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The journal of JBookTrader-FG modifications
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Updated Apr 1, 2009 by florent....@gmail.com

0.3 (April 1, 2009)

  • Filter out days that don't have enough data for the strategy's trading range when backtesting or optimizing.
  • Added the following field on the optimizer report:
    • Strategy name
    • First date in the datafile
    • Last date in the datafile
    • Number of hours in the datafile
  • Added a helper to create future contracts like NYMEX/CL
  • update IP API to 9.6, jcommon to 1.0.15 and jfreechart to 1.0.12
  • Better handling of disconnect/reconnect events, order placement, and executions (merged from JBT 6.08)
  • Fixed the reset() method for some indicators (merged from JBT 6.07)
  • Added another column to the main table (merged from JBT 6.07)
  • Avoid reporting (and emailing) the same error multiple times (merged from JBT 6.07)
  • Fixed a problem in class finder (merged from JBT 6.07)

0.2 (March 1, 2009)

  • brute force optimizer take less memory and is a little faster
  • backtest: defaulting timezone to "America/New_York" when no TimeZone is present into the datafile
  • performance index now conform to SQN
  • enhance CLI optimizer output
  • ant build.xml improved
  • minor fix for StrategyParams
  • change Indicator.calculate() signature
  • fix a GUI only bug with the stop/resume resume feature
  • allow to put classes that doesn't extend Strategy into directory com/jbooktrader/strategy
  • resetting indicators explicitly (merge from JBT 6.03)
  • more scalable backtesting and charting of large data files (merge from JBT 6.03)
  • removed manual saving of market depth data (merge from JBT 6.03)
  • revised market book implementation (merge from JBT 6.03)
  • revised the indicator framework (merge from JBT 6.03)
  • improved the the "divide-and-conquer" optimizer (merged from JBT 6.04)
  • fixed a problem in the "divide-and-conquer" optimizer which caused the optimizer to wander off course. The D&C optimizer is much more likely to find the peaks (merged from JBT 6.05)
  • fixed a problem which caused the optimization results to be truncated. The optimization maps now preserve all the data with DNC and 65536 results with brute force, which makes reading the maps more intuitive (adapted from JBT 6.05)
  • fixed a problem where JBT could not distinguish between two different Forex contracts with the same symbol such as EUR.USD and EUR.GBP (merged from JBT 6.06)

0.1 (October 28, 2008)

  • "Advisor profile" preference added
  • Raw data recorder fixes
  • Raw data recorder record ticks too
  • Experimental raw data player
  • Indicator values reset at the start of the day during backtesting. (merged from JBT)
  • Fixed a C2 bug: it was not sending the right signals. (merged from JBT)
  • update ibapi to version 9.51
  • improve CLI output
  • add strategies EmptyDIA EmptyQQQQ EmptySPY EmptyCL EmptyES EmptyEUR

0.1 beta3 (October 16, 2008)

  • Run strategies from the web console
  • TICK removed. It will be back when we get a custom index framework.
  • volume removed. It will be back when we get price bars.
  • IBBrokerRawRecorder record realtime price bars

0.1 beta2 (October 11, 2008)

  • Better exception handling (J Ross)
  • Market book validation improved
  • Optimization maps improved (merged from JBT 6.01)
  • PI calculation changed (merged from JBT 6.01)
  • Integration with Collective2 (merged from JBT 6.01)
  • added junit test MostLiquidContractTest (merged from JBT 6.01)
  • CMEDataConverter.java synched with JBT 6.01
  • update sample strategies (Florent)
  • fix concurrency issues (Florent)

0.1 beta1 (October 10, 2008)

  • Pause/Resume trade buttons from the GUI in trade and forward test mode (Yueming)
  • HTTPS in web console (Florent)
  • improve preference dialog layout (Florent)
  • freemarker support (J Ross)
  • external jetty configuration file (Florent)
  • remove the "JBT is already running" test (Florent)
  • pause/resume trade from the web console (J Ross and Florent)
  • access to reports from the web console (Florent)
  • reload previous optimizer results (Yueming)
  • date range filter in optimizer and backtester (Yueming)
  • remove the exit confirmation when not forward testing or live trading (Florent)
  • remind optimizer dialog size&position (Florent)
  • refactoring that allow multi broker support and fake brokers. Fake brokers will be usefull to automate tests. (Florent)
  • raw data recorder and converter (Florent)
  • fix reseted marketbook sampling bugs (Florent)
  • CLI modes write events both on standard output and on reports directory (Florent)
  • reduce verbosity in CLI forwardtest and live trade mode (Florent)
  • improve CLI error reporting (Florent)
  • use CommandLineStarter as main class for CLI entry points instead of JBookTrader (Florent)
  • redirect jetty logs to EventReport (Florent)
  • Trade counting methodology changed (same as JBT 6.01)

Starting point

Starting from JBT 5.09

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