roboquant v2.2.0

Several minor updates to improve overall performance.

roboquant v2.1.0

Release notes roboquant version 2.1.0

This time mostly internal changes that don’t break exposed API’s.

• Several improvements to the Alpaca Broker and Feeds
• Reworked the internal working of IBKRBroker to better support time-outs
• Fixed bug in IBKR historic US data feeds when handling certain types of dates
• Removed complex “append only list” in favour of setting retention at InternalAccount level
• Upgraded the different used libraries to their latest versions
• Improved roboquant-ml module with a better Feature API (still considered alpha)
• Some smaller performance improvements to multi-currency trading
• Better trace logging when working with 3rd party feed (and as a result found major bug in Polygon package).
• Fixed bug in QuestDB module

roboquant v2.0.0

Release notes roboquant 2.0

• Improved API for dealing with metrics
• You can now use charts outside notebooks and customise them
• Improved performance, especially for very large back tests (> 100k orders per run)
• More flexible CSV Feed parsing
• Several enhancements to live and aggregation feeds behaviour
• Easier use of technical indicators in the strategies
• Moved to smaller Maven modules to minimise dependency conflicts
• Introduction of hyper-parameter optimising back tests (org.roboquant.backtest), still in preview
• Removed no longer supported third party data providers
• Upgraded Kotlin to 19.10 and upgraded several other used dependencies
• Included a webserver that makes it easier to run and control strategies remotely
• Added support for using QuestDB to store metrics and feed data (very fast time-series database for large data sets)
• Many bug fixes and DX improvements
• Better overall test coverage
• More consistent API naming

roboquant v1.6.0

Major changes:

• Migrated to Kotlin 1.9.0-RC
• Improved PriceBar API with support for defining a TimeSpan
• Better metrics for FlexPolicy
• Introduced Feed to rebase the resolution of other feeds
• More resistent parsing of CSV files
• More flexible API for FlexPolicy for creating own orders
• Moved performance test to its own module
• Now includes over 400 unit test
• Early support for displaying indicators in charts
• Make it easier to use TaLib based indicators
• Introduced TimeSpan class

roboquant v1.5.0

Release notes:

• Introduced Indicators
• More flexible CSV parsing, now also supports non-candlestick files and multi-column timestamps
• Removed support for Yahoo Finance API
• Introduced several predefined CSVConfigs for popular download sites for CSV files
• Added new SignalChart
• Introduced TimeSeries and refactored loggers to return this more generic format
• Improved the documentation
• More performance enhancements, reaching over 700 million candles per second
• Upgraded several libraries
• Better performance test

Please be aware that this version is not fully backwards compatible with previous 1.x versions.

roboquant v1.4.0

Release notes:

• Fixed Binance API change
• Improved IBKR synchronization
• More robust handling of Sizes
• Several (smaller) performance improvements
• Upgraded the included ECharts JS library and moved to separate repo
• Upgraded the versions of several Maven plugins and cleaned up POM files
• Removed OANDA support (European entity dropped API support)
• Upgraded to latest Kotlin Jupyter kernel

roboquant v1.3.0

Major changes:

• Fixed bug when rendering charts in classic notebook
• Full support Jupyter Lab when using multiple views
• Cleaned up RunInfo
• Added first fundamental data feed using polygon
• Don't include simple SLF4J logger by default
• Upgraded to Kotlin 1.8.20
• Upgraded to latest Kotlin Jupyter kernel
• Support for symbol in PriceChart and PriceBarChart
• Fixed IBKR bug with timestamps
• Cleanup Maven pom files

roboquant v1.2.0

Changes:

• Improved overall performance & scalability
• Added BarAdjustment support for Alpaca feeds (thanks to Senhizas)
• More robust plotting of charts in notebooks
• Support for HTML based reports in IDE
• Including a patched version of the OANDA library
• Upgraded most libraries to latest version
• Fixed bug in IBKR time handling (timezone offset)
• Improved test coverage
• Added few demos, run them: Welcome().demo1()
• Introduced maven wrapper to make it easier to work on environments with otherwise older Maven installations

roboquant v1.1.0

Release 1.1.0 of roboquant. Some of main main changes are:

1. Fixed several (smaller) bugs
2. Added HTML reports when running stand-alone applications
3. Improved performance AvroFeed for handling huge historic data sets
4. Can handle more CSV file formats out of the box
5. Can now plot multiple metrics in one chart
6. More robust charting, for example when dealing with NaN values.
7. Added several test-cases to improve overall test coverage
8. Upgraded to Kotlin 1.8.10
9. You can now combine any type of feed (not only LiveFeeds)
10. Several usability improvements, like better formatting of larger amounts

roboquant v1.0.0

First stable API release:

1. Improved performance when dealing with large datasets
2. Now using Kotlin version 1.8
3. Fixed numerous smaller bugs
4. Improved test coverage to catch more potential bugs
5. Removed some functions that where not actually used (might return in future releases)
6. Updated tutorial accordingly and added more samples, especially on integration with 3rd parties
7. Stabilised APIs where possible
8. Removed IEX Cloud as data feed provider to to license changes
9. Using IBKR stable APIs
10. Can now add prices to an existing AvroFeed
11. Better CSV parsing in case of errors in the files