Update dependency backtesting to v0.6.6

[renovate]

This PR contains the following updates:

Package	Change	Age	Confidence
backtesting (source)	==0.3.3 → ==0.6.6

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Release Notes

kernc/backtesting.py (backtesting)

v0.6.6

Compare Source

(2026-07-22)

• Bug fixes:
  • Fix read-only array error in FractionalBacktest with Pandas 3.0
  • Fix CAGR and annualized return calculations (#​1346)
  • Preserve stop-loss value in stats._trades when SL is gapped through (#​1369)
  • Fix inactive filterwarnings filter in FractionalBacktest
  • Fix "Indicators must return ... same length as data" ValueError in some edge cases
  • Fix MultiBacktest error with some runs making no trades (#​1366)
• Perfomance improvements:
  • Keep multiprocessing start method "fork" on GNU/Linux
  • Vectorize trade resampling in plot() for ~9x speedup (#​1350)
    (Note, one always needs to account for Amdahl's law.)
  • Speed Enhancements by influencer Chad Thackray 🤘 (#​1330)
• Minor enhancement:
  • Format NaN fields as "--" in stats series
• Various other small fixes and documentation improvements.

v0.6.5

Compare Source

(2025-07-30)

• Include 'Commission' column in stats._trades DataFrame (#​1277), thanks to Abhirath Mahipal.
• Bugfixes:
  • Fix computing commissions when specified with relative amount.
  • Fix sometimes cleared SL value in stats._trades data frame
  • Ensure order size is integer to avoid weird rounding errors.
  • Account for commissions in Trade.pl and Trade.pl_pct (#​1279), thanks to Abhirath Mahipal.
  • functools.partial objects do not always have a module attr in Python 3.9
• Plotting:
  • Return long/short triangles to P&L section!
  • Do plot plot=False, overlay=True indicators, but muted.

v0.6.4

Compare Source

(2025-03-30)

• Bug fixes:
  • Fix optimization hanging on MS Windows under some conditions,
    primarily missing a if __name__ == '__main__' guard.
  • Restore original scale in FractionalBacktest plot (#​1247)
  • Fix "'CAGR [%]' must match a key in pd.Series result of bt.run()" error
  • Fix grid optimization on data with timezone-aware datetime index

v0.6.3

Compare Source

(2025-03-11)

• Enhancements:
  • backtesting.lib.TrailingStrategy supports setting trailing stop-loss by percentage.
  • backtesting.lib.MultiBacktest
    multi-dataset backtesting wrapper.
  • Backtest.run() wrapped in tqdm()
  • Rename parameter lib.FractionalBacktest(fractional_unit=).
  • Add market alpha & market beta stats (#​1221)
• Plot improvements:
  • Plot trade duration lines in the P&L plot section.
  • Simplify PL section, use circular markers.
  • Only plot trades when some trades are present.
  • Set fig.yaxis.ticker.desired_num_ticks=3 for indicator subplots.
  • Single legend item for indicators with singular/default names.
  • Make "OHLC" itself a togglable legend item.
  • Add xwheel_pan tool, conditioned on activation for now
    (upvote Bokeh issue).
  • Reduce height of indicator charts, introduce an overridable private
    global backtesting._plotting._INDICATOR_HEIGHT.
• Bug fixes:
  • Fixed Position.pl occasionally not matching Position.pl_pct in sign.
  • SL always executes before TP when hit in the same bar.
  • Fix functools.partial objects do not always have a __module__ attr in Python 3.9 (#​1233)
  • Fix stop-market and TP hit within the same bar.
• Documentation improvements (warnings, links, ...)

v0.6.2

Compare Source

(2025-02-19)

• Enhancements:
  • Grid optimization with mp.Pool & mp.shm.SharedMemory (#​1222)
  • backtesting.lib.FractionalBacktest
    that supports fractional trading
  • backtesting.__all__ for better from backtesting import * and suggestions
• Bugs fixed:
  • Fix remaining issues with trade_on_close=True
  • Fix trades reported in reverse chronological order when finalize_trades=True
  • Fix crosshair not linked across subplots
  • Cast datetime_arr.astype(np.int64) to avoid Windos error

v0.6.1

Compare Source

(2025-02-04)

Enhancement: Use joblib.Parallel for optimization.
This should vastly improve performance on Windows while not
affecting other platforms too much.

v0.6.0

Compare Source

(2025-02-04)

• Enhancements:
  • Add Backtest(spread=); change Backtest(commission=) to apply twice per trade
  • Show paid "Commissions [$]" key in trade stats
  • Allow multiple names for vector indicators (#​980)
  • Add columns SL and TP to stats['trades'] (#​1039)
  • Add entry/exit indicator values to stats['trades'] (#​1116)
  • Optionally finalize trades at the end of backtest run (#​393)
• Bug fixes, including for some long-standing bugs:
  • Fix bug in Sharpe ratio with non-zero risk-free rate (#​904)
  • Change price comparisons to lte/gte to align with TradingView
  • Reduce optimization memory footprint (#​884)
  • Fix annualized stats with weekly/monthly data
  • Fix AssertionError on for o in self.orders: o.cancel()
  • Fix plot not shown in VSCode Jupyter
  • Buy&Hold duration now matches trading duration
  • Fix bt.plot(resample=True) with categorical indicators
• Several other small bug fixes, deprecations and docs updates.

v0.5.0

Compare Source

(2025-01-21)

• Enhancements:
  • New Backtest.optimize(method="sambo");
    uses SAMBO:
    to replace method="skopt".
  • New 'CAGR [%]' (compound annual growth rate) statistic.
• Bug fixes:
  • "stop-loss executed at a higher than market price".
  • Bug with buy/sell size=0.
  • Order.__repr__ issue with non-numeric Order.tag.
• Other small fixes, deprecations and docs updates.

v0.4.0

Compare Source

(2025-01-21)

• Enhancements:
  • 'Kelly Criterion' statistic (#​640)
  • Backtest.plot(plot_trades=) parameter
  • Order.tag for tracking orders and trades (#​200)
• Small bug fixes, deprecation removals and documentation updates.

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