Skip to content
All library documents

QSTrader 0.3.0 Backtesting Updates and Compatibility Notes

Article QuantStart
Read the original

Summary

This release note describes updates to the QSTrader backtesting framework. The release adds compatibility support for a newer NumPy version and recommends installing the package in an isolated environment. It also identifies the preceding release as the last one compatible with a specified older NumPy range.

Several fixes affect simulation behavior: the execution handler now creates an order after a one-time submission, buy-and-hold rebalancing moves a weekend rebalance date to the next business day, and target allocations can be generated when a strategy uses a burn-in period. These changes address order handling, calendar timing, and date-type consistency. The note describes software changes rather than demonstrating trading performance or validating a backtest against live execution; its stated future priorities include broader test coverage and more realistic equity simulation.

Key ideas

  • The release updates compatibility with a newer numerical computing library and recommends environment isolation.
  • An execution-handler fix supports order creation after a single submission.
  • Weekend rebalance dates are shifted to the next business day in the buy-and-hold method.
  • A date conversion fix restores target allocation generation for strategies with burn-in periods.
  • The release note documents software behavior changes, not evidence of strategy performance.

Tags

BacktestingExecutionEquities

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.