bbgo_origin/doc/release/v1.39.0.md
2022-08-18 13:43:22 +08:00

3.4 KiB

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

  • #882: strategy/autoborrow: add debt re-balancing
  • #877: strategy/supertrend: update example config
  • #878: Drift rebase
  • #875: pivotshort: trendema add initial date
  • #876: Fix: risk.AvailableQuote() should use Net() to get net value
  • #874: Fix binance futures
  • #872: fix: trailing stop properly works on both long and short positions
  • #873: improve: generalorderexecutor retries submit/cancel order once
  • #871: improve: improve maxapi, add v2 order api back
  • #869: Revert "feature: add smart cancel to drift"
  • #853: feature: add smart cancel to drift
  • #860: exchange: order fee-amount protection
  • #865: fix: protectivestoploss not working on long position
  • #868: fix: many minor fixes
  • #867: strategy: factorzoo: upgrade indicators and add comments
  • #862: Improve: supertrend strategy
  • #863: types: rbtree: resolve neel reusing problem
  • #852: feature: PositionModifier
  • #861: strategy/supertrend: re-organize exits part of config
  • #855: optimizeex: hyperparameter optimization tool
  • #856: exchange: FTX default fee
  • #857: optimizer: calculate equity diff from whole assets instead of first symbol
  • #854: fix: added SideEffectTypeAutoRepay to pivotshort take-profit order