AutTrader Changelog (pre v0.6.0)#
Version 0.5.0#
Breaking change:
virtual broker method ‘get_open_positions’ will now behave more as expected, returning the culmination of open trades for the specified instrument(s). Instead of returning a dictionary of open trades, a nested dictionary will be returned, containing the total position size held (long and short units), associated trade ID’s and other information.
Fixes:
margin calculations for multi-instrument backtests
fix: MTF None type handling when optimising
fix: MTF assignment error when providing custom data file
fix: Heikin Ashi overwriting inputted price data
fix: trailing stop behaviour in virtual broker, when specifying stop loss as a price.
fix: added v20 dependency
fix: stop loss filter will only be applied when there is a stop loss
fix: overwrite of keys in strategy parameters
Features:
Multi-instrument backtest data checking: datasets with mis-matched lengths are automatically corrected to improve backtest reliability.
improved docstrings
feat: added pivot point plot method to AutoPlot
feat: added resampling method to AutoPlot to allow for MTF plotting
feat: MTF support for local files
feat: new indicators: divergence detection
feat: improved divergence indicators
feat: new indicator: halftrend
feat: improved robustness of generic indicator line plotting
feat: added capability to plot multiple indicator lines on same figure
0.5.32#
fix: trailing stops bug in virtual broker
fix: pending order method in Oanda module
0.5.31#
fix: virtual broker is now more robust to bad data
docs: added commission method to virtual broker, eventually to allow more complex commission schemes
fix: autodetect_divergence now accepts
tolerance
argument
0.5.30#
docs: virtual broker
cancel_pending_order
method closer reflects Oanda method equivalent methodfeat:
add_data
allows specifying localquote_data
for home conversion factor.
0.5.29#
feat: added trading session plot type, to show times of trading sessions in AutoPlot (indicator type
trading-session
)feat: added get_trade_details method to oanda module to match virtual broker
0.5.28#
feat:
instrument
key added tosignal_dict
to allow optionally trading other products from a strategy.
0.5.27#
fix: backtest dates will be adhered to (as close as possible) when providing local data
feat: generalised
plot_backtest
methodfeat: (beta) ability to specify chart candle timeframe via
plot_settings
to plot MTF strategies on timeframes other than the base timeframe. This feature is useful to reduce the chart filesize by plotting on higher timeframe candles.
0.5.26#
feat: AutoTrader analyse backtest methods are now simpler to use, requiring only the bot as an input.
feat:
bot.backtest_summary
now includes anaccount_history
key, containing a DataFrame with the time-history of the trading account balance, NAV, margin available and drawdown.
0.5.25#
fix: order submission time error when backtesting with verbosity
feat: empty signal dicts are now accepted when no order is to be submitted
0.5.24#
fix: order SL and TP filter for limit and stop-limit order types
feat: added option to show/hide cancelled orders in AutoPlot
0.5.23#
feat: added shaded bands plotting to AutoPlot
0.5.22#
feat: added total trading fees to trade summary
0.5.21#
feat: added
add_data
method to conveniently provide local price data files.
0.5.20#
feat: added
order_type: modify
to virtual broker, to allow dynamically updating stop losses and take profits (Issue 11). This order type is not yet supported in the Oanda module.
0.5.19#
fix: AutoPlot attribute error
0.5.18#
feat: added Jupyter notebook config option to AutoTrader
0.5.17#
feat: added Jupyter notebook flag to AutoPlot to allow inline plotting
fix: duplicate data will be deleted when downloading
0.5.16#
fix: Oanda
get_open_positions()
more reflective of virtual broker, added (incomplete) method forget_open_trades()
0.5.15#
fix: default setting of limit stop loss type
0.5.14#
fix: overwrite of keys in strategy parameters: risk_pc, granularity, sizing
and period. If these keys exist already, they will no longer be overwritten
0.5.13#
fix: data alignment verification method when using MTF data
0.5.12#
feat: added signal plotting method to IndiView (‘type’: ‘signals’)
feat: improved multibot backtest axis labelling
docs: changed virtual broker update order in backtest to improve order executions
0.5.11#
fix: stop loss filter will only be applied when there is a stop loss
0.5.10#
feat: improved robustness of generic indicator line plotting
feat: added capability to plot multiple indicator lines on same figure
0.5.9#
fix: added v20 dependency
0.5.8#
fix: trailing stop behaviour in virtual broker, when specifying stop loss as a price.
feat: new indicator: halftrend
0.5.7#
fix: Heikin Ashi overwriting inputted price data
0.5.6#
feat: improved divergence indicators
0.5.5#
feat: new indicators: divergence detection
0.5.4#
feat: MTF support for local files
0.5.3#
fix: MTF assignment error when providing custom data file
feat: added pivot point plot method to AutoPlot
feat: added resampling method to AutoPlot to allow for MTF plotting
0.5.2#
fix: MTF None type handling when optimising
0.5.1#
fix: margin available will update upon initial deposit
improved docstrings
Version 0.4.0#
Livetrade mode now supports bot detachment, so that bots will trade until a termination signal is received. This is achieved through the bot manager.
Data time alginment can optionally be disabled
Various plotting improvements
0.4.27#
Feature: added trade unit precision method to oanda
0.4.26#
Changed links on pypi
0.4.25#
Added website/github link on pypi
0.4.24#
Added pip location method to Oanda API module
0.4.23#
Fix: rounding of position sizing in broker utils
0.4.22#
Fix: added small pause between opening new plot from scan results to
0.4.21#
Added generic emailing method ‘send_message’ to easily send custom emails
0.4.20#
Added position retrieval from Oanda
0.4.19#
Plotting enhancements
Improvements to scan mode
0.4.18#
various stream fixes
0.4.17#
Stream will check instrument of tick data to attempt to fix price bug
0.4.16#
Stream will run indefinitely until manually stopped, to ensure bots using stream will not be prematurely terminated
0.4.15#
Improved exception handling
0.4.14#
Ability to suspend bots and stream when livetrading. This is useful for weekends / closed trading period, where trading is not possible, but you do not wish to kill an active bot.
Various stream connection improvements
Docstring improvements
0.4.13#
Added 3 second sleep when reconnecting to Oanda API
0.4.12#
fix typo in connection check
0.4.11#
Added connection check to Oanda module
0.4.10#
Major improvements to AutoStream
Livetrade with data updates directly from stream
If running in detached bot mode, must include initialise_strategy(data) method in strategy module so that it can recieve data updates from the bot
Must also have exit_strategy(i) method in strategy module, to allow safe strategy termination from bot manager