autoformat documentation configuration, restore logo file, add tests for child strategy regression

Author: timkpaine

Makefile

@@ -31,9 +31,9 @@ pages:
 	git clone -b gh-pages [email protected]:pmorissette/bt.git $(TMPREPO)
 	rm -rf $(TMPREPO)/*
 	cp -r docs/build/html/* $(TMPREPO)
-	cd $(TMPREPO); \
-	git add -A ; \
-	git commit -a -m 'auto-updating docs' ; \
+	cd $(TMPREPO);\
+	git add -A ;\
+	git commit -a -m 'auto-updating docs' ;\
 	git push
 
 serve:

bt/core.py

@@ -381,6 +381,7 @@ class StrategyBase(Node):
     _last_fee = cy.declare(cy.double)
     _paper_trade = cy.declare(cy.bint)
     bankrupt = cy.declare(cy.bint)
+    _last_chk = cy.declare(cy.bint)
 
     def __init__(self, name, children=None, parent=None):
         Node.__init__(self, name, children=children, parent=parent)
@@ -396,6 +397,8 @@ def __init__(self, name, children=None, parent=None):
         self._last_price = PAR
         self._last_fee = 0
 
+        self._last_chk = 0
+
         # default commission function
         self.commission_fn = self._dflt_comm_fn
 
@@ -595,8 +598,6 @@ def setup(self, universe, **kwargs):
             self._paper = paper
 
         # setup universe
-        # TODO: a copy is made here to avoid polluting the universes
-        # of substrategies. is this desired?
         funiverse = universe.copy()
 
         # filter only if the node has any children specified as input,

docs/source/_static/logo.png

@@ -11,228 +11,224 @@
 # All configuration values have a default; values that are commented out
 # serve to show the default.
 
-import sys, os
-import bt
+import sys
+import os
 
 # If extensions (or modules to document with autodoc) are in another directory,
 # add these directories to sys.path here. If the directory is relative to the
 # documentation root, use os.path.abspath to make it absolute, like shown here.
-sys.path.insert(0, os.path.abspath('../../bt'))
-sys.path.insert(0, os.path.abspath('_themes/klink'))
+sys.path.insert(0, os.path.abspath("../../"))
+sys.path.insert(0, os.path.abspath("../../bt"))
+sys.path.insert(0, os.path.abspath("_themes/klink"))
+
+import bt  # noqa: E402
+import klink  # noqa: E402
 
-import klink
 klink.convert_notebooks()
 
-html_theme_path = ['_themes/klink']
-html_theme = 'klink'
-html_theme_options = {
-    'github': 'pmorissette/bt',
-    'analytics_id': 'UA-52308448-3'
-}
+html_theme_path = ["_themes/klink"]
+html_theme = "klink"
+html_theme_options = {"github": "pmorissette/bt", "analytics_id": "UA-52308448-3"}
 
 # -- General configuration -----------------------------------------------------
 
 # If your documentation needs a minimal Sphinx version, state it here.
-#needs_sphinx = '1.0'
+# needs_sphinx = '1.0'
 
 # Add any Sphinx extension module names here, as strings. They can be extensions
 # coming with Sphinx (named 'sphinx.ext.*') or your custom ones.
-extensions = ['sphinx.ext.autodoc', 'sphinx.ext.viewcode', 'sphinx.ext.intersphinx']
+extensions = ["sphinx.ext.autodoc", "sphinx.ext.viewcode", "sphinx.ext.intersphinx"]
 
-intersphinx_mapping = {'ffn': ('http://pmorissette.github.io/ffn', None)}
+intersphinx_mapping = {"ffn": ("http://pmorissette.github.io/ffn", None)}
 
 # Add any paths that contain templates here, relative to this directory.
-templates_path = ['_templates']
+templates_path = ["_templates"]
 
 # The suffix of source filenames.
-source_suffix = '.rst'
+source_suffix = ".rst"
 
 # The encoding of source files.
-#source_encoding = 'utf-8-sig'
+# source_encoding = 'utf-8-sig'
 
 # The master toctree document.
-master_doc = 'index'
+master_doc = "index"
 
 # General information about the project.
-project = 'bt'
-copyright = 'bt was created by Philippe Morissette. If you find a bug, please <a href="https://github.com/pmorissette/bt/issues/new" title="Open a new issue on Github">submit an issue</a> on Github.'
+project = "bt"
+copyright = """bt was created by Philippe Morissette.
+If you find a bug, please <a href="https://github.com/pmorissette/bt/issues/new" title="Open a new issue on Github">submit an issue</a> on Github.
+"""
 
 # The version info for the project you're documenting, acts as replacement for
 # |version| and |release|, also used in various other places throughout the
 # built documents.
 #
 # The short X.Y version.
-version = '.'.join([str(x) for x in bt.__version__])
+version = ".".join([str(x) for x in bt.__version__])
 # The full version, including alpha/beta/rc tags.
 release = version
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.
-#language = None
+# language = None
 
 # There are two options for replacing |today|: either, you set today to some
 # non-false value, then it is used:
-#today = ''
+# today = ''
 # Else, today_fmt is used as the format for a strftime call.
-#today_fmt = '%B %d, %Y'
+# today_fmt = '%B %d, %Y'
 
 # List of patterns, relative to source directory, that match files and
 # directories to ignore when looking for source files.
 exclude_patterns = []
 
 # The reST default role (used for this markup: `text`) to use for all documents.
-#default_role = None
+# default_role = None
 
 # If true, '()' will be appended to :func: etc. cross-reference text.
-#add_function_parentheses = True
+# add_function_parentheses = True
 
 # If true, the current module name will be prepended to all description
 # unit titles (such as .. function::).
-#add_module_names = True
+# add_module_names = True
 
 # If true, sectionauthor and moduleauthor directives will be shown in the
 # output. They are ignored by default.
-#show_authors = False
+# show_authors = False
 
 # The name of the Pygments (syntax highlighting) style to use.
-pygments_style = 'sphinx'
+pygments_style = "sphinx"
 
 # A list of ignored prefixes for module index sorting.
-#modindex_common_prefix = []
+# modindex_common_prefix = []
 
 
 # -- Options for HTML output ---------------------------------------------------
 
 # The theme to use for HTML and HTML Help pages.  See the documentation for
 # a list of builtin themes.
-#html_theme = 'default'
+# html_theme = 'default'
 
 # Theme options are theme-specific and customize the look and feel of a theme
 # further.  For a list of options available for each theme, see the
 # documentation.
-#html_theme_options = {}
+# html_theme_options = {}
 
 # Add any paths that contain custom themes here, relative to this directory.
-#html_theme_path = []
+# html_theme_path = []
 
 # The name for this set of Sphinx documents.  If None, it defaults to
 # "<project> v<release> documentation".
-#html_title = None
+# html_title = None
 
 # A shorter title for the navigation bar.  Default is the same as html_title.
-#html_short_title = None
+# html_short_title = None
 
 # The name of an image file (relative to this directory) to place at the top
 # of the sidebar.
-#html_logo = None
+# html_logo = None
 
 # The name of an image file (within the static path) to use as favicon of the
 # docs.  This file should be a Windows icon file (.ico) being 16x16 or 32x32
 # pixels large.
-html_favicon = 'favicon.ico'
+html_favicon = "favicon.ico"
 
 # Add any paths that contain custom static files (such as style sheets) here,
 # relative to this directory. They are copied after the builtin static files,
 # so a file named "default.css" will overwrite the builtin "default.css".
-html_static_path = ['_static']
+html_static_path = ["_static"]
 
 # If not '', a 'Last updated on:' timestamp is inserted at every page bottom,
 # using the given strftime format.
-#html_last_updated_fmt = '%b %d, %Y'
+# html_last_updated_fmt = '%b %d, %Y'
 
 # If true, SmartyPants will be used to convert quotes and dashes to
 # typographically correct entities.
-#html_use_smartypants = True
+# html_use_smartypants = True
 
 # Custom sidebar templates, maps document names to template names.
-#html_sidebars = {}
+# html_sidebars = {}
 
 # Additional templates that should be rendered to pages, maps page names to
 # template names.
-#html_additional_pages = {}
+# html_additional_pages = {}
 
 # If false, no module index is generated.
-#html_domain_indices = True
+# html_domain_indices = True
 
 # If false, no index is generated.
-#html_use_index = True
+# html_use_index = True
 
 # If true, the index is split into individual pages for each letter.
-#html_split_index = False
+# html_split_index = False
 
 # If true, links to the reST sources are added to the pages.
-#html_show_sourcelink = True
+# html_show_sourcelink = True
 
 # If true, "Created using Sphinx" is shown in the HTML footer. Default is True.
-#html_show_sphinx = True
+# html_show_sphinx = True
 
 # If true, "(C) Copyright ..." is shown in the HTML footer. Default is True.
-#html_show_copyright = True
+# html_show_copyright = True
 
 # If true, an OpenSearch description file will be output, and all pages will
 # contain a <link> tag referring to it.  The value of this option must be the
 # base URL from which the finished HTML is served.
-#html_use_opensearch = ''
+# html_use_opensearch = ''
 
 # This is the file name suffix for HTML files (e.g. ".xhtml").
-#html_file_suffix = None
+# html_file_suffix = None
 
 # Output file base name for HTML help builder.
-htmlhelp_basename = 'btdoc'
+htmlhelp_basename = "btdoc"
 
 
 # -- Options for LaTeX output --------------------------------------------------
 
 latex_elements = {
-# The paper size ('letterpaper' or 'a4paper').
-#'papersize': 'letterpaper',
-
-# The font size ('10pt', '11pt' or '12pt').
-#'pointsize': '10pt',
-
-# Additional stuff for the LaTeX preamble.
-#'preamble': '',
+    # The paper size ('letterpaper' or 'a4paper').
+    # 'papersize': 'letterpaper',
+    # The font size ('10pt', '11pt' or '12pt').
+    # 'pointsize': '10pt',
+    # Additional stuff for the LaTeX preamble.
+    # 'preamble': '',
 }
 
 # Grouping the document tree into LaTeX files. List of tuples
 # (source start file, target name, title, author, documentclass [howto/manual]).
 latex_documents = [
-  ('index', 'bt.tex', 'bt Documentation',
-   'Philippe Morissette', 'manual'),
+    ("index", "bt.tex", "bt Documentation", "Philippe Morissette", "manual"),
 ]
 
 # The name of an image file (relative to this directory) to place at the top of
 # the title page.
-#latex_logo = None
+# latex_logo = None
 
 # For "manual" documents, if this is true, then toplevel headings are parts,
 # not chapters.
-#latex_use_parts = False
+# latex_use_parts = False
 
 # If true, show page references after internal links.
-#latex_show_pagerefs = False
+# latex_show_pagerefs = False
 
 # If true, show URL addresses after external links.
-#latex_show_urls = False
+# latex_show_urls = False
 
 # Documents to append as an appendix to all manuals.
-#latex_appendices = []
+# latex_appendices = []
 
 # If false, no module index is generated.
-#latex_domain_indices = True
+# latex_domain_indices = True
 
 
 # -- Options for manual page output --------------------------------------------
 
 # One entry per manual page. List of tuples
 # (source start file, name, description, authors, manual section).
-man_pages = [
-    ('index', 'bt', 'bt Documentation',
-     ['Philippe Morissette'], 1)
-]
+man_pages = [("index", "bt", "bt Documentation", ["Philippe Morissette"], 1)]
 
 # If true, show URL addresses after external links.
-#man_show_urls = False
+# man_show_urls = False
 
 
 # -- Options for Texinfo output ------------------------------------------------
@@ -241,16 +237,22 @@
 # (source start file, target name, title, author,
 #  dir menu entry, description, category)
 texinfo_documents = [
-  ('index', 'bt', 'bt Documentation',
-   'Philippe Morissette', 'bt', 'One line description of project.',
-   'Miscellaneous'),
+    (
+        "index",
+        "bt",
+        "bt Documentation",
+        "Philippe Morissette",
+        "bt",
+        "One line description of project.",
+        "Miscellaneous",
+    ),
 ]
 
 # Documents to append as an appendix to all manuals.
-#texinfo_appendices = []
+# texinfo_appendices = []
 
 # If false, no module index is generated.
-#texinfo_domain_indices = True
+# texinfo_domain_indices = True
 
 # How to display URL addresses: 'footnote', 'no', or 'inline'.
-#texinfo_show_urls = 'footnote'
+# texinfo_show_urls = 'footnote'