Download


The simplest way to get started with TuringTrader is to use our binary distribution. We aim to compile a new binary with every release to the project’s master branch. While the master branch might be missing some of the latest bells and whistles, it is also generally more stable and better tested than the work in progress found on the development branch.

v0.15

Source Code

Coming Up

See what we are working on

v0.14.3

07/08/2021

Source Code

Hotfix Release

  • data sources
    • Yahoo: remove symbol cleanup

v0.14.2

06/23/2021

Source Code

Hotfix Release

  • showcase algorithms
    • fix issue w/ showcase algorithms not loading

v0.14

05/25/2021

Source Code

Maintenance Release

  • data sources
    • fix URL of Yahoo API
    • add Stooq data source
    • fix CSV parsing issue on non-US systems
    • fix caching issue with Yahoo and Tiingo
  • reports
    • added rolling returns & tracking to benchmark
    • add more timeframes to dashbaord
  • simulator core
    • create ISimulator interface as prerequisite for v2 engine

v0.13b1

11/04/2020

Source Code

Feature Release

  • algorithms
    • breaking change: new interface for child algorithms
  • data sources
    • fix issue w/ child algorithms running one bar ahead of main
    • add methods to identify algorithm data sources
  • indicators
    • fix issue w/ some basic indicators ignoring parent cache id
  • optimizer
    • implement support for walk-forward-optimization
  • demos
    • implement demo for walk-forward-optimization
  • showcase strategies
    • add LogicalInvest's Universal Investment Strategy
  • indicators
    • fix issue w/ TrueRange series always returning last value

v0.12b2

08/30/2020

Source Code

Hotfix Release

  • simulator core
    • fix issue w/ instruments delisted one bar too early
    • make signature of AddDataSource(DataSource) consistent w/ AddDataSource(string)
  • data sources
    • fix issue w/ CSV delimiter not initialized properly
    • fix issue w/ FRED source failing w/ regional settings not using '.' for decimals
  • reports
    • add average allocation

v0.12b1

07/13/2020

Source Code

Feature Release

  • general
    • update to .Net Core 3.1
  • simulator core
    • make cache objects thread-local (except for data sources)
    • add simulator hooks: CheckParameters, FillModel, CalcNextSimTime, IsValidSimTime, IsValidBar
    • keep full time series for NetAssetValue
    • implement infrastructure for child algorithms
  • optimizer
    • fix issue w/ optimizer hanging when algos throw exceptions
  • data sources
    • general
      • improve detecion of option contracts
    • fake options
      • interpolated volatility, based on 9d, 30d, 3m, 6m, and 12m vix
      • cache calculated option chain
    • CSV files
      • improve parsing of dates and floats
      • make delimiter configurable
    • splicing souce
      • fix issue w/ missing last bar on 'master' instrument leading to data glitch
    • Norgate
      • fix issue w/ universes not loading correctly in optimizer
  • indicators
    • new indicators for correlation and covariance
  • showcase strategies
    • update algorithms from Livingston's Muscular Portfolios to match book exactly
    • add SteadyOption's Anchor Trades portfolio
    • add Keller's Flexible Asset Allocation
    • add Keller's Lethargic Asset Allocation
  • renderer
    • fix issue w/ C# template skipping integer values on charts
  • project
    • reorganize project files
  • documentation
    • add demo code for custom data sources

v0.11b1

04/07/2020

Source Code

Feature Release

  • simulator
    • add holiday calendar, to provide accurate NextSimTime on last bar
  • data sources
    • fix issue w/ splice data source using open price in all fields
  • loader
    • add feature to disable loading algorithms from DLLs
  • showcase algorithms
    • separate glue logic from algorithms
    • update algorithms from Bensdorp’s 30-Minute Stock Trader to closer match the book
    • add leveraged variants to Keller’s DAA
    • add lazy portfolios
    • add Connors’ Alpha Formula
  • indicators
    • improve robustness of Markowitz CLA portfolios

v0.10b4

12/04/2019

Source Code

Hotfix/ Feature Release

  • showcase algorithms
    • refactoring to support customization
    • add more and nicer charts
  • API improvements
    • AddDataSource now returns DataSource object
    • add Instrument property to DataSource object
    • HasInstrument now accepts DataSource parameter
  • Excel reports
    • add support for scatter plots
    • allow more than 3 tabs
    • simplify customization of SimpleReport template

v0.10b3

10/10/2019

Source Code

Hotfix/ Feature Release

  • allow loading of algorithms from entry-assembly
  • fix calculation of R2 (LinearRegression)
  • fix issue where SimpleReport didn’t show metrics
  • add universe functionality
  • rework Clenow’s Stocks on the Move to use Universe

v0.10b2

09/27/2019

Source Code

Feature Release

  • new SimpleReport template:
    • more metrics
    • Monte-Carlo analysis
  • add feature to render scatter plots
  • add feature to save reports as PNG or CSV
  • add splicing data source
  • update Papa Bear strategy to reach back to 10/2007

v0.9b3

08/02/2019

Source Code

Hotfix Release

  • fix issues on systems using non-U.S. localizations
  • fix incorrect data source descriptor for ‘fake options’

v0.9b2

07/18/2019

Source Code

Hotfix Release

  • fix exceptions related to data caching
  • catch exceptions during optimization
  • simplify data source descriptors for SPX, VIX, 60/40
  • add the ability to do scatter plots

v0.9b1-2

07/08/2019

Source Code

Feature Release

  • binary installer
  • fully stand-alone, no other software installs required
  • native reports, based on C# report templates
  • run algorithms directly from source code
  • launch debugger w/ CTRL-Run
  • new data sources: FRED, Tingo, and Yahoo
  • rewritten QSG, streamlined API docs
  • repository now on GitHub
  • many UI improvements
  • ported to .NET Core 3