## Fixes

- Fixed pivot high indicator (used low, sorry :p)

## Minor Features

- Added G-H filter and Kalman filter.
- Write strategy config into the backtest report directory.

[Full Changelog](https://github.com/c9s/bbgo/compare/v1.40.1...main)

 - [#918](https://github.com/c9s/bbgo/pull/918): feature: write strategy config in the backtest report directory
 - [#915](https://github.com/c9s/bbgo/pull/915): feature: add G-H filter and Kalman filter