YuvalWein and GitHub
388e24bc56
Bug Fix
...
The function always calculated ATR in EMA mode.
2020-10-20 23:25:45 +03:00
Kevin Johnson
286aea7e63
DOC trend_return doc linewrap
2020-10-06 10:05:01 -07:00
Kevin Johnson
4ffea8aaa1
BUG #144 added trade_offset parameter for user adjustment
2020-10-06 10:01:19 -07:00
Kevin Johnson
b567e35c7b
STY #142 formatting update MAINT refactor minor code
2020-10-05 14:55:50 -07:00
Kevin Johnson
98c37ed426
Merge branch 'pr/142' into development
2020-10-04 21:52:45 -07:00
Kevin Johnson
ae63baa80b
DOCS README update
2020-10-04 16:25:27 -07:00
Kevin Johnson
a717f6b15a
BUG #143 BBANDS std fix ENH #119 #141 Elders Thermometer indicator MAINT watchlist update
2020-10-04 16:21:38 -07:00
Kevin Johnson
7cde89aa1a
Merge branch 'pr/143' into development
2020-10-04 09:17:21 -07:00
daikts
eeeb5202e9
BUG fix passing incorrect stdev parameter to bbands
2020-10-04 10:48:24 +03:00
Kevin Johnson
df8c6b8a6b
Merge branch 'pr/141' into development
2020-10-03 14:20:42 -07:00
Kevin Johnson
70371a5cf0
ENH drawdown indicator + backtest metrics TST updates
2020-10-03 14:11:38 -07:00
James Sawyer
99973f3611
formatting fixes, PEP8 etc
2020-10-01 16:18:01 +01:00
Kevin Johnson
52e8e1da88
ENH CAGR added to util metrics
2020-09-30 15:35:33 -07:00
Kevin Johnson
cfe54c68bb
ENH +backtesting metric utils core
2020-09-30 15:25:33 -07:00
Richard Luong
53b29c4a57
added Elders Thermometer 90%correlation
2020-09-30 14:25:00 -07:00
Richard Luong
6aeec8caa0
added Elders Thermometer 90%correlation
2020-09-30 14:23:02 -07:00
Kevin Johnson
0e2c83e12e
ENH additional time funcationality in utils TST included
2020-09-30 14:19:38 -07:00
Kevin Johnson
60b6cc42f6
Merge branch 'development'
2020-09-28 11:06:30 -07:00
Kevin Johnson
8cb6d7396c
MAINT update gitignore
2020-09-28 11:05:46 -07:00
Kevin Johnson
d7d6a264ba
MAINT refactored utils
2020-09-28 10:58:36 -07:00
Kevin Johnson
f11f9a2245
DOC README updated with ToC + more MAINT watchlist changes
2020-09-27 09:35:44 -07:00
Kevin Johnson
cbcf19e524
Merge branch 'pr/130' into development
2020-09-25 09:47:32 -07:00
Kevin Johnson
d48f00aa9d
BUG #135 version moved to setup for containers
2020-09-25 09:38:02 -07:00
Kevin Johnson
05a016a737
Merge branch 'pr/135' into development
2020-09-25 09:21:33 -07:00
Kevin Johnson
3eee8901bf
ENH strategy col_names support ENH classic linreg util TST strategies update
2020-09-25 09:18:46 -07:00
pbrumblay
f81646ad36
moving version to setup.py and using pkg_resources to fetch from core.py
2020-09-24 17:59:30 -06:00
Kevin Johnson
591d5a474d
Merge branch 'pr/131' into development
2020-09-21 08:47:01 -07:00
Kevin Johnson
fbe5f72ba1
DOC watchlist edit TST strategy analysis
2020-09-21 08:44:20 -07:00
DrPaprikaa and GitHub
a12444920d
Updated core.py - Option to rename indicators
2020-09-18 20:14:04 +02:00
DrPaprikaa and GitHub
072dae845a
Re-organized README and added a TOC
...
@twopirllc,
I took the initiative to re-organize a bit the README. I also added a table of contents to improve readability.
Let me know what you think,
DrPaprikaa
2020-09-16 23:52:24 +02:00
Kevin Johnson
b0229cafc4
DOC typo
2020-09-16 09:53:26 -07:00
Kevin Johnson
3c154a35d5
DOC contributor addition
2020-09-16 09:52:29 -07:00
Kevin Johnson
2116108b18
ENH cfo indicator added MAINT linreg refactor
2020-09-16 09:39:10 -07:00
Kevin Johnson
56f5ed6110
Merge branch 'pr/127' into development
2020-09-15 11:18:20 -07:00
Kevin Johnson
9a0885ee4a
ENH utilexchange_tz mapper + util.get_time method
2020-09-15 11:02:40 -07:00
Jayant Mali
a987c76cab
Added new indicator CFO
2020-09-14 23:44:30 +05:30
Kevin Johnson
1e31fd0b7b
ENH strategy method params and col_numbers kwargs MAINT test_strat refactor + new test csv
2020-09-13 17:17:06 -07:00
Kevin Johnson
a29617d6fe
DOC readme update
2020-09-11 00:03:50 -07:00
Kevin Johnson
62339fff2e
DOC readme update MAINT refactoring
2020-09-10 23:39:15 -07:00
Kevin Johnson
2df51e0b43
Merge branch 'master' into development
2020-09-10 20:56:42 -07:00
Kevin Johnson
cafee0225b
BUG #122 quarter of a year divisor fix
2020-09-10 20:44:25 -07:00
Max Dignan and GitHub
c4722d1073
Update AIExample.ipynb
...
Small mistake: A quarter should divide a year by 4, not by 3.
2020-09-10 21:08:52 -04:00
Kevin Johnson
b2c886ac05
MAINT core strategy refactor BUG non max cores break custom strategy
2020-09-10 14:09:08 -07:00
Kevin Johnson
147872c2a4
Merge branch 'pr/121' into development
2020-09-10 13:34:57 -07:00
Kevin Johnson
339461ba8e
MAINT test_strategy more descriptive MAINT renamed linear_decay to decay with exp
2020-09-10 13:33:22 -07:00
DrPaprikaa and GitHub
4a00ad79dd
Update _post_process() in core.py
...
@twopirllc,
In the case where an indicator returns a `df`, I added an option in `_post_process()`, via `kwargs`, to append only specific columns to the data. It goes like this :
```
CustomStrategy = ta.Strategy(
name="MyStrat",
ta=[
{'kind':'bbands', 'params':(20,), 'col_numbers':(0,2)},
]
)
```
or alternatively : `ao = df.ta.bbands(append=True, col_numbers=(0,2))`
which can be usefull if the user needs only the upper and lower bbands for example.
Thanks,
DrPaprikaa
2020-09-10 21:25:23 +02:00
Kevin Johnson
3388ca8d5e
MAINT slope refactoring
2020-09-10 10:26:22 -07:00
Kevin Johnson
9c5889e99a
MAINT test_strategy updated and process pools modified
2020-09-10 07:52:07 -07:00
Kevin Johnson
0104249d79
MAINT update test_utils, test_strategy and notebooks
2020-09-09 23:10:21 -07:00
Kevin Johnson
9d14ed8cac
ENH #118 core mp custom strategy MAINT refactoring
2020-09-09 22:31:55 -07:00
