bbgo/doc/release/v1.33.0.md

Fixes

• backtest: fixed duplicated order update trigger for market order filled status.
• backtest: fixed the kline sync and rewrote the back-filling logic. (faster sync)
• sync: fixed the binance withdraw history sync with the new API. (implemented with requestgen)
• fixed profits table: data too long for profits column 'symbol' error.
• fixed binance bookTicker typename.
• fixed helm chart grpc binding string.
• fixed duplicated kline sync issue and add unique index for kline tables.
• interact: fixed missing make().
• fixed incorrect binance futures position parsing.
• fixed SMA indicator.
• fixed and improve the sqlite support for back-testing.

Features

• added more binance margin API support
• added binance loan history, repay history, interest history sync.
• added CoinMarketCap API.
• backtest: added web-based backtest report with kline chart and position information.
• backtest: added strategy parameter optimizer (grid search).
• indicator: added cci indicator
• improved and redesigned the strategy persistence API.
• indicator: added emv indicator

New Strategies

• added supertrend strategy.
• added pivotshort strategy.
• added dca strategy.
• added fmaker strategy.
• added autoborrow strategy.
• added wall strategy.

Strategy Updates

• bollmaker: added dynamic spread support.
• bollmaker: added exchange fee to position.
• ewo: fixed entry backtest.
• rebalance: use limit orders

Full Changelog

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