Conversation
- Add ScalingRule model for scale-in/scale-out signal generation - Add TradingCost model with market-level defaults and symbol-level overrides - Rename OrderMetadata -> TradeAllocation with stored prices/fees/net_gain - Add unified _allocate_sell_to_trade() method in TradeService - Fix cancellation reversal fee mismatch and Path 2 fee inclusion bugs - Add backtest HTML report templates - Optimize test_event_vs_vector_backtest and test_readme_example tests - Update README with RSIEMACrossoverStrategy, ScalingRule, and StopLossRule - Update strategies documentation
- Replace Float columns with SqliteDecimal (TEXT-backed) across all models for correct precision with large exchange numbers - Fix slippage: execute_order now copies actual execution price from exchange - Fix BUY cancel/expire/reject/fail: restore EUR size (not asset units) to trading symbol position - Fix check_pending_orders crash when exchange returns None for an order - Fix missing buy order amount-change reconciliation during sync - Deduplicate cancel/expire/reject/fail into shared helpers - Add order_price to OrderExecutorTest stub, return_none_for_order to PortfolioProviderTest stub - Add 21 tests: numeric precision, startup sync, and all 5 sync fixes - Replace deprecated window_size with warmup_window in test_eventloop
…ecision fix: sqlite decimal precision + portfolio sync bug fixes
…test report - Add ORDERS and POSITIONS data to run_data in BacktestReport - Add sortable tables for trades, orders, and positions per strategy - Add Trade & Order Timeline scatter chart (Chart.js) with buy/sell markers - Fix single-mode strategy pages (were dead code due to ID mismatch) - Fix NAType serialization in best_year/worst_year metrics - Unify strategy page rendering for both single and multi mode
- Add Performance/Trading tab bar on individual strategy pages - Move trades, orders, positions tables and timeline scatter to Trading tab - Add pagination with page size selector (10/25/50/100), prev/next, page numbers - Sort state and page position preserved across re-renders - Scatter chart renders on-demand when Trading tab is opened (Chart.js sizing)
- Trades table: add Fees column (total_fees) - Orders table: add Fee and Fee Rate columns (order_fee, order_fee_rate)
- Add slippage column to domain Order model (init, to_dict, from_dict) - Add slippage column to SQLOrder infrastructure model (SqliteDecimal) - Compute and store slippage in backtest_trade_order_evaluator (BUY/SELL) - Compute and store slippage in vector_backtest_service (all 4 Order sites) - Serialize slippage to backtest report JSON - Add Slippage column to orders table in dashboard JS
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Release v8.0.0
Highlights
Changes