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Here's what's new with this release:
- [NEW FEATURE] Added HTML reports with a more complete set of metrics and charts enabled by the
--full-reports flag in your backtests. By nicolay-zlobin.
- [NEW FEATURE] New indicators: Elder Ray Index (ERI), ttm_trend, kurtosis, mean_ad, median_ad, skewness
- [Improvement] Added a check for the right symbol format (with dash) for the import candle mode - preventing possible confusion and resulting errors.
- [Improvement] A @cached property has been added to improve performance and avoid unnecessary repeated calculations. It's applied where sensible in the Strategy class and available via import to be used on indicators inside a users Strategy as well. Some strategies might see a huge boost because of this.
- [Improvement] All indicators now use the helper functions same_length and slice_candles.
self.metrics is now only calculated if a trade happened leading to a performance boost.
- [Improvement] The old way of working with strings in python (format) has been replaced with much faster f-strings leading to a performance boost.
- [FIX] Incorrect InsufficientMargin exceptions that were caused by reduce_only orders.
- [FIX] An error with the json export of the backtest that occurred is now fixed.
- [FIX] Using futures mode you had to add all the used assets to the config.py file - although that should have only been needed for spot mode. This is not necessary anymore. Additionally the spot mode now gives clearer error if assets are missing in the config.
- Multiple preparations for the live trade plugin. Other modes are unaffected by them.
Here's some updates about the project that you should have seen by now if you're subscribed to our newsletter:
The story behind Jesse’s development
The live trade release is an important milestone for Jesse and the community. It is when Jesse matures into a complete trading bot. There was a lot to explain about the release and I couldn’t fit them all into one post so I wrote a two-part article about how I did things and why.
I just published part one which is titled “The story behind Jesse’s development”. Please read it and leave me your thoughts. It matters A LOT!
I’ll publish the second part tomorrow which is the day I open early access to the live trade plugin for all interested community members.
We now have a roadmap page on the documentation. I also created three Trello pages with the upcoming tasks:
- Main Framework: Tasks related to the open-source framework
- Live Trade Plugin: Tasks related to the live trade plugin
- Tutorials: You'll find the next topics that we like to cover in tutorials in either articles or screencast videos
You're more than welcome to add your ideas to it or pick one for contribution.
Telegram and YouTube channels
I created a Telegram channel which will be the fastest way to be notified about the new updates.
I also created a YouTube channel a while ago which is where I intend to publish screencast tutorials about Jesse and algo-trading in general. Please subscribe.