Change Log

v0.5.0 (2023-03-26)
- refactor and improve signal training (grid search) by taking into account the new rule model and external config file
- introduce rules with multiple inputs (currently only two dimensional rules with two thresholds)
- introduce a new rule model with different rule type
- introduce multiple aggregation sets
- generalize the aggregation model by separating it from the rule model, refactoring the logic of score combination and other improvements
- implement a new labeling function
v0.4.0 (2022-09-04)
- Unified specifications of data_sources, feature_sets and label_sets
- Introduce buy labels and sell labels
- Logging trade transactions and computing performance of the service
- Support for daily data frequency and Yahoo data source (only in batch mode)
v0.3.0 (2022-07-09)
v0.2.0 (2022-03-19)
v0.1.0 (2021-11-01)
v0.0.0 (2020-02-23)
- initial commit