v1.2.0

What's Changed

• CorporateActions: new algo to model dividends and splits by @danilogalisteu in #382
• Add non linear cost models by @LRAbbade in #511

New Contributors

• @LRAbbade made their first contribution in #511

Full Changelog: v1.1.5...v1.2.0

v1.1.5

What's Changed

• Drop Python 3.9, add Python 3.14 by @timkpaine in #505
• unpin cibuildwheel by @timkpaine in #508
• Fix progress_bar parameter not disabling progress bar by @Bortlesboat in #507

Full Changelog: v1.1.4...v1.1.5

v1.1.4

What's Changed

• Deal with floating point error in tests by @timkpaine in #500
• Fix FutureWarning from DataFrame.std with axis=None in WeighInvVol by @Bortlesboat in #503

Full Changelog: v1.1.3...v1.1.4

v1.1.3

What's Changed

• Adding a margin algorithm. Can be used to simulate brokerage margin account by @tamccall in #484
• Allowing clients to disable the progress bar on run by @tamccall in #486
• Fix/futurewarn bool dtype by @jonahsheep in #492
• Support pandas 3, add regression testing for pandas 1 and 2 by @timkpaine in #497

New Contributors

• @tamccall made their first contribution in #484
• @jonahsheep made their first contribution in #492

Full Changelog: v1.1.2...v1.1.3

v1.1.2

What's Changed

• Drop python 3.8 by @timkpaine in #472
• Bump to 1.1.2 for Python 3.13 wheels by @timkpaine in #476

Full Changelog: v1.1.1...v1.1.2

v1.1.1

What's Changed

• Added instructions for contributors (local development) by @danilogalisteu in #457
• Bump ffn to 1.1.2, fixes #466 by @timkpaine in #468
• Bump ffn to 1.1.2 in runtime deps too by @timkpaine in #469

Full Changelog: v1.1.0...v1.1.1

v1.1.0

What's Changed

• switch base test environment to 3.11, bump minimum cython version to account for 3.11 changes, use cibuildwheel for wheel creation by @timkpaine in #392
• Update ruff usage, enforce format, update workflows by @timkpaine in #445
• Introduce an optional lag parameter in SetStat by @lnzed in #403
• positions should not mix NaN and 0s by @mkeds in #218
• Removes chained indexing. by @quant12345 in #449
• To access a value by position, use ser.iloc[pos] by @quant12345 in #448

New Contributors

• @lnzed made their first contribution in #403
• @quant12345 made their first contribution in #449

Full Changelog: v1.0.1...v1.1.0

v1.0.1

What's Changed

• Add progress bars to backtest.py by @nathanramoscfa in #423
• add relative tolerance to allocate outlay check by @0xEljh in #430
• Fix bug which positions access did not trigger updating by @zero-element in #438
• add numpy/pandas version tests by @timkpaine in #442

New Contributors

• @nathanramoscfa made their first contribution in #423
• @0xEljh made their first contribution in #430
• @zero-element made their first contribution in #438

Full Changelog: v1.0.0...v1.0.1

v1.0.0

Now that the library is quite stable, moving to version 1.0.0 for full semver utilization.

What's Changed

• Docupdate by @ptomecek in #296
• changes to pages/deploy by @timkpaine in #297
• fix new black lint error by @timkpaine in #308
• Fix random benchmarking by @dulacp in #289
• small code change by @jeamick in #303
• Fix RebalanceOvertime if condition by @dulacp in #290
• Allow different target volatilities for each asset by @danilogalisteu in #306
• fix lint problem by @timkpaine in #349
• Reduce build CI, drop Python3.6 by @timkpaine in #348
• Fix "Position and transaction data is wrong if the same security is used in multiple sub-strategies" by @MDDietz1 in #347
• Remove extra build stage by @timkpaine in #359
• Update GitHub actions by @timkpaine in #362
• Fixed strategies considering all tickers as universe when only strategy children are specified, and strategy use a subset of tickers by @AlbertoParravicini in #302
• Update documentation, fix pandas bug, move to pytest by @timkpaine in #370
• Prevent security_weights from overwriting values history by @timkpaine in #383
• restore missing images to docs, fixes #389 by @timkpaine in #391
• Fixing easy install typo by @RoryGlenn in #411
• bump minimum supported ffn to 0.3.7 by @timkpaine in #413
• Fix "Momentum lag results in IndexError" by @brrrak in #407
• Uplift packaging for 2023, move to ruff, rework ci scripts by @timkpaine in #426
• bump minimum python to 3.7 by @timkpaine in #427

New Contributors

• @dulacp made their first contribution in #289
• @jeamick made their first contribution in #303
• @danilogalisteu made their first contribution in #306
• @MDDietz1 made their first contribution in #347
• @AlbertoParravicini made their first contribution in #302
• @dependabot made their first contribution in #372
• @RoryGlenn made their first contribution in #411
• @brrrak made their first contribution in #407

Full Changelog: v0.2.9...v1.0.0

v0.2.9

This is a very minor release which bundles LICENSE.txt in order to build bt for conda-forge.