Releases: DaveSkender/Stock.Indicators
2.4.9
Minor fix:
This list of changes was auto generated.
Special thanks to @RobertWeaver for finding and fixing.
2.4.8
Minor updates and maintenance
- add Beta, Corr, Prs chaining options (#983)
- new T3 initialization (#989)
- upgrade misc utilities (#985)
Breaking changes ⚠️
IQuote.Date
should be replaced byISeries.Date
if you have a customized (renamed) quote date property.ToTupleCollection(NullTo.Null2NaN)
was replaced by a simpler.ToTupleNaN()
Changes:
- 2e99d57 chore: code cleanup (#1011)
- 7020552 chore: code cleanup (#1008)
- 2942ab2 chore: code cleanup (#1003)
- 758dc17 chore: update build (#1007)
- afc5b9a fix 404 redirect (#1000)
- 81dc331 add 404 redirect (#999)
- fb92dfc chore: replace doc tables (#996)
- 1a22bc3 new T3 initialization (#989)
- d558832 add prepend sync to Beta, Corr, Prs (#993)
- b2c3db7 add Beta, Corr, Prs chaining options (#983)
3.0.0-preview.1014.15
Warning
Preview releases are experimental and volatile with breaking changes and conventions.
Note
This is the first in a series of preview releases that implement streaming use cases. We expect possibly 5-10 preview pre-release versions before we make an official stable v3 package.
New features and scenarios:
- handle live quotes and provide them to other subscribers
- enable Use, EMA, and SMA indicator streaming
- live test case for WebSocket in
/tests/observe/
inv3
branch
See #824 for more information and limitations on these use cases, and #1018 for general discussion and feedback.
Special thanks to @codebeaulieu, @danbopes, @martonb, and @mihakralj for early feedback and ideas
2.4.7
Minor update:
- reduced minimum
lookbackPeriod
value for Hurst Exponent
❤️ Special thanks to @sshquack for contributing it.
2.4.6
2.4.5
- use generic base return types for several newly
public
utility methods
This is needed for wider extensibility and compliance to the Common Language Specification (CLS).
See #970 for details.
2.4.3
Bug fixed:
- CMO use of daily momentum - #962
Special thanks to @mihakralj for analyzing and reporting
2.4.2
Minor change to accommodate custom indicator chaining:
- make
IReusableResult
a public interface - #953
This enables custom indicators to be chainable. Example:
// custom external results class
public class MyCustomResult : ResultBase, IReusableResult
{
public double? MyCustomValue { get; set; }
// identify value choice for further chaining
double? IReusableResult.Value => MyCustomValue;
}
Special thanks to @drakepro for recommending it. See our guide to learn more about creating custom indicators.
2.4.1
Minor improvements:
- add Dominant Cycle Periods to HT Trendline - #948
- discontinue calculation of True Range on first bar - #949, shifts calculation start by one bar for:
- True Range and Average True Range
- ATR Stop
- Chandelier Exit
- STARC Bands
- SuperTrend
- Volatility Stop
Special thanks to @mihakralj and @twopirllc for inspiring these changes.
Chores:
- documentation site has moved to dotnet.stockindicators.dev
- removed .NET 5.0 target framework (inline with Microsoft support ending)
2.4.0
Minor enhancement:
- add configurable adjustment
k-factor
for McGinley Dynamic - #901
Minor bug fix:
Special thanks to:
- @myalgomate for recommending customizable
k-factor