Trading-strategy

Latest version: v0.24.4

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0.5.2

- Added `Client.create_live_client` for live trading
- More helper functions to help unit testing
- `tradingstrategy.utils.time` to check for incompatible `pandas.Timestamp` formats
- Added `tradingstrategy.pair.filter_for_quote_tokens`
- Added `get_all_samples_by_range`, `iterate_samples_by_pair_range` shortcuts to consume trading pair data in strategies
- Added `get_prior_timestamp` to calibrate your clock with the existing time index
- Added `Client.clear_caches` to ensure fresh data downloads
- Added `DEXPair.exchange_slug` and `DEXPair.pair_slug` so we can point to web page URLs
- Renamed `Sushiswap` -> `Sushi` as per their branding

0.5.1

- Adding chain id 61 for Ethereum Classic / [Ethereum Tester](https://github.com/ethereum/eth-tester/)
- Adding `GroupedCandleUniverse.create_empty()` and `GroupedLiquidityUniverse.create_empty()`

0.5.0

This is a release to get Trading Strategy client towards live trading.

- Created `tradingstrategy.universe.Universe` helper class to encapsulate trading universe
- Added convenience method `PairUniverse.create_from_pyarrow_table_with_filters` so creating different trading universes is less lines of code
- Added convenience method `tradingstrategy.utils.groupeduniverse.filter_for_pairs_on_exchanges`
- Added helper methods to construct single trading pair universe, see `PandasPairUniverse.create_single_pair_universe`
- Separate QSTrader to an optional dependency. Please install as `pip install tradingstrategy[qstrader]`.
This is because QSTrader depends on Seaborn that depends on SciPy that does not work so good on Apple M1 macs.
- Add the default connection and read timeout 15 seconds to all client downloads

0.4.0

- Reworked how QSTrader framework integration works. QSTrader was originally designed for stock markets, so it required few changes to make it more suitable for 24/7 cryptomarkets. **Warning**: QSTrader and its integration are both in beta. More work is needed to be done e.g. in fee calculations to make the integration smooth. See example on [PancakeSwap momentum trading algorithm](https://tradingstrategy.ai/docs/programming/algorithms/pancakeswap-momentum-naive.html).
- Added [portfolioanalyzer](https://tradingstrategy.ai/docs/programming/api/portfolioanalyzer.html) to make timeline of portfolio construction over the time. See example on [PancakeSwap momentum trading algorithm](https://tradingstrategy.ai/docs/programming/algorithms/pancakeswap-momentum-naive.html).
- Include `seaborn` as a dependency as it is required for `qstrader` plot output, otherwise `qstrader` was crashing.
- `PairUniverse` supports indexed lookups to deal with the high pair count.
- More convenience methods for candle and liquidity manipulation.

0.3.4

- Adding the preliminaty price impact analysis. [See the example notebook](https://tradingstrategy.ai/docs/programming/examples/price-impact.html). [Read the blog post about the liquidity formation](https://tradingstrategy.ai/blog/announcing-support-for-liquidity-charts).

0.3.3

- Make fastquant dependency optional, as it was causing installation issues with its ccxt dependency

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