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44 lines
2.1 KiB
Markdown
44 lines
2.1 KiB
Markdown
# Change Log
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* v0.7.0 (2025-04-27)
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* introduce a generic format for output functions like notifiers and traders
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* make server and the scripts work with different frequencies rather than only 1 minute
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* restructure config for ML-features making their configuration closer to normal features and normal generators
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* possibility to reference arbitrary external functions as generators
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* support for parquet storage format for intermediate files
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* all data including features, predicted scores and signals are stored in the context and available for further processing
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* Improved visualization of historic data in on-line mode by using this common data context
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* refactor and improve train signals based on the new structure
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* introduce a section with signal generators
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* refactoring: implement aggregations and trade logic to conventional column generators
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* v0.6.0 (2023-10-05)
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* add visualization of previous transactions
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* move algorithm configurations from source code to configuration file algorithms section
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* add a feature generator based on TA-lib technical analysis library
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* add configurations to feature generators instead of global parameters
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* add configuration parameters to label generators
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* refactor aggregation logic
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* v0.5.0 (2023-03-26)
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* refactor and improve signal training (grid search) by taking into account the new rule model and external config file
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* introduce rules with multiple inputs (currently only two dimensional rules with two thresholds)
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* introduce a new rule model with different rule type
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* introduce multiple aggregation sets
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* generalize the aggregation model by separating it from the rule model, refactoring the logic of score combination and other improvements
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* implement a new labeling function
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* v0.4.0 (2022-09-04)
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* Unified specifications of data_sources, feature_sets and label_sets
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* Introduce buy labels and sell labels
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* Logging trade transactions and computing performance of the service
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* Support for daily data frequency and Yahoo data source (only in batch mode)
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* v0.3.0 (2022-07-09)
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* v0.2.0 (2022-03-19)
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* v0.1.0 (2021-11-01)
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* v0.0.0 (2020-02-23)
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* initial commit
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