Here you can see that changes were made at each release.
metricsproperty to the Strategy API.
available_marginproperty to the Strategy API.
leverageproperty 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
marginyou need to enter
total_costto Position model.
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 Market Change metric.
tradesproperty 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
import-canldescommand to avoid confirmation on candle duplicates by Gabri.
- [BREAKING CHANGE] Dropped support for Python
- [BREAKING CHANGE] Changed the syntax for symbols to use a
-in the middle to separate the base and quote assets. Instead of
BTCUSDyou now need to enter
- Added elitism to genetic/evolution algorithm by fjelic
- [BREAKING CHANGE] Pass the
orderobject as a parameter for event methods such as
- Fixed a bug for adding to open positions using
reduced_countproperties to the Strategy API.
- [BREAKING CHANGE] Removed
- Added the
after()method the to Strategy API
- [BREAKING CHANGE] Renamed
- Added a route validation
- Improved performance of loading candles for cases with multiple routes
routesproperty to the Strategy API
- Improvements in exception messages
has_active_entry_ordersproperty 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
- 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
typefor all exchanges in
- Added damiani_volatmeter indicator
- Changed the color of printed logs in
--debugmode 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
- 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
- Added support for balance handling for trading on spot markets
- Improved calculation and logging of fees (when
--debugflag 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
- 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
- Added the
--cpuoption 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.
--dnaflag 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
.jsonfiles to gitignore of newly created projects
- Implemented the initial version of the optimize mode which uses the Genetic Algorithm to find the best parameters for your strategy.
- 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
- Refactored directories that generated output files are stored at (csv, json, tradingview, charts).
jsonlogs files are disabled by default. You now HAVE TO use the
jsonflag to enable it.
- Added CSV output for completed trades by h0ke.
- Added exception for when trying to spend more than available exchange balance by fengkiej
- Added fee_rate property to Strategy API
fee_rateas 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
- Added the __init__ method to the strategy API
- Added the terminate() method to the strategy API
- Added validation for
- Added additional parameters to srsi indicator by Gabri
- 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
- 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)