Quantitative backtesting library vectorbt releases version v1.2.0
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The quantitative backtesting library vectorbt has officially released version v1.2.0, which adds two new indicators: the ulcer index and Martin ratio, and supplements the nbformat>=4.2.0 dependency requirement. This version also fixes multiple issues including OBV calculation, EWM standard deviation ddof handling, portfolio profit/loss expectation statistics, and drawdown records.
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- vectorbt：GitHub Releasesvectorbt v1.2.0 Released
vectorbt v1.2.0 has been officially released. This version introduces the ulcer index and Martin ratio indicators, adds the nbformat>=4.2.0 dependency, and fixes multiple issues including OBV calculation, EWM standard deviation ddof handling, portfolio P&L expectation statistics, and drawdown logging.
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