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v0.6.5

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Update release to 0.6.5 (#195)

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v0.6.4

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Set version to 0.6.4 (#192)

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v0.6.3

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[GH-187] Update version to 0.6.3 (#189)

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v0.6.2

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[GH-175] z-score based kdj is invalid. (#176)

The initial value of z-score is set to 0, which breaks the kdj
calucation.  We should use the first valid value to fill the gap.

v0.6.1

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[GH-173] Support QQE (#174)

The Qualitative Quantitative Estimation (QQE) indicator works like a smoother
version of the popular Relative Strength Index (RSI) indicator. QQE expands
on RSI by adding two volatility based trailing stop lines. These trailing
stop lines are composed of a fast and a slow moving Average True Range (ATR).
These ATR lines are smoothed making this indicator less susceptible to short
term volatility.

https://www.tradingview.com/script/0vn4HZ7O-Quantitative-Qualitative-Estimation-QQE/

Implementation reference:
https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/momentum/qqe.py

Example:
* `df['qqe']` retrieves the QQE with RSI window 14, MA window 5.
* `df['qqel']` retrieves the QQE long
* `df['qqes']` retrieves the QQE short
* `df['qqe_10,4']` retrieves the QQE with RSI window 10, MA window 4
* `df['qqel_10,4']` retrieves the QQE long with customized windows.
  Initialized by retrieving `df['qqe_10,4']`
* `df['qqes_10,4']` retrieves the QQE short with customized windows
  Initialized by retrieving `df['qqe_10,4']`

The period of short, long EMA and signal line can be tuned with
`set_dft_window('qqe', (rsi, rsi_ma))`.  The default windows are 14 and 5.

v0.6.0

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[GH-160] Add Relative Vigor Index (#161)

The Relative Vigor Index (RVI) is a momentum indicator
used in technical analysis that measures the strength
of a trend by comparing a security's closing price to
its trading range while smoothing the results using a
simple moving average (SMA).

https://www.investopedia.com/terms/r/relative_vigor_index.asp

Formular

* NUMERATOR= (a+(2×b)+(2×c)+d) / 6
* DENOMINATOR= (e+(2×f)+(2×g)+h) / 6
* RVI= SMA-N of DENOMINATOR / SMA-N of NUMERATOR
* Signal Line = (RVI+(2×i)+(2×j)+k) / 6

where:

* a=Close−Open
* b=Close−Open One Bar Prior to a
* c=Close−Open One Bar Prior to b
* d=Close−Open One Bar Prior to c
* e=High−Low of Bar a
* f=High−Low of Bar b
* g=High−Low of Bar c
* h=High−Low of Bar d
* i=RVI Value One Bar Prior
* j=RVI Value One Bar Prior to i
* k=RVI Value One Bar Prior to j
* N=Minutes/Hours/Days/Weeks/Months

Examples:
* `df['rvgi']` retrieves the RVGI line of window 14
* `df['rvgis']` retrieves the RVGI signal line of window 14
* `df['rvgi_5']` retrieves the RVGI line of window 5
* `df['rvgis_5']` retrieves the RVGI signal line of window 5

v0.5.4

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[GH-139] Add Awesome Oscillator (#140)

The AO indicator is a good indicator for measuring the market dynamics,
it reflects specific changes in the driving force of the market, which
helps to identify the strength of the trend, including the points of
its formation and reversal.

Awesome Oscillator Formula

* MEDIAN PRICE = (HIGH+LOW)/2
* AO = SMA(MEDIAN PRICE, 5)-SMA(MEDIAN PRICE, 34)

Examples:
* `df['ao']` returns the Awesome Oscillator with default windows (5, 34)
* `df['ao_3,10']` returns the Awesome Oscillator with a window of 3 and 10

v0.5.3

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[GH-137] Support Z-Score (#138)

Allow user to calculate the Z-Score of a column with column name
and window.

v0.5.2

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[GH-133] Support boll window in col. name (#134)

Add a window parameter for bollinger. User could specify the
customized window in the column name, such as `boll_5`.

v0.5.1

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[GH-130] CR window is not in the name. (#131)

When user specify a customized window for the energy index, it
should appear in the column name. The customized column should not
overwrite the column with the default window size.