Service status
Backtests executed: 191103
Resolution: 5 minutes
Loaded symbols:
SPX: 2010-05-14 - 2024-04-24RUT: 2012-01-01 - 2024-04-24VIX: 2012-01-01 - 2024-04-24BTCUSD: 2019-06-01 - 2024-04-24ETHUSD: 2019-06-01 - 2024-04-24SOLUSD: 2022-05-09 - 2022-12-30
- RUT / SPX / VIX: Cboe Global Markets
- BTCUSD / ETHUSD / SOLUSD: Deribit
run job definition real time and notify about trades
IV, IVRank and IVPct values are not accurate and sometimes has missing values.
Due to regulatory changes in SPX the positions initiated before and held after 2017. 05. 01. is wrongly modeled. The position will exit as if were prices were all 0.
Workaround: Exclude the given date from the backtest by splitting up the time period to a before and an after part.
The following Open Source libraries were used in the development of this platform:
- Radzen - Copyright (c) 2018-2023 Radzen Ltd - MIT License
- QuantLib - Copyright (c) 2000-2023, Licensors. - License
- QuantStats - Copyright (c) Ran Aroussi - Apache 2.0 License
- Plotly.NET - Copyright 2016-2022 Kevin Schneider, Timo Mühlhaus - MIT License
- Plotly.Blazor - Copyright (c) 2020 LayTec AG - MIT License
- TALib.NETCore - Copyright (c) 1999-2008 Mario Fortier - BSD 3-Clause license
- NLua - Copyright (c) 2023 Vinicius Jarina ([email protected]) - MIT License
- Svelte JSONEditor - Copyright (c) 2020-2023 by Jos de Jong - ISC License
- Voyager 2 - Copyright (c) 2015, University of Washington Interactive Data Lab. - License
v2.11.13: ENH: Expose sharing settings to API (#509)
v2.11.12: PERF: Disable query tracking in data provider (#507)
BLD: Add dotnet-dump to docker images
v2.11.11: FIX: Dispose Lua resources (#506)
v2.11.10: PERF: Improve backtests view load time (#505)
v2.11.9: FIX: Remove lingering file
v2.11.8: ENH: Optimizer prepration (#504)
FIX: ChatGPT Dialog close event
v2.11.7: FIX: tearsheet periods per year calculation (#503)
v2.11.6: ENH: Make Tearsheet generation optional (#502)
v2.11.5: ENH: Extend MesoSim APIs (optimizer prep)
v2.11.4: MAINT: Spring Sale ended
FIX: Show requirements when clicking ChatGPT
FIX: Remove extra spacers from NavMenu
v2.11.3: FIX: Lower/Upper bound printout in Margin Report page
v2.11.2: FIX: Use HouseMultiplier in PMLike margin model (#497)
FIX: Margin Report where max is 0
v2.11.1: ENH: Spring Sale 2024 (#496)
v2.11.0: ENH: Position Monitor General availability
ENH: PositionMonitor parameters to SimSettings (#494)
ENH: VIX becomes stable
ENH: Add PMLike Margin Model (#487)
ENH: Bootstrap Risk-Free-Rate from option chain (#490)
ENH: MesoSim ChatGPT
v2.10.63: FIX: Split up deribit subscription to chunks
v2.10.62: FIX: Increase Deribit Streamers timeout (take 2)
v2.10.61: FIX: Increase Deribit Streamers timeout
v2.10.60: FIX: Set vars of settled/removed legs to 0 (#485)
FIX: Leg Table Render in Simple Run when new leg is added (#486)
v2.10.59: FIX: Rendering when switching to HD Risk Graph in Simple Run (#484)
v2.10.58: ENH: Risk Graph v2 in Simple Run and Job Editor (#478)
ENH: 3D and HD Risk Graphs in Job Run (#479)
ENH: Capture Risk Graph on entry (#480)
ENH: Move to Prev/Next Position Buttons in Position Monitor
ENH: Add VIX prices to BacktestPositionMonitor (#482)
PERF: Downscale Backtest Position Monitor charts (#481)
MAINT: Remove QLNet dependency
FIX: Larger 3d Risk Graph in Position Monitor
FIX: Range calculation for Risk Graphs (#483)
v2.10.57: FIX: Add missing release notes for v2.10.56
v2.10.56: ENH: Add leg_LEGNAME_bid and leg_LEGANME_ask variables (#477)
FIX: Enable referring to expired/removed leg variables in Conditional Adjustments (#476)
v2.10.55: ENH: Add underlying price to Backtest Position Monitor
ENH: Use splitter in Backtest PositionMonitor
FIX: Better title for EMA PnL series
v2.10.54: ENH: HD Risk graph in Backtest Position Monitor (#475)
v2.10.53: MAINT: Unify security service
v2.10.52: ENH: Bump External Data's Max CSV Size to 2MB
v2.10.51: ENH: Use correct RiskFreeRate in Risk Graphs (#474)
v2.10.50: FIX: Support stepping in strikes in Backtest Position Monitor
v2.10.49: FIX: Remove variables for legs which are settled (#473)
v2.10.48: ENH: 3D Graphs in Backtest Position Monitor (#472)
ENH: Add last sample of day to Backtest Position Monitor
FIX: Stop Slider flickering (take 2)
v2.10.47: PERF: Performance improvements on risk graph rendering
FIX: Flickering in Slider change
v2.10.46: FIX: Add missing file to build
v2.10.45: ENH: Higher frequency RiskGraphs (#469)
FIX: Indicator validation values
FIX: Relogin when MesoAuth cookie is present
v2.10.44: FIX: Guest user in backtest detail page crash
v2.10.43: ENH: Keep users logged in after browser restart
v2.10.42: ENH: Backtest Position Monitor private beta
v2.10.41: FIX: Show backtest name in every tab at backtest details page
FIX: Use external data in Expiration selection
v2.10.40: FIX: Scrolling in Variables browser and Variables list
v2.10.39: MAINT: Add VIX as feature flag (#464)
v2.10.38: FIX: Take into account multiple intraday samples in Portfolio Metrics (fixes sharpe in randomized entrytimes / 5min intervals) (#457)
FIX: Allow moving legs defined with AddLegAdjustment (#459)
FIX: Settlement with legs where prices are missing (#458)
FIX: Reduce SPX availability from 2010. Prior to that date strike selection is unreliable
v2.10.37: ENH: Auto relogin on service restart (#455)
ENH: Define variables even when Entry.AbortCondition is met (#454)
FIX: Increase backtest job name to 250 chars
FIX: remove mesosim prefix from version
v2.10.36: MAINT: Merge mesosim and mesolive repositories (#453)
v2.10.35: FIX: css location for the updated namespace
v2.10.34: MAINT: Move projects under mesosim namespace prefix (#452)
v2.10.33: FIX: Exclude data points from charts with missing data (#451)
v2.10.32: ENH: Look back 5,10,15 minutes to fill missing data (#450)
ENH: Use last known value when underlying missing (#449)
FIX: Use last known price in LegPnL calculation (#448)
FIX: Order strikes based on the StrikeSelector target (#447)
FIX: Do not cache BidAsk=0 as last valid price (#446)
FIX: Extend force liquidation threshold on intraday missing data (#445)
FIX: Allow reusal of Expirations in AddLegsAdjustment (#444)
v2.10.31: PERF: Compress results (#443)
MAINT: Remove Black Friday deals
v2.10.30: FIX: Styling on small screens (pt2)
v2.10.29: FIX: Styling on small screens
v2.10.28: FIX: Remove spacers to show Account in NavMenu
v2.10.27: ENH: Black Friday deals
v2.10.26: ENH: Move from portal.deltaray.io to mesosim.deltaray.io
v2.10.25: ENH: Start MesoLive private beta
v2.10.24: ENH: Update Site-News
v2.10.23: ENH: Add RobotWealth deal (#441)
FIX: Use abs in ShortStrangle-Adjusting (#440)
FIX: Only show VariablesDefined event if variables present (#442)
v2.10.22: MAINT: Upgrade dependencies (#439)
v2.10.21: ENH: Enable setting Concurrency dynamically (#437)
ENH: Add VariablesDefined event (#436)
ENH: Extra safety in exchange hours calc (#435)
FIX: PageTitle was not set after upgrade (#438)
v2.10.20: FIX: Always show login button (#434)
v2.10.19: FIX: migration related startup issues (#433)
v2.10.18: ENH: Switch to MesoLive for internal testing (#427)
MAINT: Upgrade dependencies (#429 & #431)
v2.10.17: PERF: Render backtests page at once
v2.10.16: PERF: Reduce loaded data on site open
v2.10.15: ENH: Site News (#424)
PERF: Improve site load speed (#422)
DOC: Getting Started guide (#423)
v2.10.14: PERF: Reduce CLS
v2.10.13: FIX: Serve all static files
v2.10.12: PERF: Improve site caching (#421)
v2.10.11: ENH: Further reduce initial columns show in backtests page (#420)
v2.10.10: FIX: missing favicon
v2.10.9: ENH: New Logo! (#415)
v2.10.8: ENH: Extend RemoveLegAdjustment to RemoveLegsAdjustment (plural) (#414)
v2.10.7: ENH: Add new trades to Strategy Library
v2.10.6: ENH: Enable sharing failed backtests (#413)
v2.10.5: MAINT: Remove Sale Banner
v2.10.4: ENH: WeekendEffect template from Short Put to Short Strangle (#411)
FIX: Evaluate Complex Selector's Target before other Contracts (#410)
v2.10.3: FIX: Handle when no pos_pnl exists in Event Viewer (#406)
FIX: Uncrowd backtests view when opened from mobile (#409)
v2.10.2: ENH: Sale banner
v2.10.1: FIX: Use day resolution while evaluating ReentryDays (#404)
v2.10.0: ENH: Add UpdateVarsAdjustment (#394)
ENH: Add Description field (#403)
ENH: Increase MaxPositionsInFlight limit to 12 (#402)
ENH: Add Position PnL column to Event Viewer (#401)
ENH: Enable concurrency in intraday runs (#400)
PERF: Improve access of underlying prices (#399)
PERF: Improve access of option quotes (#398)
ENH: Respect user defined order in VarDefines (#397)
ENH: Add VarDefines to Exit (#396)
ENH: Convert SimSettings fields to Statements (#393)
ENH: Convert Entry.ReentryDays to Statement (#392)
ENH: Move Concurrency to use Statements (#391)
ENH: Convert StrikeSelector Min and Max to Statement (#389)
ENH: Use Statements in all Schedules (#388)
ENH: Use separate axes for benchmark in normal return view
ENH: Linear return graphs
FIX: Do not report error when Qty=0
FIX: Lower case variables in DataVoyager (#395)
v2.9.20: ENH: Enable 0 Qty on entry (#383)
FIX: Settlement price in ONE export (#382)
FIX: Use correct email address in crash footer (#385)
FIX: Use AdjustmentAborted event in Adjustments (#384)
v2.9.19: ENH: Support link to NavBar (#381)
FIX: Settlement for pre-2015 expirations which preceeded by market holiday (#380)
v2.9.18: FIX: Correct settlement prices for pre-2015 Saturday expirations (#378)
v2.9.17: ENH: Convert Cash to Statement (#374)
ENH: Convert Expiration Min and Max to Statement (#376)
FIX: Update QtyMultiplier Variables before AbortCondition evaluation (#375)
MAINT: Upgrade blazor (#376)
v2.9.16: ENH: Add [SPX-Strangle-Compounding] built-in template (#373)
ENH: ExitTrade Event on Settlement (#372)
ENH: Convert Adjustment.MaxAdjustmentCount to Statement (#371)
FIX: Variable leg_legname_dte off by one (#370)
v2.9.15: ENH: VarDefines in Adjustments (#363)
ENH: Convert Exit.MaxDaysInTrade to Statement (#364)
ENH: Always show JSON in JobEditor (#366)
FIX: Do not charge commission for OTM crypto option settlement (#365)
FIX: Expose variables to MaxDaysInTrade validator (#367)
FIX: Respect QtyMultiplier in AddLegsAdjustment (#368)
MAINT: Streamline Variable Definitions (#369)
v2.9.14: FIX: Deribit trade commission (#361)
v2.9.13: FIX: Deribit settlement commission (#360)
v2.9.12: FIX: Evaluate QtyMultiplier before AbortConditions (#358)
FIX: Early closes for period: 2023-2025 (#357)
v2.9.11: ENH: Show Loading... during DataVoyager init (#356)
FIX: Use correct data in Analyze tab after selecting new backtest (#355)
v2.9.10: ENH: Analytics using DataVoyager (beta) (#354)
v2.9.9: ENH: Add initial_cash variable (#353)
FIX: Use Close prices in PM Settled options (SPXW, RUTW) (#352)
v2.9.8: FIX: Avoid division by 0 in SuperBull-Relaxed
v2.9.7: FIX: Disallow entries with Qty=0 (#351)
FIX: Settlement ID was the next free available, not the actual (regression) (#350)
v2.9.6: ENH: Multiple Plan support (#349)
MAINT: Remove Sale Banner (#348)
ENH: Enable Advanced and Standard plans (#347)
v2.9.5: ENH: Add QtyMultiplier to Entry (#344)
ENH: Scale SuperBull based on Max Loss (#345)
ENH: Add SuperBull-Relaxed strategy (#346)
v2.9.4: FIX: Use the user defined Expiration in MoveLegAdjustment (#343)
v2.9.3: ENH: July Sale (#338)
v2.9.2: FIX: Invert risk/reward calculation in SuperBull (#342)
v2.9.1: FIX: Use only SPX contracts in SuperBull (#341)
v2.9.0: ENH: Complex StrikeSelector (#334)
ENH: Multiple constraints in Complex Selector (#335)
ENH: Add Volatility Hedged ThetaEngine (#336)
ENH: Add SuperBull by John Locke as template (#339)
ENH: Support Box Spreads in Margin Calculation (#328)
FIX: Use official Settlement Prices in AM and PM settled options (#333)
FIX: Add ExternalVars to Structure/StrikeSelector validator (#337)
FIX: Division by 0 in Margin Report (#340)
v2.8.6: ENH: Add minutes_after_open and minutes_before_close variables (#331)
FIX: VIX Settlement prices (#330)
FIX: Reported NAV and Count in Settlement Events (#311) (#332)
MAINT: More robust data ingest
v2.8.5: FIX: Enable VIX settlement using index prices.
v2.8.4: FIX: Enable runs for new plans
v2.8.3: ENH: Update pricing table with upcoming Advanced plan (#327)
v2.8.2: FIX: Error out during VIX settlement to avoid false price
v2.8.1: FIX: Calculate return on margin for settled positions
v2.8.0: ENH: Add VIX Index (#324)
ENH: Reg-T Margin support (#307)
ENH: Remove outdated waring about MaxDaysInTrade (#325)
FIX: Propagate indicator names to all ScriptEngine validators (#326)
v2.7.0: ENH: Add Russell-2000 (RUT) Index (#316)
ENH: Add Legs Adjustment (#297)
ENH: LegSelectionConstraint: None (#315)
ENH: Add expirations to MoveLegAdjustment (#318)
ENH: Upgrade Job Definition when cloned and via Upgrade action in Templates (#320)
FIX: do not trade when not all contract prices are available (#317)
FIX: Enable all symbols for the Free plan (#319)
FIX: Enable buttons for guest in JobEditor
FIX: Correct Position ID in OptionNet Explorer export for the last settled leg
v2.6.12: Revert FIX: Reported NAV and Count in Settlement Events (#311)
v2.6.11: FIX: Do not yield next days bars in Deribit2CBOE converter
ENH: Add OptionNet Explorer deals (#313)
ENH: force flag in load-underlying-prices cmd (#312)
FIX: Reported NAV and Count in Settlement Events (#311)
v2.6.10: FIX: Re-add crypto ingest download script (#308)
v2.6.9: ENH: Feature flags for RUT & VIX (#306)
ENH: Better representation of failed ingest jobs (#305)
ENH: Report ingest to slack and avoid repeated reingest (#304)
FIX: Correct filename at re-creation check
MAINT: Debug printout at file processing
v2.6.8: FIX: do not append to already ingested files (#303)
v2.6.7: ENH: Do not re-process all raw crypto files (#302)
v2.6.6: FIX: Multiple build contains multiple versions of dependant libs
v2.6.5: MAINT: Remove gomb dependency (#301)
v2.6.4: FIX: Full tearsheet broken due to pandas update (#300)
v2.6.3: MAINT: Remove link to April Sale -- sale ended (#299)
TST: Validate Sharpe in StrategyTests (#298)
FIX: Remove create idx_id from backtest_preferences (#295)
v2.6.2: ENH: Add link to April Sale (#296)
v2.6.1: ENH: LegSelectionConstraint to allow stepping on strikes from concurrent positions (#292)
v2.6.0: ENH: External Data from CSV (#280)
FIX: Report error when header is invalid in CSV
DOC: Better explain required CSV format
v2.5.4: FIX: Expiration DTE Variable was not present in validator (#293)
MAINT: Remove the original Space Trip Trade from planned strategies
v2.5.3: ENH: Data access and ingest optimizations (prepare for RUT) (#284)
FIX: Stripe state change fix (#291)
v2.5.2: FIX: Order adjustments based on Statements' alphabetical order (#286)
FIX: Add missing pagetitles (#287)
ENH: Backtests, EventsViewer and NAV usability (#289)
FIX: MACD Lookback was too short (#290)
v2.5.1: FIX: SiteMap URL
v2.5.0: ENH: Remove Leg Adjustment (#273)
ENH: Add historical volatility (#266)
ENH: Crypto graduates to Stable: Extend Templates with Crypto Strategies (#277)
FIX: Multi Adjustment: evaluate first, then execute (#279)
ENH: Add Deals page (#278)
FIX: Use db symbol when loading historical prices for HV
FIX: Rendering under chrome of variable list (#274)
FIX: Set Default Fill Model back to AtMidPrice (#281)
ENH: Revamp education pages (#283)
FIX: Calculate HV while loading the underlying
FIX: Do not fail in HV calculation when symbol is unknown
ENH: Load multiple underlyings (#285)
v2.4.2: MAINT: Include dirname in loaded file path (#272)
v2.4.1: ENH: Enable multiple adjustments
ENH: Show JobEditor in full height and restructure job run page (#271)
FIX: Filter in DataTables (#270)
ENH: Add Crypto backtest periods (#269)
ENH: Crypto portal preferences (#268)
ENH: Deribit Commissions (#254)
v2.4.0: ENH: Tidy up templates (#264)
ENH: Risk Graph (beta) in JobEditor (#261)
ENH: DataTable Persistence (#262)
ENH: Show featured runs (#260)
ENH: Relative expirations (#255)
ENH: Expiration.Roots.Include serves as a priority list for Expiration selection (#259)
ENH: Add priority to Expirations based on Root (#258)
ENH: Show Calendars in Simple Run's Risk Graph (#256)
v2.3.9: ENH: TearSheet (#252)
FIX: Greek precision to accomodate crypto instruments (#251)
ENH: BTC/ETH Index loader for Deribit (#250)
v2.3.8: ENH: Add root selector to expiration (#245)
ENH: Add Root with Daily/Weekly/Monthly/Quarterly to deribit converter (#246)
ENH: Use workDir and targetDir during crypto stream-ingest (#247)
ENH: Remove Leg and Underlying specific variables (#248)
MAINT: Show MesoSimVersion at backtest start in events
v2.3.7: FIX: RSI lookback days (#244)
ENH: Refresh education content: add blog posts
v2.3.6: FIX: Enable Sat and Sun for Crypto options
ENH: Enable different Entry/Adjustment/Exit schedules
ENH: Improve Schedule validators (multiply of 5)
FIX: Set start date for SPX to 9:35
v2.3.5: ENH: Underlying price loader (#243)
v2.3.4: FIX: Schedule full day when every set to 5min (#242)
FIX: DIT Printout in early close (#241)
ENH: Add symbols argument to the iv loader (#240)
v2.3.3: FIX: Missing update on Exit/Adjust when specific day is set at Entry (#239)
v2.3.2: MAINT: Remove Strike Selector known issue (fixed via crypto)
FIX: missing price fixes (re-add)
v2.3.1: ENH: Increase max leg count to 20 (#238)
v2.3.0: ENH: Crypto/Deribit support (#236)
v2.2.9: FIX: Support sub trials (2)
v2.2.8: FIX: Support sub trials
v2.2.7: FIX: Trial only applicable for yearly subs
v2.2.6: ENH: Free trial till end of year
v2.2.5: FIX: Use UrlService instead of cookie based service selection
v2.2.4: FIX: Add TradeId to TradeStats
v2.2.3: FIX: Represent trade IDs in five digits at OptionNet Explorer export
v2.2.2: MAINT: Bump metrics collection libs to latest (#231)
v2.2.1: ENH: Add Upgrade now menu item
v2.2.0: ENH: Simple run interface (#223)
ENH: Risk graph (#222)
ENH: Show pricing page when logged out
FIX: 25 free runs per user
v2.1.8: DOC: Add link to blog
v2.1.7: MAINT: Reduce minimum required cash from $10k to $1k (#226)
v2.1.6: FIX: Exception after successful subscription (#224)
v2.1.5: MAINT: Remove index page (#219)
MAINT: Update OpenTelemetry (#218)
v2.1.4: MAINT: Analytics related changes (#214 & #217)
v2.1.3: FIX: Missing data related changes (#212)
ENH: Improve backtest layout on mobile devices (#210)
v2.1.2: ENH: Mobile friendly backtests page (#208)
FIX: Theta Engine reduced to 4x parallelism to work with 10k portfolio (#209)
v2.1.1: ENH: Mobile UI improvements (#205)
FIX: Validation errors related to LegName and ExpName (#206)
FIX: Use full timestamps in NAV csv export (#207)
v2.1.0: ENH: Event log exporter (#195)
ENH: Allow viewing shared backtests without logging in (#194)
ENH: Guest view improvements (#196)
FIX: Theta Engine using David Sun's modeling (#200)
FIX: PosInFlight was not added to validator (#199)
FIX: Log price calculation when prices are consequtively negative (#198)
FIX: Expiry in OptionNet Explorer export for non-us customers (#197)
v2.0.6: FIX: Log return calculation when 0 present (#184)
ENH: Ability to use the leg's properties in the leg's qty calculation [ThetaEngine] (#183)
FIX: Do not fail if no trades are made (#182)
v2.0.5: FIX: transform common metrics csv to new format (#181)
v2.0.4: FIX: migrate failed/partially completed jobs (#180)
v2.0.3: ENH: backup, restore and migrate templates (#179)
v2.0.2: MAINT: Show Max Position in flight in backtest details (#176)
MAINT: variable cosmetics before golive with 2.0 (#177)
v2.0.1: DOC: Add help screen to job editor and template editor (#174)
v2.0.0: DOC: point to docs.deltaray.io site (#172)
ENH: Limit the number of jobs in flight (#170)
ENH: Add equity curve CSV export feature (#167)
ENH: Add implied volatility variables (#166)
FIX: Liquidate when multiple days of data is missing (#165)
FIX: missing data handling (#160)
FIX: Win, Loss and Avg DIT calculation in stats
ENH: IV Rank and Pct calculation (#158)
ENH: Multiple positions in flight (#156)
ENH: Indicators (#154)
v1.2.3: ENH: Add days in trade as a variable (#153)
ENH: Add underlying_price as one of the columns to select in Events (#152)
v1.2.2: FIX: Sorting and filtering did not work for the event time, sim time and nav columns (#151)
FIX: Slack invite was out of date
v1.2.1: ENH: Entry.AbortConditions (#146)
FIX: Ignore missing vars when converting backtest analysis (#148)
v1.1.13: FIX: Validate that Exit.MaxDIT is later than earliest expiration (#145)
ENH: Add free runs for free-tier users (#144)
v1.1.12: FIX: Save new template from job, then hitting cancel freezes the UI
ENH: Add Slack link to NavBar
FIX: Collect Addresses at Stripe checkout
v1.1.11: ENH: Evaluate VarDefs before TP and SL (#143)
FIX: DIT printout after first leg adjusted (#142)
ENH: Intra-Trade PnL charts (#141)
ENH: Add NAV to vars (#140)
v1.1.10: ENH: Stripe integration
FIX: Division by 0 fix in LogReturn calculation
v1.1.9: ENH: Add educational resources
v1.1.8: MAINT: Metrics for created jobs
v1.1.7: ENH: Add high level trade counts and avg dit to main backtests table (#130)
v1.1.6: FIX: AdjustmentCnt was miscounted
FIX: Save immediately on Save As Template (#118)
v1.1.5: MAINT: Improve read-only access notification.
v1.1.4: ENH: Runtime metrics collection (#112)
v1.1.3: DOC: Add link to user guide (#113)
v1.1.2: ENH: Separate View and Execute privileges (#111)
v1.1.1: MAINT: Update changelog
v1.1.0: ENH: Add time periods (#110)
ENH: OptionType and FillModel represented as string (#109) -- Backward incompatible change
MAINT: Move ProfitTarget and StopLoss under Exit (#108) -- Backward incompatible change
ENH: Include today open & prevday close underlying prices (#107)
ENH: Gravatar (#106)
v1.0.13: FIX: Running PnL calculation during exit (#105)
FIX: Sharing switch position
FIX: Race condition during db calls (#103)
FIX: Ability to clone shared backtest (#102)
v1.0.12: FIX: Derive DisplayName from FirstName+LastName
v1.0.11: ENH: Daily ingest (#100)
MAINT: Add health check endpoints to api & portal (#101)
v1.0.10: ENH: Site agreements dialog (#99)
ENH: Show settlement price & time (#99)
MAINT: Disable Event Time in BacktestEventViewer by default
v1.0.9: ENH: Strangle as Sample Job (#98)
ENH: Modernize backtest action buttons (#97)
ENH: Finalize Site related contents (#96)
v1.0.8: ENH: Backtest delete, share & save as template (#95)
v1.0.7: FIX: Render smaller, bigger, etc. characters correctly in json objects
FIX: Emptiness check after strike exclusion
v1.0.6: ENH: structure info in details (#93)
v1.0.5: ENH: Settlement in OptionNet Explorer export (#91)
v1.0.4: FIX: Imports should return UTC timed entries (#90)
v1.0.3: FIX: User template name restrictions (#89)