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.