# 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 enterfutures
. - 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()
, anddd()
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 toimport-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 ofBTCUSD
you now need to enterBTC-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 ason_open_position
,on_take_profit
,on_stop_loss
,on_reduced_position
, andon_increased_position
methods. - Fixed a bug for adding to open positions using
self.buy
andself.sell
. - Added
increased_count
andreduced_count
properties to the Strategy API. - [BREAKING CHANGE] Removed
is_reduced
andis_increased
properties. - Added the
after()
method the to Strategy API - [BREAKING CHANGE] Renamed
prepare()
method tobefore()
# 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 inconfig.py
tomargin
- 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()
andsubtract_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 displays10,000
.
# 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 tohyperparameters()
- 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 thejson
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)