Name | Modified | Size | Downloads / Week |
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Parent folder | |||
CHANGELOG.md | 2021-04-25 | 28.3 kB | |
README.md | 2021-04-25 | 6.5 kB | |
Release 0.14.tar.gz | 2021-04-25 | 1.4 MB | |
Release 0.14.zip | 2021-04-25 | 2.1 MB | |
Totals: 4 Items | 3.6 MB | 0 |
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:
0.14 (released April 25, 2021)
Breaking
- Breaking:
PrecisionNum
renamed toDecimalNum
- Breaking:
AverageProfitableTradesCriterion
renamed toWinningTradesRatioCriterion
- Breaking:
AverageProfitCriterion
renamed toAverageReturnPerBarCriterion
- Breaking:
BuyAndHoldCriterion
renamed toBuyAndHoldReturnCriterion
- Breaking:
RewardRiskRatioCriterion
renamed toReturnOverMaxDrawdownCriterion
- Breaking:
ProfitLossCriterion
moved to PnL-Package - Breaking:
ProfitLossPercentageCriterion
moved to PnL-Package - Breaking:
TotalProfitCriterion
renamed toGrossReturnCriterion
and moved to PnL-Package. - Breaking:
TotalProfit2Criterion
renamed toGrossProfitCriterion
and moved to PnL-Package. - Breaking:
TotalLossCriterion
renamed toNetLossCriterion
and moved to PnL-Package. - Breaking: package "tradereports" renamed to "reports"
- Breaking:
NumberOfTradesCriterion
renamed toNumberOfPositionsCriterion
- Breaking:
NumberOfLosingTradesCriterion
renamed toNumberOfLosingPositionsCriterion
- Breaking:
NumberOfWinningTradesCriterion
renamed toNumberOfWinningPositionsCriterion
- Breaking:
NumberOfBreakEvenTradesCriterion
renamed toNumberOfBreakEvenPositionsCriterion
- Breaking:
WinningTradesRatioCriterion
renamed toWinningPositionsRatioCriterion
- Breaking:
TradeStatsReport
renamed toPositionStatsReport
- Breaking:
TradeStatsReportGenerator
renamed toPositionStatsReportGenerator
- Breaking:
TradeOpenedMinimumBarCountRule
renamed toOpenedPositionMinimumBarCountRule
- Breaking:
Trade.class
renamed toPosition.class
- Breaking:
Order.class
renamed toTrade.class
- Breaking: package "tradereports" renamed to "reports"
- Breaking: package "trading/rules" renamed to "rules"
- Breaking: remove Serializable from all indicators
- Breaking: Bar#trades: changed type from int to long
Fixed
- Fixed
Trade
: problem with profit calculations on short trades. - Fixed
TotalLossCriterion
: problem with profit calculations on short trades. - Fixed
BarSeriesBuilder
: removed the Serializable interface - Fixed
ParabolicSarIndicator
: problem with calculating in special cases - Fixed
BaseTimeSeries
: can now be serialized - Fixed
ProfitLossPercentageCriterion
: use entryPrice#getValue() instead of entryPrice#getPricePerAsset()
Changed
- Trade: Changed the way Nums are created.
- WinningTradesRatioCriterion (previously AverageProfitableTradesCriterion): Changed to calculate trade profits using Trade's getProfit().
- BuyAndHoldReturnCriterion (previously BuyAndHoldCriterion): Changed to calculate trade profits using Trade's getProfit().
- ExpectedShortfallCriterion: Removed unnecessary primitive boxing.
- NumberOfBreakEvenTradesCriterion: Changed to calculate trade profits using Trade's getProfit().
- NumberOfLosingTradesCriterion: Changed to calculate trade profits using Trade's getProfit().
- NumberOfWinningTradesCriterion: Changed to calculate trade profits using Trade's getProfit().
- ProfitLossPercentageCriterion: Changed to calculate trade profits using Trade's entry and exit prices.
- TotalLossCriterion: Changed to calculate trade profits using Trade's getProfit().
- TotalReturnCriterion (previously TotalProfitCriterion): Changed to calculate trade profits using Trade's getProfit().
- WMAIndicator: reduced complexity of WMAIndicator implementation
Removed/Deprecated
- MultiplierIndicator: replaced by TransformIndicator.
- AbsoluteIndicator: replaced by TransformIndicator.
Added
- Enhancement Improvements on gitignore
- Enhancement Added TradeOpenedMinimumBarCountRule - rule to specify minimum bar count for opened trade.
- Enhancement Added DateTimeIndicator a new Indicator for dates.
- Enhancement Added DayOfWeekRule for specifying days of the week to trade.
- Enhancement Added TimeRangeRule for trading within time ranges.
- Enhancement Added floor() and ceil() to Num.class
- Enhancement Added getters getLow() and getUp() in CrossedDownIndicatorRule
- Enhancement Added BarSeriesUtils: common helpers and shortcuts for BarSeries methods.
- Enhancement Improvements for PreviousValueIndicator: more descriptive toString() method, validation of n-th previous bars in
- Enhancement Added Percentage Volume Oscillator Indicator, PVOIndicator.
- Enhancement Added Distance From Moving Average Indicator, DistanceFromMAIndicator.
- Enhancement Added Know Sure Thing Indicator, KSTIndicator. constructor of PreviousValueIndicator
- :tada: Enhancement added getGrossProfit() and getGrossProfit(BarSeries) on Trade.
- :tada: Enhancement added getPricePerAsset(BarSeries) on Order.
- :tada: Enhancement added convertBarSeries(BarSeries, conversionFunction) to BarSeriesUtils.
- :tada: Enhancement added UnstableIndicator.
- :tada: Enhancement added Chainrule.
- :tada: Enhancement added BarSeriesUtils#sortBars.
- :tada: Enhancement added BarSeriesUtils#addBars.
- :tada: Enhancement added Num.negate() to negate a Num value.
- :tada: Enhancement added
GrossLossCriterion.class
. - :tada: Enhancement added
NetProfitCriterion.class
. - :tada: Enhancement added chooseBest() method with parameter tradeType in AnalysisCriterion.
- :tada: Enhancement added
AverageLossCriterion.class
. - :tada: Enhancement added
AverageProfitCriterion.class
. - :tada: Enhancement added
ProfitLossRatioCriterion.class
. - :tada: Enhancement added
ExpectancyCriterion.class
. - :tada: Enhancement added
ConsecutiveWinningPositionsCriterion.class
. - :tada: Enhancement added
LosingPositionsRatioCriterion.class
- :tada: Enhancement added Position#hasProfit.
- :tada: Enhancement added Position#hasLoss.
- :tada: Enhancement exposed both EMAs in MACD indicator