mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 01:05:15 +00:00
56 lines
3.4 KiB
Markdown
56 lines
3.4 KiB
Markdown
## Fixes
|
|
|
|
- fixed protective stop loss for long position.
|
|
- fixed trailing stop for long position.
|
|
- fixed trade collector concurrent write issue.
|
|
- fixed cpu profile starter.
|
|
- fixed rbtree and add panic check.
|
|
- fixed binance futures trade, position and order type conversion.
|
|
|
|
## Features
|
|
|
|
- added telegram photo upload support.
|
|
- added multi-symbol support to active order book and trade collector.
|
|
- added max/binance query order service support.
|
|
- added binance QueryOrderTrades API
|
|
- added ftx order amount fee conversion.
|
|
- added default fee rate to FTX exchange.
|
|
- added leverage/risk calculator.
|
|
- optimizer: calculate equity diff from whole assets instead of first symbol.
|
|
- added optimizeex command, a hyperparameter optimization tool
|
|
|
|
## Strategies Updates
|
|
|
|
- autoborrow: add debtRatio
|
|
- drift: added smart cancel, fixed position bugs, added multiple level trailing stop, removed takeProftFactor, use fisher transform, added 1m drift for takeprofit/stoploss, rebalance position according to the trendline.
|
|
- supertrend: output profit stats and calculate quantity by risk/leverage.
|
|
- pivotshort: added trendema and fixed initial ema value.
|
|
- pivotshort: added SideEffectTypeAutoRepay to pivotshort take-profit order
|
|
- factorzoo: integrated logistic regression, indicator refactoring and updates.
|
|
|
|
[Full Changelog](https://github.com/c9s/bbgo/compare/v1.38.0...main)
|
|
|
|
- [#882](https://github.com/c9s/bbgo/pull/882): strategy/autoborrow: add debt re-balancing
|
|
- [#877](https://github.com/c9s/bbgo/pull/877): strategy/supertrend: update example config
|
|
- [#878](https://github.com/c9s/bbgo/pull/878): Drift rebase
|
|
- [#875](https://github.com/c9s/bbgo/pull/875): pivotshort: trendema add initial date
|
|
- [#876](https://github.com/c9s/bbgo/pull/876): Fix: risk.AvailableQuote() should use Net() to get net value
|
|
- [#874](https://github.com/c9s/bbgo/pull/874): Fix binance futures
|
|
- [#872](https://github.com/c9s/bbgo/pull/872): fix: trailing stop properly works on both long and short positions
|
|
- [#873](https://github.com/c9s/bbgo/pull/873): improve: generalorderexecutor retries submit/cancel order once
|
|
- [#871](https://github.com/c9s/bbgo/pull/871): improve: improve maxapi, add v2 order api back
|
|
- [#869](https://github.com/c9s/bbgo/pull/869): Revert "feature: add smart cancel to drift"
|
|
- [#853](https://github.com/c9s/bbgo/pull/853): feature: add smart cancel to drift
|
|
- [#860](https://github.com/c9s/bbgo/pull/860): exchange: order fee-amount protection
|
|
- [#865](https://github.com/c9s/bbgo/pull/865): fix: protectivestoploss not working on long position
|
|
- [#868](https://github.com/c9s/bbgo/pull/868): fix: many minor fixes
|
|
- [#867](https://github.com/c9s/bbgo/pull/867): strategy: factorzoo: upgrade indicators and add comments
|
|
- [#862](https://github.com/c9s/bbgo/pull/862): Improve: supertrend strategy
|
|
- [#863](https://github.com/c9s/bbgo/pull/863): types: rbtree: resolve neel reusing problem
|
|
- [#852](https://github.com/c9s/bbgo/pull/852): feature: PositionModifier
|
|
- [#861](https://github.com/c9s/bbgo/pull/861): strategy/supertrend: re-organize exits part of config
|
|
- [#855](https://github.com/c9s/bbgo/pull/855): optimizeex: hyperparameter optimization tool
|
|
- [#856](https://github.com/c9s/bbgo/pull/856): exchange: FTX default fee
|
|
- [#857](https://github.com/c9s/bbgo/pull/857): optimizer: calculate equity diff from whole assets instead of first symbol
|
|
- [#854](https://github.com/c9s/bbgo/pull/854): fix: added SideEffectTypeAutoRepay to pivotshort take-profit order
|