bbgo_origin/doc/release/v1.33.0.md

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2022-06-07 14:24:12 +00:00
## 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.
2022-06-07 14:25:53 +00:00
- fixed and improve the sqlite support for back-testing.
2022-06-07 14:24:12 +00:00
## 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](https://github.com/c9s/bbgo/compare/v1.32.0...main)
- [#682](https://github.com/c9s/bbgo/pull/682): fix: fix duplicated filled order update callbacks in backtest
- [#681](https://github.com/c9s/bbgo/pull/681): Indicator/supertrend
- [#653](https://github.com/c9s/bbgo/pull/653): strategy: add supertrend strategy
- [#678](https://github.com/c9s/bbgo/pull/678): interact: fix missing make()
- [#638](https://github.com/c9s/bbgo/pull/638): strategy: add fmaker
- [#679](https://github.com/c9s/bbgo/pull/679): fix: close / rollback queries/transactions on error
- [#676](https://github.com/c9s/bbgo/pull/676): fix: rewrite kline verifying function
- [#674](https://github.com/c9s/bbgo/pull/674): rename LocalActiveOrderBook to just ActiveOrderBook
- [#672](https://github.com/c9s/bbgo/pull/672): fix and simplify LocalActiveOrderBook
- [#671](https://github.com/c9s/bbgo/pull/671): Fix futures position incorrect
- [#670](https://github.com/c9s/bbgo/pull/670): Improve backtest report ui
- [#669](https://github.com/c9s/bbgo/pull/669): fix: fix partial kline sync
- [#667](https://github.com/c9s/bbgo/pull/667): strategy: pivotshort refactor
- [#660](https://github.com/c9s/bbgo/pull/660): pivotshort: clean up strategy
- [#666](https://github.com/c9s/bbgo/pull/666): improve: apply default exchange fee rate
- [#664](https://github.com/c9s/bbgo/pull/664): fix: use the correct id for state loading
- [#663](https://github.com/c9s/bbgo/pull/663): test: add more test on Test_loadPersistenceFields
- [#661](https://github.com/c9s/bbgo/pull/661): fix: drop IsZero
- [#656](https://github.com/c9s/bbgo/pull/656): refactor: drop unused function
- [#657](https://github.com/c9s/bbgo/pull/657): fix: bollmaker: fix short position order
- [#655](https://github.com/c9s/bbgo/pull/655): fix: improve and fix kline sync
- [#654](https://github.com/c9s/bbgo/pull/654): fix: change from local timezone to UTC when do kline synchronization
- [#652](https://github.com/c9s/bbgo/pull/652): refactor/fix: withdraw sync
- [#650](https://github.com/c9s/bbgo/pull/650): Fix: Persistence Reflect IsZero
- [#649](https://github.com/c9s/bbgo/pull/649): fix: max: fix QueryAccount for margin wallet
- [#648](https://github.com/c9s/bbgo/pull/648): feature: binance margin history sync support
- [#644](https://github.com/c9s/bbgo/pull/644): feature: sync binance margin history into db
- [#645](https://github.com/c9s/bbgo/pull/645): feature: add emv indicator, fix: sma
- [#633](https://github.com/c9s/bbgo/pull/633): Fix/ewo entry, backtest
- [#637](https://github.com/c9s/bbgo/pull/637): feature: binance margin loan/interest/repay history
- [#636](https://github.com/c9s/bbgo/pull/636): fix: max: fix trades/orders parsing
- [#635](https://github.com/c9s/bbgo/pull/635): feature: max margin wallet
- [#617](https://github.com/c9s/bbgo/pull/617): feature: bollmaker dynamic spread
- [#634](https://github.com/c9s/bbgo/pull/634): rebalance: place limit orders
- [#632](https://github.com/c9s/bbgo/pull/632): fix: setup-bollgrid.sh: respect exchange name from command line argument
- [#630](https://github.com/c9s/bbgo/pull/630): fix: fix duplicated kline sync issue and add unique index for kline tables
- [#628](https://github.com/c9s/bbgo/pull/628): fix: fix summary report intervals
- [#627](https://github.com/c9s/bbgo/pull/627): feature: add grid optimizer
- [#626](https://github.com/c9s/bbgo/pull/626): use types.Interval instead of string
- [#625](https://github.com/c9s/bbgo/pull/625): feature: web-based back-test report - add mantine UI framework
- [#622](https://github.com/c9s/bbgo/pull/622): fix: back-test report: load position from the manifest
- [#605](https://github.com/c9s/bbgo/pull/605): feature: add web-based back-test report
- [#620](https://github.com/c9s/bbgo/pull/620): fix: sqlite3 compilation
- [#619](https://github.com/c9s/bbgo/pull/619): fix dockerfile.
- [#618](https://github.com/c9s/bbgo/pull/618): fix: golang version in Dockerfile
- [#610](https://github.com/c9s/bbgo/pull/610): feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…
- [#615](https://github.com/c9s/bbgo/pull/615): python: parse balance borrowed
- [#614](https://github.com/c9s/bbgo/pull/614): ftx: Let FTX support 4hr interval
- [#592](https://github.com/c9s/bbgo/pull/592): feature: add CoinMarketCap API
- [#613](https://github.com/c9s/bbgo/pull/613): bollmaker: set exchange fee to position
- [#609](https://github.com/c9s/bbgo/pull/609): Fix error: Data too long for profits column 'symbol'
- [#612](https://github.com/c9s/bbgo/pull/612): python sdk: use decimal.
- [#611](https://github.com/c9s/bbgo/pull/611): feature: add wall strategy
- [#603](https://github.com/c9s/bbgo/pull/603): feature: backtest report - #2 state recorder
- [#599](https://github.com/c9s/bbgo/pull/599): feature: add cci indicator
- [#601](https://github.com/c9s/bbgo/pull/601): feature: backtest report
- [#600](https://github.com/c9s/bbgo/pull/600): fix helm chart grpc binding string
- [#562](https://github.com/c9s/bbgo/pull/562): add Series documentation
- [#598](https://github.com/c9s/bbgo/pull/598): fix: binance data sync
- [#593](https://github.com/c9s/bbgo/pull/593): glassnode: simplify NewAuthenticatedRequest
- [#597](https://github.com/c9s/bbgo/pull/597): strategy: update bollmaker to support new strategy controller
- [#575](https://github.com/c9s/bbgo/pull/575): feature: binance: add get deposit address request API
- [#596](https://github.com/c9s/bbgo/pull/596): improve persistence api