We are pleased to announce a new minor version of our open source backtesting framework QSTrader to version 0.2.6

What's Changed?

The full list of changes can be viewed in either the CHANGELOG file or in the github releases page.

The main features from our latest releases are the addition of support for Python 3.9, 3.10, 3.11 and 3.12. We have also dropped support for Python 3.7 and 3.8 and updated our the package dependencies accordingly.

In response to recent issues raised on our github page we have fixed the TimeStamp ValueError. This was caused by an update to the Pandas API. We have modified all methods in the QSTrader code base affected by these changes.

We have also added functionality to our TearsheetStatistic class to allow tearsheet output to be saved to a separate file. In addition, we have removed some superfluous methods from the broker abstract base class.

What's next?

Our immediate goals are to continue to 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 support@quantstart.com.