107 lines
6.9 KiB
Markdown
107 lines
6.9 KiB
Markdown
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## Fixes
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- backtest: fixed duplicated order update trigger for market order filled status.
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- backtest: fixed the kline sync and rewrote the back-filling logic. (faster sync)
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- sync: fixed the binance withdraw history sync with the new API. (implemented with requestgen)
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- fixed profits table: data too long for profits column 'symbol' error.
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- fixed binance bookTicker typename.
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- fixed helm chart grpc binding string.
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- fixed duplicated kline sync issue and add unique index for kline tables.
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- interact: fixed missing make().
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- fixed incorrect binance futures position parsing.
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- fixed SMA indicator.
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- fixed and improve the sqlite support for back-testing.
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## Features
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- added more binance margin API support
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- added binance loan history, repay history, interest history sync.
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- added CoinMarketCap API.
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- backtest: added web-based backtest report with kline chart and position information.
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- backtest: added strategy parameter optimizer (grid search).
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- indicator: added cci indicator
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- improved and redesigned the strategy persistence API.
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- indicator: added emv indicator
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## New Strategies
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- added `supertrend` strategy.
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- added `pivotshort` strategy.
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- added `dca` strategy.
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- added `fmaker` strategy.
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- added `autoborrow` strategy.
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- added `wall` strategy.
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## Strategy Updates
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- `bollmaker`: added dynamic spread support.
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- `bollmaker`: added exchange fee to position.
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- `ewo`: fixed entry backtest.
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- `rebalance`: use limit orders
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[Full Changelog](https://github.com/c9s/bbgo/compare/v1.32.0...main)
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- [#682](https://github.com/c9s/bbgo/pull/682): fix: fix duplicated filled order update callbacks in backtest
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- [#681](https://github.com/c9s/bbgo/pull/681): Indicator/supertrend
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- [#653](https://github.com/c9s/bbgo/pull/653): strategy: add supertrend strategy
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- [#678](https://github.com/c9s/bbgo/pull/678): interact: fix missing make()
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- [#638](https://github.com/c9s/bbgo/pull/638): strategy: add fmaker
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- [#679](https://github.com/c9s/bbgo/pull/679): fix: close / rollback queries/transactions on error
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- [#676](https://github.com/c9s/bbgo/pull/676): fix: rewrite kline verifying function
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- [#674](https://github.com/c9s/bbgo/pull/674): rename LocalActiveOrderBook to just ActiveOrderBook
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- [#672](https://github.com/c9s/bbgo/pull/672): fix and simplify LocalActiveOrderBook
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- [#671](https://github.com/c9s/bbgo/pull/671): Fix futures position incorrect
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- [#670](https://github.com/c9s/bbgo/pull/670): Improve backtest report ui
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- [#669](https://github.com/c9s/bbgo/pull/669): fix: fix partial kline sync
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- [#667](https://github.com/c9s/bbgo/pull/667): strategy: pivotshort refactor
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- [#660](https://github.com/c9s/bbgo/pull/660): pivotshort: clean up strategy
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- [#666](https://github.com/c9s/bbgo/pull/666): improve: apply default exchange fee rate
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- [#664](https://github.com/c9s/bbgo/pull/664): fix: use the correct id for state loading
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- [#663](https://github.com/c9s/bbgo/pull/663): test: add more test on Test_loadPersistenceFields
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- [#661](https://github.com/c9s/bbgo/pull/661): fix: drop IsZero
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- [#656](https://github.com/c9s/bbgo/pull/656): refactor: drop unused function
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- [#657](https://github.com/c9s/bbgo/pull/657): fix: bollmaker: fix short position order
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- [#655](https://github.com/c9s/bbgo/pull/655): fix: improve and fix kline sync
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- [#654](https://github.com/c9s/bbgo/pull/654): fix: change from local timezone to UTC when do kline synchronization
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- [#652](https://github.com/c9s/bbgo/pull/652): refactor/fix: withdraw sync
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- [#650](https://github.com/c9s/bbgo/pull/650): Fix: Persistence Reflect IsZero
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- [#649](https://github.com/c9s/bbgo/pull/649): fix: max: fix QueryAccount for margin wallet
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- [#648](https://github.com/c9s/bbgo/pull/648): feature: binance margin history sync support
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- [#644](https://github.com/c9s/bbgo/pull/644): feature: sync binance margin history into db
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- [#645](https://github.com/c9s/bbgo/pull/645): feature: add emv indicator, fix: sma
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- [#633](https://github.com/c9s/bbgo/pull/633): Fix/ewo entry, backtest
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- [#637](https://github.com/c9s/bbgo/pull/637): feature: binance margin loan/interest/repay history
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- [#636](https://github.com/c9s/bbgo/pull/636): fix: max: fix trades/orders parsing
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- [#635](https://github.com/c9s/bbgo/pull/635): feature: max margin wallet
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- [#617](https://github.com/c9s/bbgo/pull/617): feature: bollmaker dynamic spread
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- [#634](https://github.com/c9s/bbgo/pull/634): rebalance: place limit orders
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- [#632](https://github.com/c9s/bbgo/pull/632): fix: setup-bollgrid.sh: respect exchange name from command line argument
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- [#630](https://github.com/c9s/bbgo/pull/630): fix: fix duplicated kline sync issue and add unique index for kline tables
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- [#628](https://github.com/c9s/bbgo/pull/628): fix: fix summary report intervals
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- [#627](https://github.com/c9s/bbgo/pull/627): feature: add grid optimizer
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- [#626](https://github.com/c9s/bbgo/pull/626): use types.Interval instead of string
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- [#625](https://github.com/c9s/bbgo/pull/625): feature: web-based back-test report - add mantine UI framework
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- [#622](https://github.com/c9s/bbgo/pull/622): fix: back-test report: load position from the manifest
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- [#605](https://github.com/c9s/bbgo/pull/605): feature: add web-based back-test report
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- [#620](https://github.com/c9s/bbgo/pull/620): fix: sqlite3 compilation
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- [#619](https://github.com/c9s/bbgo/pull/619): fix dockerfile.
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- [#618](https://github.com/c9s/bbgo/pull/618): fix: golang version in Dockerfile
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- [#610](https://github.com/c9s/bbgo/pull/610): feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…
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- [#615](https://github.com/c9s/bbgo/pull/615): python: parse balance borrowed
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- [#614](https://github.com/c9s/bbgo/pull/614): ftx: Let FTX support 4hr interval
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- [#592](https://github.com/c9s/bbgo/pull/592): feature: add CoinMarketCap API
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- [#613](https://github.com/c9s/bbgo/pull/613): bollmaker: set exchange fee to position
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- [#609](https://github.com/c9s/bbgo/pull/609): Fix error: Data too long for profits column 'symbol'
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- [#612](https://github.com/c9s/bbgo/pull/612): python sdk: use decimal.
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- [#611](https://github.com/c9s/bbgo/pull/611): feature: add wall strategy
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- [#603](https://github.com/c9s/bbgo/pull/603): feature: backtest report - #2 state recorder
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- [#599](https://github.com/c9s/bbgo/pull/599): feature: add cci indicator
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- [#601](https://github.com/c9s/bbgo/pull/601): feature: backtest report
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- [#600](https://github.com/c9s/bbgo/pull/600): fix helm chart grpc binding string
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- [#562](https://github.com/c9s/bbgo/pull/562): add Series documentation
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- [#598](https://github.com/c9s/bbgo/pull/598): fix: binance data sync
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- [#593](https://github.com/c9s/bbgo/pull/593): glassnode: simplify NewAuthenticatedRequest
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- [#597](https://github.com/c9s/bbgo/pull/597): strategy: update bollmaker to support new strategy controller
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- [#575](https://github.com/c9s/bbgo/pull/575): feature: binance: add get deposit address request API
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- [#596](https://github.com/c9s/bbgo/pull/596): improve persistence api
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