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bbgo/doc/release/v1.40.2.md

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Fixes

  • Fixed pivot high indicator (used low, sorry :p)

Minor Features

  • Added G-H filter and Kalman filter.
  • Write strategy config into the backtest report directory.

Full Changelog

  • #918: feature: write strategy config in the backtest report directory
  • #915: feature: add G-H filter and Kalman filter