What’s New

Release Notes
0.4.12
  1. improvements to Crypto data loading.
  2. Adding list to portfolio CLI.
  3. Bug fixes.
  4. Adding Tutorials links.
0.4.10

Major Release

  1. trader application runs until stopped, won’t start/stop on US Equity markets.
  2. Add support to database-based tradeplan (undocumented yet).
  3. Significant performance improvements.
  4. Complete re-write to DataLoader. Add pre-fetching list of symbols concurrently. Allow concurrent loading of data with significant loading time improvements.
  5. Infrastructure for supporting multiple users / accounts (undocumented yet).
  6. Added DB Schema browsing web-site.
  7. Massive refactoring and code styling.
0.4.00

Major Release

  1. Extend platform to support Crypto assets
  2. Support Gemini Crypto Exchange
  3. Extend to support fractional quantities
  4. Bug-fixes & code improvements
0.3.26 bug-fix in strategy creation
0.3.25
  1. Introduce Tracing & Performance Monitoring,
  2. Improving SP500 historical data,
  3. Improve logging and introducing trace-back logging,
  4. Code quality improvements & refactoring
0.3.22 Revised documentation
0.3.21
  1. Significant performance improvements,
  2. Bug fixes,
0.3.19
  1. New CLI for portfolio management,
  2. New notebook for portfolio trades,
  3. Revised documentation,
  4. minor fixes.
0.3.18 fixes for portfolio analysis
0.3.16 Added Windows installation FAQ, code cleanup, minor improvements & fixes.
0.3.10

Major Release

  1. Release optimizer application for hyper-parameters optimization,
  2. Notebook for optimization session review and selection of parameters,
  3. Deployment & Installation fixes, transition to travis-ci.com, cleanup to pytests,
  4. Bug-fixes and code improvements.
0.2.00

Major Release

  1. Add support for Account managment,
  2. Add support for Portfolio managment,
  3. Add support for key-value store,
  4. Extend Strategy to better support ‘swing’ trades, but allow to run on all symbols at one go, instead of getting real-time updates and actions per symbol,
  5. Improve analytics for swing trading, including Sharpe Ratio and SP-500 comparison,
  6. Added test-automation,
  7. Improve documentation.
0.1.05 Alapaca data-provider production ready
0.1.00

Competible Breaking Release

  1. Added support for Alpaca and Polygon separation,
  2. Re-architecting integration w/ data providers (Polygon) and brokers (Alpaca) laying ground for future changes,
  3. Adding concept of DataLoader, little bit like how ZipLine works,
  4. Introduce backtesting for long periods similarly to ZipLine, creating a full backtesting environment,
  5. Breaking changes to base classes, which may result in minor adjustments for customer scanners and strategies,
  6. Improved test automation,
  7. Improved performance.
0.0.85
  1. Added portfolio DB table, and model support,
  2. Enhance market_miner, to support external miners (like scanners, and strategies),
  3. Move daily_ohlc miner to examples and add documentation,
  4. Add example miner for momentum strategy,
  5. Add notebook & market_data function for for SP500 data-collection, and trend,
  6. Add notebook for SP500 portfolio analysis,
  7. Add notebook and function for calculating strategy p-value,
  8. Added documentation for changes.
  9. Strategy may reject stock, so that it will not be presented with that stock again during the trading session.
0.0.80
  1. Added gain_loss and trade_analysis DB tables,
  2. Added off-hour task, at the end of the trading day which populates gain_loss and trade_analysis with P&L data per strategy, per symbol or per trade, including `r_units calculations,
  3. Added Gainloss market_miner, and ease future extension w/ additional miners
0.0.76 adding anchored-vwap calculation, and notebook w/ advanced visuals.
0.0.74
  1. adding symbol and duration parameters to backtester, updated documentation,
  2. clean-ups to back-testing notebook.
0.0.72
  1. Windows deployment fixes,
  2. Fixes & improvements to analysis tools
0.0.69 added analytical notebooks incl. tear_sheet, deep_analysis
0.0.67 Adding setup wizard (liu quickstart) as well as reducing dependencies on external libraries to simplify install process for Windows users.
Introduction of streamlit visual tool for running back-test sessions and analysis.
Analysis notebooks’ cleanup
Adding configuration parameters to tradeplan.toml file (see Examples): portfolio_value = 100000.00 risk = 0.001 market_liquidation_end_time_minutes = 15
Improved documentation
0.0.55 Fixes to build process
Adding two configuration parameters to tradeplan.toml file (see example) to help debugging: skip_existing = true to skip loading open positions test_scanners = true to debug scanners only (no other process would run)
TRADEPLAN_DIR added env variable to control tradeplan location.
0.0.50 1. Scanner may direct picks to a specific strategy, allowing several scanners, and several strategies to run in parallel.
2. market_miner application expanded to allow custome off-hour calculations including collection of daily OHLC data and calculating custom indicators.