Release 0.21

vectorbtpro updated to v2023.12.23

Generally, further work on the ml function, to make more robust.

New features:

• reduce_memory_usage argument for the definition of LSTM (reduce the memory usage, but is significantly slower)
• by optimization introduction of proba_one to determine the initial proportion of 1 and 0 in the strat array.

Bug corrections:

• Slow performance of divergence
• Bug with cand_to_quantity relative to past quantity
• Handling of the ISLAND stock exchange which cause "pumping" by StockStatus actualization
• Number of trades filtered during optimization corrected
• Correction of the reverse attribute determination in the get_delta_size function
• Bug with editing of stocks attribute

Note: for some reason, that I don't understand, Bbands returns a different bandwidth than previously even though this function is not customized in the code.

Release 0.20

New features:

• Strategy array written in an human-readable way
• New patterns and signals added
• Removal of useless rank methods, replaced by pandas native one.
• Removal of VBTNATR as it is calculated directly by talib
• Dump size reduced
• Trades always routed to SMART
• Simplified telegram messages
• Implementation of MLP and LSTM as machine learning models using keras (beta)

Clean-up:

• Only IB and YF are supported as I have no meant to test with other platforms.

Bug correction:

• Underlying strategy could not be used directly.
• Issue trading indexes especially in ss_manager function
• Issue with ETF order direction
• By optimization an abs() was missing by filtering extremal values

Present backlog:

• Improve and put in production the machine learning models
• Introduce telegram commands

Release 0.10

Initial release