2.2.14.0 - 2023/08/11

Attention! It is highly recommended to back up your data before performing the update!

New

• Added the ability to save and load optimization results;

• Changes have been made to the script container key format:

  • Containers created in earlier versions of the program can be loaded on version 2.2.14.0.

  • Containers created in version 2.2.14.0 cannot be loaded in earlier versions of the program.

• New interfaces and methods of TSLab API:

  • INeedVariableParentVisuals - List of names of parent blocks (sources) separated by a semicolon;

  • INeedVariableParentIds - List of identifiers of parent blocks (sources) separated by a semicolon;

  • INeedVariableParentNames - List of names of parent blocks (sources) with parameters separated by a semicolon;

  • Methods have been added to the IRuntime2 interface to get information about agents;

Improved

Data providers:

• OKX Perpetual Swap и Futures: added filling of columns "Upper limit" and "Lower limit" in the "Quotes" window;

• ОКХ Perpetual Swap: fixed lot size;

• Interactive Brokers: added multiple deletion of old contracts;

• Interactive Brokers: the process of connecting to the data provider has been optimized, the connection speed has been increased;

• Deribit: added support for XRP_USDC_Perp contracts;

• Binance: added reloading account data when restoring a broken WebSocket connection;

Other:

• Block "Profit (whole period)": added parameter "Direction trades" (All, Buys, Sells);

• "Import/Export Values" blocks: added the ability to work with the "Control pane" block;

• "Scripts" window: added the ability to filter the "Name" column by the name of Catalogs;

• When creating a copy of the script, the setting of the selected optimization mode is saved (Random, Brute force);

• Export to Excel: the name of the saved file is substituted with the name of the script or agent;

• "Scripts" window: added "Agents count" column. Shows the number of agents bound to the script. Hidden by default;

• Portfolio testing: Added "Change portfolio name", "Edit portfolio" and "Clone" buttons. Button icons have been changed;

• Portfolio testing: added "With a securities" button. When adding scripts, it is possible to select default instruments (the instrument selected in the "Tradable instrument" block of the script);

• Portfolio testing: corrections have been made to the filters of the "Settings" tab of the portfolio;

• Portfolio testing: improved sorting by the name of the scripts in the "Settings" tab of the portfolio;

Fixed

Data Providers:

• OKX Perpetual Swap: fixed a bug that caused double exits from a position;

• ОКХ Perpetual Swap: fixed bug in profit calculation;

• Bybit: fixed a bug that caused double exits from a position;

• ByBit: Fixed an issue that caused the data provider to take a long time to load;

• ByBit Perpetual: fixed a bug that caused a discrepancy between open positions on the exchange and in the agent;

• ByBit: fixed a bug that caused the data provider to freeze after losing internet connection;

• Binance Futures: fixed error connecting to data provider;

• Binance: fixed a bug that caused the message "Client order id is not valid" to appear;

• Interactive Brokers: fixed errors in the work of the IB data provider in conjunction with IQFeed;

• Interactive Brokers: fixed error loading own deals when reconnecting to a data provider;

• BitMex: fixed bug in profit calculation;

• "Positions" window: fixed errors in the displayed data for crypto exchanges;

• Fixed various bugs in data providers:

  • Binance

  • ByBit

  • OKX

Other:

• Fixed a memory leak during optimization when using graphs of non-threaded processors;

• Risk management module: fixed a bug in the "Limit of long position by volume in money" option;

• Agent parameters: fixed a bug when a new set of parameters from a script was not displayed in a disabled agent;

• Block "Control panel": fixed a bug where the specified restrictions on the values of block parameters did not work;

• Security sets: sorting for instruments in the table has been fixed;

• The problem with the discrepancy between the data obtained on the "Optimization Results" tab and the data from the "Results" tab of the script has been solved;

• Block "Decompress": corrections have been made to the operation of the block;

• Fixed the problem with unexpected termination of the program in case of using several sources of trade data in the agent;

• Fixed the problem with the impossibility of placing an order at negative prices;

• Fixed the problem with the execution of the signal with the "Many exit signals" option enabled and the simultaneous use of related orders has been solved;

• Fixed a bug that caused the swap file to overflow during optimization;

• Fixed a bug that caused an unexpected termination of the program when switching between tabs and script windows;

• Fixed error copying blocks from one script to another;

• Block "Change Limit price": fixed errors when working with negative prices;

• Fixed an error that occurred when correcting a double exit from a position after clicking on the "Forget errors" button;

• The problem with saving the program configuration when working with options has been solved;

• Fixed a bug in the "Search" button of the Laboratory editor;

• A bug has been fixed that caused the indicator settings to fail if the set of parameters loaded into the script does not contain these indicators;

• The problem with saving the path to the backup folder is solved;

• Risk manager: fixed a bug where when the "Allow orders at a loss" option was enabled, the filters "Time intervals when trading is prohibited" were ignored;

• Fixed the problem with saving column settings on the "Trades" tab of the agent;

• Added setting of the workspace modification flag when changing the option board in the control panel;

• "Parameters" window in the agent: fixed rounding of fractional numbers in the parameter values table;

• Changes have been made to the formulas used to calculate the Sharpe and Sortino ratios;

• Fixed a bug that did not allow updating the container after its expiration date;

• "Agent's trading settings" window: fixed operation of the "Sort parameters alphabetically" button on the "Parameters" tab;

• Various minor bugs