Towards ML: Optimizer

1. Optimizer: a new tool for hyper-parameters optimizations,
2. Various bug fixes and improvements.

Complete switch to Python 3.9

• improvements to DB Schema,
• improved analytics & analysis
• fixes to back-testing

Full support for Swing-Trades

1. Add support for Account management,
2. Add support for Portfolio management,
3. Add support for a key-value store,
4. Extend Strategy to better support 'swing' trades: 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.

Data-Providers

1. Default data provider switched to Alpaca, tested and ready for production,
2. Polygon as data-provider available in all subscription levels (features obviously depend on selected level),
3. Finnhub as a data provider: work in progress.

Major Release : adopting to Polygon and Alpaca changes

1. Full list of changes in https://liualgotrader.readthedocs.io/en/latest/What's%20New.html ,
2. Rearchitecting due to changes in both Alpaca and Polygon APIs, reducing dependencies and making it easier to migrate or adopt new brokers & data-providers,
3. Adding full backtesting support.

Towards ML: Design, Planning and LSTM

• Adding notebook for design, architecture, planning, and general discussion,
• Added an LSTM sample using PyTorch

Towards ML step 2: portfolio management

1. Add basic portfolio management (WIP),
2. Improve documentation

Towards ML: strategy p-value

Calculate a strategy p-value (notebook)

Towards ML: Automatic trade ranking

1. Added new DB Tables to track P&L and r units per symbol per trade,
2. Add miner to re-calc performance for past trading sessions,
3. Improved tear-sheet notebook,
4. bug fixes

anchored-vwap

1. add calculations of anchored-vwap to fincalcs.vwap module,
2. add analytics notebook, w/ interactive candlestick w/ volume diagram, showing anchored vwap(s).