feat: update version to 0.2.1 and add rolling min/max indicators (#6)
* feat: add session tracking and multi-leg spread backtesting Add SessionTracker for trading session management: - Market hours detection (pre-open, trading, squareoff, post-close) - Session boundary tracking with configurable timezone - Squareoff time support for intraday strategies - Session high/low/open price tracking Add SpreadBacktest for multi-leg options strategies: - Support for straddles, strangles, vertical spreads, iron condors - Coordinated entry/exit across all legs - Net premium P&L calculation with max loss/target profit exits - Helper functions for common spread configurations Extend StreamingMetrics for backtest integration: - Add equity and drawdown tracking (update_equity, current_drawdown_pct) - Add trade recording (record_trade, record_fees) - Add finalize() method to produce BacktestMetrics - Add with_initial_capital() constructor Bump version to 0.2.0. * chore: bump up version to 0.2.0 * feat: update version to 0.2.1 and add rolling min/max indicators * fix: formatting
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@@ -37,7 +37,7 @@ from raptorbt._raptorbt import (
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supertrend,
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)
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__version__ = "0.1.0"
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__version__ = "0.2.1"
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__all__ = [
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# Config classes
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