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