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Changelog

All notable changes to PyEventBT will be documented in this file.

[0.0.9] - 2026-04-16

Bug Fixes

  • Deduplicate tradeable_symbol_list in both CSV and MT5 live data connectors to prevent a symbol's data generator from advancing multiple times per cycle. When a symbol appeared more than once in the list, its generator was called N times per update_bars() cycle, causing that symbol to process bars at Nx speed and desynchronize from other symbols. A warning is now logged when duplicates are removed.

[0.0.8] - 2026-04-14

Bug Fixes

  • Fixed position sizing rounding in MT5RiskPctSizing to always round down to the nearest volume step, ensuring the actual risk never exceeds the configured risk percentage. Previously used Python's round() (banker's rounding), which could round up and overshoot the intended risk.

[0.0.7] - 2026-04-10

This release focuses on correctness of the backtesting simulator, particularly for multi-symbol strategies. It also includes several quality-of-life fixes around state management and error reporting.

Highlights

Multi-symbol equity calculation

The simulator now computes equity by summing floating PnL across all open positions, regardless of which symbol's bar is being processed. Previously, equity only reflected the PnL of the current bar's symbol, which caused incorrect free margin, margin call checks, and historical equity curves when trading multiple symbols simultaneously. This aligns the simulator with how the MT5 platform calculates equity in live trading.

SharedData reset between backtests

Running sequential backtests (e.g. in optimization loops) could leak simulator state between runs — symbol visibility flags, error codes, and account info from a previous backtest would carry over. SharedData is now reset to clean defaults at the start of each backtest call.

Features

  • Added CHANGELOG.md with automated GitHub release notes extraction on each release.

Bug Fixes

  • Fixed multi-symbol equity calculation in backtesting simulator to account for floating PnL across all open positions, matching live MT5 behavior.
  • Replaced mutable default arguments in Strategy method signatures (custom_signal_engine, configure_predefined_signal_engine, backtest, run_live) with None defaults.
  • Consolidated FX symbol list into a single ALL_FX_SYMBOLS constant in utils.py, replacing 4 duplicated tuples. Added missing USDMXN and EURMXN pairs to the connector and sizing engine, which previously applied incorrect CFD margin/commission formulas for those pairs.
  • Fixed logger name in utils.py from "PyEventBT" to "pyeventbt" so log messages from utility functions are captured by the framework's logger handlers.
  • Replaced bare IndexError in currency conversion lookups with a descriptive ValueError indicating the unsupported currency pair.
  • Added SharedData reset at the start of each backtest to prevent simulator state from leaking between sequential backtest runs.

Full Changelog: v0.0.6...v0.0.7

[0.0.6] - 2025-12-17

Adds three new technical indicators contributed by @kevin-bruton, along with fixes to the example strategies.

Features

  • Added TRIX, DeMarker and RVI indicators (@kevin-bruton)
  • Updated README examples (@kevin-bruton)

Bug Fixes

  • Fixed strategy_id in Quantdle MA crossover example (@kevin-bruton)
  • Fixed example strategies (@kevin-bruton)

Full Changelog: v0.0.5...v0.0.6

[0.0.5] - 2025-12-07

Adds backtest result export and improves sizing precision.

Features

  • Added CSV export for backtest results
  • Pointed homepage to dedicated website (pyeventbt.com)

Bug Fixes

  • Ensured precision in MT5 sizing calculations
  • Fixed README example syntax

Full Changelog: v0.0.4...v0.0.5

[0.0.4] - 2025-12-06

Bug Fixes

  • Handled MT5 import errors gracefully for non-Windows platforms

Full Changelog: v0.0.3...v0.0.4

[0.0.3] - 2025-12-06

Features

  • Added CLI application with info command
  • Read version from package metadata

Full Changelog: v0.0.2...v0.0.3

[0.0.2] - 2025-12-06

Initial full framework release with all core modules: event-driven backtesting and live trading engine, MT5 simulator wrapper and broker connectors, data provider with CSV backtesting and MT5 live data support, signal/sizing/risk engine services, portfolio and position management, trade archiver, technical indicators (ATR, SMA, EMA, KAMA), hook and schedule services, and the Strategy class with decorator-based API. Includes example strategies for MA crossover, Bollinger Bands breakout, and Quantdle MA crossover.

Full Changelog: v0.0.1...v0.0.2

[0.0.1] - 2025-10-08

Initial project structure, CI workflow, and Poetry configuration.

Changelog Format

The format is based on Keep a Changelog.