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release_notes.md

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Release Notes

v3.2 | v3.1 | v3.0.1

v3.2

  • Added WeightedMovingAverage, HullMovingAverage & KeltnerChannels
  • Added AlphaVantage importer (thanks to @irperez)
  • Reactivate support for QuandlImporter
  • Boost performance on date time transformation (thanks to @pavlexander)
  • Boost performance for various indicators (HistoricalHighest/HistoricalLowest/EmaOsc/Macd/ADLine/Obv/ParabolicSar, etc.)
  • Update dependencies for importers
  • Remove redundant sdCount parameter for Sd operation
  • EffeciencyRatio & Kama now accepts nullable decimal as input
  • Allow use of simple operation for ParabolicSar
  • Renamed simple operation "PcDiff" to "RDiff"

v3.1

  • Fix StooqImporter, migrated to .NET Standard 2.0
  • Temporarily remove support for QuandlImporter & GoogleFinanceImporter
  • Fix divide by zero issue for various indicators
  • Fix null reference to diff/pcdiff/sma, etc.
  • Fix YahooFinanceImporter to use local time for query
  • Update dependencies for csvImporter
  • Boost performance for RuleExecutor & Backtesting
  • Added Harami (thanks to @richardsjoberg)
  • Added indicators: ParabolicStopAndReverse (Sar), DynamicMomentumIndex(Dymoi), RelativeMomentumIndex (Rmi), NetMomentumOscillator (Nmo), StochasticsRsiOscillator (StochRsi), StochasticsMomentumIndex (Smi), CommodityChannelIndex (Cci)
  • IOhlcv interface is extracted, any class that implements IOhlcv interface can be used to calculate indicators (thanks to @LadislavBohm)
  • DateTimeOffset is used as default instead of DateTime
  • Renamed IndexedCandle.Execute to IndexedCandle.Eval
  • Renamed ClosePriceChange to Momentum (Mtm), ClosePricePercentageChange to RateOfChange (Roc)
  • Fix potential crash when computing EfficiencyRatio (thanks to @Mike-EEE)

v3.0.1

  • Fixed potential crash when doing backtest (Thanks for @LadislavBohm)