Various improvements around dividend handling#433
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szotsaki wants to merge 6 commits intoenzoampil:masterfrom
Open
Various improvements around dividend handling#433szotsaki wants to merge 6 commits intoenzoampil:masterfrom
szotsaki wants to merge 6 commits intoenzoampil:masterfrom
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It's not supported and causes various issues like: pandas.errors.MergeError: Not allowed to merge between different levels. (2 levels on the left, 1 on the right)
The master DF doesn't contain TZ information either but its presence in dividends DF prevents the two being merged together. Error: ValueError: You are trying to merge on datetime64[ns] and datetime64[ns, America/New_York] columns for key 'Date'. If you wish to proceed you should use pd.concat
"self.datadiv" is a list of dividends for each tick. Adding the whole list of dividends on each processing step is erroneous and also causes various other issues. Error in backtrader/analyzers/drawdown.py", line 93, in notify_fund: ValueError: The truth value of an array with more than one element is ambiguous. Use a.any() or a.all()
Instead of retrying with other exchanges (where the list seems arbitrary).
Previously, only the first transaction was protected by a stop-loss or trailing stop-loss. It also didn't allow for parallel (trailing) stop orders.
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There are various issues when fastquant is used with current Yahoo Finance source (try with S&P500:
^GSPC). I aimed to fix them with these commits.