6.9 KiB
6.9 KiB
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
supertrendstrategy. - added
pivotshortstrategy. - added
dcastrategy. - added
fmakerstrategy. - added
autoborrowstrategy. - added
wallstrategy.
Strategy Updates
bollmaker: added dynamic spread support.bollmaker: added exchange fee to position.ewo: fixed entry backtest.rebalance: use limit orders
- #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