lazytrade (development
version)
Planned Changes
- setup github actions
- add fail safe for function input parameters
lazytrade 0.5.4
Version 0.5.4
Changes
- added function to find a file path based on code and replace
parameters
- updated web links
- reduced execution time by reducing certain examples
- used R version 4.4.1
lazytrade 0.5.3
Version 0.5.3
Changes
- removed as.vector from example code to fix error in R-devel
builds
- increased min R version to 3.6.0
lazytrade 0.5.2
Version 0.5.2
Changes
- add second parameter to simulation function
aml_simulation
- option to use full columns for model training when selecting 0 as a
parameter
num_cols_used
- add suppress messages option during
readr::read_csv()
function calls
- fail safe in
aml_collect_data
function will delete
already recorded rds file if it has different amount of columns
- add new function
util_find_pid
to find the PIDs of the
terminal.exe application
- function
mt_stat_transf
is now using a rule to assign 3
market type classes
- rewrite function
mt_make_model
with the same philosophy
as in aml_make_model
lazytrade 0.5.1
Version 0.5.1
Changes
New Function
aml_simulation
- designed to test different inputs
Function
aml_make_model
- fix bug in not allowing use of full input to the model
- create new option with fix neural network structure
- add parameter to split data with specific n of rows
- add parameter num_bars_ahead, default is 34 bars
- add options for deep learning function parameters search,
num_epochs
, fixed_nn_struct
- add option
objective_test
to allow strategy test inside
the function to select best model based on specific objective
Function
aml_collect_data
- more accurate calculation of Label column using tick data
- added fail safe scenarios
lazytrade 0.4.5
Version 0.4.5
Changes
- add option in function
aml_consolidateresults.R
to help
understand overall model performances and log results
- removed unused functions and datasets
- add lifecycle badges
lazytrade 0.4.4
Version 0.4.4
Changes
- added fail safe stops in function
check_if_optimize.R
- experimenting with time series statistical transformation adding
functions
mt_stat_transf
and mt_stat_evaluate
.
Learning opportunity around clustering for automatic market type
generation
- added fail safe and change the way how to find control parameters
for Reinforcement Learning to avoid slow code execution
lazytrade 0.4.3
Version 0.4.3
Changes
- solving warnings by changing example in mt_make_model
function
- change function mt_make_model to read manually checked
dataset
- update documentation
lazytrade 0.4.2
Version 0.4.2
Changes
- solving warnings
- added parameter min_perf to adjust model performance
- consider tick value in the calculations of strategy testing
lazytrade 0.4.1
Version 0.4.1
Changes
Implemented
- added option to balance classes in mt_make_model function
- add and delete deprecated functions
- change names of functions to reflect the purpose: mt - market type,
rl- reinforcement learning, util - utility
- change example methods to unify them across functions
- align names of the variables across several functions
- remove warnings caused by new dplyr functionalities .groups
- remove tidyr from imports to solve Note
lazytrade 0.4.0
Version 0.4.0
Changes
Implemented
- Added extended package features in the Readme file
- Re-write functions aml*.R
- aml_collect.. will keep the time index
- aml_make_model … will build a model
- aml_score… is designed to use model and predict
- aml_test… is designed to perform a strategy test
- mt_make_model .. rewrite in the similar fashion as in aml
function
- examples and tests are available
lazytrade 0.3.11
Version 0.3.11
Changes
Implemented
- Add badges ‘Maturing’, ‘CRAN status’
- Add Methods source in Description file
- Add packages name syntax e.g.
'readr::write_csv'
- Solve Namespace dependencies notes
lazytrade 0.3.10
Version 0.3.10
Changes
- check of examples marked as /donttest, rerun with –run-donttest
- removed some examples with /donttest
- added functions
encrypt_api_key.R
,
mt_make_model.R
- minor enhancements
lazytrade 0.3.9
Version 0.3.9
Changes
- simplification of R/h2o updates, function
aml_make_model()
may conditionally force model update
- added function to simplify creation of configuration files to launch
MT4 platform
lazytrade 0.3.8
Version 0.3.8
Changes
- added utility
util_generate_password()
to generate
passwords e.g. for MT4 platform
lazytrade 0.3.7
Version 0.3.7
Changes
- new function
opt_aggregate_results()
to aggregate
results of the trading robots performance
- new function
opt_create_graphs()
to create graphs of
the trading robots performance
- added more tests and removal of warning by using
ungroup()
function
lazytrade 0.3.6
Version 0.3.6
Changes
- removal of duplicate rows in the
aml_collect_data()
function
- added a test for
to_m()
function
- add warning to indicate if ‘zeroes’ are present in the data file
column(s)
- removing dependency from tidyverse
lazytrade 0.3.5
Version 0.3.5
Changes
- added more datasets (files) to test functionality
- building a functionality to create separate models for each asset
(adding functions with prefix aml_xxx_xxx.R)
- build more simple functions to collect data, build model, score data
to predict
- added tests for several functions
- function aml_make_model() will be finding the best neural network
structure automatically using 6 random structures
- fixing of warnings due to column name assignments
lazytrade 0.3.4
Version 0.3.4
Changes
- corrected bug on file naming for Terminal 3 on function
record_policy_mt.R
- better defined R dependency
lazytrade 0.3.3
Version 0.3.3
Changes
- corrected file writing example to be aligned with CRAN Policy
- added test coverage integration
lazytrade 0.3.2
Version 0.3.2
Changes
- corrected file writing example to be aligned with CRAN Policy
lazytrade 0.3.1
Version 0.3.1
Changes
- corrected according to the CRAN team comments
lazytrade 0.3.0
Version 0.3.0
Changes
- Initial release
- Passing all checks