A Java library for technical analysis.
Release 0.15 of the Ta4j library.
This is the second release via GitHub Releases. Ta4j is also available on the maven central repository
Changelog for ta4j
, roughly following keepachangelog.com from version 0.9 onwards.
NumberOfConsecutivePositions
DifferencePercentageIndicator
EnterAndHoldCriterion
analysis/criterion
-package moved to rootcost
-package moved to analysis/cost
-packageChaikinOscillatorIndicatorTest
toString()
call in DoubleNum.valueOf(Number i)
with i.doubleValue()
FixedTransactionCostModel
NumericIndicators
SqnCriterion
StandardDeviationCriterion
RelativeStandardDeviationCriterion
StandardErrorCriterion
VarianceCriterion
AverageCriterion
if
blocksFixedTransactionCostModel
AnalysisCriterion.PositionFilter
to handle both sides within one Criterion.Release 0.14 of the Ta4j library.
This is the first release via GitHub Releases. Ta4j is also available on the maven central repository
CHANGELOG:
PrecisionNum
renamed to DecimalNum
AverageProfitableTradesCriterion
renamed to WinningTradesRatioCriterion
AverageProfitCriterion
renamed to AverageReturnPerBarCriterion
BuyAndHoldCriterion
renamed to BuyAndHoldReturnCriterion
RewardRiskRatioCriterion
renamed to ReturnOverMaxDrawdownCriterion
ProfitLossCriterion
moved to PnL-PackageProfitLossPercentageCriterion
moved to PnL-PackageTotalProfitCriterion
renamed to GrossReturnCriterion
and moved to PnL-Package.TotalProfit2Criterion
renamed to GrossProfitCriterion
and moved to PnL-Package.TotalLossCriterion
renamed to NetLossCriterion
and moved to PnL-Package.NumberOfTradesCriterion
renamed to NumberOfPositionsCriterion
NumberOfLosingTradesCriterion
renamed to NumberOfLosingPositionsCriterion
NumberOfWinningTradesCriterion
renamed to NumberOfWinningPositionsCriterion
NumberOfBreakEvenTradesCriterion
renamed to NumberOfBreakEvenPositionsCriterion
WinningTradesRatioCriterion
renamed to WinningPositionsRatioCriterion
TradeStatsReport
renamed to PositionStatsReport
TradeStatsReportGenerator
renamed to PositionStatsReportGenerator
TradeOpenedMinimumBarCountRule
renamed to OpenedPositionMinimumBarCountRule
Trade.class
renamed to Position.class
Order.class
renamed to Trade.class
Trade
: problem with profit calculations on short trades.TotalLossCriterion
: problem with profit calculations on short trades.BarSeriesBuilder
: removed the Serializable interfaceParabolicSarIndicator
: problem with calculating in special casesBaseTimeSeries
: can now be serializedProfitLossPercentageCriterion
: use entryPrice#getValue() instead of entryPrice#getPricePerAsset()GrossLossCriterion.class
.NetProfitCriterion.class
.AverageLossCriterion.class
.AverageProfitCriterion.class
.ProfitLossRatioCriterion.class
.ExpectancyCriterion.class
.ConsecutiveWinningPositionsCriterion.class
.LosingPositionsRatioCriterion.class