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

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

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

Changes

• add option in function aml_consolidateresults.Rto help understand overall model performances and log results
• removed unused functions and datasets
• add lifecycle badges

lazytrade 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

lazytrade 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

lazytrade 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

• 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

• 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