ta4j v0.11 Release Notes

Release Date: 2018-01-25 // about 6 years ago
    • ๐Ÿ’ฅ BREAKING: Tick has been renamed to Bar

    ๐Ÿ›  Fixed

    • ATRIndicator: fixed calculations
    • PlusDI, MinusDI, ADX: fixed calculations
    • LinearTransactionCostCriterion: fixed calculations, added xls file and unit tests
    • FisherIndicator: fixed calculations
    • ConvergenceDivergenceIndicator: fixed NPE of optional "minStrenght"-property

    ๐Ÿ”„ Changed

    • TotalProfitCriterion: If not NaN the criterion uses the price of the Order and not just the close price of underlying TimeSeries
    • Order: Now constructors and static sell/buyAt(..) functions need a price and amount parameter to satisfy correct be behaviour of criterions (entry/exit prices can differ from corresponding close prices in Order)
    • JustOnceRule: now it is possible to add another rule so that this rule is satisfied if the inner rule is satisfied for the first time
    • MeanDeviationIndicator: moved to statistics package
    • Decimal: use BigDecimal::valueof instead of instantiating a new BigDecimal for double, int and long
      • now Decimal extends Number
    • Strategy: can now have a optional parameter "name".
    • Tick: Tick has been renamed to Bar for a more appropriate description of the price movement over a set period of time.
    • MMAIndicator: restructured and moved from helpers to indicators package
    • AverageTrueRangeIndicator: renamed to ATRIndicator
    • ๐Ÿšš AverageDirectionalMovementDownIndicator: renamed to ADXIndicator
    • ADXIndicator: added new two argument constructor
    • ๐Ÿšš DirectionalMovementPlusIndicator and DirectionalMovementPlusIndicator: renamed to PlusDIIndicator and MinusDIIndicator
    • โœ… XlsTestsUtils: rewritten to provide getSeries(), getIndicator(), getFinalCriterionValue(), and getTradingRecord() in support of XLSCriterionTest and XLSIndicatorTest.
    • IndicatorFactory: made generic and renamed createIndicator() to getIndicator()
    • โœ… RSIIndicatorTest: example showing usage of new generic unit testing of indicators
    • โœ… LinearTransactionCostCriterionTest: example showing usage of new generic unit testing of criteria