CI: Update docs for 0.6.2 (cf596b4)

Author: github-actions[bot]

doc/backtesting/backtesting.html

@@ -132,6 +132,10 @@ <h2 class="section-title" id="header-classes">Classes</h2>
 <p>If <code>finalize_trades</code> is <code>True</code>, the trades that are still
 <a href="https://kernc.github.io/backtesting.py/doc/backtesting/backtesting.html#backtesting.backtesting.Strategy.trades">active and ongoing</a> at the end of the backtest will be closed on
 the last bar and will contribute to the computed backtest statistics.</p></div>
+<h3>Subclasses</h3>
+<ul class="hlist">
+<li><a title="backtesting.lib.FractionalBacktest" href="lib.html#backtesting.lib.FractionalBacktest">FractionalBacktest</a></li>
+</ul>
 <h3>Methods</h3>
 <dl>
 <dt id="backtesting.backtesting.Backtest.optimize"><code class="name flex">
@@ -778,7 +782,7 @@ <h4><code><a title="backtesting.backtesting.Trade" href="#backtesting.backtestin
 </main>
 <footer id="footer">
 <p>
-<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.6.1</a>
+<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.6.2</a>
 <span style="color:#ddd">&#21328;</span>
 </p>
 <script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/9.12.0/highlight.min.js"></script>

doc/backtesting/index.html

@@ -64,14 +64,19 @@ <h2 id="tutorials">Tutorials</h2>
 <a href="https://mybinder.org/v2/gh/kernc/backtesting.py/master?urlpath=lab%2Ftree%2Fdoc%2Fexamples%2FQuick%20Start%20User%20Guide.ipynb"><img alt="Binder" src="https://mybinder.org/badge_logo.svg"></a>
 <a href="https://colab.research.google.com/github/kernc/backtesting.py/"><img alt="Google Colab" src="https://colab.research.google.com/assets/colab-badge.png"></a>
 <br>In Colab, you might have to <code>!pip install backtesting</code>.</p>
+<h2 id="video-tutorials">Video Tutorials</h2>
+<ul>
+<li>Some <a href="https://github.com/kernc/backtesting.py/discussions/677"><strong>coverage on YouTube</strong></a>.</li>
+<li><a href="https://www.youtube.com/?q=%22backtesting.py%22">YouTube search</a></li>
+</ul>
 <h2 id="example-strategies">Example Strategies</h2>
 <ul>
 <li>(contributions welcome)</li>
 </ul>
 <div class="admonition tip">
 <p class="admonition-title">Tip</p>
 <p>For an overview of recent changes, see
-<a href="https://github.com/kernc/backtesting.py/blob/master/CHANGELOG.md">What's New</a>.</p>
+<a href="https://github.com/kernc/backtesting.py/blob/master/CHANGELOG.md">What's New, i.e. the <strong>Change Log</strong></a>.</p>
 </div>
 <h2 id="faq">FAQ</h2>
 <p>Some answers to frequent and popular questions can be found on the
@@ -127,6 +132,7 @@ <h2 class="section-title" id="header-submodules">Sub-modules</h2>
 <ul>
 <li><a href="#manuals">Manuals</a></li>
 <li><a href="#tutorials">Tutorials</a></li>
+<li><a href="#video-tutorials">Video Tutorials</a></li>
 <li><a href="#example-strategies">Example Strategies</a></li>
 <li><a href="#faq">FAQ</a></li>
 <li><a href="#license">License</a></li>
@@ -146,7 +152,7 @@ <h2 class="section-title" id="header-submodules">Sub-modules</h2>
 </main>
 <footer id="footer">
 <p>
-<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.6.1</a>
+<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.6.2</a>
 <span style="color:#ddd">&#21328;</span>
 </p>
 <script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/9.12.0/highlight.min.js"></script>

doc/backtesting/lib.html

@@ -245,6 +245,92 @@ <h2 class="section-title" id="header-functions">Functions</h2>
 <section>
 <h2 class="section-title" id="header-classes">Classes</h2>
 <dl>
+<dt id="backtesting.lib.FractionalBacktest"><code class="flex name class">
+<span>class <span class="ident">FractionalBacktest</span></span>
+<span>(</span><span>data, *args, satoshi=100000000, **kwargs)</span>
+</code></dt>
+<dd>
+<div class="desc"><p>A <code>backtesting.Backtest</code> that supports fractional share trading
+by simple composition. It applies roughly the transformation:</p>
+<pre><code>df = (df / satoshi).assign(Volume=df.Volume * satoshi)
+</code></pre>
+<p>as unchallenged in <a href="https://github.com/kernc/backtesting.py/issues/134">this FAQ entry on GitHub</a>,
+then passes <code>data</code>, <code>args*</code>, and <code>**kwargs</code> to its super.</p>
+<p>Parameter <code>satoshi</code> tells the amount of scaling to do. E.g. for
+μBTC trading, pass <code>satoshi=1e6</code>.</p>
+<p>Initialize a backtest. Requires data and a strategy to test.</p>
+<p><code>data</code> is a <code>pd.DataFrame</code> with columns:
+<code>Open</code>, <code>High</code>, <code>Low</code>, <code>Close</code>, and (optionally) <code>Volume</code>.
+If any columns are missing, set them to what you have available,
+e.g.</p>
+<pre><code>df['Open'] = df['High'] = df['Low'] = df['Close']
+</code></pre>
+<p>The passed data frame can contain additional columns that
+can be used by the strategy (e.g. sentiment info).
+DataFrame index can be either a datetime index (timestamps)
+or a monotonic range index (i.e. a sequence of periods).</p>
+<p><code>strategy</code> is a <code><a title="backtesting.backtesting.Strategy" href="backtesting.html#backtesting.backtesting.Strategy">Strategy</a></code>
+<em>subclass</em> (not an instance).</p>
+<p><code>cash</code> is the initial cash to start with.</p>
+<p><code>spread</code> is the the constant bid-ask spread rate (relative to the price).
+E.g. set it to <code>0.0002</code> for commission-less forex
+trading where the average spread is roughly 0.2‰ of the asking price.</p>
+<p><code>commission</code> is the commission rate. E.g. if your broker's commission
+is 1% of order value, set commission to <code>0.01</code>.
+The commission is applied twice: at trade entry and at trade exit.
+Besides one single floating value, <code>commission</code> can also be a tuple of floating
+values <code>(fixed, relative)</code>. E.g. set it to <code>(100, .01)</code>
+if your broker charges minimum $100 + 1%.
+Additionally, <code>commission</code> can be a callable
+<code>func(order_size: int, price: float) -&gt; float</code>
+(note, order size is negative for short orders),
+which can be used to model more complex commission structures.
+Negative commission values are interpreted as market-maker's rebates.</p>
+<div class="admonition note">
+<p class="admonition-title">Note</p>
+<p>Before v0.4.0, the commission was only applied once, like <code>spread</code> is now.
+If you want to keep the old behavior, simply set <code>spread</code> instead.</p>
+</div>
+<div class="admonition note">
+<p class="admonition-title">Note</p>
+<p>With nonzero <code>commission</code>, long and short orders will be placed
+at an adjusted price that is slightly higher or lower (respectively)
+than the current price. See e.g.
+<a href="https://github.com/kernc/backtesting.py/issues/153">#153</a>,
+<a href="https://github.com/kernc/backtesting.py/issues/538">#538</a>,
+<a href="https://github.com/kernc/backtesting.py/issues/633">#633</a>.</p>
+</div>
+<p><code>margin</code> is the required margin (ratio) of a leveraged account.
+No difference is made between initial and maintenance margins.
+To run the backtest using e.g. 50:1 leverge that your broker allows,
+set margin to <code>0.02</code> (1 / leverage).</p>
+<p>If <code>trade_on_close</code> is <code>True</code>, market orders will be filled
+with respect to the current bar's closing price instead of the
+next bar's open.</p>
+<p>If <code>hedging</code> is <code>True</code>, allow trades in both directions simultaneously.
+If <code>False</code>, the opposite-facing orders first close existing trades in
+a <a href="https://www.investopedia.com/terms/n/nfa-compliance-rule-2-43b.asp">FIFO</a> manner.</p>
+<p>If <code>exclusive_orders</code> is <code>True</code>, each new order auto-closes the previous
+trade/position, making at most a single trade (long or short) in effect
+at each time.</p>
+<p>If <code>finalize_trades</code> is <code>True</code>, the trades that are still
+<a href="https://kernc.github.io/backtesting.py/doc/backtesting/backtesting.html#backtesting.backtesting.Strategy.trades">active and ongoing</a> at the end of the backtest will be closed on
+the last bar and will contribute to the computed backtest statistics.</p></div>
+<h3>Ancestors</h3>
+<ul class="hlist">
+<li><a title="backtesting.backtesting.Backtest" href="backtesting.html#backtesting.backtesting.Backtest">Backtest</a></li>
+</ul>
+<h3>Inherited members</h3>
+<ul class="hlist">
+<li><code><b><a title="backtesting.backtesting.Backtest" href="backtesting.html#backtesting.backtesting.Backtest">Backtest</a></b></code>:
+<ul class="hlist">
+<li><code><a title="backtesting.backtesting.Backtest.optimize" href="backtesting.html#backtesting.backtesting.Backtest.optimize">optimize</a></code></li>
+<li><code><a title="backtesting.backtesting.Backtest.plot" href="backtesting.html#backtesting.backtesting.Backtest.plot">plot</a></code></li>
+<li><code><a title="backtesting.backtesting.Backtest.run" href="backtesting.html#backtesting.backtesting.Backtest.run">run</a></code></li>
+</ul>
+</li>
+</ul>
+</dd>
 <dt id="backtesting.lib.SignalStrategy"><code class="flex name class">
 <span>class <span class="ident">SignalStrategy</span></span>
 </code></dt>
@@ -396,6 +482,9 @@ <h3>Inherited members</h3>
 <li><h3><a href="#header-classes">Classes</a></h3>
 <ul>
 <li>
+<h4><code><a title="backtesting.lib.FractionalBacktest" href="#backtesting.lib.FractionalBacktest">FractionalBacktest</a></code></h4>
+</li>
+<li>
 <h4><code><a title="backtesting.lib.SignalStrategy" href="#backtesting.lib.SignalStrategy">SignalStrategy</a></code></h4>
 <ul class="">
 <li><code><a title="backtesting.lib.SignalStrategy.set_signal" href="#backtesting.lib.SignalStrategy.set_signal">set_signal</a></code></li>
@@ -415,7 +504,7 @@ <h4><code><a title="backtesting.lib.TrailingStrategy" href="#backtesting.lib.Tra
 </main>
 <footer id="footer">
 <p>
-<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.6.1</a>
+<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.6.2</a>
 <span style="color:#ddd">&#21328;</span>
 </p>
 <script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/9.12.0/highlight.min.js"></script>

doc/backtesting/test/index.html

@@ -53,6 +53,10 @@ <h1 class="title">Module <code>backtesting.test</code></h1>
 <section>
 <h2 class="section-title" id="header-variables">Global variables</h2>
 <dl>
+<dt id="backtesting.test.BTCUSD"><code class="name">var <span class="ident">BTCUSD</span></code></dt>
+<dd>
+<div class="desc"><p>DataFrame of monthly BTC/USD histrical index data from 2012 through 2024 (12 years).</p></div>
+</dd>
 <dt id="backtesting.test.EURUSD"><code class="name">var <span class="ident">EURUSD</span></code></dt>
 <dd>
 <div class="desc"><p>DataFrame of hourly EUR/USD forex data from April 2017 to February 2018.</p></div>
@@ -98,6 +102,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
 </li>
 <li><h3><a href="#header-variables">Global variables</a></h3>
 <ul class="">
+<li><code><a title="backtesting.test.BTCUSD" href="#backtesting.test.BTCUSD">BTCUSD</a></code></li>
 <li><code><a title="backtesting.test.EURUSD" href="#backtesting.test.EURUSD">EURUSD</a></code></li>
 <li><code><a title="backtesting.test.GOOG" href="#backtesting.test.GOOG">GOOG</a></code></li>
 </ul>
@@ -112,7 +117,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
 </main>
 <footer id="footer">
 <p>
-<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.6.1</a>
+<a href="https://kernc.github.io/backtesting.py/"><cite>backtesting</cite> 0.6.2</a>
 <span style="color:#ddd">&#21328;</span>
 </p>
 <script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/9.12.0/highlight.min.js"></script>

doc/examples/Multiple Time Frames.html

@@ -6,8 +6,8 @@ https://kernc.github.io/backtesting.py/doc/backtesting/lib.html
 https://kernc.github.io/backtesting.py/doc/backtesting/test/
 https://kernc.github.io/backtesting.py/doc/examples/Multiple Time Frames.html
 https://kernc.github.io/backtesting.py/doc/examples/Parameter Heatmap & Optimization.html
-https://kernc.github.io/backtesting.py/doc/examples/Parameter Heatmap.html
 https://kernc.github.io/backtesting.py/doc/examples/Quick Start User Guide.html
 https://kernc.github.io/backtesting.py/doc/examples/Strategies Library.html
 https://kernc.github.io/backtesting.py/doc/examples/Trading with Machine Learning.html
 https://kernc.github.io/backtesting.py/example.html
+https://kernc.github.io/backtesting.py/plx.gif.html