- PR 202 to fix import in ibdata - PR 196, 198 - doc updates - PR 199 delegate notifications in Chainer Data Feed - PercentChange indicator request from 192 - %B BollingerBands from 190 - Check bar time before market type execution 190
1.9.14.102
- Pull Request 187 to improve SQN and test - Update some samples - Refactor new KST - Closes 183 - Closes 163 adding interest as commission to correct calculate PNL - Improve SignalStrategy overriden methods to avoid impacting user subclasses - Closes 168 - Fetching open orders - 173 short-circuit calculation sqn in case of no trades - strategy selection sample
1.9.13.102
- Closes 179 Ichimoku indicator - Plotting allows now filling areas and showing the indicator name even with plotlinelabels active - Use _minperiod in linebuffer.qbuffer for maxlen rather than default 1 - Closes 169 - Correct DaySteps filter - Add ROC100 indicator - Add KnowSureThing indicator
1.9.12.99
- Improve cheat-on-close to provide exact match price even during replay - Allow offsetting resampling bar set by timeframe/compression units
1.9.11.99
- Separate resampling from replaying for synchronization purposes - Modernize sample to better check 169
1.9.10.99
- Further use cases coverage for new synchronizatio method and resample/replay - PR 173 - SharpeRatio returns None if it cannot be calculated - PR 173 - SQN returns 0 (instead of raising exception) if no trades have been made - Cover replay case for cheat-on-close - Extra analyzers in VWR Sample and modernized PivotPoint sample - Reworked of plotting for datas of different length by matching date indexes - Removed old mlen accounting for plotting different timeframes - 172 cover extra unwinding of linebuffer and add extra size to qbuffer