Changes in version 0.5.4 (2024-07-16) Planned Changes - setup github actions - add fail safe for function input parameters Changes - added function to find a file path based on code and replace parameters - updated web links - reduced execution time by reducing certain examples - used R version 4.4.1 Changes in version 0.5.3 (2021-12-15) Changes - removed as.vector from example code to fix error in R-devel builds - increased min R version to 3.6.0 Changes in version 0.5.2 (2021-06-20) Changes - add second parameter to simulation function aml_simulation - option to use full columns for model training when selecting 0 as a parameter num_cols_used - add suppress messages option during readr::read_csv() function calls - fail safe in aml_collect_data function will delete already recorded rds file if it has different amount of columns - add new function util_find_pid to find the PIDs of the terminal.exe application - function mt_stat_transf is now using a rule to assign 3 market type classes - rewrite function mt_make_model with the same philosophy as in aml_make_model Changes in version 0.5.1 (2021-04-08) Changes New Function aml_simulation - designed to test different inputs Function aml_make_model - fix bug in not allowing use of full input to the model - create new option with fix neural network structure - add parameter to split data with specific n of rows - add parameter num_bars_ahead, default is 34 bars - add options for deep learning function parameters search, num_epochs, fixed_nn_struct - add option objective_test to allow strategy test inside the function to select best model based on specific objective Function aml_collect_data - more accurate calculation of Label column using tick data - added fail safe scenarios Changes in version 0.4.5 (2021-03-15) Changes - add option in function aml_consolidateresults.Rto help understand overall model performances and log results - removed unused functions and datasets - add lifecycle badges Changes in version 0.4.4 (2021-01-19) Changes - added fail safe stops in function check_if_optimize.R - experimenting with time series statistical transformation adding functions mt_stat_transf and mt_stat_evaluate. Learning opportunity around clustering for automatic market type generation - added fail safe and change the way how to find control parameters for Reinforcement Learning to avoid slow code execution Changes in version 0.4.3 (2020-12-16) Changes - solving warnings by changing example in mt_make_model function - change function mt_make_model to read manually checked dataset - update documentation Changes in version 0.4.2 (2020-11-12) Changes - solving warnings - added parameter min_perf to adjust model performance - consider tick value in the calculations of strategy testing Changes in version 0.4.1 (2020-10-22) Changes Implemented - added option to balance classes in mt_make_model function - add and delete deprecated functions - change names of functions to reflect the purpose: mt - market type, rl- reinforcement learning, util - utility - change example methods to unify them across functions - align names of the variables across several functions - remove warnings caused by new dplyr functionalities .groups - remove tidyr from imports to solve Note Changes in version 0.4.0 (2020-09-16) Changes Implemented - Added extended package features in the Readme file - Re-write functions aml*.R - aml_collect.. will keep the time index - aml_make_model ... will build a model - aml_score... is designed to use model and predict - aml_test... is designed to perform a strategy test - mt_make_model .. rewrite in the similar fashion as in aml function - examples and tests are available Changes in version 0.3.11 (2020-08-10) Changes Implemented - Add badges 'Maturing', 'CRAN status' - Add Methods source in Description file - Add packages name syntax e.g. 'readr::write_csv' - Solve Namespace dependencies notes Changes in version 0.3.10 (2020-03-23) Changes - check of examples marked as /donttest, rerun with --run-donttest - removed some examples with /donttest - added functions encrypt_api_key.R, mt_make_model.R - minor enhancements Changes in version 0.3.9 (2020-01-10) Changes - simplification of R/h2o updates, function aml_make_model() may conditionally force model update - added function to simplify creation of configuration files to launch MT4 platform Changes in version 0.3.8 (2019-12-12) Changes - added utility util_generate_password() to generate passwords e.g. for MT4 platform Changes in version 0.3.7 (2019-12-03) Changes - new function opt_aggregate_results() to aggregate results of the trading robots performance - new function opt_create_graphs() to create graphs of the trading robots performance - added more tests and removal of warning by using ungroup() function Changes in version 0.3.6 (2019-11-22) Changes - removal of duplicate rows in the aml_collect_data() function - added a test for to_m() function - add warning to indicate if 'zeroes' are present in the data file column(s) - removing dependency from tidyverse Changes in version 0.3.5 (2019-11-03) Changes - added more datasets (files) to test functionality - building a functionality to create separate models for each asset (adding functions with prefix aml_xxx_xxx.R) - build more simple functions to collect data, build model, score data to predict - added tests for several functions - function aml_make_model() will be finding the best neural network structure automatically using 6 random structures - fixing of warnings due to column name assignments Changes in version 0.3.4 (2019-08-01) Changes - corrected bug on file naming for Terminal 3 on function record_policy_mt.R - better defined R dependency Changes in version 0.3.3 (2019-07-18) Changes - corrected file writing example to be aligned with CRAN Policy - added test coverage integration Changes in version 0.3.2 Changes - corrected file writing example to be aligned with CRAN Policy Changes in version 0.3.1 (2019-07-01) Changes - corrected according to the CRAN team comments Changes in version 0.3.0 Changes - Initial release - Passing all checks