bbgo_origin/doc/release/v1.36.0.md

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2022-07-10 07:29:19 +00:00
## Fixes
- Fixed backtest stop limit order / stop market order emulation.
- Fixed optimizer panic issue (when report is nil)
- Fixed pnl command market settings.
- Fixed MAX API endpoints.
## Improvements
- Improved supertrend strategy.
- Improved pivotshort strategy.
- Refactor reward service sync.
## Features
- Added tearsheet backend api
- Added seriesExtend for indicators.
- Added progressbar to optimizer.
## New API
- Added ExitMethodSet (trailing stop, roi stop loss, roi take profit, ... etc)
- Added new graceful shutdown API, persistence API, notification API, order executor API.
[Full Changelog](https://github.com/c9s/bbgo/compare/v1.35.0...main)
- [#799](https://github.com/c9s/bbgo/pull/799): Improve supertrend strategy
- [#801](https://github.com/c9s/bbgo/pull/801): feature: optimizer: support --tsv option and render tsv output
- [#800](https://github.com/c9s/bbgo/pull/800): fix: fix exit method for trailing stop
- [#798](https://github.com/c9s/bbgo/pull/798): fix: fix trailingstop and add long position test case
- [#797](https://github.com/c9s/bbgo/pull/797): feature: re-implement trailing stop and add mock test
- [#796](https://github.com/c9s/bbgo/pull/796): strategy/pivotshort: add supportTakeProfit method
- [#793](https://github.com/c9s/bbgo/pull/793): Fix pnl command
- [#795](https://github.com/c9s/bbgo/pull/795): optimizer/fix: prevent from crashing if missing SummaryReport
- [#794](https://github.com/c9s/bbgo/pull/794): strategy/pivotshort: fix resistance updater
- [#792](https://github.com/c9s/bbgo/pull/792): strategy/pivotshort: fix findNextResistancePriceAndPlaceOrders
- [#791](https://github.com/c9s/bbgo/pull/791): strategy: pivotshort: refactor breaklow logics
- [#790](https://github.com/c9s/bbgo/pull/790): fix: strategy: pivoshort: cancel order when shutdown
- [#789](https://github.com/c9s/bbgo/pull/789): strategy: pivotshort: add more improvements for margin
- [#787](https://github.com/c9s/bbgo/pull/787): strategy: pivotshort: use active orderbook to maintain the resistance orders
- [#786](https://github.com/c9s/bbgo/pull/786): strategy: pivotshort: resistance short
- [#731](https://github.com/c9s/bbgo/pull/731): add tearsheet backend api (Sharpe)
- [#784](https://github.com/c9s/bbgo/pull/784): strategy: pivotshort: fix stopEMA
- [#785](https://github.com/c9s/bbgo/pull/785): optimizer: add progressbar
- [#778](https://github.com/c9s/bbgo/pull/778): feature: add seriesExtend
- [#783](https://github.com/c9s/bbgo/pull/783): fix: pivotshort: fix kline history loading
- [#782](https://github.com/c9s/bbgo/pull/782): refactor: moving exit methods from pivotshort to the core
- [#781](https://github.com/c9s/bbgo/pull/781): strategy: pivotshort: optimize and update config
- [#775](https://github.com/c9s/bbgo/pull/775): test: backtest: add order cancel test case
- [#773](https://github.com/c9s/bbgo/pull/773): fix: fix backtest taker order execution
- [#772](https://github.com/c9s/bbgo/pull/772): fix: backtest: fix stop order backtest, add more test cases and assertions
- [#770](https://github.com/c9s/bbgo/pull/770): fix: fix backtest stop limit order matching and add test cases
- [#769](https://github.com/c9s/bbgo/pull/769): backtest-report: sort intervals
- [#768](https://github.com/c9s/bbgo/pull/768): feature: backtest: add ohlc legend
- [#766](https://github.com/c9s/bbgo/pull/766): backtest-report: add time range slider
- [#765](https://github.com/c9s/bbgo/pull/765): improve: backtest-report layout improvements, EMA indicators and fixed the clean up issue
- [#764](https://github.com/c9s/bbgo/pull/764): strategy/pivotshort: refactor exit methods and add protection stop exit method
- [#761](https://github.com/c9s/bbgo/pull/761): datasource: refactor glassnodeapi
- [#760](https://github.com/c9s/bbgo/pull/760): doc: fix link
- [#758](https://github.com/c9s/bbgo/pull/758): improve: add pnl cmd options and fix trade query
- [#757](https://github.com/c9s/bbgo/pull/757): totp-user: add default user 'bbgo'
- [#756](https://github.com/c9s/bbgo/pull/756): refactor: clean up rsmaker, xbalance, dca, pivotshort strategies
- [#755](https://github.com/c9s/bbgo/pull/755): improve: bbgo: call global persistence facade to sync data
- [#754](https://github.com/c9s/bbgo/pull/754): optimizer: refactor max num of process in optimizer configs
- [#750](https://github.com/c9s/bbgo/pull/750): refactor: persistence singleton and improve backtest cancel performance
- [#753](https://github.com/c9s/bbgo/pull/753): optimizer: add max num of thread in config
- [#752](https://github.com/c9s/bbgo/pull/752): Upgrade nextjs from 11 to 12
- [#751](https://github.com/c9s/bbgo/pull/751): fix: reformat go code
- [#746](https://github.com/c9s/bbgo/pull/746): pivotshort: add strategy controller
- [#747](https://github.com/c9s/bbgo/pull/747): strategy/supertrend: use new order executor api
- [#748](https://github.com/c9s/bbgo/pull/748): bollmaker: remove redundant code for adapting new order executor api
- [#749](https://github.com/c9s/bbgo/pull/749): improve: add parallel local process executor for optimizer
- [#639](https://github.com/c9s/bbgo/pull/639): strategy: rsmaker: initial idea prototype
- [#745](https://github.com/c9s/bbgo/pull/745): fix: depth: do not test depth buffer when race is on
- [#744](https://github.com/c9s/bbgo/pull/744): refactor: refactor and update the support strategy
- [#743](https://github.com/c9s/bbgo/pull/743): strategy/bollmaker: refactor and clean up
- [#742](https://github.com/c9s/bbgo/pull/742): refactor: clean up bbgo.Notifiability
- [#739](https://github.com/c9s/bbgo/pull/739): refactor: redesign order executor api
- [#738](https://github.com/c9s/bbgo/pull/738): feature: binance: add binance spot rebate history support
- [#736](https://github.com/c9s/bbgo/pull/736): fix: gosimple alert
- [#737](https://github.com/c9s/bbgo/pull/737): refactor: refactor reward service sync
- [#732](https://github.com/c9s/bbgo/pull/732): Refactor grid panel
- [#734](https://github.com/c9s/bbgo/pull/734): fix: apply gofmt on all files, add revive action