v0.3.1

Changelog

7ec10cc * Dukas metadata is now retrieved from web. This should reduce maintenance effort.
54713ea * Returns metadata given a instrument name
f596b01 Add .deepsource.toml
3532dc9 Add badge
53deeb6 Add sonar badge
113ac6f Merge remote-tracking branch 'origin/master'
8757637 Resolve sonar code quality issues
ca52768 Resolve sonar code quality issues
fb3d531 Resolve sonar code quality issues
97af93b Update sonar badge to a more modest version

v0.3.0

Changelog

4966ea5 Feature: New Downloader feature. Use this feature to prepare tick data before using ticks or stream API.

v0.2.3

Changelog

e638106 Feature: bi5 downloader will download to temp folder before moving it to final destination location. This reduce the likelyhood for file to be corrupted in the even of program being stopped while downloading Bug: Panic will occur when the requested ticks#Goto target is during weekend.

v0.2.2

Changelog

4c253c7 Performance: Ticks#Goto will only load if the requested time is not currently loaded Performance: Ticks#Goto will seek to the requested time based on current cursor. In a use case where ticks is used to only load until a bar is filled will benefit from this algorithm greatly. The new algorithm will go to previous tick once, and finish. If compared to previous algorithm where it will always seek from beginning to the requested time.

v0.2.1

Changelog

db7e59d Bug: Ticks#Goto doesn't iterate the current hour until the requested time

v0.2.0

Changelog

65bddec Feature: Create Ticks API. * Automatically download requested tick data from dukascopy bound by start and end time * Iterator style API
32521aa Feature: Ticks#Goto API Skip to any timeframe within tick's time boundary

v0.1.2

Changelog

21dbcc9 * Bug: When creating bi5 for either empty or not found, downloader doesn't create directories if not exists * Bug: BI5's downloader doesn't translate requested time to UTC when generating download folder and URL.

v0.1.1

Changelog

a00d670 * Add dukascopy instrument metadata to ensure data are being parsed with the right decimal points. The existing code assume that everything are 5 decimal places, except for USDRUB, XAGUSD and XAUUSD.
444b1a9 * Bug: Fix bug where log is initialized for every NewStream.
81ee2f4 * Clean up test cases and remove tons of printing
52839ca * Documentation: Update documentation * Documentation: Add Streaming API description and usage example
315de21 * Feature: Create streaming API for tick data. Currently the download is controlled by day instead of hour. Future enhancement can reduce the download to minimum hours * Feature: Streaming API allows stop iterating at any point
857a9cb * Feature: Make caching more effective * Create distinction between empty and not found bi5 download * Remove using local options as it's no longer needed * Feature: Create delay download concept when retry is needed. This helps reliability on downloading bi5 * Bug: Reduce parallel download to 3 The previous implementation caused to many unreliable download
5e2507f * Fix all import statements due to changes to module name
8e63ade * Fix module name
1f1ab33 * Follow golang project structures convention
0627799 * Make download by default to download to download/$SYMBOL/$YEAR/$MONTH/$DATE/ instead of $SYMBOL/$YEAR/$MONTH/$DATE
3c2f914 * Make project to be go module * Make code compilable * Fix README.md examples to be runnable * Fix all open file and create directory permissions
3f2f9b6 * Move tickdata to API. * CSV now print ask and bid price using instrument metadata decimal factor.
92e72c4 * Performance: Improve Stream performance by downloading from start and end hour instead of based by day. * Example: Add Stream example - Drawdown finder given a transaction.
37e4f5c * Release preparation
78bf300 * Remove not-runnable tests due to hardcoded directory
6c87c06 * Update clog dependency to latest
9ac8689 * Update lzma dependency to something much newer
ce8dd40 Create go.yml
1376c03 Don't commit binary build
f063cce Give more info when missing parameters
24e20d9 Initial Version
45f5f72 Merge remote-tracking branch 'origin/master'
16daaed Update glide packages
9e6e275 Update readme
81af4cf Use relative paths and fix dir permissions
5a40a25 Use same file names as dukascopy, to be able to use other dukascopy sources
00ca868 add README
351d0b7 add fxt header
e6e2358 add packager glide
eec5d16 add unit test, csv/hst is working
c5fb629 adjust timeframe
60ea9d8 convert to fxt format
a11a754 fxt tick type change
ed9de1b part 1: convert bi5 to fxt/hst/csv
357989e part2 code complete
54eb860 part3 first works version
5b225ae trivial things
429a995 update

v0.1.0

Changelog

a00d670 * Add dukascopy instrument metadata to ensure data are being parsed with the right decimal points. The existing code assume that everything are 5 decimal places, except for USDRUB, XAGUSD and XAUUSD.
444b1a9 * Bug: Fix bug where log is initialized for every NewStream.
81ee2f4 * Clean up test cases and remove tons of printing
52839ca * Documentation: Update documentation * Documentation: Add Streaming API description and usage example
315de21 * Feature: Create streaming API for tick data. Currently the download is controlled by day instead of hour. Future enhancement can reduce the download to minimum hours * Feature: Streaming API allows stop iterating at any point
857a9cb * Feature: Make caching more effective * Create distinction between empty and not found bi5 download * Remove using local options as it's no longer needed * Feature: Create delay download concept when retry is needed. This helps reliability on downloading bi5 * Bug: Reduce parallel download to 3 The previous implementation caused to many unreliable download
5e2507f * Fix all import statements due to changes to module name
8e63ade * Fix module name
1f1ab33 * Follow golang project structures convention
0627799 * Make download by default to download to download/$SYMBOL/$YEAR/$MONTH/$DATE/ instead of $SYMBOL/$YEAR/$MONTH/$DATE
3c2f914 * Make project to be go module * Make code compilable * Fix README.md examples to be runnable * Fix all open file and create directory permissions
3f2f9b6 * Move tickdata to API. * CSV now print ask and bid price using instrument metadata decimal factor.
92e72c4 * Performance: Improve Stream performance by downloading from start and end hour instead of based by day. * Example: Add Stream example - Drawdown finder given a transaction.
37e4f5c * Release preparation
78bf300 * Remove not-runnable tests due to hardcoded directory
6c87c06 * Update clog dependency to latest
9ac8689 * Update lzma dependency to something much newer
ce8dd40 Create go.yml
1376c03 Don't commit binary build
f063cce Give more info when missing parameters
24e20d9 Initial Version
45f5f72 Merge remote-tracking branch 'origin/master'
16daaed Update glide packages
9e6e275 Update readme
81af4cf Use relative paths and fix dir permissions
5a40a25 Use same file names as dukascopy, to be able to use other dukascopy sources
00ca868 add README
351d0b7 add fxt header
e6e2358 add packager glide
eec5d16 add unit test, csv/hst is working
c5fb629 adjust timeframe
60ea9d8 convert to fxt format
a11a754 fxt tick type change
ed9de1b part 1: convert bi5 to fxt/hst/csv
357989e part2 code complete
54eb860 part3 first works version
5b225ae trivial things
429a995 update