add v1.37.0 release note

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c9s 2022-07-19 09:48:22 +08:00
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## Fixes
- Fixed backtest file lock race issue when running multiple back-test processes by the optimizer.
- Fixed optimizer limitation.
- Fixed backtest final asset calculation.
- Fixed exit method stop market data subscription.
## Improvements and Refactoring
- Refactored and cleaned up indicators.
- Added risk related functions for futures and margin.
- Prepare database before executing backtest.
## Strategies
- autoborrow: fixed repay amount calculation.
- pivotshort: updated pivot low on stream start.
- pivotshort: added leverage settings.
- pivotshort: improved quantity calculation.
- pivotshort: fixed resistance order placement.
- supertrend: fixed double dema initialization.
- supertrend: fixed types.TradeStats usage.
[Full Changelog](https://github.com/c9s/bbgo/compare/v1.36.0...main)
- [#830](https://github.com/c9s/bbgo/pull/830): backtest: resolve data race on index.json
- [#829](https://github.com/c9s/bbgo/pull/829): optimizer: eliminate limitation of number of grid point
- [#827](https://github.com/c9s/bbgo/pull/827): strategy/pivotshort: improve quantity calculation for margin and futures
- [#824](https://github.com/c9s/bbgo/pull/824): refactor: indicator: rewrite VWMA calculator
- [#823](https://github.com/c9s/bbgo/pull/823): refactor: refactor bollinger band indicator with the new series extend component
- [#821](https://github.com/c9s/bbgo/pull/821): refactor: refactor indicator api (canonicalize CalculateAndUpdate, PushK methods)
- [#820](https://github.com/c9s/bbgo/pull/820): feature: add risk functions
- [#818](https://github.com/c9s/bbgo/pull/818): backtest: correct final asset calculation
- [#817](https://github.com/c9s/bbgo/pull/817): optimizer: prepare database before executing backtests