PriceGenerator — Release notes

• 🇷🇺 Релиз-ноты на русском (see release notes in russian here)
• 📚 Documentation for the PriceGenerator module and examples of working with CLI
• ⚙️ PriceGenerator API-documentation
• 🎁 Support the project with a donation to our yoomoney-wallet: 410015019068268

1.4.93 (2023-11-25) — released

Digest

Now the volume values depends on the previous value and outliers probability and looks more realistic. The generator algorithm creates a series of candles better for difficult trends, include differ outliers for upper and lower shadows of candles and its bodies. Also, bugs with negative numbers in series should no longer appear.

Example of the long-time series with realistic dispersion of volume values and differ trends:

New features

• The generator algorithm mow creates a series of candles better for difficult trends, include differ outliers for upper and lower shadows of candles.

Improvements

• #22 Type of ZigZagFilter() was changed to Pandas Dataframe instead of dict.
• #25 Volume values now depend on the previous value and outliers probability.

Bug fixes

• #24 Bug fix with negative numbers in series.

1.3.81 (2023-01-05) — released

Digest

WARNING! Python supported version was changed to 3.9.

Now you can draw an additional custom lines and markers on main chart with candles (using RenderBokeh() method). You can specify trend directions with simple words: up, down, no or chars: u, d, n, when using --split-trend key (in addition to the existing ability to identify trend with symbols /\-), e.g. --split-trend=up-down-no-up, --split-trend=u-d-n-u etc. Also, you can choose themes for charts drawn by RenderBokeh() method with the new parameter darkTheme (if True then using dark theme, else light theme).

Light style example (with some custom markers and new average line):

Dark style example (with some custom markers):

New features

• Python version support was changed to 3.9.
• #17 Into the RenderBokeh() method was added layouts parameter. You can add new Bokeh Chart-objects on the Main Chart with that parameter. Also, darkTheme parameter was added. If it True, then will be used dark theme, False (by default) mean light theme. Also, you can manipulate with chart and adding lines or markers to the main chart. Use markers and lines parameters for it. markers is a Pandas Dataframe with custom series, where additional markers will place on main series. None by default. One marker is a custom symbol, e.g. ×, ↓ or ↑ or anyone else. Marker data must contain at least two columns. There are datetime with date and time and some markers columns (markersUpper, markersCenter or markersLower). Length of marker dataframes must be equal to the length of main candle series. lines is a list with custom series, where additional chart-lines will place on main series. None by default. Line data must contain at least two columns. There are datetime with date and time and custom_line_name with y-coordinates. Length of the chart-line dataframes must be equal to the length of main candle series.
• #10 Ability to specify directions with words or chars was added. Words may be next: up, down, no or chars: u, d, n for the --split-trend key, in addition to the existing ability to set up of the trend with symbols /\-. To separate words or chars use the hyphen symbol, e.g. --split-trend=up-down-no-up, --split-trend=u-d-n-u etc.
• #13 API-doc on module PriceGenerator was added.

Improvements

• #15 Statistic block view was improvement.
• #16 Examples were added: how to generate prices chain without candles.

Bug fixes

• #19 Bug fix with incorrect high and low values when trend is set.
• #18 Bug fix with incorrect multiple tips on chart and incorrect width of visible area.
• #11 Incorrect warnings were disabled.

1.2.58 (2021-12-09) — released

New features

• License changed from MIT to Apache-2.0.
• #8 Added ability to separate candlesticks by some trends. It was implemented two additional keys: --split-trend and --split-count. These keys affect the appearance of the trend and the number of candles in each trend.
  • The --split-trend key shows trends movements, e.g. --split-trend=/\- means that generated candles has uptrend at first part, next downtrend and then no trend.
  • The --split-count key set count of candles of difference periods, e.g. --split-count 5 10 15 means that generated candles has 3 trends with 5, 10 and 15 candles in chain.

1.2.46 (2021-02-28) — released

New features

• Some moving averages were added to Bokeh chart with pandas_ta library:
  • Simple Moving Averages (5, 20, 50, 200),
  • Hull Moving Averages (5, 20),
  • Volume Weighted Moving Averages (5, 20),
  • Also, only "Max_close / Min_close / Trend line" is showing by default.
• Volatility indicators were implements:
  • Bollinger Bands,
  • Parabolic Stop and Reverse,
  • Alligator (based on HMAs 13, 8, 5),
  • ZigZag with 3% deviation by default.
• Volume chart was added.
• Candle's tooltips were added on main and volume charts.

Improvements

• More tests and examples were added. Also, little refactor. All used libraries were updated.
• The key --horizon when loading from a file is used to specify loading of the last N = horizon candles.
• The --precision key is used to specify the signs after comma.

Bug fixes

• Not-detected timeframe when rendering from Pandas DataFrame without loading from file was fixed.

1.1.30 (2021-02-20) — released

New features

• A lot of keys were added for CLI: --ticker, --timeframe, --start, --horizon, --max-close, --min-close, --init-close, --max-outlier, --max-body, --max-volume, --up-candles-prob, --outliers-prob, --trend-deviation. That keys are overriding default parameters.
• Implements new method RenderGoogle() and a --render-google key that can draw not interactive Google Candlestick Chart.

Improvements

• Extended examples were added. See examples in README.md (english) and README_RU.md (russian).

1.0.19 (2021-02-05) — released

Retrospective

The first version of PriceGenerator library allows you to:

• save generated prices in csv-format (example: ./media/test.csv);
• save the generated prices to a Pandas DataFrame variable for further use in automation scripts;
• automatically calculate some statistical and probabilistic characteristics of the generated prices and save them in Markdown format (example: ./media/index.html.md);
• load the prices of real instruments according to the OHLCV-candlesticks model from the csv-file and carry out their statistical analysis;
  • draw a chart of generated or loaded real prices and save it in html-format (example: ./media/index.html);
  • generate prices, a chart and some data on price behavior can be saved as a regular png-image (example: ./media/index.html.png).