Dev v4.0.0

[BennyThadikaran]

Changelog v4.0.0

New dependency - fast-csv-loader New patterns - AB=CD bearish and BAT pattern Improvements to trendline detection algorithm.

Backtest.py - Bug fixes, Under the hood improvments,

New data structure for detected patterns - Intuitive and simpler, decoupled from mplfinance (Chart package agnostic)

Support for chart annotations - Patterns are now labeled alphabetically with support for added context in labels.

Support for chart themes and various customizations - Add configuration for chart themes, line colors,

Chart Date (X-axis) axis is now sleeker using the ConciseDateFormatter

Improved Chart coordinates - Chart coordinates are formatted to show OHLC and volume data.

Detailed Summary of changes.

0987e90 (HEAD -> dev) Bump to version 4

New dependency - fast-csv-loader

85a5f93

• Replaced src/loaders/utils.py with fast-csv-loader pip package.
• fast-csv-loader added to requirements.txt.
• Relevant changes in EODFileLoader and IEODFileLoader.

Improvements to Trendline detection

c2b0c87 Improved code structure of find_uptrend_line

4a2ee15 Improved code structure of find_downtrend_line

b311b9a

• Improved uptrend and downtrend line detection.
• Calculate scores and touchpoints only for pivots falling within the trendline.

Changes to AB=CD pattern

fe0a3b1 Added AB=CD bearish, bullish & bearish BAT patterns in backtest.py

b0ab63b

• Added conditions to check if C pivot was violated in AB=CD pattern.
• Consolidated multiple if conditions for efficiency.
• Disabled check for 10% termination zone until testing completes.

3b6b23a Changed FIB extension calculation in find AB=CD functions.

456d3eb

• Shorten variable name in find AB=CD funcs.
• Changed return structure of find AB=CD funcs.

1606362 Variable reuse in AB=CD functions

f9a2aa0 Added support for Bearish AB=CD pattern

New BAT pattern

b69a37c Added BAT harmonic pattern detection function

4039e1b

• Changed BAT pattern algo. Switch to next lowest pivot after X instead of B.
• Added conditions to validate overall structure of BAT pattern.
• Changed return structure of find BAT function.

da60296 Added find_bearish_bat function

d736f7f Correct typo in pattern name in find_bearish_bat

3abb963 Added support for scanning BAT patterns in init.py

Changes to Plotter.py

d4e9425 Add support for annotations/labels in charts

0cb2302 Fix: handle timezone aware datetime in Plotter._get_tick_locs.

cfd6ae0

• Pass the chart config on instantiating Plotter class.
• Modify the way save image code is executed.

a3160cf

• Added support for custom chart config
• line color, styles etc
• Added support for chart annotations for lines and patterns.
• Added concise date formatter for sleeker date labels.
• Added custom formatter to display OHLC info and pointer coordinates.
• Plotter.save method merged into Plotter.plot method.
• Modified code to work with new data structure of utils.py:find_* functions.

Changes in utils.py

358270e Changed return structure of find_* functions in utils.py

5f03821, f4e62af, 05a6fd5, 76aac51, e96e613, 15816ab

Remove type checks and fixed issues with duplcate indexes

• Remove type checks for str values on duplicate indexes.
• Switch to using max/min to get correct values on duplicated indexes.
• Explicitly access values to prevent column name (str) assignment, when index is duplicated.
• Removed need to type check if value is str or pandas.Series.

6ea737e - Separated pattern lines and other lines in return value of find_* funcs.

3772c94 Move last index and last Close outside while loop, being a constant

53ae708, c43b217 Minor code formatting in utils.py

Changes in backtest.py

0520f72 Fix: Adjust logic for scan_start_dt and scan_end_dt handling

a633018

• Fix: IndexError when acquiring scan_end_dt in backtest.py.
• Fix: IndexError when acquiring start_idx in backtest.py.
• Pop the meta data, when plotting results after scan in backtest.py.

5ad44cd Added support for post scan plotting in backtest.py

5fce302

• Simplified scan logic in backtest.py.
• Added code clarity with better variable names.

bd81e69

• Use info instead of warning, when no patterns found in backtest.py.
• Added logging level to logs output in backtest.py.

fd587fc Fix: Timezone aware date handling in backtest.py

b69fcf2

• Added --sym cli option to backtest.py.
• Cli requires one of --plot, --file or --sym options to be passed.
• Read sym_list file location from config, --sym or --file option.

1517483 Added support for custom config in backtest.py

de6ec8f

• Modified help text to clarify --date cli option for backtest.py
• Corrections to main doc string in backtest.py

518b80c

• Added period property to AbstractLoader class.
• Added variables to clarify total period calculation passed to Loader class in backtest.py.
• Removed timedelta import. All calculation based on user provided date.

50ba04d Improved variable names for readability and understanding

4ccf77d Use info instead of warning to log results. Added a assertion stmt

9e2748e Added config filepath to meta data of scan results.

Other Changes

8cc38e6 Added unittest for utils.py:get_max_min func