ta4j/ta4j 0.14

Release 0.14

on GitHub

Release 0.14 of the Ta4j library.

This is the first release via GitHub Releases. Ta4j is also available on the maven central repository

www.ta4j.org

CHANGELOG:

0.14 (released April 25, 2021)

Breaking

• Breaking: PrecisionNum renamed to DecimalNum
• Breaking: AverageProfitableTradesCriterion renamed to WinningTradesRatioCriterion
• Breaking: AverageProfitCriterion renamed to AverageReturnPerBarCriterion
• Breaking: BuyAndHoldCriterion renamed to BuyAndHoldReturnCriterion
• Breaking: RewardRiskRatioCriterion renamed to ReturnOverMaxDrawdownCriterion
• Breaking: ProfitLossCriterion moved to PnL-Package
• Breaking: ProfitLossPercentageCriterion moved to PnL-Package
• Breaking: TotalProfitCriterion renamed to GrossReturnCriterion and moved to PnL-Package.
• Breaking: TotalProfit2Criterion renamed to GrossProfitCriterion and moved to PnL-Package.
• Breaking: TotalLossCriterion renamed to NetLossCriterion and moved to PnL-Package.
• Breaking: package "tradereports" renamed to "reports"
• Breaking: NumberOfTradesCriterion renamed to NumberOfPositionsCriterion
• Breaking: NumberOfLosingTradesCriterion renamed to NumberOfLosingPositionsCriterion
• Breaking: NumberOfWinningTradesCriterion renamed to NumberOfWinningPositionsCriterion
• Breaking: NumberOfBreakEvenTradesCriterion renamed to NumberOfBreakEvenPositionsCriterion
• Breaking: WinningTradesRatioCriterion renamed to WinningPositionsRatioCriterion
• Breaking: TradeStatsReport renamed to PositionStatsReport
• Breaking: TradeStatsReportGenerator renamed to PositionStatsReportGenerator
• Breaking: TradeOpenedMinimumBarCountRule renamed to OpenedPositionMinimumBarCountRule
• Breaking: Trade.class renamed to Position.class
• Breaking: Order.class renamed to Trade.class
• Breaking: package "tradereports" renamed to "reports"
• Breaking: package "trading/rules" renamed to "rules"
• Breaking: remove Serializable from all indicators
• Breaking: Bar#trades: changed type from int to long

Fixed

• Fixed Trade: problem with profit calculations on short trades.
• Fixed TotalLossCriterion: problem with profit calculations on short trades.
• Fixed BarSeriesBuilder: removed the Serializable interface
• Fixed ParabolicSarIndicator: problem with calculating in special cases
• Fixed BaseTimeSeries: can now be serialized
• Fixed ProfitLossPercentageCriterion: use entryPrice#getValue() instead of entryPrice#getPricePerAsset()

Changed

• Trade: Changed the way Nums are created.
• WinningTradesRatioCriterion (previously AverageProfitableTradesCriterion): Changed to calculate trade profits using Trade's getProfit().
• BuyAndHoldReturnCriterion (previously BuyAndHoldCriterion): Changed to calculate trade profits using Trade's getProfit().
• ExpectedShortfallCriterion: Removed unnecessary primitive boxing.
• NumberOfBreakEvenTradesCriterion: Changed to calculate trade profits using Trade's getProfit().
• NumberOfLosingTradesCriterion: Changed to calculate trade profits using Trade's getProfit().
• NumberOfWinningTradesCriterion: Changed to calculate trade profits using Trade's getProfit().
• ProfitLossPercentageCriterion: Changed to calculate trade profits using Trade's entry and exit prices.
• TotalLossCriterion: Changed to calculate trade profits using Trade's getProfit().
• TotalReturnCriterion (previously TotalProfitCriterion): Changed to calculate trade profits using Trade's getProfit().
• WMAIndicator: reduced complexity of WMAIndicator implementation

Removed/Deprecated

• MultiplierIndicator: replaced by TransformIndicator.
• AbsoluteIndicator: replaced by TransformIndicator.

Added

• Enhancement Improvements on gitignore
• Enhancement Added TradeOpenedMinimumBarCountRule - rule to specify minimum bar count for opened trade.
• Enhancement Added DateTimeIndicator a new Indicator for dates.
• Enhancement Added DayOfWeekRule for specifying days of the week to trade.
• Enhancement Added TimeRangeRule for trading within time ranges.
• Enhancement Added floor() and ceil() to Num.class
• Enhancement Added getters getLow() and getUp() in CrossedDownIndicatorRule
• Enhancement Added BarSeriesUtils: common helpers and shortcuts for BarSeries methods.
• Enhancement Improvements for PreviousValueIndicator: more descriptive toString() method, validation of n-th previous bars in
• Enhancement Added Percentage Volume Oscillator Indicator, PVOIndicator.
• Enhancement Added Distance From Moving Average Indicator, DistanceFromMAIndicator.
• Enhancement Added Know Sure Thing Indicator, KSTIndicator.
  constructor of PreviousValueIndicator
• 🎉 Enhancement added getGrossProfit() and getGrossProfit(BarSeries) on Trade.
• 🎉 Enhancement added getPricePerAsset(BarSeries) on Order.
• 🎉 Enhancement added convertBarSeries(BarSeries, conversionFunction) to BarSeriesUtils.
• 🎉 Enhancement added UnstableIndicator.
• 🎉 Enhancement added Chainrule.
• 🎉 Enhancement added BarSeriesUtils#sortBars.
• 🎉 Enhancement added BarSeriesUtils#addBars.
• 🎉 Enhancement added Num.negate() to negate a Num value.
• 🎉 Enhancement added GrossLossCriterion.class.
• 🎉 Enhancement added NetProfitCriterion.class.
• 🎉 Enhancement added chooseBest() method with parameter tradeType in AnalysisCriterion.
• 🎉 Enhancement added AverageLossCriterion.class.
• 🎉 Enhancement added AverageProfitCriterion.class.
• 🎉 Enhancement added ProfitLossRatioCriterion.class.
• 🎉 Enhancement added ExpectancyCriterion.class.
• 🎉 Enhancement added ConsecutiveWinningPositionsCriterion.class.
• 🎉 Enhancement added LosingPositionsRatioCriterion.class
• 🎉 Enhancement added Position#hasProfit.
• 🎉 Enhancement added Position#hasLoss.
• 🎉 Enhancement exposed both EMAs in MACD indicator