v0.3.3

Lucky v0.3.3

Diff since v0.3.2

Added drawdown(), highwatermark() indicators.
Clarified Indicator types.
Refactored code into proper folders.
Minor fixes.

Merged pull requests:

• Bump codecov/codecov-action from 4.0.1 to 4.0.2 (#12) (@dependabot[bot])
• Bump codecov/codecov-action from 4.0.2 to 4.1.0 (#15) (@dependabot[bot])
• Indicators newcomers & refactorization (#16) (@oliviermilla)

Closed issues:

• v0.3.2 (#11)

v0.3.2

Lucky v0.3.2

Diff since v0.3.1

• Finalized the interface for indicators.
• Added rolling(), sma() and ema() indicators.
• Minor fixes.

v0.3.1

Lucky v0.3.1

Diff since v0.3.0

Added Type interfaces for convenience

v0.3.0

Lucky v0.3.0

Diff since v0.2.3

• Introduced Indicators
• Added operators for data types (Ohlcs, Quotes)
• Implemented simple moving averages

Merged pull requests:

• CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#8) (@github-actions[bot])

v0.2.3

Lucky v0.2.3

Diff since v0.2.2

Merged pull requests:

• More coverage (#5) (@oliviermilla)
• Added Performance metric and implemented a simple Blotter (#6) (@oliviermilla)

Closed issues:

• v0.2.1 (#4)

V0.2.3

What's Changed

• Implemented a simple In Memory Blotter
• Implemented Fills
• Added a first Performance metric
• More Coverage
• Minor fixes

Full Changelog: v0.2.2...V0.2.3

v0.2.2

More coverage.

v0.2.1

What's Changed

• Implemented Positions. Bumped version to 2.1. by @oliviermilla in #3

New Contributors

• @oliviermilla made their first contribution in #3

Full Changelog: v0.2.0...v0.2.1

v0.2.0

• Moved Samplers to an extension
• Added extension for https://github.com/oliviermilla/DydxV3.jl integration
• Added basic Financial types (Currency, Instrument, Cash, Stock)

v0.1.4

Lucky v0.1.4