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@xmatthias xmatthias released this 03 Apr 05:10
1.2.2
ef2588c

We did some maintenance on technical - fixing some bugs and cleaning up some dependencies.

Due to this, some custom implementations (mainly indicators wrapping pyti) have been removed, as these indicators are very slow to calulate (due to the way pyti does their calculations).

This removes the following indicators (all are replaced by their ta-lib equivalent)

  • indicators.aroon -> ta.AROON
  • indicators.cci -> ta.CCI
  • indicators.cmo -> ta.CMO
  • indicators.momentum -> ta.MOM
  • indicators.ultimate_oscilator -> ta.ULTOSC
  • indicators.accumulation_distribution -> ta.AD

The above results in significant speed improvements for these indicators, as well as for all Consensus methods relying on the above methods (Consensus, MovingAverageConsensus, OscillatorConsensus).

⚠️ WARNING Some of the above changes will now return a slightly different result, so make sure to reevaluate your strategy / backtest your strategy again before upgrading to this version.

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