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roboquant v2.0.0
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@jbaron jbaron released this 02 Nov 11:40
· 219 commits to main since this release
v2.0.0
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jbaron Peter
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Release notes roboquant 2.0

  • Improved API for dealing with metrics
  • You can now use charts outside notebooks and customise them
  • Improved performance, especially for very large back tests (> 100k orders per run)
  • More flexible CSV Feed parsing
  • Several enhancements to live and aggregation feeds behaviour
  • Easier use of technical indicators in the strategies
  • Moved to smaller Maven modules to minimise dependency conflicts
  • Introduction of hyper-parameter optimising back tests (org.roboquant.backtest), still in preview
  • Removed no longer supported third party data providers
  • Upgraded Kotlin to 19.10 and upgraded several other used dependencies
  • Included a webserver that makes it easier to run and control strategies remotely
  • Added support for using QuestDB to store metrics and feed data (very fast time-series database for large data sets)
  • Many bug fixes and DX improvements
  • Better overall test coverage
  • More consistent API naming
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