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Releases: blankly-finance/blankly

v1.7.0-beta

06 Sep 21:20
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Updates

  • Barset calls now go for more than 1000 candles in alpaca
  • More robust binance & data keys test
  • Overhauled settings to use objects to load
  • Can now send notifications via text
  • Frameworks are now refactored into their own folder
  • Coin_id/currency are no longer arguments in the exchange class
  • Signal will now replicate starting/stopping process behavior
  • get_product_history now uses the data interfaces
  • Docs now reflect recent (last two months) changes
  • Fixed alpaca types
  • backtest.json now defaults to ignoring user exceptions
  • blankly_bot.py now follows python standards
  • The sandbox error is now more descriptive
  • RSI example now prints the action
  • settings.json now defaults to not using sandbox
  • SignalRunner now has a stop function
  • Fix strategy naming conventions

v1.6.0-beta

29 Aug 01:11
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Updates

  • Allow gutter run in examples
  • Add override to alpaca
  • Small fixes for alpaca websocket
  • Add correct casting for binance time column

v1.5.0-beta

23 Aug 20:34
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Updates

  • Add recursive dictionary test
  • Fixed critical history error introduced in v1.4.0-beta
  • Excepts now register keyboard & stop signals
  • User teardowns created under teardown=callable
  • Created signal class
  • Add docs to keyword & added interrupt ability to scheduler
  • Patched cast function
  • Add format_with_new_line function to utils
  • Add str method for strategy state
  • Fix scope override in modify_variable
  • Add signal init
  • Add *args for add_new_line in orders
  • Added signal state
  • Fixed RSI interval
  • Add interface to signal
  • Add casting in the formatting for utils
  • Add print method for signal state
  • Add docs & typing for & symbol reassignments in signal.py
  • Export signal is now a header
  • Inactive symbols are now excluded in the alpaca init
  • Can now log the strategy on deployment
  • Resolution is now inside the signal state
  • Fixed reporter headers signatures
  • Fixed history signatures in .history() overrides
  • get_products now is typed to return a list
  • Add local email abilities
  • Add local email class for simplified sending
  • Added notify.json importing ability
  • Refactor alpaca history have better inheritance and duplicated work overhead.

v1.4.0-beta

18 Aug 18:32
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Updates

  • Created CLI
  • Added logging exports & reporting
  • Fix issues with strategy websocket feeds
  • Added websocket OHLCV
  • Added simple OHLCV from price list function
  • Changed get_ticker_feed to show the interface outputs
  • Added CLI sub commands (deploy & init)
  • Big update: Added full OANDA integration!
  • Can execute blankly deployment packages through the command line & CPU monitoring
  • Updated README
  • Upload a blankly package to blankly servers
  • Fixed type bug in interfaces

v1.3.0-beta

06 Aug 16:07
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Updates

  • Added StrategyState.time which correctly matches times in live trading & backtesting
  • Much faster list -> numpy conversion
  • Warnings for using orderbook callbacks in backtest
  • Added ability to cast history directly to a deque
  • Slowed down update progress bar
  • Added to MACD example to show multiple price events
  • Revamped __has_nonzero_delta function to use the traded_assets list
  • Added an exception to the market order filter which allows high quantity resolution
  • Added higher quality time frames to paper trade during backtesting
  • Small bug fix with querying open orders for a specific symbol in Alpaca
  • Paper trade watchdog is a daemon thread
  • Can now start & stop order limit daemon in the exchange class (added to docs)
  • Added macro export ability for deployment
  • Add is_deployed feature
  • Add strategy logger & updated MACD
  • Bug fix for alpaca get_open_orders
  • Update issue with metrics
  • Remove default price cash in backtest.json
  • Fixed tests for a new month
  • Replicated node behaviors in the header files

v1.2.0-beta

29 Jul 01:54
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Updates

  • Added external process connection code
  • Connection includes timeouts & non thread blocking
  • Ping/pong abilities
  • Connection hides exception printing from keyboard interrupts.
  • Choose to fail or handle user generated exceptions
  • Fixed multiple inheritance issue in the paper trade exchange
  • Fixed a backtesting colors glitch
  • Accelerated alpaca backtesting
  • Added ML model to the examples
  • Organized other examples to be more specific
  • Account valuation improvements
  • Better testing for get_account()
  • Added dictionary type output or pandas data frame for historical data
  • Fixed testing utils function
  • Removed the ability to create references to the account value dict
  • Code cleanup & docs matching
  • Coin id is now symbol in utils
  • Added docs to scheduler
  • Formatting fixes
  • Moved @ property functions
  • Fixed typing in examples
  • Added edge cases to trading assets
  • Added account assets re-evaluation function
  • Fixed stock account valuation failures for alpaca

v1.1.0-beta

24 Jul 16:35
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Updates:

  • Fixed an issue where time arrays could be offset by price appending
  • Added an exception for low volume exchanges on Coinbase Pro
  • Added a function for better delta backtesting checking on a symbol
  • Backtesting functions now run in the correct order
  • Correct step function for backtest plots
  • Fixed an issue where backtesting could inaccurately render portfolio changes in the past

v1.0.0-beta

21 Jul 03:27
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Updates

  • Testing for limit orders
  • Code cleanup
  • Updated price events
  • User callback integration
  • Auth system update
  • Significantly improved homogeneity
  • Variables property in strategy
  • Orderbook event handler
  • Added global auth cache
  • Added tulipy package
  • Added tulipy wrappers
  • Account valuation in backtest
  • Added pre-baked returns for backtest
  • Added a cash property with setting
  • Updated backtest to match new price event format
  • Added a backtest result object
  • Added initial CLI integration
  • Alpaca limit orders are now GTC
  • Vastly improved README
  • Merged auth into exchanges folder
  • Developed standard for ABC naming
  • Renamed all files & restructured to fit pep
  • Added an initial account values feature to paper trading
  • Switch from product_id, currency_id, currency, asset_id to just simply symbol
  • Blankly is now blankly
  • Created a history function that allows flexible historical data downloads
  • Created a utils get_ohlcv function
  • Scheduler can run on an exchange-synced ceil time
  • Recreated the get_market_limits function to match all functions
  • Lots of OHLCV integrations across the module - history, backtesting, and events are now OHLCV
  • Auth path caching
  • Added size to websocket trade homogenization
  • Added alpaca to the manager classes
  • Added better logging for trade updates
  • Added alpaca websockets
  • Alpaca bid/ask spread
  • Unit tests are working!
  • Added forced resolution in paper trade
  • Added forced order filters in paper trade
  • Added forced decimal math in paper trade
  • Added trunc() function as blankly.trunc() because its used so much
  • Getting quote will now default to 'USD' for stocks
  • Added base asset & quote asset in strategy state
  • Added lowercased .interface & typed it for exchanges
  • & more. Most updates are in better interface homogeneity, which got a huge amount of work.

v0.1.12-alpha

15 Jun 02:21
94dd173
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Updates

  • New badges!
  • Prepared for GUI
  • Binance trade streams!
  • Snapshot for Binance
  • Improved historical data download
  • New tests!
  • Added strategy
  • Added indicators
  • Fixed issues with BlanklyBot
  • Working paper trading system
  • Working backtest system
  • Documentation integration
  • Local account improvements
  • Paper trade watchdog
  • Optional base argument to parse blankly coin id
  • Can now clone strategy into backtesting
  • Better type checking for pd.series
  • Cleaned code for indicators
  • More organized backtesting backend
  • Backtesting price caches now work
  • Alpaca exchanges can be created
  • Added a variables dictionary that can be reused arguments on the same function for different asset ids
  • Added loading bar
  • Backtesting now enforces types
  • Improved backtesting GUI
  • Fixed binance backtesting
  • Accurate hold account amounts
  • Can save & update backtest settings
  • Fixed days issues with portfolio metrics
  • Large websocket fix, addition of GeneralManager
  • Added sandbox support for websockets
  • Passing a path override to get settings now overrides it permanently unless another is passed in.
    Better type hints

v0.1.11-alpha

01 May 23:28
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Updates

  • Confirmed interface calls for Coinbase Pro
  • Orderbook traceback
  • Level2 orderbook support for Binance
  • Cached settings
  • Required to specify currency pair
  • Binance tickers stop & starting
  • Multithreaded scheduler callback
  • Better types for the blankly bot class
  • Can now close all feeds
  • Better example commenting