Release |
Notes |
0.4.35 |
- Switch to PDM for depency management
and build.
- Support 3.11
- Various bug fixes
|
0.4.29 |
Fixes to backtester and trader |
0.4.28 |
- Improved documentation for Windows,
- Change samples default to iex
- Bug-fixes in trader
|
0.4.26 |
Reduced dependencies (mnqueues, GCP) |
0.4.21 |
- Support Python 10.
- Fix release issue.
- minor fixes.
|
0.4.20 |
Major Release
- Add support for Tradier.
- Refactor momentum.
- Added tests coverage.
- Bug fixes.
|
0.4.13 |
- Momentum scanner supports both Alpaca and
polygon.
- data_loader takes into account symbol
name changes.
- Adding data for sp500 symbol changes
between 2019-2022.
- Bug fixes.
|
0.4.12 |
- improvements to Crypto data loading.
- Adding list to portfolio CLI.
- Bug fixes.
- Adding Tutorials links.
|
0.4.10 |
Major Release
- trader application runs until stopped,
won’t start/stop on US Equity markets.
- Add support to database-based tradeplan
(undocumented yet).
- Significant performance improvements.
- Complete re-write to DataLoader. Add
pre-fetching list of symbols concurrently.
Allow concurrent loading of data with
significant loading time improvements.
- Infrastructure for supporting multiple
users / accounts (undocumented yet).
- Added DB Schema browsing web-site.
- Massive refactoring and code styling.
|
0.4.00 |
Major Release
- Extend platform to support Crypto assets
- Support Gemini Crypto Exchange
- Extend to support fractional quantities
- Bug-fixes & code improvements
|
0.3.26 |
bug-fix in strategy creation |
0.3.25 |
- Introduce Tracing & Performance
Monitoring,
- Improving SP500 historical data,
- Improve logging and introducing
trace-back logging,
- Code quality improvements & refactoring
|
0.3.22 |
Revised documentation |
0.3.21 |
- Significant performance improvements,
- Bug fixes,
|
0.3.19 |
- New CLI for portfolio management,
- New notebook for portfolio trades,
- Revised documentation,
- 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
- Release optimizer application for
hyper-parameters optimization,
- Notebook for optimization session
review and selection of parameters,
- Deployment & Installation fixes,
transition to travis-ci.com, cleanup
to pytests,
- Bug-fixes and code improvements.
|
0.2.00 |
Major Release
- Add support for Account managment,
- Add support for Portfolio managment,
- Add support for key-value store,
- 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,
- Improve analytics for swing trading,
including Sharpe Ratio and SP-500
comparison,
- Added test-automation,
- Improve documentation.
|
0.1.05 |
Alapaca data-provider production ready |
0.1.00 |
Competible Breaking Release
- Added support for Alpaca and Polygon
separation,
- Re-architecting integration w/
data providers (Polygon) and brokers
(Alpaca) laying ground for future
changes,
- Adding concept of DataLoader, little
bit like how ZipLine works,
- Introduce backtesting for long periods
similarly to ZipLine, creating a full
backtesting environment,
- Breaking changes to base classes,
which may result in minor adjustments
for customer scanners and strategies,
- Improved test automation,
- Improved performance.
|
0.0.85 |
- Added portfolio DB table, and
model support,
- Enhance market_miner, to support
external miners (like scanners, and
strategies),
- Move daily_ohlc miner to examples and
add documentation,
- Add example miner for momentum strategy,
- Add notebook & market_data function for
for SP500 data-collection, and trend,
- Add notebook for SP500 portfolio analysis,
- Add notebook and function for calculating
strategy p-value,
- Added documentation for changes.
- Strategy may reject stock, so that it
will not be presented with that stock
again during the trading session.
|
0.0.80 |
- Added gain_loss and trade_analysis
DB tables,
- 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,
- 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 |
- adding symbol and duration parameters
to backtester, updated documentation,
- clean-ups to back-testing notebook.
|
0.0.72 |
- Windows deployment fixes,
- 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. |