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Release notes

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Marc de Verdelhan edited this page Sep 7, 2017 · 51 revisions

0.10-SNAPSHOT

0.9 (released September 7, 2017)

  • Added interfaces for some API basic objects
  • Cleaned whole API
  • Reordered indicators
  • Added PreviousValueIndicator
  • Fixed #162 - Added amount field into Tick constructor
  • Fixed #183 - addTrade bad calculation
  • Fixed #153, #170 - Updated StopGainRule and StopLossRule for short trades
  • Removed dependency to Joda-time
  • Dropped Java 6 and Java 7 compatibility
  • Fixed #120 - ZLEMAIndicator StackOverflowError
  • Added stochastic RSI indicator
  • Added smoothed RSI indicator
  • Fixed examples
  • Fixed #81 - Tick uses Period of 24H when it possibly means 1 Day
  • Fixed #80 - TimeSeries always iterates over all the data
  • Removed the timePeriod field in time series
  • Fixed #102 - RSIIndicator returns NaN when rsi == 100
  • Added periodical growth rate indicator
  • Fixed #105 - Strange calculation with Ichimoku Indicator
  • Added Random Walk Index (high/low) indicators
  • Improved performance for Williams %R indicator
  • Moved mock indicators to regular scope (renamed in Fixed*Indicator)

0.8 (released February 25, 2016)

  • Fixed StackOverflowErrors on recursive indicators (see #60 and #68)
  • Fixed #74 - Question on backtesting strategies with indicators calculated with enough ticks
  • Added Chande Momentum Oscillator indicator
  • Added cumulated losses/gains indicators
  • Added Range Action Verification Index indicator
  • Added MVWAP indicator
  • Added VWAP indicator
  • Added Chandelier exit indicators
  • Improved Decimal performances
  • Added Fisher indicator
  • Added KAMA indicator
  • Added Detrended Price Oscillator
  • Added Ichimoku clouds indicators
  • Added statistical indicators: Simple linear regression, Correlation coefficient, Variance, Covariance, Standard error
  • Moved standard deviation
  • Added Bollinger BandWidth and %B indicator
  • Added Keltner channel indicators
  • Added Ulcer Index and Mass Index indicators
  • Added a trailing stop-loss indicator
  • Added Coppock Curve indicator
  • Added sum indicator
  • Added candle indicators: Real body, Upper/Lower shadow, Doji, 3 black crows, 3 white soldiers, Bullish/Bearish Harami, Bullish/Bearish Engulfing
  • Added absolute indicator
  • Added Hull Moving Average indicator
  • Updated Bollinger Bands (variable multiplier, see #53)
  • Fixed #39 - Possible update for TimeSeries.run()
  • Added Chaikin Money Flow indicator
  • Improved volume indicator
  • Added Close Location Value indicator
  • Added Positive Volume Index and Negative Volume Index indicators
  • Added zero-lag EMA indicator

0.7 (released May 21, 2015)

  • Fixed #35 - Fix max drawdown criterion
  • Improved documentation: user's guide & contributor's guidelines
  • Fixed #37 - Update Tick.toString method
  • Fixed #36 - Missing 'Period timePeriod' in full Tick constructor
  • Updated examples
  • Improved analysis criteria (to use actual entry/exit prices instead of close prices)
  • Added price and amount to Order
  • Added helpers for order creation
  • Renamed Operation to Order
  • Added a record/history of a trading session (TradingRecord)
  • Moved the trading logic from strategies to rules
  • Refactored trade operations
  • Added a difference indicator
  • Small other API changes

0.6 (released February 5, 2015)

  • Added NaN to Decimals
  • Renamed TADecimal to Decimal
  • Fixed #24 - Error in standard deviation calculation
  • Added moving time series (& cache: #25)
  • Refactored time series and ticks
  • Added entry-pass filter and exit-pass filter strategies
  • Replaced JustBuyOnceStrategy and CombinedBuyAndSellStrategy by JustEnterOnceStrategy and CombinedEntryAndExitStrategy respectively
  • Added examples
  • Added operation type helpers
  • Added strategy execution traces through SLF4J
  • Removed .summarize(...) methods and Decision (analysis)
  • Improved performance of some indicators and strategies
  • Generalized cache to all indicators (#20)
  • Removed AssertJ dependency
  • Fixed #16 - Division by zero in updated WalkForward example

0.5 (released October 22, 2014)

  • Switched doubles for TADecimals (BigDecimals) in indicators
  • Semantic improvement for IndicatorOverIndicatorStrategy
  • Fixed #11 - UnknownFormatConversionException when using toString() for 4 strategies
  • Added a maximum value starter strategy
  • Added linear transaction cost (analysis criterion)
  • Removed evaluators (replaced by .chooseBest(...) and .betterThan(...) methods)
  • Added triple EMA indicator
  • Added double EMA indicator
  • Removed slicers (replaced by .split(...) methods)
  • Removed runner (replaced by .run(...) methods)
  • Added more tests
  • Removed ConstrainedTimeSeries (replaced by .subseries(...) methods)
  • Added/refactored examples (including walk-forward and candlestick chart)

0.4 (released May 28, 2014)

  • Fixed #2 - Tests failing in JDK8
  • Added indicators: Mean deviation, Commodity channel index, Percentage price oscillator (tests)
  • Added distance between indicator and constant
  • Added opposite strategy
  • Removed some runners
  • Added strategy runs on whole series
  • Refactored slicers
  • Removed log4j dependency
  • Added examples

0.3 (released March 11, 2014)

  • First public release
  • 100% Pure Java - works on any Java Platform version 6 or later
  • More than 40 technical indicators (Aroon, ATR, moving averages, parabolic SAR, RSI, etc.)
  • A powerful engine for building custom trading strategies
  • Utilities to run and compare strategies
  • Minimal 3rd party dependencies
  • MIT license

Ta4j documentation (2014 - 2017)

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