v1.18.0-beta

Updates

• hotfix blankly logout by @qmatias in #153
• hotfix blankly deploy by @qmatias in #154
• v1.17.4-beta by @EmersonDove in #157
• v1.17.5-beta release by @EmersonDove in #160
• add auto truncate option to settings.json by @qmatias in #155
• futures backtesting by @qmatias in #148
• add starter models by @qmatias in #163
• add take profit and stop loss orders to SPOT exchanges by @qmatias in #156
• make newtulipy even newer by @qmatias in #165
• make cli easier to run for users without pip scripts on PATH by @qmatias in #167
• fix keyless template in the CLI and add it as an example by @qmatias in #168
• spring cleaning by @qmatias in #169
• add parametrized testing for spot exchanges by @qmatias in #170
• add take-profit example by @qmatias in #172
• fix more bugs & continue deduplication efforts by @qmatias in #173
• v1.18.0 release by @EmersonDove in #164

Full Changelog: v1.17.0-beta...v1.18.0-beta

v1.17.0-beta

Updates

• Added full spot kucoin websockets
• Added full spot FTX websockets
• Added futures live trading
• Added full spot OKX integration
• Added FTX international support
• Added FTX sub account support
• Added new and improved CLI
• Added backtesting and exporting to the platform
• Added alpaca API v2 support
• Added arbitrage event
• Added scheduled event
• Added event driven backtesting
• Added tick event driven backtesting
• Added custom data backtesting
• Added new generic model class for incredibly flexible backtesting
• Fixes for Oanda & Binance
• Tons of other small fixes and stability improvements

Contributors:

@mehta-avi
@qmatias
@jordibeen
@jmoz
@bfan1256
@hawkinsjb1
@EmersonDove

v1.16.0-beta

Updates

• Add valid FTX resolutions
• Format to using new db format in model creation workflow
• Add better Kucoin & ftx examples
• Add keyless exchanges for custom datasets during backtesting
• Rename signal to screener
• Add cron screener
• Add cron to deployment settings
• Quantstats integration from @Aryan34
• Metrics fixes from @qmatias
• Kraken & Kucoin development from @mehta-avi
• Add order annotation for platform orders
• Remove use_sandbox from settings and make it entirely in keys.json

v1.15.0-beta

Updates

• Dramatically improve platform CLI
• Reporter headers update
• Add shorting to alpaca, #73 - experimental feature including simulated margin
• Upgrade tests to run as a matrix
• Slightly weakened tests to allow for a pandas windows bug
• Add feature request template
• Remove unnecessary dependencies
• Add order protection for backtest configurations
• Add strategy .start() protection for backtest configurations
• Fix binance websocket feeds
• Arguments can be passed to backtest metrics
• Add an option to enable/disable alpaca shorting
• Upgrade logging capabilities

v1.14.0-beta

Updates

• Dramatically improve platform CLI
• Reporter headers update
• Add shorting to alpaca, #73 - experimental feature including simulated margin
• Upgrade tests to run as a matrix
• Slightly weakened tests to allow for a pandas windows bug
• Add feature request template
• Remove unnecessary dependencies
• Add order protection for backtest configurations
• Add strategy .start() protection for backtest configurations
• Fix binance websocket feeds
• Arguments can be passed to backtest metrics
• Add an option to enable/disable alpaca shorting
• Upgrade logging capabilities

v1.13.0-beta

Updates

• Add state initialization option for the price events
• Update run to use blankly.json
• Address #72 & add docs for #61
• Fix error mentioned in #68
• Address issue #62
• OANDA beta release
• Local account is now dynamic rather than static allowing multiple paper exchanges
• Unit tests are upgraded to be more robust, perform better testing and are more reliable
• Fix fix multi-symbol bar events
• Migrated testing helpers to testing utils file
• Create a strategy test
• Upgrade homogeneity tests
• Remove hashing in strategy
• Fix API casing in interfaces
• Removed sklearn as dependency

v1.12.0-beta

Updates

• Add aggregate candles function
• Fix for #64
• Add subreddit badge
• Add risk_free_return_rate from #63
• Fix for double init call on sub minute strategies

v1.11.0-beta

Updates

• Interface allows interface option
• Fix signature difference bug
• Fix issue with binance fees
• Market order now uses size instead of funds
• Better tests for orders
• Correct & improve the formatting for blankly metrics

v1.9.0-beta

Updates

• Add continuous caching & set intersections for backtest price data
• Fixed alpaca account valuation issue

v1.8.0-beta

Updates

• Forced into removal of coinbase tests by novel sandbox exchange error
• Deployment get request parsing
• Zip files now use /model/ as root
• Can now specify specific files to ignore on deployment
• Dramatically accelerated backtest
• Fixed a significant account valuation bug