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.Rto 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