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v8.7.3

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@MDUYN MDUYN released this 07 May 13:05
· 18 commits to main since this release
v8.7.3
ddc309d

Highlights

Documentation, deployment hardening, security and CLI scaffolding follow-up to v8.7.2.

Docs

  • New Getting Started/metrics.md reference page covering both per-run BacktestMetrics and cross-window BacktestSummaryMetrics, grouped by domain (returns, risk-adjusted, drawdown, per-trade, win/loss, exposure, multi-window robustness)
  • Backtest.get_backtest_summary() getter added for symmetry with the other run/metrics getters
  • README feature bullets now deep-link to the relevant docs pages
  • application-setup.md: formatted folder tree, fixed notebook table, rewrote the example with the declarative generate_buy_signals / generate_sell_signals API
  • backtest-reports.md rewritten to recommend recalculate_backtests_in_directory (memory-safe streaming) as the canonical entry point

Deprecations

  • recalculate_backtests(List[Backtest]) is now deprecated (DeprecationWarning) and will be removed in a future major release. Holding many backtests in the parent process is memory-unsafe (each Backtest carries portfolio snapshots, trades and timeseries — thousands easily consume tens of GB before any work starts). Use recalculate_backtests_in_directory(src_dir, ...) instead, which streams from disk inside worker processes and keeps parent memory flat.

CLI

  • init now scaffolds the recommended project layout (data/, backtest_results/, reports/, resources/, notebooks, .gitkeep markers)
  • All variant templates (default, default-web, aws-lambda, azure-function) rewritten for the current declarative TradingStrategy API
  • Azure variant correctly emits function_app.py (Azure Functions Python v2 model)
  • Test suite aligned with the current generated layout (strategies/my_strategy.py, root data_providers.py)

Azure Function deployment

  • deploy_to_azure_function polls for app readiness instead of time.sleep(60)
  • Pushes app settings (SCM_DO_BUILD_DURING_DEPLOYMENT, ENABLE_ORYX_BUILD) before publish
  • Adds --build remote --python to func azure functionapp publish (mandatory for native wheels on Linux Consumption)
  • Bumped runtime 3.10 → 3.11
  • Fixed CORS process await bug; CORS errors downgraded to warnings
  • host.json no longer hides Request traces; explicit Information log level for the framework logger
  • Prints az webapp log tail command at end

Security

  • npm overrides block in docusaurus/package.json pinning serialize-javascript ^7.0.5 and postcss ^8.5.10
  • Closes 3 open Dependabot alerts (1 high, 2 moderate)
  • npm audit reports 0 vulnerabilities

Full changelog: v8.7.2...v8.7.3

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