Difference between revisions of "PTL Trader Changelog"

Revision as of 22:10, 7 October 2014

1.1.1

Bugfix release & internal architecture improvements:

• redesigned concurrency and threading architecture (pair strategies now use thread confinement)
• fixed few potential deadlock situations and GUI freezes
• fixed concurrency issue which could potentially lead to allow N+1 slots opened in a rare occasion
• fixed retrying fetching historical data after IB data pacing violation (regression introduced in 1.0.4, it worked in earlier versions)

Released 2014-10-07.

1.1.0

• basic FA (Financial Adviser) account support (you have to enter the account code manually when connecting)
• increased log file max size and number of backups
• unadjusted split protection (stops auto trading if there is a significant price discrepancy which may indicate that IB forgot to adjust historical data after split event)
• prevents automated trading if historical data fetched are obsolete (older than 5 days)
• connection to IB API is now handled in a separate thread to prevent UI freezes
• updated IB client API files to 971.01
• minor cosmetic changes and bugfixes
• minor changes in log file verbosity

Released 2014-08-13.

1.0.6

• workaround for "ambiguous contract" issues for some particular IB symbols (MSFT, ...)
• fix for stock symbols like XXX.Y (RDS.A for instance)
• some other small changes/fixes
• more verbose logging of slot allocation process

Released 2014-03-19.

1.0.5

• fixed a bug causing "wait for min profit" engine status indicated outside trading hours

Released 2013-11-07.

1.0.4

• z-score and profit potential now update also outside user's configured trading window (as long historical data were available)
• manually opening/closing positions is now enabled in more engine states (for instance in "wait for min profit")
• modified profit estimation formula for residual model, profit estimation now disabled for cases where A<0.1
• fixed PDT protection in position exit logic
• PTL Trader does not try to initialize trading engine and load historical data for portfolios bound to accounts not belonging to current IB account connected anymore
• historical data are now downloaded and models are recalculated every day at 9:30 EST, so z-score and profit potential indicators work with updated model, instead of waiting for user's configured trading window

Internal release.

1.0.3

• workaround for strategy P/L tracking (ignore portfolio data in IB "black hour" 0:** EST)
• modified default log levels

First official stable release (2013-08-27).

1.0.2

• workaround for equity tracking (ignore equity data in IB "black hour" 0:** EST)
• more detailed logs for IB portfolio updates

Internal release.

1.0.1

• debug logs for equity tracking
• reworked execution and commission report handling (fixes slippage tracking problems and missing entries in transaction history)
• PDT protection fix
• libraries updated

Internal release.

1.0.0

• changed valid range for instrument margins (15% - 100%)
• cooldown period after closing a pair trade (it is not possible to open new pair trade earlier than in two minutes) - to prevent sending new orders until IB portfolio stats settle
• more verbose logging of executions and commission reports (internal log)
• reworked periodic premium membership checks
• updated logo and icons

Internal release.

0.9.6b

• just a small fix - NYSEAMEX exchange has been apparently renamed to NYSEMKT, so both exchanges are now supported

• Initial version released to public (2013-05-17).

0.9.6

• Status = BETA, not recommended for real trading yet (although we already use it that way ourselves)

Known issues we are working on

• (none)