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Published by TheCookieLab about 1 month ago
Release 0.17 of the Ta4j library.
This is the fourth release via GitHub Releases. Ta4j is also available on the maven central repository
Changelog for ta4j, roughly following keepachangelog.com from version 0.9 onwards.
Predicate
instead of enum in BooleanTransformIndicator
by @Petersoj in https://github.com/ta4j/ta4j/pull/1163
EnterAndHoldCriterion
by @nimo23 in https://github.com/ta4j/ta4j/pull/1105
Full Changelog: https://github.com/ta4j/ta4j/compare/0.16...0.17
Release 0.16 of the Ta4j library.
This is the third release via GitHub Releases. Ta4j is also available on the maven central repository
Changelog for ta4j
, roughly following keepachangelog.com from version 0.9 onwards.
VersusEnterAndHoldCriterion
ReturnCriterion
ProfitCriterion
LossCriterion
PositionsRatioCriterion
PositionsRatioCriterion
Strategy#unstableBars*
indicators/helpers
indicators/helpers
BaseBarConvertableBuilder
TradeOnNextOpenModel
by default, which opens new trades at index t + 1
at the open price.
TradeOnCurerentCloseModel
can be passed to BarSeriesManager
BarSeriesManager manager = new BarSeriesManager(barSeries, new TradeOnCurrentCloseModel())
BarSeriesManager manager = new BarSeriesManager(barSeries, transactionCostModel, holdingCostModel, tradeExecutionModel)
backtest
DecimalNum.valueOf(Number)
is NaN
currentStopLossLimitActivation
because it may not be alway the correct (last) valueClosePriceDifferenceIndicator#getUnstableBars
= 1
ClosePriceRatioIndicator#getUnstableBars
= 1
ConvergenceDivergenceIndicator#getUnstableBars
= barCount
GainIndicator#getUnstableBars
= 1
HighestValueIndicator#getUnstableBars
= barCount
LossIndicator#getUnstableBars
= 1
LowestValueIndicator#getUnstableBars
= barCount
TRIndicator#getUnstableBars
= 1
PreviousValueIndicator#getUnstableBars
= n
(= the n-th previous index)NaN
if the (n-th) previous value of an indicator does not exist, i.e. if the (n-th) previous is below the first available index.UnsupportedOperationException
when creating a bar series that is based on an unmodifiable collectionholdingTransaction
DecimalNum
type in all constructorsfinal
to properties where possiblemultiplier
changed to from Integer
to Double
@Override
annotationCostModel
@Deprecated Bar#addTrade(double tradeVolume, double tradePrice, Function<Number, Num> numFunction)
; use Bar#addTrade(Num tradeVolume, Num tradePrice)
instead.@Deprecated Bar#addTrade(String tradeVolume, String tradePrice, Function<Number, Num> numFunction)
; use Bar#addTrade(Num tradeVolume, Num tradePrice)
instead.DecimalNum.valueOf(DecimalNum)
.travis.yml
as this project is managed by "Github actions"TradingRecord.getStartIndex()
and TradingRecord.getEndIndex()
to track start and end of the recordingIndicator.getUnstableBars()
TransformIndicator.pow()
BarSeriesManager.getHoldingCostModel()
and BarSeriesManager.getTransactionCostModel()
to allow extending BarSeriesManager and reimplementing run()
MovingAverageCrossOverRangeBacktest.java
and ETH-USD-PT5M-2023-3-13_2023-3-15.json
test data file to demonstrate parallel strategy evaluationDecimalNum.valueOf(DoubleNum)
to convert a DoubleNum to a DecimalNum.DoubleNum.valueOf(DecimalNum)
to convert a DecimalNum to a DoubleNum.Num
-value for a Bar
Published by team172011 about 2 years ago
Release 0.15 of the Ta4j library.
This is the second release via GitHub Releases. Ta4j is also available on the maven central repository
Changelog for ta4j
, roughly following keepachangelog.com from version 0.9 onwards.
NumberOfConsecutivePositions
DifferencePercentageIndicator
EnterAndHoldCriterion
analysis/criterion
-package moved to rootcost
-package moved to analysis/cost
-packageChaikinOscillatorIndicatorTest
toString()
call in DoubleNum.valueOf(Number i)
with i.doubleValue()
FixedTransactionCostModel
NumericIndicators
SqnCriterion
StandardDeviationCriterion
RelativeStandardDeviationCriterion
StandardErrorCriterion
VarianceCriterion
AverageCriterion
if
blocksFixedTransactionCostModel
AnalysisCriterion.PositionFilter
to handle both sides within one Criterion.Published by team172011 over 3 years ago
Release 0.14 of the Ta4j library.
This is the first release via GitHub Releases. Ta4j is also available on the maven central repository
CHANGELOG:
PrecisionNum
renamed to DecimalNum
AverageProfitableTradesCriterion
renamed to WinningTradesRatioCriterion
AverageProfitCriterion
renamed to AverageReturnPerBarCriterion
BuyAndHoldCriterion
renamed to BuyAndHoldReturnCriterion
RewardRiskRatioCriterion
renamed to ReturnOverMaxDrawdownCriterion
ProfitLossCriterion
moved to PnL-PackageProfitLossPercentageCriterion
moved to PnL-PackageTotalProfitCriterion
renamed to GrossReturnCriterion
and moved to PnL-Package.TotalProfit2Criterion
renamed to GrossProfitCriterion
and moved to PnL-Package.TotalLossCriterion
renamed to NetLossCriterion
and moved to PnL-Package.NumberOfTradesCriterion
renamed to NumberOfPositionsCriterion
NumberOfLosingTradesCriterion
renamed to NumberOfLosingPositionsCriterion
NumberOfWinningTradesCriterion
renamed to NumberOfWinningPositionsCriterion
NumberOfBreakEvenTradesCriterion
renamed to NumberOfBreakEvenPositionsCriterion
WinningTradesRatioCriterion
renamed to WinningPositionsRatioCriterion
TradeStatsReport
renamed to PositionStatsReport
TradeStatsReportGenerator
renamed to PositionStatsReportGenerator
TradeOpenedMinimumBarCountRule
renamed to OpenedPositionMinimumBarCountRule
Trade.class
renamed to Position.class
Order.class
renamed to Trade.class
Trade
: problem with profit calculations on short trades.TotalLossCriterion
: problem with profit calculations on short trades.BarSeriesBuilder
: removed the Serializable interfaceParabolicSarIndicator
: problem with calculating in special casesBaseTimeSeries
: can now be serializedProfitLossPercentageCriterion
: use entryPrice#getValue() instead of entryPrice#getPricePerAsset()GrossLossCriterion.class
.NetProfitCriterion.class
.AverageLossCriterion.class
.AverageProfitCriterion.class
.ProfitLossRatioCriterion.class
.ExpectancyCriterion.class
.ConsecutiveWinningPositionsCriterion.class
.LosingPositionsRatioCriterion.class