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1.0.0

  • Indicators:
    • sar, sarext
  • Added missing check conditions in ht_trendmode
  • Improved auto-docstring generation

0.9.8

  • Indicators:
    • ht_dcperiod, ht_dcphase, ht_phasor, ht_sine, ht_trendline, ht_trendmode
  • Allow indicators to declare numerically than less inputs than declared can be accepted with allowinputs=x
  • Refactor mama in terms of ht_phasor
  • Add _applymulti primitive to allow an apply with multiple return results

0.9.7

  • Indicators:
    • mama
  • Refactoring internal param names, fixing reduction op and other cosmetics
  • Refactor obv as a function of _period and _setval
  • Re-locate cumXXX and map as standard ops and not as reduction ops
  • Add _talib_class classmethod fo ta-lib compatibility actions needed before the instance is created
  • API call to regenerate inputs
  • New SEED_ZERO, SEED_ZFILL for _ewm
  • New behavior for _ewm in which if alpha is passed but no span is present, the actual minimum period of the calling lines is applied
  • Added calls mask and where
  • Correct from 0.9.6 that the dtype of the series was lost, which caused problems with wrapped calls which actually check the dtype for example for "boolean" like mask and where
  • Internal semantics improved for the __call__ notation and line clone
  • Fix reduction operation minimum period
  • Remove unneeded overlap parameter for standard operations and rolling functions
  • Added _setval method to set a value/range from the minimum period
  • Extended _period to be able to set a value in the period which is added/removed
  • Refactor obv and others to use _period

0.9.6

  • Indicators:
    • mavp
  • Make scipy.signal an optional requirement with a run-time import and default to use _mean_exp if not available
  • Refactor _mean_exp to use prev local variable and let it take an empty beta (1-alpha)
  • Report right attribute which was not found in Linesholder
  • Add _minperiodize method which scans and adapts hidden series in args, kwargs to minperiod
  • Add line method which allow a dot notation period increase
  • Add generic _apply method to series which mimics hidden _apply in "ewm" but with args and kwargs, supporting raw for ndarrays
  • Refactor standard_op to use minperiodize and some renaming
  • Refactor reduction operations to use minperiodize and consider only the minperiod
  • Use SEED_AVG (0) enum as default seed instead of non-obvious False
  • Add SEED_NONE logic to multifunc window operations
  • Add reduction operation "unique" and adjust minperiod of series hidden in kwargs in apply

0.9.5

  • Indicators:
    • correl
  • Remove name setting because it may overwrite external inputs and change macro-like extraction to fix name, adapting test framework
  • Refactor crossover/up/down family, removing _type, simplifiyng formula and adding a _strict parameter to switch between 2 bar crossover (strict) and a crossover over multiple bars (non-strict)
  • Macro-like additions: _MPSERIES, _SETVAL and _MPSETVAL to get series relative to minperiod and set values (raw and relative to minperiod)
  • Make "series" and "index" properties return only the raw underlying series and index, to conform to public API to retrieve series
  • Re-adapt test framework to series macro-like API re-change
  • Remove old pandas macro module and replace with utils
  • Refactor obv to use new _MPSETVAL macro-like function

0.9.4

  • Indicators:
    • linearreg, linearreg_angle, linearreg_intercept, linearreg_slope, tsf
  • Changed inputs_override/outputs_override to be the default behavior when defining inputs in an indicator
  • Added inputs_extend/outputs_extend to support a partial input definition inheriting from the base
  • Refactor all indicators using overrides to new ruling
  • Add superclass talib compat flag and refactor current talib users to consume it
  • Add _SERIES macro to work with the underlying series
  • Convert maxindex/minindex to work with _SERIES
  • Convert all math indicators to "apply" instead of using series
  • Make "series" and "index" properties return only the [_minperiod:] slice and adapt test framework to change
  • Refactor for logic of indicator auto-registration
  • Use class name for parameterif the parameter is in the indicator hierarchy

0.9.3

  • Indicators:

    • ad, add, adosc, adx, adxr, apo, aroon, aroonosc, beta, ceil, cmo, di, div, dm, dx, ewma, exp, floor, ln, log10, maxindex, minindex, minmaxindex, minus_di, minus_dm, mult, natr, plus_di, plus_dm, ppo, obv, ppofast, roc, rocp, rocr, rocr100, smacc, sqrt, sub, trima, var, var_s

  • Improved autosuper to call all leftmost bases up to Indicator and _talib compatibility methods

  • Support of new testcase definition features and refactoring of testcase definitions, detection of empty tests sets and improved logging for string defined tests, also refactoring their pseudo-execution position

  • Refactoring of _last:_seed, _seed:_seeded and added early (period reducing) seed calculations for ta-lib compatibility

  • Add enum SEED_xxx for seed determination

  • Refactor ema, smma, kama for _last:_seed changes

  • Refactor obv to use minperiod "macros"

  • Util Macro-Style Functions to get/set periods/indices for ta-lib compatibility

0.9.2

  • Indicators:

    • avgprice, cci, kama, medprice, mfi, stochf, stochrsi, truelow, truehigh, typprice, ultimateoscillator, wclprice, williamsr

  • Changes and improvements to the testing framework

  • Internal API changes to streamline indicator development syntax

  • Added custom _ewm to use and seed directly instead in the indicators

  • Added support for dynamic alphas in _ewm

  • Rewrite of ewm based indicators to _ewm for simplification

0.9.1

  • First initial public release
  • Indicators:
    • bbands, dema, ema, gdema, midpoint, midprice, sma, smma, t3, tema, macd, stochastic, rsi, trix, atr, truerange, stddev, stddev_s, acos, asin, atan, cos, cosh, sin, sinh, tan, tanh, max, min, sum, crossdown, crossover, crossup
  • Utility and Informational methods
  • ta-lib compatibility flag/global setting
  • Testing framework in place
  • Documentation, except for indicator development