mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 06:53:52 +00:00
add v1.37.0 release note
This commit is contained in:
parent
a6fc03efe5
commit
fc5b59dde6
36
doc/release/v1.37.0.md
Normal file
36
doc/release/v1.37.0.md
Normal file
|
@ -0,0 +1,36 @@
|
||||||
|
|
||||||
|
## 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
|
Loading…
Reference in New Issue
Block a user