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CHANGELOG.md

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0.9.0

Features

  • TrailingStopOrder added to stop orders
  • TargetOrder added to stop orders
  • BracketOrder removed from stop orders

Improvements

  • StopOrder and StopLimitOrder model changed

Fixes

  • Kotak broker exchange_timestamp format handled correctly
  • Finvasia broker exchange and broker timestamp format handled correctly
  • Timestamp for kotak, finvasia brokers to be saved in db in expected format

0.8.3

Features

  • close_all_positions could take a symbol_transformer function to transform symbols
  • close_all_positions can take positions as an optional argument; this would help in passing select positions to square off instead of closing all positions
  • PegExisting and PeqSequential can now take modify_args to add any extra broker arguments needed when modifying orders

Improvements

  • close_all_positions to handle errors and valid quantity of any type
  • type conversion done for data received from broker Finvasia
  • #9 when an Order is added to CompoundOrder add an id automatically if there is no id
  • #25 PegSequential order lock mechanism now dependent on add_lock method for each order; so each order could have its own order lock.

Fixes

  • #15 do not update Order if order is_done (completed/rejected/canceled)

Internals

  • tests improved for Order class

0.8.2

Improvements

  • Instrument master for broker kotak could be generated for any combination of columns
  • modify order could now take extra attributes to be passed on to broker
  • tests rewritten with PurePath and other refactoring, credits to @soumyarai2050 for pushing these changes

Fixes

  • Instrument master for broker kotak to handle strike prices till 3 decimal places (for currency strikes)
  • modify_order for broker kotak to correctly handle order types, especially MARKET

0.8.1

Improvements

  • TOTP authentication added to Finvasia broker
  • TOTP autentication added to MasterTrust broker

0.8.0

Features

  • New OrderStrategy class added, an abstraction over CompoundOrder
  • OrderLock mechanism added to Order so that each order would have its own unique lock

0.7.1

This is a bug-fix version and enhancement version

Fixes

  • #20 You can now pass order arguments to PegExisting and PegSequential
  • #18 timezone to default to local instead of UTC
  • #11 pending quantity to be automatically updated

0.7.0

Features

  • CandleStick class added to models
  • Cancel subsequent orders in PegSequential if one of the orders fail

Improvements

  • is_done method added to Order - returns True when the order is either complete or canceled or rejected.
  • cancel peg orders after expiry

Fixes

  • order_cancel not to be called when no order_id is None

0.6.1

Improvements

  • Extra order mappings for SLM and SLL added to finvasia broker
  • order_type argument resolved for kotak broker

0.6.0

Features

  • Broker support added for finvasia
  • New order type PegSequential added to peg orders in sequence

0.5.1

Improvements

  • Order Lock mechanism added
  • ExistingPeg to check for time expiry before next peg

0.5.0

Features

  • ExistingPeg order added to peg existing orders

Features

  • Broker support added for kotak

0.4.0

Features

  • BREAKING CHANGE: Database structured changed. New keys added
  • new multi module added for placing the same order for multiple clients

Fixes

  • #13 do not change existing timestamp fixed
  • cloning an order creates a new timestamp instead of the original one
  • keyword arguments passed to modify method to update order attributes and then modify the broker order
  • peg order attributes carried to child orders

0.3.0

Features

  • new peg order module added for peg orders.
  • peg to market order added with basic arguments
  • new models module added. This contains basic model for converting and manipulating data
  • new utils module added that contains utility and helper functions. Functions added
    • create_basic_positions_from_orders_dict
    • dict_filter
    • tick
    • stop_loss_step_decimal
  • mandatory arguments for order placement for zerodha broker added. order_place, order_modify, order_cancel would now add default arguments for the broker automatically (such as variety);you could override them with kwargs.
  • cover_orders function added to broker class, this checks for all valid orders and place stop loss in case of non-matching orders

0.2.0

Features

  • BREAKING CHANGE: Database model changed
  • Order, CompoundOrder models changed from dataclass to pydantic models
  • database class changed to sqlite_utils from native python sqlite3 for better reading and writing, connection now returns sqlite_utils.Database instead of sqlite3.Connection.
  • #3 Order could now be directly added using the add method and this inherits the sqlite3 database from the compound order if no connection is specified
  • #8 save method added to save orders to database in bulk
  • #6 maximum limit for modifications to an order added

Fixes

  • close_all_positions bug fixed by changing status to upper case and including canceled and rejected orders in completed orders
  • cancel_all_orders do not cancel already completed orders

Internals

  • _attrs now made part of model instead of a property
  • tests updated to reflect the new database type

0.1.4

  • modify order to accept any parameter

0.1.3

  • save to database on execution

0.1.2

  • fixes in brokers
  • order arguments during execution in compound orders

0.1.1

  • database support for saving orders added