Skip to content

Releases: mchiuminatto/triple_barrier

Libraries upgrade

29 Aug 23:52
2589e60
Compare
Choose a tag to compare
Libraries upgrade Pre-release
Pre-release

Upgraded libraries

pytest>=8
pandas>=2.2
pyarrow>=16.0

Refactors/Documentation

08 Apr 00:12
a5de7ae
Compare
Choose a tag to compare
Pre-release

Refactored class names
Improved documentation
Added pyreverse uml diagrams
Added string representation for some classes

Improved trade close price accuracy

26 Mar 23:51
f9aa29b
Compare
Choose a tag to compare

Improved close price accuracy by changing trade close price level for time barrier and dynamic barrier.

Previously the close price was the trigger period close price: for time barrier is the close price at the expiration time and for dynamic barrier is the close price at the period the condition is met.

Now for both cases, the trade close price is the open price next period after the triggering one.

The reason is that the close orders will be sent right after the trigger bar close price is received so the closing order will most probably be filled at next period open price and that price could eventually be affected by gaps, situation that was not considered in the previous logic.

Added Plot Multi Barrier

13 Mar 01:02
1b1b559
Compare
Choose a tag to compare
Pre-release

Added Plot from MultiBarrier class

v0.2.0rc: Merge pull request #3 from mchiuminatto/TB-3-add-test-case-with-stop-…

08 Mar 23:09
c3ffe8d
Compare
Choose a tag to compare
…loss-and-take-profit-levels

TB-3 DONE add test for stop loss and take profit levels