« Changelog History


ta4j v0.13 Release Notes

Release Date: 2019-11-05 // over 4 years ago

  • 💥 Breaking

    • 💥 :boom: Breaking Refactored from Max/Min to High/Low in Bar class
    • 💥 :boom: Breaking Removed redundant constructors from BaseBar class
    • 💥 :boom: Breaking Renamed TimeSeries to BarSeries

    🛠 Fixed

    • 🛠 Fixed BaseBarSeries: problem with getSubList for series with specified maximumBarCount.
    • 🛠 Fixed return BigDecimal instead of Number in: PrecisionNum.getDelegate.
    • 🛠 Fixed java.lang.ClassCastException in: PrecisionNum.equals().
    • 🛠 Fixed java.lang.ClassCastException in: DoubleNum.equals().
    • 🛠 Fixed java.lang.NullPointerException in: NumberOfBarsCriterion.calculate(TimeSeries, Trade) for opened trade.
    • 🛠 Fixed java.lang.NullPointerException in: AverageProfitableTradesCriterion.calculate(TimeSeries, Trade) for opened trade.
    • StopGainRule: now correctly handles stops for sell orders
    • StopLossRule: now correctly handles stops for sell orders
    • ProfitLossCriterion: fixed to work properly for short trades
    • PivotPointIndicator: fixed possible npe if first bar is not in same period
    • IchimokuChikouSpanIndicator: fixed calculations - applied correct formula.
    • CloseLocationValueIndicator: fixed special case, return zero instead of NaN if high price == low price

    🔄 Changed

    • PrecisionNum: improve performance for methods isZero/isPositive/isPositiveOrZero/isNegative/isNegativeOrZero.
    • BaseTimeSeriesBuilder moved from inner class to own class
    • TrailingStopLossRule added ability to look back the last x bars for calculating the trailing stop loss

    ➕ Added

    • ✨ :tada: Enhancement Added getters for AroonDownIndicator and AroonUpIndicator in AroonOscillatorIndicator
    • ✨ :tada: Enhancement Added common constructors in BaseBar for BigDecimal, Double and String values
    • ✨ :tada: Enhancement Added constructor in BaseBar with trades property
    • ✨ :tada: Enhancement Added BaseBarBuilder and ConvertibleBaseBarBuilder - BaseBar builder classes
    • ✨ :tada: Enhancement Added BarAggregator and TimeSeriesAggregator to allow aggregates bars and time series
    • ✨ :tada: Enhancement Added LWMA Linearly Weighted Moving Average Indicator
    • ✨ :tada: Enhancement Implemented trading cost models (linear transaction and borrowing cost models)
    • ✨ :tada: Enhancement Implemented Value at Risk Analysis Criterion
    • ✨ :tada: Enhancement Implemented Expected Shortfall Analysis Criterion
    • ✨ :tada: Enhancement Implemented Returns class to analyze the time series of return rates. Supports logarithmic and arithmetic returns
    • ✨ :tada: Enhancement Implemented a way to find the best result for multiple strategies by submitting a range of numbers while backtesting
    • ✨ :tada: Enhancement Implemented NumberOfBreakEvenTradesCriterion for counting break even trades
    • ✨ :tada: Enhancement Implemented NumberOfLosingTradesCriterion for counting losing trades
    • ✨ :tada: Enhancement Implemented NumberOfWinningTradesCriterion for counting winning trades
    • ✨ :tada: Enhancement Implemented NumberOfWinningTradesCriterion for counting winning trades
    • ✨ :tada: Enhancement Implemented ProfitLossPercentageCriterion for calculating the total performance percentage of your trades
    • ✨ :tada: Enhancement Implemented TotalProfit2Criterion for calculating the total profit of your trades
    • ✨ :tada: Enhancement Implemented TotalLossCriterion for calculating the total loss of your trades
    • ✨ :tada: Enhancement Added ADX indicator based strategy to ta4j-examples
    • ✨ :tada: Enhancement TrailingStopLossRule: added possibility of calculations of TrailingStopLossRule also for open, high, low price. Added getter for currentStopLossLimitActivation
    • ✨ :tada: Enhancement Add constructors with parameters to allow custom implementation of ReportGenerators in BacktestExecutor
    • ✨ :tada: Enhancement Added license checker goal on CI's pipeline
    • ✨ :tada: Enhancement Added source format checker goal on CI's pipeline

    ✂ Removed/Deprecated