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update_from_2.0.x.md

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Update from 2.0.x to 3.0.0

Trady.Analysis module

  • Change:
    • The library is re-targeted to .NET Standard 2.0
    • The indicator now intakes IEnumerable instance instead of IList
    • The indicator now outputs IReadOnlyList instance instead of IList
    • Computes from different input now have different output
      • Tuples => decimal?/Tuples
      • Candles => AnalyzableTick<decimal?/Tuples>
    • As of the above change, "Tick" property is used for the indicator result's value if it's computed from candles
    • Backtest-related items have been moved under Trady.Analysis.Backtest namespace. Classes & methods are renamed
      • Portfolio => Builder + Runner
      • RunBackTest() => Run()
      • RunBackTestAsync() => RunAsync()
    • Candlestick-related items have been moved under Trady.Analysis.Candlestick namespace
    • Modified Exponential Moving Average is renamed as Modified Moving Average; Short form will be changed from Mema => Mma
    • Generic Exponential Moving Average is renamed as Generic Moving Average
    • Basic operations (Diff, PercentDiff, Highest, Lowest, Median, Percentile, Sma, Ema, Mema, Sd) can now intakes IEnumerable<decimal?>
  • Added new feature:
    • Added IndexedObject & RuleExecutor for signal capturing by rules
    • Introduce NumericAnalyzable for extending simple operations on an indicator, i.e. you can now use .Diff(index) to get the diff value of an indicator on a particular index directly
    • Decision helper for pattern construction (IsTrue, IsPositive, IsNegative)
    • AsAnalyzable extension for converting a Func to Analyzable, Func can now benefits from the Analyzable infrastructure
    • Introduce FuncRegistry & RuleRegistry for global access to dynamically generated indicator/rule, it will be extending to provide flexibility on loading indicator/rule from external files (in plain text)
  • Added new indicator:
    • (Highest/Lowest)Close
    • HistoricalHighest(High/Close)
    • HistoricalLowest(Close/Low)
    • Median
    • Percentile
    • Difference
    • PercentageDifference
    • MacdHistogram
  • Added new pattern:
    • IsBreakingHighest(High/Close)
    • IsBreakingLowest(Close/Low)
    • IsBreakingHistoricalHighest(High/Close)
    • IsBreakingHistoricalLowest(Close/Low)
  • Bugfix:
    • Removed AnalyzableLocator. AnalyzeContext is in replacement for sharing indicator within a scope

Trady.Importer module

  • The library is re-targeted to .NET Standard 2.0
  • The candles are exported as IReadOnlyList instead of IList
  • Added GoogleFinanceImporter (adapter to Nuba.Google.Finance, thanks to @fernaramburu)
  • Separated importers are also available for modular installation:
    • Trady.Importer.Csv
    • Trady.Importer.Yahoo
    • Trady.Importer.Quandl
    • Trady.Importer.Stooq
    • Trady.Importer.Google
  • Align importer's behavior, startTime & endTime is inclusive now for all importers