Difference between revisions of "PTL Trader Changelog"
From Pair Trading Lab WIKI
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| + | == 1.0.3 == | ||
| + | * workaround for strategy P/L tracking (ignore portfolio data in IB "black hour" 0:** EST) | ||
| + | * modified default log levels | ||
| + | |||
| + | First official release (2013-08-27). | ||
| + | |||
== 1.0.2 == | == 1.0.2 == | ||
* workaround for equity tracking (ignore equity data in IB "black hour" 0:** EST) | * workaround for equity tracking (ignore equity data in IB "black hour" 0:** EST) | ||
* more detailed logs for IB portfolio updates | * more detailed logs for IB portfolio updates | ||
| − | + | Internal release. | |
== 1.0.1 == | == 1.0.1 == | ||
| Line 25: | Line 31: | ||
* just a small fix - NYSEAMEX exchange has been apparently renamed to NYSEMKT, so both exchanges are now supported | * just a small fix - NYSEAMEX exchange has been apparently renamed to NYSEMKT, so both exchanges are now supported | ||
== 0.9.6 == | == 0.9.6 == | ||
| − | * Initial version released to public. | + | * Initial version released to public (2013-05-17). |
* Status = BETA, not recommended for real trading yet (although we already use it that way ourselves) | * Status = BETA, not recommended for real trading yet (although we already use it that way ourselves) | ||
Revision as of 10:36, 27 August 2013
Contents |
1.0.3
- workaround for strategy P/L tracking (ignore portfolio data in IB "black hour" 0:** EST)
- modified default log levels
First official 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
0.9.6
- Initial version released to public (2013-05-17).
- Status = BETA, not recommended for real trading yet (although we already use it that way ourselves)
Known issues we are working on
- strange equity stats coming from IB outside trading hours
