:
           python-version: ${{ matrix.python-version }}
-      - uses: actions/cache@v3
+      - uses: actions/cache@v4
         with:
           path: ~/.cache/pip
           key: ${{ runner.os }}-py${{ matrix.python-version }}
-      - uses: actions/checkout@v3
+      - uses: actions/checkout@v4
         with:
           fetch-depth: 3
       - name: Fetch tags
         run: git fetch --depth=1 origin +refs/tags/*:refs/tags/*
 
       - run: pip install -U pip setuptools wheel
       - if: matrix.test-type == 'lint'
-        run: pip install -U --pre bokeh pandas 'numpy<1.24' && pip install -U .[dev]
+        run: pip install -U --pre bokeh pandas numpy && pip install -U .[dev]
       - if: matrix.test-type == 'docs'
         run: pip install -e .[doc]  # -e provides _version.py for pdoc
       - run: pip install -U .[test]
 
       - if: matrix.test-type == 'lint'
-        run: ruff backtesting
+        run: flake8 backtesting setup.py
       - if: matrix.test-type == 'lint'
         run: mypy backtesting
       - if: matrix.test-type == 'lint'
         env: { BOKEH_BROWSER: none }
-        run: time catchsegv coverage run -m backtesting.test
+        run: time coverage run -m backtesting.test
       - if: matrix.test-type == 'lint'
-        run: bash <(curl -s https://codecov.io/bash)
+        run: coverage combine && coverage report
 
       - if: '! matrix.test-type'
         env: { BOKEH_BROWSER: none }
-        run: time catchsegv python -m backtesting.test
+        run: time python -m backtesting.test
 
       - if: matrix.test-type == 'docs'
-        run: time catchsegv doc/build.sh
+        run: time doc/build.sh

.github/workflows/deploy-docs.yml

@@ -9,33 +9,26 @@ jobs:
     runs-on: ubuntu-latest
 
     steps:
-      - name: Set up Python
-        uses: actions/setup-python@v2
+      - uses: actions/setup-python@v5
         with:
-          python-version: 3.8
+          python-version: 3.11
 
-      - uses: actions/cache@v2
-        name: Set up caches
+      - uses: actions/cache@v4
         with:
           path: ~/.cache/pip
           key: ${{ runner.os }}
 
-      - name: Checkout repo
-        uses: actions/checkout@v2
+      - uses: actions/checkout@v4
         with:
           fetch-depth: 3
       - name: Fetch tags
         run: git fetch --depth=1 origin +refs/tags/*:refs/tags/*
 
-      - name: Install dependencies
-        run: |
-          pip install -U pip setuptools wheel
-          pip install -U -e .[doc,test]
+      - run: pip install -U pip setuptools wheel
+      - run: pip install -U -e .[doc,test]
 
-      - name: Build docs
-        run: time catchsegv doc/build.sh
+      - run: time doc/build.sh
 
-      - name: Deploy docs
+      - run: .github/deploy-gh-pages.sh
         env:
           GH_PASSWORD: ${{ secrets.GITHUB_TOKEN }}
-        run: .github/deploy-gh-pages.sh

.gitignore

@@ -13,6 +13,7 @@ dist/*
 htmlcov/*
 
 doc/build/*
+build/*
 
 .idea/*
 .vscode/

CHANGELOG.md

@@ -5,7 +5,30 @@ These were the major changes contributing to each release:
 
 ### 0.x.x
 
-* new param on "run()" to manage if trades should be close at end, or not. (#273)
+
+### 0.5.0
+(2025-01-21)
+
+* Enhancements:
+  * New `Backtest.optimize(method="sambo")`;
+    uses [SAMBO](https://sambo-optimization.github.io):
+    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

CONTRIBUTING.md

@@ -9,8 +9,8 @@ have been fixed already.
 
 To have your issue dealt with promptly, it's best to construct a
 [minimal working example] that exposes the issue in a clear and
-reproducible manner. Make sure to understand
-[how to report bugs effectively][bugs] and how to
+reproducible manner. Review [how to report bugs effectively][bugs]
+and, particularly, how to
 [craft useful bug reports][bugs2] in Python.
 
 In case of bugs, please submit full tracebacks
@@ -23,7 +23,7 @@ Many thanks from the maintainers!
 [minimal working example]: https://en.wikipedia.org/wiki/Minimal_working_example
 [bugs]: https://www.chiark.greenend.org.uk/~sgtatham/bugs.html
 [bugs2]: https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports
-[fenced code blocks]: https://www.markdownguide.org/extended-syntax/#fenced-code-blocks
+[fenced code blocks]: https://www.markdownguide.org/extended-syntax/#syntax-highlighting
 
 
 Installation
@@ -33,7 +33,7 @@ first [fork the project]. Then:
 
     git clone git@github.com:YOUR_USERNAME/backtesting.py
     cd backtesting.py
-    pip3 install -e '.[doc,test,dev]'
+    pip install -e '.[doc,test,dev]'
 
 [fork the project]: https://help.github.com/articles/fork-a-repo/
 

README.md

@@ -62,6 +62,7 @@ Return [%]                             589.35
 Buy & Hold Return [%]                  703.46
 Return (Ann.) [%]                       25.42
 Volatility (Ann.) [%]                   38.43
+CAGR [%]                                16.80
 Sharpe Ratio                             0.66
 Sortino Ratio                            1.30
 Calmar Ratio                             0.77

backtesting/__init__.py

@@ -1,6 +1,6 @@
 """
 
-![xkcd.com/1570](https://imgs.xkcd.com/comics/engineer_syllogism.png)
+![xkcd.com/1570](https://imgs.xkcd.com/comics/engineer_syllogism.png){: height=263}
 
 ## Manuals