1.7 KiB
1.7 KiB
Fixes
- Fixed backtest file lock race issue when running multiple back-test processes by the optimizer.
- Fixed optimizer limitation.
- Fixed backtest final asset calculation.
- Fixed exit method stop market data subscription.
Improvements and Refactoring
- Refactored and cleaned up indicators.
- Added risk related functions for futures and margin.
- Prepare database before executing backtest.
Strategies
- autoborrow: fixed repay amount calculation.
- pivotshort: updated pivot low on stream start.
- pivotshort: added leverage settings.
- pivotshort: improved quantity calculation.
- pivotshort: fixed resistance order placement.
- supertrend: fixed double dema initialization.
- supertrend: fixed types.TradeStats usage.
- #830: backtest: resolve data race on index.json
- #829: optimizer: eliminate limitation of number of grid point
- #827: strategy/pivotshort: improve quantity calculation for margin and futures
- #824: refactor: indicator: rewrite VWMA calculator
- #823: refactor: refactor bollinger band indicator with the new series extend component
- #821: refactor: refactor indicator api (canonicalize CalculateAndUpdate, PushK methods)
- #820: feature: add risk functions
- #818: backtest: correct final asset calculation
- #817: optimizer: prepare database before executing backtests