NEWS.md

In lazytrade: Learn Computer and Data Science using Algorithmic Trading

lazytrade (development version)

Planned Changes

• setup github actions
• add fail safe for function input parameters

lazytrade 0.5.3

Version 0.5.3

Changes

• removed as.vector from example code to fix error in R-devel builds
• increased min R version to 3.6.0

lazytrade 0.5.2

Version 0.5.2

Changes

• add second parameter to simulation function aml_simulation
• option to use full columns for model training when selecting 0 as a parameter num_cols_used
• add suppress messages option during readr::read_csv() function calls
• fail safe in aml_collect_data function will delete already recorded rds file if it has different amount of columns
• add new function util_find_pid to find the PIDs of the terminal.exe application
• function mt_stat_transf is now using a rule to assign 3 market type classes
• rewrite function mt_make_model with the same philosophy as in aml_make_model

lazytrade 0.5.1

Version 0.5.1

Changes

New Function aml_simulation

• designed to test different inputs

Function aml_make_model

• fix bug in not allowing use of full input to the model
• create new option with fix neural network structure
• add parameter to split data with specific n of rows
• add parameter num_bars_ahead, default is 34 bars
• add options for deep learning function parameters search, num_epochs, fixed_nn_struct
• add option objective_test to allow strategy test inside the function to select best model based on specific objective

Function aml_collect_data

• more accurate calculation of Label column using tick data
• added fail safe scenarios

lazytrade 0.4.5

Version 0.4.5

Changes

• add option in function aml_consolidateresults.Rto help understand overall model performances and log results
• removed unused functions and datasets
• add lifecycle badges

lazytrade 0.4.4

Version 0.4.4

Changes

• added fail safe stops in function check_if_optimize.R
• experimenting with time series statistical transformation adding functions mt_stat_transf and mt_stat_evaluate. Learning opportunity around clustering for automatic market type generation
• added fail safe and change the way how to find control parameters for Reinforcement Learning to avoid slow code execution

lazytrade 0.4.3

Version 0.4.3

Changes

• solving warnings by changing example in mt_make_model function
• change function mt_make_model to read manually checked dataset
• update documentation

lazytrade 0.4.2

Version 0.4.2

Changes

• solving warnings
• added parameter min_perf to adjust model performance
• consider tick value in the calculations of strategy testing

lazytrade 0.4.1

Version 0.4.1

Changes

Implemented

• added option to balance classes in mt_make_model function
• add and delete deprecated functions
• change names of functions to reflect the purpose: mt - market type, rl- reinforcement learning, util - utility
• change example methods to unify them across functions
• align names of the variables across several functions
• remove warnings caused by new dplyr functionalities .groups
• remove tidyr from imports to solve Note

lazytrade 0.4.0

Version 0.4.0

Changes

Implemented

• Added extended package features in the Readme file
• Re-write functions aml*.R
• aml_collect.. will keep the time index
• aml_make_model ... will build a model
• aml_score... is designed to use model and predict
• aml_test... is designed to perform a strategy test
• mt_make_model .. rewrite in the similar fashion as in aml function
• examples and tests are available

lazytrade 0.3.11

Version 0.3.11

Changes

Implemented

• Add badges 'Maturing', 'CRAN status'
• Add Methods source in Description file
• Add packages name syntax e.g. 'readr::write_csv'
• Solve Namespace dependencies notes

lazytrade 0.3.10

Version 0.3.10

Changes

• check of examples marked as /donttest, rerun with --run-donttest
• removed some examples with /donttest
• added functions encrypt_api_key.R, mt_make_model.R
• minor enhancements

lazytrade 0.3.9

Version 0.3.9

Changes

• simplification of R/h2o updates, function aml_make_model() may conditionally force model update
• added function to simplify creation of configuration files to launch MT4 platform

lazytrade 0.3.8

Version 0.3.8

Changes

• added utility util_generate_password() to generate passwords e.g. for MT4 platform

lazytrade 0.3.7

Version 0.3.7

Changes

• new function opt_aggregate_results() to aggregate results of the trading robots performance
• new function opt_create_graphs() to create graphs of the trading robots performance
• added more tests and removal of warning by using ungroup() function

lazytrade 0.3.6

Version 0.3.6

Changes

• removal of duplicate rows in the aml_collect_data() function
• added a test for to_m() function
• add warning to indicate if 'zeroes' are present in the data file column(s)
• removing dependency from tidyverse

lazytrade 0.3.5

Version 0.3.5

Changes

• added more datasets (files) to test functionality
• building a functionality to create separate models for each asset (adding functions with prefix aml_xxx_xxx.R)
• build more simple functions to collect data, build model, score data to predict
• added tests for several functions
• function aml_make_model() will be finding the best neural network structure automatically using 6 random structures
• fixing of warnings due to column name assignments

lazytrade 0.3.4

Version 0.3.4

Changes

• corrected bug on file naming for Terminal 3 on function record_policy_mt.R
• better defined R dependency

lazytrade 0.3.3

Version 0.3.3

Changes

• corrected file writing example to be aligned with CRAN Policy
• added test coverage integration

lazytrade 0.3.2

Version 0.3.2

Changes

• corrected file writing example to be aligned with CRAN Policy

lazytrade 0.3.1

Version 0.3.1

Changes

• corrected according to the CRAN team comments

lazytrade 0.3.0

Version 0.3.0

Changes

• Initial release
• Passing all checks

lazytrade documentation built on Dec. 16, 2021, 1:06 a.m.