What's New ---------- +------------------+----------------------------------------------+ | Release | Notes | +------------------+----------------------------------------------+ | 0.4.35 | 1. Switch to PDM for depency management | | | and build. | | | 2. Support 3.11 | | | 3. Various bug fixes | +------------------+----------------------------------------------+ | 0.4.29 | Fixes to backtester and trader | +------------------+----------------------------------------------+ | 0.4.28 | 1. Improved documentation for Windows, | | | 2. Change samples default to `iex` | | | 3. Bug-fixes in `trader` | +------------------+----------------------------------------------+ | 0.4.26 | Reduced dependencies (mnqueues, GCP) | +------------------+----------------------------------------------+ | 0.4.21 | 1. Support Python 10. | | | 2. Fix release issue. | | | 3. minor fixes. | +------------------+----------------------------------------------+ | 0.4.20 | **Major Release** | | | | | | 1. Add support for Tradier. | | | 2. Refactor momentum. | | | 3. Added tests coverage. | | | 4. Bug fixes. | +------------------+----------------------------------------------+ | 0.4.13 | 1. Momentum scanner supports both Alpaca and | | | polygon. | | | 2. `data_loader` takes into account symbol | | | name changes. | | | 3. Adding data for sp500 symbol changes | | | between 2019-2022. | | | 4. Bug fixes. | +------------------+----------------------------------------------+ | 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. | +------------------+----------------------------------------------+