Releases: blankly-finance/blankly
Releases · blankly-finance/blankly
v1.7.0-beta
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
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
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
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
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
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
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
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
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
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