# Changelog

Here you can see that changes were made at each release.

# 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.