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Releases: renero/trader

v0.2.7

24 Nov 11:53
e1bc868
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L1TF
Non binary LSTMs
Easier Dictionaries

0.2.6

08 Oct 08:53
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  • Eliminates dead code
  • Updates setup.py

0.2.5

06 Oct 17:54
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  • Networks classes simplified and operative
  • Displaying options
  • Tensorflow 2.3.1

v0.2.2

25 Sep 07:09
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v0.2.2

  • Added MLFlow
  • Added separate network classes for each type (LSTM)
  • Ticks replace old readers for OHLC and Candlesticks
  • New signals: GMF, change, returns and median filter
  • Portfolio Mgmt
  • Fixes

0.2.1

29 Jun 19:34
ef78f93
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0.2.1 Pre-release
Pre-release

Changelog

  • Bump tensorflow from 1.14 to 1.15.2
  • Added a notebook w median filter
  • Output flag explicitly assumes save flag
  • Refactorings in reward and positions.py
  • Simplifications and added reward condition
  • Added balance to final results table.
  • Relaxed prediction when random number < random_prob
  • Fastest onehot encoder, and tests
  • Various bug Fixes
  • Reduced size fo plot to fit in my laptop screen
  • New onehot encoder with 0,1 states in rl_nn.py
  • Added tests to states_combiner.py
  • Fixes to display.py
  • Onehot refactored, more efficiently
  • Added params file for 0.2
  • Removed hard stop
  • Optimizations for getattr, creating a dict at init
  • Removed dead code
  • More states added for gain, and konkorde
  • Added arg and fixed scaler
  • Moved YAML to config dir, and fixed totals display
  • Removed printout
  • Portfolio simplified and stable
  • Updated debug from positions.py
  • Formal equations in share module now OK
  • New Classes for positions and shares (incl. tests)
  • Scaler reworked
  • Scaler for forecast saved when training and loaded otherwise

v0.2.0

19 Dec 11:20
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Version de salida