Jesse Changelog

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

2.4.1 (29 June 2026)

• [NEW] Added a "close all tabs" button on the backtest page to close all open tabs at once. It appears when you have more than 10 tabs open, and asks for confirmation first.
• [IMPROVEMENT] Backtests started through an AI assistant (MCP) no longer pop open a new tab on the dashboard. They're still saved and available from the History page.

2.4.0 (15 June 2026)

• [IMPROVEMENT] Backtests are now dramatically faster — roughly 2–3x quicker across the board (our full benchmark suite dropped from ~79s to ~27s), with identical results. Strategy iteration that used to take a coffee break now finishes before you blink.
• [FIX] Fixed a Binance Perpetual Futures crash when starting a live session with an already-open position — the bot would fail to start with an Expected dict, got float error. It now starts up cleanly.
• [FIX] Fixed an error that appeared on the dashboard when a backtest was run through an AI assistant (MCP).

2.3.4 (6 June 2026)

• [NEW] Added optimization mode over MCP — you can now run optimizations through AI assistants like Claude and Cursor, just like backtests, significance tests, and Monte Carlo.
• [FIX] Fixed backtests, significance tests, and optimizations sometimes getting stuck with no result when run through MCP.
• [IMPROVEMENT] When there isn't enough candle data, MCP now tells you exactly which candles to import instead of stalling.
• [IMPROVEMENT] Candle imports run through MCP now show live progress as they download.
• [NEW] Free accounts now include a generous daily allowance of research runs (backtests, optimizations, Monte Carlo, and significance tests) started through AI assistants (MCP); premium accounts are unlimited.
• [FIX] Fixed Monte Carlo simulations that could fail or return incorrect results in some cases — Fast Mode now produces exactly the same results as the standard mode.
• [IMPROVEMENT] Backtests and Monte Carlo runs started through AI assistants (MCP) now default to Fast Mode, so they finish noticeably faster.

2.3.1 (3 June 2026)

• [NEW] Added support for Lighter as a live trading exchange. Lighter offers a variety of stocks and commodities, all with zero trading fees.
• [FIX] Fixed ClosedTrade.pnl / pnl_percentage using the submitted limit-cap price instead of the actual fill price for stop/TP orders, which could produce impossible values like −115 %.
• [FIX] Fixed a live-trading crash (AttributeError: 'str' object has no attribute 'fee') that occurred when a session started with an already-open position.
• [FIX] Fixed the live notifier loop thread dying on a transient network blip, which silently stopped all Telegram/Discord/Slack notifications (and let the message queue grow unbounded) until the process was restarted.

2.2.3 (1 June 2026)

• [IMPROVEMENT] Greatly expanded the strategy-writing docs the MCP serves to AI agents — a richer jesse://strategy reference plus a new jesse://strategy_examples library of ten complete strategies — so generated strategies are more correct and idiomatic.
• [FIX] Removed a stray gap of empty space above the results table on the optimization page, left over from a removed progress chart.
• [FIX] Fixed the "Download log" button on the optimization page, which pointed at an obsolete shared log file (a legacy single optimize-mode.txt that older versions appended every run to, with no rotation — capable of growing to several gigabytes) and now downloads the correct per-session log instead.
• [FIX] Deleting or purging optimization sessions from the history page now also removes each session's log file, so old optimization logs no longer accumulate on disk.
• [FIX] Fixed the Python language server on ARM machines.

2.2.2 (31 May 2026)

• [FIX] Fixed jesse install-live on ARM Linux hosts (including Docker containers on Apple Silicon), where the architecture was misdetected as x86_64 — so the installer downloaded the x86_64 plugin wheel, which pip then rejected as unsupported on the aarch64 platform. ARM Linux is now detected correctly and the matching aarch64 live-plugin build is installed.

2.2.1 (30 May 2026)

• [IMPROVEMENT] The official Docker image (salehmir/jesse) is now multi-architecture, with a native linux/arm64 build published alongside linux/amd64. Apple Silicon (M1/M2/…) and ARM Linux users now pull a native image instead of running the x86 image under emulation — which also resolves the Ray-related optimization/Monte Carlo crashes that occurred under emulation on Apple Silicon.
• [IMPROVEMENT] Switched the internal DynamicNumpyArray buffer to geometric (doubling) growth, cutting memory copied per backtest from O(N²) to O(N) and speeding up long backtests and large optimization/Monte Carlo sweeps. Thanks to @quin7ilian for the contribution.
• [FIX] Fixed a backtest accounting bug where a reduce_only exit that filled less than its stated quantity (e.g. an oversized stop-loss after a partial take-profit) was recorded at its stated quantity, biasing the trade's exit price and fee. This made reported net profit and per-trade metrics drift from the real wallet balance.
• [FIX] Fixed an issue with paper trading on the Hyperliquid exchange.
• [FIX] Fixed a live-trading crash (IndexError: list index out of range) that could occur when persistency was enabled and the account already had open positions on the exchange, causing a closing order to look up a closed trade that didn't exist yet.
• [FIX] Fixed the dashboard's "View charts" button failing with Out of range float values are not JSON compliant for some strategies. This happened when a strategy's after() added a NaN value to a chart (e.g. from an indicator that isn't warmed up yet, or a division by zero); backtest session chart-data responses now strip NaN values, not just infinities, before serializing to JSON.

2.2.0 (26 May 2026)

• [NEW] Rule Significance Tests can now be run through MCP to statistically validate an entry signal before spending time building out a full strategy. Jesse's MCP agent rules require this check whenever a strategy's entry logic is new or changed.
• [NEW] Monte Carlo simulations can now be staged and run through MCP — candles resampling (the main overfit-detection mode) and the opt-in trades resampling, plus fetching equity curves and logs. Agent rules default to candles-only with 200 scenarios and document the canonical overfit verdict.
• [NEW] Added support for unified margin accounts on Hyperliquid.
• [NEW] Added support for trading stocks, commodities, forex, and other asset classes on Hyperliquid via XYZ assets.
• [NEW] MCP responses now include the dashboard URL of the session, so you can click straight through to inspect charts, trades, and equity curves.
• [IMPROVEMENT] Tightened MCP agent rules: the agent must run backtests / Monte Carlos / significance tests first and only import candles on a missing-data error (no more pre-flight get_existing_candles checks that wasted time and tokens); polling has an explicit adaptive-backoff schedule and must continue until a terminal status (no more giving up early on long Monte Carlo runs); and the agent is forbidden from calling update_config to work around tool errors or inject runner-expected fields.
• [IMPROVEMENT] Ported the remaining 63 numba-accelerated indicators to native Rust (via jesse_rust) and removed numba as a runtime dependency for indicators. The combined wall-clock cost of computing all 60 benchmarked indicators on a 200-candle slice dropped from 423.5 µs → 124.4 µs (3.40× faster), with the biggest wins on fosc (72.7 → 1.6 µs, 46.6×), damiani_volatmeter (98.7 → 3.1 µs, 32.4×), linearreg (19.0 → 1.8 µs, 10.6×), pfe (21.8 → 2.4 µs, 8.9×), safezonestop (12.7 → 1.7 µs, 7.4×), heikin_ashi_candles (8.6 → 1.7 µs, 5.2×), dx (11.8 → 2.4 µs, 4.9×), hma (8.3 → 1.8 µs, 4.7×), correlation_cycle (15.6 → 3.3 µs, 4.8×), maaq (11.4 → 3.0 µs, 3.8×), vpwma (6.0 → 1.7 µs, 3.5×), frama (9.6 → 3.0 µs, 3.2×), and mass (4.2 → 1.5 µs, 2.7×).
• [IMPROVEMENT] Added Python 3.13 support for Ray-powered features, allowing optimization mode and Monte Carlo mode to run on Python 3.13 (except on Windows)
• [IMPROVEMENT] Added official support for ARM (aarch64) Linux machines in the main Jesse framework — useful for users on AWS Graviton, Ampere, Raspberry Pi 64-bit, and similar hosts. This applies to the main jesse package only (backtesting, optimization, Monte Carlo, research); the jesse-live plugin does not yet support Linux ARM, so live trading on ARM Linux hosts is not available yet.
• [IMPROVEMENT] MCP agent rules (AGENTS.md) are now auto-synced on every jesse run from the canonical version bundled with the installed Jesse package — existing users no longer need to manually copy or rename mcp-rules.md to stay current. Opt out with jesse run --skip-agent-rules. See MCP agent rules for details.

2.1.4 (23 May 2026)

• [IMPROVEMENT] Added Claude Code connection instructions to the MCP docs, including setup for the CLI and Desktop Code tab and how to verify the connection with /mcp.
• [IMPROVEMENT] MCP-created backtest sessions now save searchable session notes, including an MCP Backtest: title prefix, a short markdown summary, and optional strategy-change rationale.
• [IMPROVEMENT] Improved how the MCP agent monitors candle imports.
• [FIX] MCP now binds to all network interfaces like the Jesse dashboard, allowing Docker and local-network clients to reach the MCP server when the port is published.
• [FIX] Fixed an issue on Apex Omni in live trading when the account had a huge number of order history.

2.1.3 (20 May 2026)

• [NEW] Added MCP (Model Context Protocol) server support, allowing AI coding assistants such as Claude, Cursor, and Codex to interact with Jesse directly — running backtests, importing candles, reading and writing strategies, and managing configuration through a standardized tool interface.
• [NEW] Added a download button for logs in live/paper trading sessions, matching the existing download button available in backtest sessions.
• [FIX] Fixed a dashboard error that could happen when clicking the copy button on live-session exceptions or logs in browsers where the Clipboard API is unavailable.
• [FIX] Fixed a Gate USDT Perpetual live-trading startup crash that could happen when reconciling active stop orders after a restart.
• [IMPROVEMENT] Dashboard notifications appearing on the bottom-left instead of the bottom-right.

2.1.2 (16 May 2026)

• [IMPROVEMENT] Significantly reduced IPC overhead in optimization mode by placing shared candle data and config into Ray's shared object store once (instead of serializing it on every trial). This can result in a noticeable speedup for large datasets or sessions with many trials. Thanks to @seoeaa for the contribution.

2.1.1 (9 May 2026)

• [NEW] Added self.base_asset and self.quote_asset properties to the strategy class, returning the base and quote parts of the current trading symbol (e.g. BTC and USDT for BTC-USDT).
• [FIX] Fixed a bug where running a backtest session with multiple strategies that each have a DNA value caused the wrong hyperparameters to be injected into all strategies after the first one.
• [FIX] Fixed incorrect sorting in the backtest, optimization, and Monte Carlo history pages. Sessions were being sorted alphabetically by the formatted date string (e.g. "Nov" before "May") instead of by the actual timestamp.
• [FIX] Fixed the "new version available" banner being displayed inside the sidebar instead of at the top of the page.
• [FIX] Fixed a crash on startup in live trading on Apex when the exchange rejected the historical orders request due to an invalid time range.
• [FIX] Fixed a bug in the import candles page where switching the exchange did not refresh the list of supported symbols.
• [FIX] Fixed an issue where importing candles from Bitfinex Spot failed for certain symbols.

2.1.0 (8 May 2026)

• [BREAKING CHANGE] The trials parameter of the optimize() research function now works the same way as the dashboard's optimization mode — it sets the number of trials per hyperparameter instead of the total number of trials.
• [IMPROVEMENT] Added a minimize/expand toggle button to the Hyperparameters and Session Notes sections in the backtest results sidebar.
• [FIX] Fixed an issue in live trading where candles on Hyperliquid could have incorrect or unaligned timestamps, causing chart display errors and duplicate data in the database.
• [FIX] Fixed a bug in live trading where the PNL of a closed trade was reported as much larger than the actual balance change. This happened when an order was filled in multiple partial fills, causing the quantity to be over-counted.
• [FIX] Fixed a WebSocket connectivity issue on Binance Testnet.

2.0.1 (2 May 2026)

• [NEW] Added export and import support for notification drivers (Telegram, Discord, Slack) on the Notification API Keys page, matching the existing functionality on the Exchange API Keys page.
• [NEW] Added an exchange type filter to the "Manage Candles" page in the dashboard. Users can now filter the candles table to show all exchanges, only those that support backtesting, or only those that support live trading (but not backtesting).
• [NEW] Added a "Purge" feature to the "Manage Candles" page. Users can now select one or more exchanges and delete all of their stored candles in one operation.
• [NEW] Added a "Fork" button to the strategy editor. You can now duplicate any strategy under a new name — the class name inside the code is automatically updated to match.
• [NEW] Added three new backtest metrics: "Avg Trades / Day", "Avg Trades / Week", and "Avg Trades / Month". These are available in both the research module's returned metrics dict and the dashboard's Performance panel.
• [FIX] Fixed a bug where the benchmark overlay was silently omitted from backtest chart images.
• [FIX] Fixed the Monthly Returns Heatmap chart where negative months appeared yellow/green instead of red.
• [FIX] Fixed a display bug in the dashboard where the "Missing Required Warmup Candles" error message showed double quotes around the symbol name (e.g. ""MELANIA-USDT""). The symbol is now stripped of any surrounding quotes before being displayed or used in the import request.
• [FIX] Fixed a bug where the sidebar's collapsed state was not remembered after a page refresh. It is now persisted in localStorage.
• [FIX] Fixed live trading on Binance USDⓈ-M Futures (Perpetual) broken by Binance's API change. Also, fixed an issue on paper trading on the same exchange.

2.0.0 (28 April 2026)

• [BREAKING CHANGE] The generate_charts parameter of backtest() has changed behavior. Previously it returned chart data (candles, orders, etc.) as a dict in the result. It now runs the full image-rendering pipeline (equity curve, drawdown, underwater, monthly heatmap, monthly distribution, trade PnL), saves the PNG files to disk, and returns charts_session_id and charts_folder in the result dict instead. If you were reading result['charts'], that key no longer exists.
• [NEW] Added optimize() to the research API — runs hyperparameter optimization from a Python script or Jupyter notebook without the dashboard. Uses Optuna and Ray in the same way as the dashboard's optimization mode, but with no session, database, or WebSocket dependencies. Supports the same four objective functions: Sharpe, Calmar, Sortino, and Omega. Available via from jesse.research import optimize. A companion print_optimize_summary() function is also available for pretty-printing the ranked results table.
• [NEW] backtest() now accepts three additional parameters: benchmark (bool), candles_pipeline_class, and candles_pipeline_kwargs — giving researchers more control over simulation behavior.
• [NEW] Added rule_significance_test() to the research API — a bootstrap-based statistical significance test (signal-only simulator) that evaluates whether a trading rule's mean return is statistically distinguishable from noise. Available via from jesse.research import rule_significance_test.
• [NEW] Added plot_significance_test() to the research API — generates a histogram of the bootstrap sampling distribution with the observed mean annotated, saved as a PNG. Available via from jesse.research import plot_significance_test.
• [NEW] Added Rule Significance Testing to the UI Dashboard.
• [NEW] Added a copy button to the Performance table header in the backtest results sidebar. Clicking it copies all metrics to the clipboard in a clean, two-column aligned plain-text formats so results can be easily shared.
• [IMPROVEMENT] Removed the "Objective Progress" chart from the optimization page in the dashboard. It wasn't adding real value.
• [NEW] Added Max Underwater Period to the backtest performance metrics — shows the longest consecutive period the strategy spent below its previous equity peak.
• [NEW] Added separate Win Rate (Long) and Win Rate (Short) metrics to the backtest performance metrics, in addition to the existing total win rate, giving a clearer breakdown of directional trade performance.
• [IMPROVEMENT] Added a search box for exchanges in the live and backtest pages of the settings.
• [IMPROVEMENT] You no longer need to have the live plugin installed in order to be recognized as a premium user. Simply adding the keys in your .env file of the project is enough.
• [IMPROVEMENT] Improved some initial guides and messages for new users in the dashboard to ease the onboarding process.

1.13.11 (9 April 2026)

• [FIX] Fixed the Exception: Error from server: Invalid nonce: duplicate nonce 1775606412374 error in the Hyperliquid.
• [FIX] Fixed the jesse_live.exchanges.Hyperliquid.HyperliquidPerpetualMain.HyperliquidPerpetualMain.prepare_order_stream KeyError: '373731981146' error in the Hyperliquid.

1.13.10 (7 April 2026)

• [FIX] Fixed an UnboundLocalError: local variable 'fee' referenced before assignment crash in the Hyperliquid.

1.13.9 (6 April 2026)

• [FIX] Fixed the backtest log download button failing with "Invalid password" error, caused by a function name collision in the backend where the route handler shadowed the imported download_backtest_log function, resulting in a recursive call with an invalid token.
• [FIX] Fixed an unhandled case of Connection to remote host was lost. on Hyperliquid.

1.13.8 (28 March 2026)

• [NEW FEATURE] Added initial support for meachine learning.

1.13.7 (25 February 2026)

• [FIX] Fixed the ValueError: Order type not supported by Jesse: TAKE_PROFIT error on Binance Futures.

1.13.6 (23 February 2026)

• [FIX] Fixed paper trading order execution simulation bug where orders were not being executed.

1.13.3 (22 February 2026)

• [NEW FEATURE] Added aggregated metrics to the live trading overview page: Total P&L, P&L %, Current Balance, Started Balance, Open Positions, Open Orders, Total Trades, and Win Rate — all updated in real-time across running sessions. Financial metrics are grouped by currency with a shared currency selector in case of multi-currency accounts.
• [FIX] Fixed IndexError: index 2 is out of bounds for axis 0 with size 0 in paper trading.

1.13.1 (21 February 2026)

• [FIX] Fixed an issue where session info in the overview page of live trading was not updated.

1.13.0 (17 February 2026)

• [BREAKING] The on_close_position() function now includes the closed_trade object as a parameter.
• [FIX] Fixed a bug where the watch_list() in live trading displayed an empty box instead of disappearing when no values were present.
• [FIX] Fixed the calculation of the current balance and available margin on Coinbase Spot.
• [IMPROVEMENT] Synchronized tabs with the database, allowing you to close the browser and resume your session seamlessly from any device.
• [NEW FEATURE] Implemented a session history log for both Live and Paper trading sessions.
• [NEW FEATURE] Introduced a Live Sessions overview page featuring batch actions to start or stop multiple sessions simultaneously.
• [IMPROVEMENT] Redesigned several dashboard components to enhance the overall user experience.
• [NEW FEATURE] Added a history page to track all orders and trades executed during live or paper trading sessions.
• [NEW FEATURE] Added the ability to assign custom notes and titles to live sessions for better organization and future reference.
• [NEW FEATURE] Integrated an equity curve chart to visualize account balance snapshots during live trading.
• [NEW FEATURE] Added a multi-session equity chart to the Live Overview page, enabling side-by-side performance comparisons of all running sessions.
• [NEW FEATURE] Added functionality to export and import Exchange API keys directly from the dashboard.
• [FIX] Fixed an issue where the profile picture doesn't load properly.

1.12.2 (14 December 2025)

• [FIX] Fixed the max drawdown value in the Monte Carlo table being wrong for the worst 5% and best 5% columns.
• [NEW FEATURE] In optimization mode, you can now select multiple best candidate options and copy their DNA together.
• [NEW FEATURE] In optimization mode, you can now change the number of candidates in the best candidates table. Just remember, this setting only applies before starting the optimization session.

1.12.1 (10 December 2025)

• [FIX] Fixed the {'code': -4120, 'msg': 'Order type not supported for this endpoint. Please use the Algo Order API endpoints instead.'} error on Binance Futures happening when dealing with stop orders after a sudden change in Binance's API with not enough preparation time.

1.12.0 (19 November 2025)

• [NEW FEATURE] Added a new Monte Carlo page to run monte carlo simulations for your strategies right within the dashboard. It supports both trade-order shuffling and candles-based simulations for stress-testing your strategies.
• [NEW FEATURE] Huge improvements have been made to the built-in code editor in Jesse's dashboard, including new features like code completion.
• [IMPROVEMENT] Improved the retry mechanism for HTTP requests to exchanges to handle more downtime such as recent Hyperliquid downtimes in high volatility markets.
• [IMPROVEMENT] Improved handling of failed Redis subscriptions, which are used for the WebSocket connection handling in the dashboard. No more needing to restart Jesse to fix this issue.
• [IMPROVEMENT] Improved the performance websocket connection handling in the dashboard by adding a heartbeat mechanism.
• [NEW FEATURE] Added a new history page to browse previous optimization sessions, with added ability to add notes to each session. You can search for them, filter by some items, and also purge old sessions entirely.
• [IMPROVEMENT] Improved the focus behavior of the action buttons in the confirm modal.
• [IMPROVEMENT] Added the delete button to the sidebar items for easier deletion of strategies in the editor's sidebar.
• [IMPROVEMENT] Countless minor improvements and bug fixes in the dashboard.

1.11.0 (13 October 2025)

• [NEW FEATURE] Added full backtest synchronization in the database and the ability to browse previous backtests (backtest history) and load them with all the results.
• [NEW FEATURE] Added the ability to add notes, titles, and descriptions to strategy backtests.
• [NEW FEATURE] Added the ability to search and filter the backtest history by title and date.
• [NEW FEATURE] Added the ability to purge old backtest items.
• [IMPROVEMENT] Improved the UI of tabs in backtest and live tabs on mobile devices.
• [IMPROVEMENT] Improved the UI of benchmark page on mobile devices.
• [IMPROVEMENT] Improved the performance of backtest pages on the frontend for heavy users who load lots of running backtests with long durations.
• [FIX] Fixed an issue with interactive charts causing connection breaks when the backtest duration was really long.
• [FIX] Fixed an issue with deleting a backtest in the backtest benchmark page was redirecting to the backtest page.
• [FIX] Fixed the TypeError: 'NoneType' object is not iterable error on Hyperliquid.

1.10.10 (26 September 2025)

• [FIX] Fixed TypeError: argument of type 'NoneType' is not iterable error on Hyperliquid.
• [FIX] Fixed ValueError: math domain error error on Binance Perpetual Testnet.
• [FIX] Fixed Exchange error code: 10001, message: "Qty invalid". error on Bybit Perpetual.

1.10.9 (10 September 2025)

• [NEW FEATURE] Added support for monte carlo candles and trades analysis via the research module.

1.10.8 (23 August 2025)

• [IMPROVEMENT] Improved the watch_list() mechanism so that when you change the trading route, it will also change to display the watchlist items of that symbol.
• [IMPROVEMENT] Improved the display of prices in the logs especially for small prices like 0.00000012.
• [IMPROVEMENT] Improved the logging mechanism for errors on Apex Omni.
• [IMPROVEMENT] Improved the logging mechanism for order submissions on Apex Omni.
• [FIX] Fixed the invalid time range filterBeginTimeInclusive:1755013127000,filterEndTimeExclusive:0 error on Apex Omni.
• [FIX] Fixed, the recently created issue where if you open the dashboard in a new browser, the live sessions weren't showing up.

1.10.7 (16 August 2025)

• [FIX] Fixed the issue where the real-time candle chart couldn't properly handle certain cases, which caused the dashboard to freeze.
• [IMPROVEMENT] Significant improvement in the performance of live trading sessions, allowing you to run more live tabs simultaneously without the dashboard slowing down.

1.10.6 (11 August 2025)

• [NEW FEATURE] Added new keyboard shortcuts for closing tabs in live and backtest modes by pressing the w key.
• [NEW FEATURE] Added new keyboard shortcuts for navigating between tabs in live and backtest modes by pressing the ArrowLeft and ArrowRight keys.
• [IMPROVEMENT] Improved logging for order streams on Gate USDT Perpetual.
• [IMPROVEMENT] Improved logging for canceling all orders to know which symbol the orders are for.
• [IMPROVEMENT] Implemented a retrying mechanism for the initial candle fetching in cases such as 429 error. It will now wait 10 seconds before retrying and will retry up to three times before failing.
• [FIX] Fixed issue where triggering "cancel all" request was causing cancellation of stop orders in other trading routes on Gate.

1.10.5 (3 August 2025)

• [IMPROVEMENT] Improved the WebSocket reconnection mechanism to handle more downtime such as recent Hyperliquid downtimes in high volatility markets.
• [IMPROVEMENT] Improved the logging mechanism for order cancellations on Apex Omni.
• [FIX] Fixed the Empty response from server with status code 200 error on Apex Omni.
• [FIX] Fixed the ValueError: Unknown order status: siblingFilledCanceled error on Hyperliquid.
• [FIX] Better handling of 5xx errors on all exchanges.
• [FIX] Fixed the rpc error: code = Unauthenticated desc = Failed to check signature! error on Apex Omni.
• [FIX] Fixed the IndexError: index * is out of bounds for axis 0 with size * in live mode.
• [FIX] Fixed the issue with the wrong symbol for SYS-USDT being shown as SY-SUSDT.

1.10.4 (17 July 2025)

• [FIX] Fixed the issue of the price of candlestick not updating in live mode in the UI.
• [IMPROVEMENT] Improved the error handling for customInitialMarginRate error on Apex Omni.
• [FIX] Fixed the issue of symbols, where the symbol change is not working properly when you change the exchange in live and backtesting mode forms.
• [IMPROVEMENT] Improved the display of prices in the logs especially for small prices like 0.00000012.

1.10.2 (15 July 2025)

• [NEW FEATURE] Added new property: self.data_routes
• [FIX] Fixed the installation issue on Windows machines.

1.10.1 (12 July 2025)

• [FIX] Fixed the ValueError: Unknown order status: *** error on Hyperliquid.
• [FIX] Fixed the KeyError: 'channel' error on Coinbase Spot.
• [IMPROVEMENT] Improved the error handling for Gate USDT Perpetual seems to be either down or too busy. Error with status code 502 error on Gate USDT Perpetual.

1.10.0 (10 July 2025)

• [IMPROVEMENT] Improved the performance of the indicators by rewriting them in Rust.

1.9.8 (30 June 2025)

• [IMPROVEMENT] On Coinbase Spot, when trying to fetch the previously existing orders, if the type of the order is not supported by Jesse, we now log that message instead of terminating the session.
• [FIX] Fixed the wss://api.hyperliquid.xyz/ws WS raised an error: 'HyperliquidPerpetual' object has no attribute 'api_key' error on paper trading mode of Hyperliquid.
• [IMPROVEMENT] Added a new setting to enable/disable the "strategy execution" logs in the live/paper trading mode.

1.9.7 (29 June 2025)

• [FIX] Fixed an issue with rounding of meme coins when there are multiple routes in live trading.

1.9.4 (28 June 2025)

• [NEW FEATURE] Added new property: self.current_route_index
• [IMPROVEMENT] Some performance improvements in the backtest thanks to PRs from @luceCoding.
• [FIX] Fixed the UI issue with symbols which have lower case in them such as kPEPE-USD on Hyperliquid.

1.9.3 (24 June 2025)

• [NEW FEATURE] Added new property: self.volume
• [NEW FEATURE] Added new property: self.last_trade_index
• [IMPROVEMENT] The Bollinger Bands width now accepts one-dimension input, as well as candles Just like the Bollinger Bands indicator.
• [FIX] Fixed the Unexpected error in fetch_orders: Unknown order status: siblingFilledCanceled error on Hyperliquid.
• [FIX] Fixed the KeyError: 'type' error on Coinbase Spot.
• [FIX] Fixed the issue of not being able to download backtest logs from within the dashboard.

1.9.2 (9 June 2025)

• [FIX] Improved handling of 503 and 504 errors on Hyperliquid.
• [FIX] Fixed the download links for CSV and JSON files not working in backtesting.

1.9.1 (7 June 2025)

• [FIX] Fixed the "[GET] "/logs/backtest/1fb720bc-f8dd-440b-897d-7654d5258b50?token=83xxx": 404 Not Found" error when trying to get the logs of a backtest.
• [IMPROVEMENT] Improved the copy button for the DNA in the optimization mode.

1.9.0 (6 June 2025)

• [IMPROVEMENT] Completely refactored the optimization mode to use the Optuna library with new options such as the step, the categorical type of parameters, a significant improvement in multiprocessing and more.
• [NEW FEATURE] Added a retry button for the times when the backtest fails. This is helpful for when you fix something and want to rerun the backtest. You can now just click the retry button, and it will cancel the current execution and start a new one.
• [IMPROVEMENT] Improved the welcome message.

1.8.6 (3 June 2025)

• [IMPROVEMENT] Improved interactive charts now when you hover each thread it will highlight it on the chart without going to it on the chart
• [FIX] Fixed the TypeError: must be real number, not str error on Apex Omni.
• [FIX] Fixed the wss://api.hyperliquid.xyz/ws WS raised an error: 'HyperliquidPerpetual' object has no attribute 'api_key' error on Hyperliquid in paper trading mode.

1.8.5 (25 May 2025)

• [FIX] Fixed the ValueError: Unknown order status: minTradeNtlRejected error on Hyperliquid.
• [IMPROVEMENT] Improved the balance update logging mechanism in live trading to avoid excessive logging.
• [IMPROVEMENT] Improved the previously implemented mechanism for preventing the ValueError: Unable to close a trade that is not yet open... error on Binance Perpetual.

1.8.4 (20 May 2025)

• [FIX] Fixed the Unable to close a trade that is not yet open... error on Binance Perpetual (and potentially other exchanges).
• [FIX] Fixed the TypeError: must be real number, not str error on Apex Omni.
• [IMPROVEMENT] Improved the balance update mechanism in live trading to handle cases where the position's quantity is not updated immediately after a order is executed due to the exchange's API not working as expected during sudden market movements.

1.8.3 (18 May 2025)

• [FIX] Fixed the ConnectionError: ERROR 422 Unprocessable Entity error on Hyperliquid.

1.8.2 (17 May 2025)

• [FIX] Fixed the JSONDecodeError: Expecting value: line 1 column 1 (char 0) error on Hyperliquid.
• [FIX] Fixed the TypeError: Argument 'order_id' has incorrect type (expected str, got int) error on Hyperliquid.
• [IMPROVEMENT] Added logs for balance changes in live trading.

1.8.1 (13 May 2025)

• [FIX] Fixed the AttributeError: 'NoneType' object has no attribute 'json' error on Binance Perpetual.
• [FIX] Fixed the wrong order price being reported in notifications for stop and market orders on Apex Omni.
• [IMPROVEMENT] Improves the handling of order streams WS on Apex Omni.

1.8.0 (11 May 2025)

• [NEW FEATURE] Added support for Hyperliquid as a live trading exchange.

1.7.8 (9 May 2025)

• [FIX] Removed some debugging logs.

1.7.7 (9 May 2025)

• [IMPROVEMENT] Improved the WebSocket connection handling to support multiple instances of the dashboard running at the same time.

1.7.6 (8 May 2025)

• [FIX] Fixed the issue where the finish date in backtest was not being validated correctly and could cause the Sent only 5 candles but 15 is required to create a "15m" candle error.

1.7.5 (28 February 2025)

• [FIX] Fixed the ImportError: cannot import name 'store_candle_into_db' from partially initialized module 'jesse.models' (most likely due to a circular import) (/jesse-docker/jesse/models/init.py) error.

1.7.4 (28 February 2025)

• [IMPROVEMENT] Improved the error message in backtests when the order size is too large for the available margin.
• [IMPROVEMENT] Improved handling of the CANCELING order statuses on Apex Omni.
• [FIX] Fixed the AttributeError: 'NoneType' object has no attribute 'json' error on Apex Omni.

1.7.3 (21 February 2025)

• [IMPROVEMENT] Improved the handling of matype parameter in indicators that use it.
• [IMPROVEMENT] Improved the speed of ADXR, DX, EFI, linearreg, Safe Zone, T3, TEMA, VPCI, and WT indicators.
• [IMPROVEMENT] Improved the backup order detection mechanism to avoid throwing an error when it encounters an unsupported order.
• [FIX] Fixed the AttributeError: 'NoneType' object has no attribute 'json' error on Binance Perpetual.

1.7.2 (14 February 2025)

• [IMPROVEMENT] Improved the speed of ADOSC, AROONOSC, CCI, CFO, CHANDE, CHOP, CMO, DEMA, DTI, MACD, and SuperTrend indicators.

1.7.1 (13 February 2025)

• [IMPROVEMENT] Improved the speed of EMA, ATR, ATX, Bollinger Bands width, IchimokuCloud, RSI, Keltner Channel, KAMA, Bollinger Bands, TRIX, and Alligator Indicators.

1.7.0 (11 February 2025)

• [NEW FEATURE] Added a table displaying the executed trades on the interactive charts page. This allows you to browse them and easily navigate to see your most profitable and worst trades quickly.

• [NEW FEATURE] Added a download button to the backtest's logs view to download the logs as a file alongside with the existing copy button.

• [IMPROVEMENT] Improved the logs fetching mechanism to reduce the amount of data sent to the frontend using gzip compression which significantly reduces the size of the data sent.

• [BREAKING] Removed the TA-Lib dependency and rewrote the code for the indicators that were using it. Most of the indicators are not changed in input and output, but some of them are, and some of them are removed. Here are the changes that you need to be aware of:

• VWMACD Indicator: A minor adjustment has been made to the output values.

• ADXR Indicator: A minor adjustment has been made to the output values.

• Bollinger Band Width: The calculation logic has been updated. The parameters devup, devdn, and matype have been removed, and a new parameter mult has been introduced.

• DX Indicator: The input parameters have been modified. The period parameter has been removed, and di_length and ad;'x_smoothing have been added. Additionally, the final output values have been adjusted.

• TRIX Indicator: A minor adjustment has been made to the final output values.

• KAMA Indicator: The input parameters have been updated. The parameters fast_length and slow_length have been added, but there are no changes to the output values.

• RSMK Indicator: The input parameters have been modified. The parameters matype and signal_matype have been removed, but there are no changes to the output values.

• HT_DCPeriod: The indicator has been removed as it is not available or supported in TradingView.

• HT_DCPhase: The indicator has been removed as it is not available or supported in TradingView.

• HT_Phasor: The indicator has been removed as it is not available or supported in TradingView.

• HT_Sine: The indicator has been removed as it is not available or supported in TradingView.

• HT_Trendline: The indicator has been removed as it is not available or supported in TradingView.

• HT_Trendmode: The indicator has been removed as it is not available or supported in TradingView.

• Pattern Recognition: The indicator has been removed as it is not available or supported in TradingView.

• MACDEXT: The indicator has been removed as it is not available or supported in TradingView.

• SAREXT: The indicator has been removed as it is not available or supported in TradingView.

1.6.4 (4 February 2025)

• [IMPROVEMENT] Brought back the reduce-only orders on Bybit.
• [IMPROVEMENT] Improved the order detection (backup HTTP mechanism) on Apex Omni, Apex Pro, ByBit Perpetual, Gate.io, and Binance Perpetual.
• [IMPROVEMENT] We now submit the stop-order first before submitting take-profit.
• [IMPROVEMENT] Improved the error reporting (notifications) when a strategy fails to execute and an exception is raised.
• [IMPROVEMENT] The strategy's watch_list() method will no longer cause the live trading dashboard to crash if it raises an exception. Instead, it display the error in the dashboard.
• [FIX] Fixed the issue where changing the exchange in the live tab sometimes didn't work and required refresh.
• [FIX] Fixed the issue where sometimes symbols in the live and backtest tabs were not updated when the exchange was changed.

1.6.3 (29 January 2025)

• This release addresses some issues with the packaging for new installations. If your session is already running fine, you don't need to upgrade to this.

1.6.0 (28 January 2025)

• Added support for Talib 0.6
• Added support for Python 3.13 on macOS.

1.5.0 (25 January 2025)

• [BREAKING] Removed wavelet_denoising from the utils module and the Tulipy library as a dependency to simplify installations, especially on Windows machines and newer Python versions.
• [BREAKING] Changed the default parameters of the emv, kvo, vidya indicators.
• [BREAKING] Removed the msw indicator.
• [NEW FEATURE] Added a volume indicator to help you analyze market activity more effectively.
• [NEW FEATURE] Introduced a timeframe_to_one_minutes function in the utils module for better time management in your strategies.
• [IMPROVEMENT] The calculation for self.portfolio_value for futures has changed to (total_position_values * self.leverage) + self.balance, providing a more accurate representation of your portfolio.
• [IMPROVEMENT] Improved handling of the Bybit USDT Perpetual seems to be either down or too busy. Error with status code 504 error to prevent live sessions from crashing.
• [IMPROVEMENT] Enhanced the user interface in tabs on mobile devices for a better user experience.
• [IMPROVEMENT] The backtest results page now displays logs instead of downloading them as a file, making it much faster to access your results.
• [IMPROVEMENT] Brought back the order handling mechanism using HTTP requests for Apex Pro and Apex Omni, thanks to the new and improved mechanism.
• [FIX] Resolved an issue with get_candles() in data routes during live mode.
• [FIX] Fixed the ImportError: cannot import name igcdex error on Windows machines when running live.
• [FIX] Fixed the KeyError: 'order_id' error on Coinbase Spot.
• [FIX] Addressed the ValueError: could not convert string to float error on Coinbase Spot.
• [FIX] Fixed the UnicodeDecodeError: 'utf-8' codec can't decode byte 0x95 in position 67: invalid start byte error. Thanks to movy for the fix.
• [FIX] Fixed the ValueError: could not convert string to float: '' error on Bybit Perpetual.
• [FIX] Fixed an issue with rounding prices in the interactive charts on the backtest results page.
• [FIX] Resolved the issue of XRP not appearing in the list of supported symbols for ByBit.
• [FIX] Fixed the issue with the number input in the settings.
• [FIX] Fixed an issue with the import of candles not working on the "import candles" page.
• [FIX] Fixed the orderQty will be truncated to zero. error on Bybit Perpetual.
• [FIX] Resolved the display issue for coins with low prices, such as meme coins, in interactive charts.

1.4.0 (23 December 2024)

• [NEW FEATURE] Added support for Apex Omni which is a DEX for trading perpetual futures.
• [NEW FEATURE] Introduced support for 2h, 6h, and 12h timeframes on Apex Pro, providing more flexibility in your trading strategies.
• [NEW FEATURE] Completely refactored the candle importing experience, allowing for automatic queuing of multiple imports and better management of previously imported candles.
• [NEW FEATURE] Implemented a new page for managing the existing candles, allowing for operations such as deleting them or updating them with one click.
• [IMPROVEMENT] Increased the limit for data routes in Pro and Enterprise plans by 5x.
• [IMPROVEMENT] The should_cancel_entry method is no longer mandatory in strategies; it now defaults to returning true, simplifying strategy development.
• [IMPROVEMENT] Improved handling of available symbols when selecting trading routes in the dashboard, making it easier to navigate.
• [IMPROVEMENT] Enhanced the experience when insufficient candles are available for backtesting, providing a warning and a single-click solution to import required candles.
• [FIX] Resolved the Invalid size scale parameters. Value: xxx, stepSize is xxx error on Apex Omni.
• [FIX] Fixed the AttributeError: 'Popen' object has no attribute 'kill' error.
• [FIX] Corrected the bug in the get_candles() function of the research module when the caching parameter was set to False.
• [FIX] Fixed calculation errors in daily balance during backtesting in spot mode, especially when using strategies with the partial fill feature.
• [FIX] Improved handling of Repeat auth errors on Bybit and Invalid JSON response from server with status code 503: b'Service Unavailable' errors on Apex.
• [FIX] Resolved issues with live trading websocket handling across all exchanges, particularly for Apex, ByBit, and Binance Futures.
• [FIX] Enhanced error messages for existing strategy names to avoid confusion.
• [BREAKING CHANGE] Removed deprecated drivers: DYDX and Bitget.

1.3.0 (21 October 2024)

• [NEW FEATURE] Added support for futures trading and spot trading on Gate.io.
• [NEW FEATURE] Introduced a new page for backtesting called benchmark, allowing you to quickly compare the backtesting results of all open tabs in a table format and perform mass operations like re-running all of them.
• [NEW FEATURE] Added a new configuration for live trading to make it optional to receive exchange reconnecting messages. By default, this is set to true.
• [IMPROVEMENT] Improved the display of buy and sell orders in the interactive charts, making it easier to identify which orders are for long positions and which are for short positions.
• [IMPROVEMENT] Added validation for chart functions to prevent unsupported values.
• [IMPROVEMENT] Enhanced the WebSocket reconnection process on Bybit, ensuring a more reliable connection during trading.
• [FIX] Resolved the issue of decimal numbers being incorrect for meme coins with low prices on the live trading chart, ensuring more accurate price representation.
• [FIX] Fixed the problem with in-dashboard bug reporting, making it easier for users to report issues directly from the interface.
• [FIX] Addressed the KeyError: 'unified_margin_status' error that occurred on Bybit unified accounts.
• [FIX] Resolved an issue where the logs in the live trading dashboard sometimes displayed incorrect tab info logs when running multiple live sessions.
• [BREAKING] Removed the threshold parameter from the stiffness indicator.
• [IMPROVEMENT] Added support for FDUSD and TUSD pairs on Binance Spot.
• [FIX] Fixed the TypeError: run() missing 1 required positional argument: 'start_date_str' error.

1.2.0 (17 September 2024)

• [FIX] Resolved the TypeError: int() argument must be a string, a bytes-like object or a real number, not 'dict' error.
• [FIX] Corrected the issue of inaccurate P&L calculations during live trading.
• [FIX] Fixed the wallet balance not updating correctly on Apex Pro.
• [FIX] Addressed the problem where settings were being overwritten, ensuring your preferences remain intact.
• [NEW FEATURE] Added a new button next to each trading route as a shortcut for editing the source code of that strategy using the built-in editor of the dashboard.
• [NEW FEATURE] Introduced the ability to add custom indicators to the dashboard.
• [BREAKING] Removed the generate_charts option from the research module's backtest function.
• [IMPROVEMENT] Enhanced web socket reconnection for Apex, ByBit, and Binance drivers.
• [IMPROVEMENT] Improved multiprocessing handling in Jesse, resulting in significantly better stability for scenarios requiring a restart.

1.1.0 (18 August 2024)

• [FIX] Changing the finish date in backtest will no longer change the start date.
• [FIX] Fixed an issue where changing the name of a second symbol would have changed the symbol in other tabs in backtests.
• [FIX] Fixed an issue where if you enter a date that candles didn't exist on the market, Jesse couldn't figure out the first existing date and begin the importing.
• [FIX] Fixed the issue with import candles of the research module.
• [IMPROVEMENT] No longer add info logs for ping pong messages.
• [FIX] Fixed the Apex Pro Perpetual unsuccessful response over WS from "Apex Pro Perpetual Testnet": error:topic:already subscribed instrumentInfo.H.BTCUSDT error.
• [FIX] Fixed the InvalidExchangeApiKeys: [401 ERROR]: Your API keys for Binance Perpetual Futures are either wrong or don't have the correct permissions error on Binance.
• [FIX] Fixed the TypeError: run() missing 1 required positional argument: 'start_date_str' error when the local candle generation is enabled.
• [FIX] Fixed the issue of duplicate order detections on Binance testnet
• [IMPROVEMENT] Brought back the alert section displaying the execution time of the backtest instead of a notification, so you won't miss it even when you're not in front of your computer.
• [NEW FEATURE] Added benchmark option to backtest function in the research module.
• [NEW FEATURE] Added support for BNFCR (Binance Futures Credit) for European users.
• [IMPROVEMENT] Bollinger Bands and the ADX indicators now also support one-dimensional NumPy array as input instead of candles. This is useful if you're writing complex statistical strategies.
• [FIX] Fixed the ValueError: Unable to close a trade that is not yet open. If you're getting this in the live mode, it is likely due to an unstable connection to the exchange, either on your side or the exchange's side error on Binance Futures.
• [NEW FEATURE] Added a new section called strategies, which allows you to use the built-in editor with most of the VS Code features to edit your strategies.

1.0.0 (25 July 2024)

• [NEW FEATURE] Added support for Coinbase Spot for live trading.
• [IMPROVEMENT] Tabs and their data are now persistent within the browser, so you can refresh your page without worrying about losing results of backtests, etc.
• [IMPROVEMENT] Tab names are now dynamic and more descriptive, making it easier to navigate the dashboard.
• [NEW FEATURE] A general settings page has been added, with options for clearing the browser cache in the frontend of the dashboard and the database cache in the backend.
• [IMPROVEMENT] You can now close tabs by clicking the middle button of the mouse, making it easier to manage multiple tabs.
• [IMPROVEMENT] "Extra routes" have been renamed to "data routes" for better clarity.
• [NEW FEATURE] You can now enter Exchange API keys from within the dashboard, allowing you to enter multiple accounts from the same exchange, which is useful for trading with multiple sub-accounts.
• [NEW FEATURE] You can now enter API keys for your notification drivers (such as Telegram, Slack, or Discord) from within the dashboard, instead of the .env file.
• [NEW FEATURE] You can now run multiple live trading sessions simultaneously from within a single Jesse instance.
• [IMPROVEMENT] You can now enable fast mode for backtests from within the dashboard.
• [IMPROVEMENT] "Available margin" and leverage info have been added to the live dashboard.
• [IMPROVEMENT] The backtest results and equity curve can now include the option to display the market benchmark.
• [IMPROVEMENT] When backtesting with a strategy that uses data routes, if you forget to add them in the dashboard, you'll get an error notification. However, the system will automatically handle it, allowing your backtest to proceed instead of failing.
• [IMPROVEMENT] When live trading with multiple routes, you can now change the candles chart to any of them.

0.49.0 (2 July 2024)

• [IMPROVEMENT] Minor improvements thanks to Yakir's PR
• [FIX] Fixed an issue in backtests where if the order prices are not sorted in the strategy, the order of the execution could have been wrong if multiple orders were to get executed in the same one-minute candle, thanks to Yakir's PR
• [FIX] Fixed an error message related to candles thanks to Movi's PR
• [FIX] Fixed an issue where attempting to cancel both stop-loss and take-profit orders simultaneously would raise an error, thanks to Yakir's PR
• [FIX] Fixed the ValueError: could not convert string to float: '' error on Bybit
• [IMPROVEMENT] Improved handling of logging rejected orders on Binance Futures
• [IMPROVEMENT] Improved error handling for some HTTP requests on ByBit driver
• [NEW FEATURE] Added Apex Pro Perpetual and its testnet for live trading
• [FIX] Fixed the Illegal characters found in parameter 'price'; legal range is '^([0-9]{1,20})(\.[0-9]{1,20})?$'. error on Binance Spot for coins with prices that have a huge number of decimal places such as SHIB-EUR
• [NEW FEATURE] Added new indicators based on DavidTech's videos from YouTube: TTMSqueeze, Stiffness, Waddah Attar Explosion, and support_resistance_with_breaks. You can find the documentation for them on our website
• [IMPROVEMENT] Improved stddev and macd indicators to support one-dimensional input arrays as an optional replacement for candles, so you can easily use them to create other indicators on top of them

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'][self.exchange]['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 Bitget.com.
• [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 "bybit.com" endpoints to "bytick.com" 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 import_candles_mode.run() 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 Binance.com, FTX.com, and FTX.us
• [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 self.capital 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 plugins.py 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 config.py and live-config.py files.
• [BREAKING CHANGE] DNAs of the optimize mode are now defined in the strategy instead of the routes.py 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.

TIP

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 setup.py [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 plugins.py 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 routes.py 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 / self.capital 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 config.py 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 self.buy 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)[https://github.com/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 config.py 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.