DOC: Add CHANGELOG.md

Author: kernc

CHANGELOG.md

@@ -0,0 +1,98 @@
+What's New
+==========
+
+These were the major changes contributing to each release:
+
+
+### 0.x.x
+
+* _Annualized_ Return/Volatility/Sharpe/Sortino/Calmar stats (#156)
+* Auto close open trades on backtest finish
+* Add `Backtest.plot(plot_return=)`, akin to `plot_equity=`
+* Update Expectancy formula (#181)
+
+
+### 0.2.4
+(2020-10-27)
+
+* Add [`lib.random_ohlc_data()`](https://kernc.github.io/backtesting.py/doc/backtesting/lib.html#backtesting.lib.random_ohlc_data) OHLC data generator
+* Aggregate Equity on 'last' when plot resampling
+* Update stats calculation for Buy & Hold to be long-only (#152)
+
+
+### 0.2.3
+(2020-09-10)
+
+* Link hover crosshairs across plots
+* Clicking plot legend glyph toggles indicator visibility
+* Fix Bokeh tooltip showing literal '\ '
+
+
+### 0.2.2
+(2020-08-21)
+
+
+### 0.2.1
+(2020-08-03)
+
+* Add [`Trade.entry_time/.exit_time`](https://kernc.github.io/backtesting.py/doc/backtesting/backtesting.html#backtesting.backtesting.Trade)
+* Handle SL/TP hit on the same day the position was opened
+
+
+### 0.2.0
+(2020-07-15)
+
+* New Order/Trade/Position API (#47)
+
+
+### 0.1.8
+(2020-07-14)
+
+* Add Profit Factor statistic (#85)
+
+
+### 0.1.7
+(2020-03-23)
+
+* Fix support for 2-D indicators
+* Fix tooltip Date field formatting with Bokeh 2.0.0
+
+
+### 0.1.6
+(2020-03-09)
+
+
+### 0.1.5
+(2020-03-02)
+
+
+### 0.1.4
+(2020-02-25)
+
+
+### 0.1.3
+(2020-02-24)
+
+* Show number of trades on OHLC plot legend
+* Add parameter agg= to lib.resample_apply()
+* Reset position price (etc.) after closing position
+* Fix pandas insertion error on Windos
+
+
+### 0.1.2
+(2019-09-23)
+
+* Make plot span 100% of browser width
+
+
+### 0.1.1
+(2019-09-23)
+
+* Avoid multiprocessing trouble on Windos (#6)
+* Add scatter plot indicators
+
+
+### 0.1.0
+(2019-01-15)
+
+* Initial release

backtesting/__init__.py

@@ -21,6 +21,12 @@
 
 * (contributions welcome)
 
+
+.. tip::
+    For an overview of recent changes, see
+    [What's New](https://github.com/kernc/backtesting.py/blob/master/CHANGELOG.md).
+
+
 ## FAQ
 
 Potentially outdated answers to frequent and popular questions can be found on the