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Build # 6215439362

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push

github

Committed by enzbus

Commit Message

version 0.4.10

This revision contains various bug fixes, new better __repr__ (which is called when the user prints) and plot methods of BacktestResult, now both shown in the documentation in the Hello World Example page. Also, we include a first implementation of MarketSimulator.optimize_hyperparameters, which takes a policy defined with symbolic hyperparameters and optimizes their values for a user-specified back-test objective (by default Sharpe ratio). This is done very naïvely by simple greedy grid search of the hyper-parameter values.

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