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37 lines
1.7 KiB
Markdown
37 lines
1.7 KiB
Markdown
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## Fixes
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- Fixed backtest file lock race issue when running multiple back-test processes by the optimizer.
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- Fixed optimizer limitation.
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- Fixed backtest final asset calculation.
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- Fixed exit method stop market data subscription.
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## Improvements and Refactoring
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- Refactored and cleaned up indicators.
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- Added risk related functions for futures and margin.
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- Prepare database before executing backtest.
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## Strategies
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- autoborrow: fixed repay amount calculation.
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- pivotshort: updated pivot low on stream start.
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- pivotshort: added leverage settings.
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- pivotshort: improved quantity calculation.
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- pivotshort: fixed resistance order placement.
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- supertrend: fixed double dema initialization.
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- supertrend: fixed types.TradeStats usage.
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[Full Changelog](https://github.com/c9s/bbgo/compare/v1.36.0...main)
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- [#830](https://github.com/c9s/bbgo/pull/830): backtest: resolve data race on index.json
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- [#829](https://github.com/c9s/bbgo/pull/829): optimizer: eliminate limitation of number of grid point
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- [#827](https://github.com/c9s/bbgo/pull/827): strategy/pivotshort: improve quantity calculation for margin and futures
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- [#824](https://github.com/c9s/bbgo/pull/824): refactor: indicator: rewrite VWMA calculator
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- [#823](https://github.com/c9s/bbgo/pull/823): refactor: refactor bollinger band indicator with the new series extend component
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- [#821](https://github.com/c9s/bbgo/pull/821): refactor: refactor indicator api (canonicalize CalculateAndUpdate, PushK methods)
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- [#820](https://github.com/c9s/bbgo/pull/820): feature: add risk functions
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- [#818](https://github.com/c9s/bbgo/pull/818): backtest: correct final asset calculation
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- [#817](https://github.com/c9s/bbgo/pull/817): optimizer: prepare database before executing backtests
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