We're pleased to announce a new minor version update for our open source backtesting software QSTrader to v0.1.1.
The full list of changes can be found within the CHANGELOG.md file.
The main feature of this release is the removal of the need to specify an environment variable
QSTRADER_CSV_DATA_DIR to point QSTrader towards CSV data files, which was causing some installation difficulties in certain cases.
While it is common practice to set envvars on Unix-based systems it is less common on Windows. Hence we have decided to alter the current behaviour to search the same directory as the Python backtesting script itself if this envvar has not been explicitly set.
We have modified the quickstart instructions accordingly. The 60/40 equities/bonds backtest example provided within the GitHub README should now be more straightforward to run on Windows, with an Anaconda 3.7 installation.
In addition to the above we have also added some more unit tests for some modules. This brings our current test coverage to 62%. Our aim is to continue improving coverage with every release.
We have also tidied up our development shields on the README to provide more clarity into QSTrader's compatibility and stability. In particular QSTrader is now tested against Python 3.5, 3.6, 3.7 and 3.8 on every release via TravisCI.
Our immediate goals are to continue to develop some more in-depth documentation, increase test coverage, fix any bugs found by the community and move towards even more realistic equities backtesting simulation.
As always, if you have any questions about QSTrader please feel free to email us at firstname.lastname@example.org.