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Changelog ​

Here you can see the changes made with each release of the main framework and the live trading plugin:

0.48.0 (16 May 2024) ​

  • [FIX] Fixed the requests.exceptions.JSONDecodeError: Expecting value: line 1 column 1 (char 0) error when starting live/paper trade.
  • [FIX] Fixed an issue where API keys were needed in paper trading mode.
  • [IMPROVEMENT] Improved strategy performance by optimizing order iteration process for futures exchanges, reducing simulation time in an example case from 173 seconds to 60 seconds for a 6 month period with a timeframe of 5 minutes, thanks to yakir4123's PR.
  • [IMPROVEMENT] Numba is now a mandatory requirement and is installed by default, thanks to kakulukia's PR.
  • [IMPROVEMENT] Improved error messages related to candles to include better information, thanks to kakulukia's PR.
  • [NEW FEATURE] Added warmup_candles parameter to the Research module's get_candles() function to allow for consistent backtest results between the Research module and executing the backtest from the dashboard, thanks to kakulukia's PR.
  • [BREAKING] Research module's get_candles() now returns both warmup and trading candles, making it significantly easier to use.
  • [IMPROVEMENT] Improved the speed of backtest simulations by multiple times, thanks to yakir4123's PR.
  • [IMPROVEMENT] Added wsaccel to the requirements to improve the stability of the WebSocket connection, leading to fewer disconnections.

0.47.0 (10 April 2024) ​

  • [FIX] Improved market order detection for lower prices, thanks to Movi's PR
  • [IMPROVEMENT] The handling of market order submissions on Binance Futures has been enhanced to prevent the "The exchange did not respond as expected for order execution" error.
  • [NEW FEATURE] Default fees (for backtests) for all Bybit Futures have been lowered to 0.0550%
  • [NEW FEATURE] Added new exchange driver Bybit USDC Perpetual for trading on Bybit with USDC as the settlement currency. Bybit USDC Perpetual Testnet is also available for testing.
  • [NEW FEATURE] Added support for spot trading on Bybit with the new exchange driver Bybit Spot. Bybit Spot Testnet is also available for testing. Both classic and unified accounts are supported.

0.46.0 (14 March 2024) ​

  • [IMPROVEMENT] Added a parameter for generating logs in the research backtest function, returning the file path if enabled.
  • [IMPROVEMENT] Enhanced candle validation in the research module's get_candles function for clearer error messages.
  • [IMPROVEMENT] Introduced warmup_candles parameter in the research module's backtest function for consistent results between research and dashboard backtests.
  • [FIX] Resolved _pickle.UnpicklingError that occurred when loading candles from cache, improving loading times.
  • [FIX] Addressed ssl.SSLEOFError on the Bybit driver due to unexpected WebSocket closures.

0.45.0 (19 December 2023) ​

  • [IMPROVEMENT] Updated syncing of existing candles in Live Mode for better alignment with exchange data.
  • [FIX] Addressed the "No order found with clientId: acd20b4e-xxxx-xxxx-xxxx-d059896b920b21" error on DYDX.
  • [FIX] Rectified the ExchangeRejectedOrder: reduce-only order has same side with current position error on Bybit, which occurred under specific conditions in live mode.
  • [FIX] Solved the KeyError: None - fee = config['env']['exchanges'][]['fee'] error.
  • [FIX] Eliminated the ConnectionResetError: [Errno 104] Connection reset by peer on Bybit.
  • [FIX] Enhanced error handling for BrokenPipeError in Bybit's WebSocket connection.
  • [FIX] Corrected issues with handling of low-priced assets like 1000PEPE-USDT.
  • [IMPROVEMENT] Added retry logic for Bybit API requests to bolster reliability during intermittent network issues.
  • [NEW FEATURE] Introduced min_qty attribute in the Strategy class, applicable in live trading mode, to define the minimum tradeable quantity for a symbol on specific exchanges.

0.44.0 (17 November 2023) ​

  • [FIXED] Resolved the Stream error received: Internal error, could not fetch data for subscription: v3_accountsUnauthorized error on DYDX.
  • [IMPROVEMENT] Enhanced handling of market order submissions on DYDX and Bybit to prevent the The exchange did not respond as expected for order execution error.
  • [IMPROVEMENT] Upgraded the optimize mode's hyperparameters display table to include the DNA, thanks to btagliani.
  • [NEW FEATURE] Reintroduced CSV logging for optimize mode, as shown in this pull request by btagliani.
  • [BREAKING] Changes to the calculation of self.available_margin in backtest and paper trading modes for more realistic margin representation.

0.43.3 (29 October 2023) ​

  • [IMPROVEMENT] Mandatory migration to Bybit API V5. This update is indispensable if you're trading on Bybit, as it adapts Jesse to Bybit's latest API version.
  • [NEW FEATURE] Support for Bybit's Unified Margin Account. This will simplify your asset management and elevate trading flexibility on Bybit.
  • [FIX] Addressed the issue of orders on DYDX expiring early. This fix ensures that your trading activities on DYDX are as seamless as possible.

0.43.0 (5 October 2023) ​

  • [NEW FEATURE] Added support for Python 3.10 and Python 3.11. Both the main framework and live trading plugin.
  • [IMPROVEMENT] The style of the equity curve chart has been improved. Special thanks to a pull request submitted by Movy. Check out the pull request here.
  • [FIX] Fixed the Order size must adhere to quantity step of 10 error when submitting orders on DYDX for small-sized symbols like TRX-USD.
  • [FIX] Resolved the Cannot cancel order with id: xxx because it is already canceled error on DYDX.
  • [FIX] Improved the detection of market orders for lower prices, reducing the chance of trading errors.

0.42.0 (7 May 2023) ​

  • [NEW FEATURE] Added support for our first DEX: DYDX.
  • [NEW FEATURE] Added new properties to the Strategy API: is_backtesting, is_livetrading, is_papertrading, is_live
  • [IMPROVEMENT] Jesse will now retry a failed STOP order with a MARKET order with the same size if the reason for it is its trigger price being in such a way that would have caused instant execution. This is an experimental feature and currently works only on Bybit.
  • [IMPROVEMENT] Improves how order type is detected by Jesse to prevent unwanted order order types.
  • [IMPROVEMENT] Improved detection of order types to prevent unwanted order types in the live mode.
  • [FIX] Fixes the TypeError: Cannot parse single argument of type <class 'numpy.ndarray'>. error when local candle generation is enabled.
  • [FIX] Fixes the KeyError: 'data' error in some cases of live sessions on Bybit.
  • [FIX] Fixes the KeyError: 'cum_exec_qty' error in some cases of live sessions on Bybit.

0.41.0 (3 November 2022) ​

  • [BREAKING] On FTX Perpetual Futures exchange, symbols ending in PERP format are not supported anymore. Previously Jesse replaced the ending PERP with USD in the database but that was causing confusions.
  • [NEW FEATURE] Added support for Bitget USDT Futures driver.
  • [NEW FEATURE] Added a "free" plan allowing to trade live on
  • [IMPROVEMENT] Added proper handling for the rare listenKeyExpired event that happened on BinancePerpetualFutures driver leading to the WebSocket connection for user account data not working anymore without throwing any errors.
  • [IMPROVEMENT] Improves the ping-pong mechanism of the WebSocket connection on Bybit drivers leading to less disconnections (and reconnections).
  • [IMPROVEMENT] Improved handling of orders when deciding on the order types in a way to work better on sudden price changes.
  • [IMPROVEMENT] Improved handling of exit orders to prevent Cannot submit a reduce_position order when there is no open position error occuring when a position is suddenly closed while Jesse's trying to execute a batch of (exit) orders.
  • [FIX] Fixed the TypeError: 'NoneType' object is not subscriptable error in Bybit drivers.
  • [FIX] Fixed the TypeError: unsupported operand type(s) for -: 'NoneType' and 'float' error in Bybit drivers.
  • [FIX] Fixed theTypeError: Cannot parse single argument of type <class 'numpy.ndarray'> raised in live sessions with "local candle generation" enabled.
  • [FIX] Fixed the issue where candles were not showing up in the live chart when "local candle generation" was enabled.
  • [FIX] Added handling of the WebSocketConnectionClosedException error in Bybit USDT Perpetual so that the running session won't be terminated.

0.40.0 (3 October 2022) ​

  • [BREAKING CHANGE] Removed the experimental plugin system used for defining custom exchange drivers for backtesting.
  • [BREAKING CHANGE] Implemented a new method called before_terminate which does exactly what the terminate() used to do. And slightly changed the terminate() method. To see their differences, check the updated documentation for before_terminate and terminate.
  • [NEW FEAWTURE] Implemented new event handler methods used for communicating among multiple strategies/routes: on_route_open_position, on_route_close_position, on_route_increased_position, on_route_reduced_position, on_route_canceled.
  • [IMPROVEMENT] Position entry price now displays all the digits after the decimal point.
  • [IMPROVEMENT] Added a warning if the open position is not in the list of trading symbols.
  • [IMPROVEMENT] Improved some error messages to include links to the related help center page.
  • [IMPROVEMENT] Improved authentication renewing of the WebSocket connection on Binance drivers.
  • [IMPROVEMENT] Changed "" endpoints to "" in hopes of a better network connectivity as it is mentioned on Bybit's docs.
  • [IMPROVEMENT] The "Reccuring position reports" feature of live sessions will now send reports even if the position is closed. This is to let you know that the bot is running (and not unexpectedly crashed for any reason).
  • [FIX] Fixed TypeError: Cannot parse single argument of type <class 'numpy.ndarray'>. for optimize mode
  • [FIX] Fixed TypeError: Cannot parse single argument of type <class 'numpy.ndarray'>. when using extra candles in live mode while "local candle generation" is enabled.
  • [FIX] Fixed the issue of exchanges not appearing in the live settings.
  • [FIX] Fixed the "Ratio Avg Win / Avg Loss" metric being always zero in backtest metrics.
  • [FIX] Fixed the store_candles() function from the research module. Also added validation for its inputs to prevent future issues.
  • [FIX] Fixed the TypeError: unsupported operand type(s) for *: 'NoneType' and 'float' error for a case after starting a session with the "persistency" feature enabled.

0.39.0 (24 August 2022) ​

  • [NEW FEATURE] Added The option to NOT generate candles (for timeframes bigger than 1m) locally and instead fetching them from the exchange.
  • [NEW FEATURE] Added a new config for choosing between fetching candles for all timeframes from the exchange or generating them locally.
  • [BREAKING] Added timeframe parameter to fetch() method of the import-candle drivers. In case you have developed your own drivers, you should update it accordingly.
  • [IMPROVEMENT] Improved the migration handling. This allows for easier updates in the future and also faster startup time for Jesse as duplicate migrations will not be performed.
  • [IMPROVEMENT] By default, when you open the settings page, it will now open the relative section to the page you're in. For example, if you're in the live trading section and click on the settings button, it'll open the live trading section.
  • [FIX] Fixed the KeyError: 'stepSize' error on the Binance Spot driver caused by an unexpected update of Binance's API.
  • [FIX] Fixed a bug when calling from the research module. Many thanks to getorca for submitting the PR.

0.38.3 (6 August 2022) ​

  • [NEW FEATURE] Added support for live trading on Binance US Spot.
  • [IMPROVEMENT] Improved handling of stop orders on Binance Spot to ensure order fills in markets with low liquidity.
  • [FIX] Fixed the {'code': -2011, 'msg': 'Unknown order sent.'} error on Binance Spot driver.
  • [FIX] Fixed an issue where you could not close the position using update_position() and immediately open a new one in live and paper modes.

0.38.0 (10 July 2022) ​

  • [NEW FEATURE] Added support for live spot trading on,, and
  • [IMPROVEMENT] Improved handling of queued orders when trading multiple routes in the live mode.
  • [IMPROVEMENT] Loaded DNA values are now logged at the beginning of the live mode if the debugging mode is enabled.
  • [IMPROVEMENT] Added validation for timeframe of passed candles to research.backtest() to prevent confusions.
  • [IMPROVEMENT] Queued orders' price points are now displayed on the real-time chart in the live mode.
  • [IMPROVEMENT] Increased the font size of logs in live trading.
  • [IMPROVEMENT] Improved behavior of the download links for backtest results so you won't face the exit popup question when you click on them.
  • [IMPROVEMENT] Added proper handling of {'code': -2011, 'msg': 'Unknown order sent.'} errors on Binance Perpetual Futures which were occurring after a "reduced position" event.
  • [FIX] Fixes a bug where the dna() was not being loaded in the live mode.
  • [FIX] Fixed the issue with the detection of liquidation orders on BinanceFutures
  • [FIX] Fixed the ImportError: numpy.core.multiarray failed to import error related to numpy in new installations on Ubuntu.
  • [FIX] Fixed an issue causing KeyError: 'futures_leverage' error in new installations.
  • [FIX] Fixed an issue where there are duplicate exchange names in the routes exchange list.

0.37.0 (10 June 2022) ​

  • [BREAKING CHANGE] The database tables must be deleted for:
  1. new settings which support spot trading
  2. for new indexing of candles table which now loads X times faster
  • [BREAKING CHANGE] Removed the driver for "Binance Inverse Futures" (known as coin-margined futures on Binance) from the list of supported exchanges for import candles.
  • [BREAKING CHANGE] Updated exchange names to be more similar to what they are on the exchange websites to avoid confusion.
  • [BREAKING CHANGE] Updated the required config object that is passed to the research.backtest() function based on the mentioned changes in this release. Removed the settlement_currency and added 'type'. Read the example on the documentation page for more details.
  • [BREAKING CHANGE] The alias has been removed to prevent confusion. Please use self.balance instead. Make sure to update your strategies accordingly.
  • [BREAKING CHANGE] The should_cancel() method has been renamed to should_cancel_entry() which is more convenient since it is only used for canceling entry orders. Make sure to update your strategies accordingly.
  • [NEW FEATURE] Added previous_qty property to the Position class.
  • [NEW FEATURE] Added the self.exchange_type, self.daily_balances properties to the Strategy class.
  • [NEW FEATURE] Added self.is_spot_trading and self.is_futures_trading properties to the Strategy class.
  • [IMPROVEMENT] The settlement currency is no longer fixed to USDT or USD. Instead, it is now the quote currency of the symbol you're trading. So it could be USD, USDT, BUSD, BTC (for spot markets), etc.
  • [IMPROVEMENT] The existence of is now optional. It has been removed from new projects for the sake of simplicity. If you need to add a driver, you can do so by creating the file manually.
  • [IMPROVEMENT] The "Exchange type", "Leverage", and "Leverage Mode" are now displayed on backtests' result page so you know what the settings have been for the executed backtest.
  • [IMPROVEMENT] Minor improvements to the UI of the dashboard.
  • [FIX] Fixed a bug where generated CSV files in backtests were empty if the export_json option was disabled.

0.36.0 (18 May 2022) ​

  • [NEW FEATURE] Added new optional parameters to research module's backtest() function to handle quantstat reports, export hyperparameters, equity-curve chart values, CSV and JSON export, tradingview's pine-editor output and also made chart generation optional so your script can run faster if you don't need it.
  • [IMPROVEMENT] Updated the self.log() method to NOT send notifications by default in live mode. If you want to, you should pass send_notification=True to the method.
  • [IMPROVEMENT] Improved handling of errors in the REST API for fetching candles in the live mode which was introduced in version 0.35.0.
  • [IMPROVEMENT] Improved handling of the entry_price at FTX to be exactly what you see on their exchange dashboard.
  • [IMPROVEMENT] Improved a few error messages in the live mode to include useful information about the error for easier debugging in the future.
  • [IMPROVEMENT] Added handling of TypeError: 'NoneType' object is not subscriptable errors caused by API keys being expired on Bybit.
  • [IMPROVEMENT] Improved handling of a few common errors in the live mode that are safe to ignore.
  • [IMPROVEMENT] Improved error handling for Bybit drivers in import-candles mode.
  • [IMPROVEMENT] Refactored the notifications handler to work in a separate thread so that in the case of notifications taking long to respond, the main execution won't be affected.
  • [IMPROVEMENT] You will now be asked if you're sure about closing the dashboard. This is to prevent accidental closing of the dashboard tab.
  • [FIX] Fixed a couple of errors happening with notification drivers (Telegram and Discord)
  • [FIX] Fixed a bug where empty log files were created in storage/logs/backtest-mode when running the optimize mode.
  • [FIX] Fixed the ValueError: No value exists in Redis for process ID of: xxx error that occurred in docker setups. It requires you to update your project's docker-compose.yml manually. Here's a quick guide.
  • [FIX] Implemented a workaround for an issue when sometimes multiple partially-filled orders in live mode caused unexpected behavior.
  • [FIX] Fixed an issue when paper mode raised an error about API keys of Bybit Perpetuals if their values were empty in the .env file.

0.35.0 (6 April 2022) ​

  • [NEW FEATURE] Added the import_candles() method to the "research" module.
  • [IMPROVEMENT] Live mode now uses the REST API of the exchange to fetch candles and update the most recent candles. This is on top of the current Websocket implementation for real-time updates; and is supposed to make Jesse's data storage more reliable.
  • [IMPROVEMENT] Added error handling for Telegram and Discord notifications.
  • [FIX] Fixed the TypeError: decoding to str: need a bytes-like object, int found occurring when resuming the previous live session with open orders on Binance Futures and FTX Futures.
  • [FIX] Fixed a visual bug where the entry price of the positions were displayed incorrectly on the dashboard when live trading.
  • [FIX] Fixed an overflow bug in the daily_balances when using the research module's backtest() function. This did not affect the existing backtest and optimize mode of the GUI dashboard.
  • [FIX] Fixed the bug where the progressbar was not working when importing candles in some browsers.

0.34.0 (24 March 2022) ​

  • [IMPROVEMENTS] Instead of calculating changes in positions and orders, Jesse now uses data on the exchange to stay in sync in real-time.
  • [NEW FEATURE] Added persistency support to the live mode. Jesse is now able to stop and start at a later time without starting from scratch.
  • [NEW FEATURE] Added is_stop_loss and is_take_profit properties to the Order class. Useful for detecting the role of the executed order in methods such as on_close_position().
  • [BREAKING CHANGE] Dependencies are now locked. So from this version forward, doing pip install jesse will force your dependencies to be the same as the current version's requirements. This is to prevent you from installing a different version of the dependencies leading to unexpected behavior.
  • [NEW FEATURE] The position table now displays the liquidation price of the position in the live trading dashboard.
  • [NEW FEATURE] Added has_long_entry_orders and has_short_entry_orders properties to the Strategy class. They are used for knowing the type of entry orders for times that position is not opened yet such as inside the should_cancel() and before() methods and also in filters.
  • [NEW FEATURE] Implemented a "check for newer version" component in the GUI dashboard. So you'll be notified inside the app for newer versions of both the framework and the live plugin. You can skip updates if you choose to.
  • [IMPROVEMENTS] Improved the handling of "PARTIALLY FILLED" orders in the live mode. The new refactor handles them properly, and also you can see in the dashboard the amount of the order that was filled.

0.33.0 (15 February 2022) ​

  • [NEW FEATURE] Added backtest function to the "research" module allowing you to run backtests via your Python script or Jupyter notebook.
  • [NEW FEATURE] Added store_candles function to the research module allowing you to store candles in the database. An example use case is to import candles from a CSV file so you can use them in your backtests.
  • [NEW FEATURE] Added fake_candle, fake_range_candles and candles_from_close_prices functions to the research module for generating fake candle data for backtest or other any kind of research.
  • [NEW FEATURE] Added the "More" button for orders in the live mode which opens a slide over the page where you can see all orders.
  • [NEW FEATURE] Added the value of the position (in USDT) to the live dashboard. To use it, hover on the qty of each position.
  • [NEW FEATURE] Added support for running multiple instances of Jesse simultaneously. Useful for those who want to trade using multiple sub-accounts. Just make sure they have different APP_PORT values in their .env file.
  • [New FEATURE] Added a new "Report" button that is available during live sessions for submitting a report alongside logs of your running session. The previous report button was only available if an exception was raised causing the session to stop. This one is always available.
  • [IMPROVEMENT] Exception tracebacks are now logged in the info logs and included in the reports helping us to track down bugs.
  • [IMPROVEMENT] Strategies can now be long-only. That means should_short() and go_short() are optional. If you don't implement them, the strategy will be long-only.
  • [IMPROVEMENT] Improved debugging mode in the optimize mode to include a log file that is downloadable at any point in time in the optimization mode.
  • [FIX] Fixed a bug causing optimization sessions to fail. The bug was introduced in the previous release.
  • [FIX] Fixed a bug where the optimize mode failed if the number of hyperparameters was 1.
  • [FIX] Fixed usage of extra-routes in optimize mode.
  • [FIX] You can now trade symbols that are longer than 9 characters such as MATIC-USDT.
  • [FIX] Fixed a bug where position validation was stuck in a loop in live mode when trading multiple routes.
  • [FIX] watch_list can now include all types of data. So errors such as TypeError: Object of type Position is not JSON serializable are no longer thrown.
  • [FIX] Fixed the TypeError: Argument 'data' has incorrect type (expected list, got dict) error for the Bybit Perpetual driver.
  • [FIX] Improved the way we keep the WS alive for the ByBit driver. No more WS disconnects every 10 minutes (although the reconnecting was working just fine)
  • [FIX] Fixed the AttributeError: 'NoneType' object has no attribute 'watch_list' error for the live plugin.

0.32.0 ​

  • [NEW FEATURE]: Added the watch_list function for monitoring custom info in live modes.
  • [NEW FEATURE]: A "Hyperparameters" section is displayed in backtest results if the strategy has any hyperparameters defined.
  • [NEW FEATURE] Added Bybit Perpetual driver for live trading.
  • [NEW FEATURE]: Added support for PostgreSQL ssl mode via POSTGRES_SSLMODE environment variable. PR submitted by Chirica Gheorghe. Thanks Chirica!
  • [IMPROVEMENT] Sends notification for the "reconnect" message of the WS connection in live mode
  • [IMPROVEMENT] Strategy execution for update_position is paused for 3 seconds if an order execution event was received before update_position was called. Reduces the number of unexpected behavior in live mode.
  • [IMPROVEMENT] Doesn't log fee-charging if fees are set to zero. Makes it easier to read the logs when developing.
  • [FIX] Fixed an issue in multi-threading which led to memory leaks when live trading on Linux machines.
  • [FIX] Fixed a rare KeyError when generating charts after backtests.
  • [FIX] Fixed handling of the market Partially filled orders in live mode for Binance Futures driver. (limit Partially filled orders were working fine)
  • [FIX] Improved request submission in live mode to prevent Connection reset by peer error.
  • [FIX] Fixed a bug in updates of exit-orders made using update_position().
  • [FIX] Fixed a bug in displaying the timeframe of candles in the live dashboard for timeframes bigger than 1m

0.31.0 ​

  • [NEW FEATURE] Testnet Bybit Perpetuals is now supported for backtesting, paper, and live trading
  • [NEW FEATURE] Added all_positions and portfolio_value properties to the strategy API
  • [Improvement] Automated "handling of take-profit and stop-loss that are priced the opposite of what they are supposed to" in strategies by closing the position instead of raising an exception causing the session to terminate.
  • [Improvement] Added support for cancelling (remaining) entry orders in update_position()
  • [Improvement] Error logs are now logged as info logs as well so info logs now include all the logs.
  • [FIX] Fixed Discord notifications not working
  • [FIX] Fixed an error when handling rejected (take-profit/stop-loss) orders in live trading sessions
  • [FIX] Fixed a bug that happened when live trading strategies that require "extra routes"
  • [FIX] The research module has been updated to support usage in Jupyter Notebooks
  • [FIX] Fixed a bug in database migrations

0.30.0 (GUI Dashboard) ​

  • [NEW FEATURE] GUI Dashboard is now available and replaces the CLI.
  • [NEW FEATURE] Docker setup is improved and is now a first-class citizen of Jesse and is shipped with all newly created Jesse projects. It enabled you to run Jesse with one single command!
  • [NEW FEATURE] Sending feedback and exception reports with optional log-file attachment right from within the dashboard.
  • [NEW FEATURE] Responsive design which makes it easy to use even on mobile devices (if you install Jesse on a remote server)
  • [NEW FEATURE] Added average execution time for optimizing mode
  • [NEW FEATURE] All main forms of the dashboard remember your inputs. So repeating backtests, etc is much easier with a click of a button
  • [NEW FEATURE] Ability to open multiple tabs (inside the dashboard itself) and run multiple candle importing and backtests in parallel.
  • [NEW FEATURE] You can choose between light and dark mode.
  • [BREAKING CHANGE] Environment variables are now set in the .env file, and application settings are now in the settings section of the dashboard. No more and files.
  • [BREAKING CHANGE] DNAs of the optimize mode are now defined in the strategy instead of the file
  • [Improvement] The error handling is now much more robust and reliable.
  • [Improvement] Every time you run an action like a backtest, the action is run in a separate process. This means that the action is not blocking the main process; hence, the main process can continue to run even if an error occurs. One example good that comes out of this is that notifications are now more reliable.
  • [Improvement] Installation of the live-trade plugin is now fully automated. No need to manually find your machine's info, download, and install.
  • [Improvement] Faster backtest execution with the debug mode enabled because of no actual terminal printing
  • [Improvement] Improved handling of database connections
  • And much more! This was the biggest release yet.


Starting from version 0.30.0, this page will include changelog of the live-trade plugin as well.

0.29.1 ​

[Improvement] Change Python version validation to recognize 3.10 (understood it as 3.1 before) [Improvement] The CSV created from the optimization mode now uses tab delimiter, as sometimes chars from the DNA would mess up the file. [Improvement] The CSV created from the optimization mode now includes all metrics from the backtest. [Improvement] Added missing REQUIRED_PACKAGES to [DEPRECATED] 3D and Week candles have been removed, as they differed from the exchange.

0.28.0 ​

  • [BREAKING CHANGE] on_take_profit() and on_stop_loss() event methods have been removed, and replaced with the on_closed_position() method.
  • [Improvement] If the price difference between the current price and order price are significantly small (less than 0.01%) Jesse will use a MARKET order instead of LIMIT or STOP. This probably has no effect on your backtests but prevents some communication errors from exchange's side in live trading mode.
  • [Improvement] Replaced crypto_empyrical package with quantstats. This means now the metrics in Jesse's metrics report and Quantstat's HTML reports should be identical.
  • [NEW FEATURE] Added smart sortino, smart sharpe and serenity options for the optimize mode's fitness metric.

0.27.3 ​

  • [NEW FEATURE] Add support for FTX Futures exchange's perpetual futures trading (both live-trade and backtest).
  • [NEW FEATURE] Add initial support for Bybit Perpetuals driver (backtest only).
  • [NEW FEATURE] Added wavelet_denoising() utility function.
  • [Improvement] Can handle many of order rejection events that sometimes happen from exchange's side instead of requiring to restart your live session.

0.26.0 ​

  • [NEW FEATURE] Add combinations_without_repeat utility to create unique combinations. Useful for optimize mode.
  • [NEW FEATURE] New indicators: Arnaud Legoux Moving Average, Holt-Winter Moving Average, Natural Moving Average, Ehlers Distance Coefficient Filter, Moving Average Bands, Ulcer Index, Moving Average Adaptive Q, MWDX Average, Variable Length Moving Average, Square Root Weighted Moving Average, Squared Weighted Moving Average, Variable Power Weighted Moving Average, Cubed Weighted Moving Average, JSA Moving Average, End Point Moving Average, Ehlers Predictive Moving Average, Wavetrend, Hurst Exponent
  • [NEW FEATURE] - New Moving Averages added to the ma indicator.
  • [Improvement] Minor code optimizations.
  • [Improvement] Packages updated - Update websocket-client from 1.1.0 to 1.1.1, Update scipy from 1.7.0 to 1.7.1, Update pandas from 1.3.0 to 1.3.1, Update numpy from 1.20.3 to 1.21.1, Update pydash from 5.0.1 to 5.0.2, Update requests from 2.25.1 to 2.26.0, Update ta-lib from 0.4.20 to 0.4.21
  • [FIX] The ma indicator now better handles volume which is needed for vwap and vwma.
  • [FIX] The kaufmanstop now uses the correct formula for long and now supports the matype parameter.

0.25.0 ​

  • [NEW FEATURE] Introduces a plugin-based system for exchange drivers.
  • [BREAKING] Requires a present in the project.
  • [CHANGE] Adjustments in the candle store as was required by the live trade mode.
  • Minor bug fixes

0.24.0 ​

  • [NEW FEATURE] Added new utility functions that are used in statistical analysis of the prices such as for writing statistical arbitrage strategies: z_score, are_cointegrated, prices_to_returns
  • [IMPROVEMENT] Refactored how we execute routes in the live trade mode so the order of execution is the same as defined in the file. This makes it possible to write strategies that depend on it such as statistical arbitrage.
  • [IMPROVEMENT] Added support for M1 macs.
  • [CHANGE] The numba package has become an optional package which was a requirement for supporting M1 macs. Now numba won't be installed by default. This means, if you are an M1 user, you don’t have to install numba and you can install Jesse as before and it will work just fine. If you are NOT an M1 user, then you can still take advantage of numba by installing it through running pip install numba.
  • [IMPROVEMENT] Minor bug fixes

0.23.0 ​

  • [NEW FEATURE] Added self.log method for easier logging from withing the strategy file.
  • [NEW FEATURE] Added new properties to the Strategy API: liquidation_price, mark_price, funding_rate, next_funding_timestamp
  • [NEW FEATURE] Implemented the liquidation mechanism for the isolated mode in backtests, and both isolated and cross in live mode.
  • [NEW FEATURE] New indicators: Jurik Moving Average, Chande Kroll Stop, Choppiness Index, Pascals Weighted Moving Average, Symmetric Weighted Moving Average, Bandpass filter, Inverse Fisher Transform applied on RSI, KDJ
  • [NEW FEATURE] devstop, rvi, and zscore indicators now let you choose the devtype.
  • [Improvement] Packages updated - Update matplotlib from 3.4.1 to 3.4.2, Update numpy from 1.20.2 to 1.20.3, Update ta-lib from 0.4.19 to 0.4.20, Update websocket-client from 0.59.0 to 1.0.1, Update click from 7.1.2 to 8.0.1
  • [Improvement] Available matypes used in some indicators extended.
  • [Improvement] Improved handling of none string values in the logger

0.22.0 ​

  • [BREAKING CHANGE] For consistency ta.vwmacd now accepts signal_period instead of signalperiod
  • [Improvement] Updated Docker images. By TheCrazyLex.
  • [Improvement] Packages updated - scipy from 1.6.2 to 1.6.3, arrow from 1.0.3 to 1.1.0, quantstats from 0.0.30 to 0.0.32, websocket-client from 0.58.0 to 0.59.0, quantstats from 0.0.32 to 0.0.34, pytest from 6.2.3 to 6.2.4
  • [Improvement] Rounding for live or paper now uses the required precision from the exchange. Could have caused exceptions before for coins with exotic precision requirement.
  • [Improvement] risk_to_qty and size_to_qty now round the qty down. As in some conditions the qty would otherwise exceed the self.available_margin / leading to the InsufficientMargin exception.
  • [Improvement] risk_to_qty now also accepts precision parameter.
  • [Improvement] The full report (quantstats) now uses 365 trading days for the metrics which makes its calculations crypto friendly. By sbkhosh and mblum.
  • [Improvement] The ExampleStrategy imports ta and utils by default now.
  • [FIX] Error in ta.minmax solved. Namedtuple changed: min -> is_min and max -> is_max
  • [FIX] Setting configs via environment variables now also works when spaces are involved. By julesGoullee.
  • [NEW FEATURE] New indicator: Polarized Fractal Efficiency (PFE)

0.21.3 ​

  • [NEW FEATURE] Added HTML reports with a more complete set of metrics and charts enabled by the --full-reports flag in your backtests. By nicolay-zlobin.
  • [NEW FEATURE] New indicators: Elder Ray Index (ERI), ttm_trend, kurtosis, mean_ad, median_ad, skewness
  • [Improvement] Added a check for the right symbol format (with dash) for the import candle mode - preventing possible confusion and resulting errors.
  • [Improvement] A @cached property has been added to improve performance and avoid unnecessary repeated calculations. It's applied where sensible in the Strategy class and available via import to be used on indicators inside a users Strategy as well. Some strategies might see a huge boost because of this.
  • [Improvement] All indicators now use the helper functions same_length and slice_candles.
  • [Improvement] self.metrics is now only calculated if a trade happened leading to a performance boost.
  • [Improvement] The old way of working with strings in python (format) has been replaced with much faster f-strings leading to a performance boost.
  • [FIX] Incorrect InsufficientMargin exceptions that were caused by reduce_only orders.
  • [FIX] An error with the json export of the backtest that occurred is now fixed.
  • [FIX] Using futures mode you had to add all the used assets to the file - although that should have only been needed for spot mode. This is not necessary anymore. Additionally the spot mode now gives clearer error if assets are missing in the config.
  • Multiple preparations for the live trade plugin. Other modes are unaffected by them.

0.20.0 ​

  • New indicators: Fibonacci's Weighted Moving Average (FWMA), Sine Weighted Moving Average (SINWMA), Chande Forcast Oscillator (CFO), Kaufman Efficency indicator, High Pass Filter 2-Pole, Supersmoother 3-Pole, Kaufmanstop, Safezonestop, Devstop, RSMK, STC, RVI, VWAP,
  • New timeframes: 45m, 12h, 3D, 1W
  • [Improvement] The indicators now use the configured warmup_candles
  • [FIX] Spot should work no again thanks to a fix by discohead
  • [FIX] Sometimes users faced a InsufficentMargin error - this was caused by a small bug in the handling leverage of market orders.
  • [Improvement] Durations are now displayed without decimals. By maebert
  • [Improvement] The crossed utility should be a little faster now, as we only use numpy there now.

0.19.2 ​

  • Added metrics property to the Strategy API.
  • Added available_margin property to the Strategy API.
  • Added leverage property to the Strategy API.
  • Updated the behavior of capital. It now returns wallet balance.
  • Added support for leverage (except for a liquidation mechanism)
  • [BREAKING CHANGE] Change config values to work with the leverage support. Now instead of margin you need to enter futures.
  • Added total_cost to Position model.
  • Added roi (return on investment) property to the Position model. It is calculated while considering the leverage, the same way it is done on Binance Futures.
  • Added RSX indicator.
  • Added Market Change metric.
  • Added signal_line(), streaks(), kelly_criterion(), strictly_increasing(), strictly_decreasing(), and dd() utility functions.
  • Added trades property to the Strategy API for getting previous executed trades by nicolay-zlobin.
  • Updated the docker image. Updated the docs to work with docker-compose. By julesGoullee.
  • Exported trades as json now include considering_timeframes by julesGoullee.
  • Added --skip_confirmation flag to import-canldes command to avoid confirmation on candle duplicates by Gabri.

0.18.0 ​

  • [BREAKING CHANGE] Dropped support for Python 3.6
  • [BREAKING CHANGE] Changed the syntax for symbols to use a - in the middle to separate the base and quote assets. Instead of BTCUSD you now need to enter BTC-USD.
  • Added elitism to genetic/evolution algorithm by fjelic

0.17.0 ​

  • [BREAKING CHANGE] Pass the order object as a parameter for event methods such as on_open_position, on_take_profit, on_stop_loss, on_reduced_position, and on_increased_position methods.
  • Fixed a bug for adding to open positions using and self.sell.
  • Added increased_count and reduced_count properties to the Strategy API.
  • [BREAKING CHANGE] Removed is_reduced and is_increased properties.
  • Added the after() method the to Strategy API
  • [BREAKING CHANGE] Renamed prepare() method to before()

0.16.0 ​

  • Added a route validation
  • Improved performance of loading candles for cases with multiple routes
  • Added routes property to the Strategy API
  • Improvements in exception messages
  • Added has_active_entry_orders property to the Strategy API
  • Improved plotting of orders on the generated charts for backtest by (macd2)[]
  • Fixed handling open trade at the end of backtest

0.15.1 ​

  • Added support for Python 3.9
  • Fixed calculations of formulas depending on Quantopian's empyrical package (like annual return, Sharpe Ratio, etc) using our own fork of it.
  • Changed default value of type for all exchanges in to margin
  • Added damiani_volatmeter indicator

0.14.1 ​

  • Changed the color of printed logs in --debug mode to white for more readability
  • Fixed a bug where should_cancel() was being executed in strategies with multiple entry orders
  • Made caching configurable. You can now change the settings for your cache driver or completely disable it
  • Added sum_floats() and subtract_floats() utility functions
  • Fixed a bug where position stayed open with a close-to-zero size caused by rounding issues in Python
  • Fixed for a bug in detecting executed orders with candles with gap
  • Added support for reduce-only orders (take-profit and stop-loss orders)
  • Added VossFilter indicator
  • Added TrendFlex indicator
  • Added ReFlex indicator
  • Added High Pass Filter indicator
  • Added Roofing indicator
  • Added DV indicator

0.13.1 ​

  • Added support for balance handling for trading on spot markets
  • Improved calculation and logging of fees (when --debug flag is enabled)
  • Improved calculation of daily balance change. It is now more accurate.
  • Improved format in displaying of currencies. Instead of 10000, it now displays 10,000.

0.12.7 ​

  • Made number of warmup candles configurable
  • Fixed an issue with log folder being absent in newly created projects by jparklev
  • Improved performance of the chande indicator

0.12.2 ​

  • Added the --cpu option for the optimize mode to specify the number of cpu cores to use when running the optimize mode.
  • Improved monitoring dashboard of the optimization mode.

0.12.1 ​

  • Renamed hyper_parameters() method to hyperparameters()
  • Fixed --dna flag in "jesse routes" command
  • Improved error detection in the optimize mode
  • Fixed when few of DNA trials caused optimize session to fail entirely
  • Optimize mode's traceback is now printed to a log file
  • Improved optimize mode's monitoring dashboard
  • Fixed an issue with newly created projects missing the log directory
  • Added .csv and .json files to gitignore of newly created projects

0.11.0 ​

  • Implemented the initial version of the optimize mode which uses the Genetic Algorithm to find the best parameters for your strategy.

0.10.0 ​

  • Suppression of the "FutureWarning: pandas.util.testing is deprecated" caused by empyrical
  • Added KST indicator
  • Added Coppock curve indicator
  • Added vortex indicator
  • Added EFI indicator
  • Added Chandelier Exit indicator
  • Update of scipy and matplotlib
  • Fixed issue related to NegativeBalance
  • Some fixes and additions related to pytest

0.9.0 ​

  • Refactored directories that generated output files are stored at (csv, json, tradingview, charts).
  • json logs files are disabled by default. You now HAVE TO use the json flag to enable it.
  • Added CSV output for completed trades by h0ke.

0.8.2 ​

  • Added exception for when trying to spend more than available exchange balance by fengkiej
  • Added fee_rate property to Strategy API
  • Added fee_rate as optional parameter for risk_to_qty and size_to_qty utilities
  • Added readable error for when strategy structure is incorrect
  • numpy_candles_to_dataframe now uses Pandas datetime format for candle timestamps by lightyear15
  • Improved exception text for unsupported exchanges

0.7.1 ​

  • Added the __init__ method to the strategy API
  • Added the terminate() method to the strategy API
  • Added validation for qty==0
  • Added additional parameters to srsi indicator by Gabri

0.6.3 ​

  • Fix issue #34
  • Made filter misusage exception more readable
  • Added new ratios in metrics: Calmar, Sortino, Omega
  • Improve TradingView output by Gabri
  • Added supersmoother indicator
  • Added gauss indicator
  • Added itrend indicator
  • Added faulty indicator
  • Added beta indicator
  • Added LINEARREG_ANGLE - Linear Regression Angle indicator
  • Added LINEARREG - Linear Regression indicator
  • Added AVGPRICE - Average Price indicator
  • Added VWMACD - Volume Weighted Moving Average Convergence/Divergence indicator
  • Added AD - Chaikin A/D Line indicator
  • Added keltner indicator by jeremytregunna

0.5.0 ​

  • Fixed an issue with filters.
  • Fixed an issue with CWD
  • Added new indicators: Hull Moving Average, Zero-Lag Exponential Moving Average, Donchian Channels, Empirical Mode Decomposition, RSI Laguerre Filter, True strength index (TSI), Fractal Adaptive Moving Average (FRAMA), Awesome Oscillator, Alligator, SMMA (Smoothed Moving Average)

0.4.0 ​

  • Added Tulipy library as a dependency.
  • Added vwma, srsi, and fisher indicators.
  • Added support for 8h timeframe.
  • Removed the wrong time estimation for import-candles mode. PR by 0xVox.

We do NOT guarantee profitable trading results in anyways. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS. Do not risk money which you are afraid to lose. There might be bugs in the code - this software DOES NOT come with ANY warranty. All investments carry risk! Past performance is no guarantee of future results! Be aware of overfitting!