- 🇷🇺 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
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:
- The generator algorithm mow creates a series of candles better for difficult trends, include differ outliers for upper and lower shadows of candles.
- #22 Type of
ZigZagFilter()
was changed to Pandas Dataframe instead of dict. - #25 Volume values now depend on the previous value and outliers probability.
- #24 Bug fix with negative numbers in series.
1.3.81 (2023-01-05) — released
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):
- Python version support was changed to 3.9.
- #17 Into the
RenderBokeh()
method was addedlayouts
parameter. You can add new Bokeh Chart-objects on the Main Chart with that parameter. Also,darkTheme
parameter was added. If itTrue
, 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. Usemarkers
andlines
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 aredatetime
with date and time and some markers columns (markersUpper
,markersCenter
ormarkersLower
). 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 aredatetime
with date and time andcustom_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.
- #15 Statistic block view was improvement.
- #16 Examples were added: how to generate prices chain without candles.
- #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
- 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.
- The
1.2.46 (2021-02-28) — released
- 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.
- 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.
- Not-detected timeframe when rendering from Pandas DataFrame without loading from file was fixed.
1.1.30 (2021-02-20) — released
- 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.
- Extended examples were added. See examples in
README.md
(english) andREADME_RU.md
(russian).
1.0.19 (2021-02-05) — released
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
).
- draw a chart of generated or loaded real prices and save it in html-format (example: