bbgo_origin/doc/release/v1.33.0.md
2022-06-07 22:25:53 +08:00

6.9 KiB

Fixes

  • backtest: fixed duplicated order update trigger for market order filled status.
  • backtest: fixed the kline sync and rewrote the back-filling logic. (faster sync)
  • sync: fixed the binance withdraw history sync with the new API. (implemented with requestgen)
  • fixed profits table: data too long for profits column 'symbol' error.
  • fixed binance bookTicker typename.
  • fixed helm chart grpc binding string.
  • fixed duplicated kline sync issue and add unique index for kline tables.
  • interact: fixed missing make().
  • fixed incorrect binance futures position parsing.
  • fixed SMA indicator.
  • fixed and improve the sqlite support for back-testing.

Features

  • added more binance margin API support
  • added binance loan history, repay history, interest history sync.
  • added CoinMarketCap API.
  • backtest: added web-based backtest report with kline chart and position information.
  • backtest: added strategy parameter optimizer (grid search).
  • indicator: added cci indicator
  • improved and redesigned the strategy persistence API.
  • indicator: added emv indicator

New Strategies

  • added supertrend strategy.
  • added pivotshort strategy.
  • added dca strategy.
  • added fmaker strategy.
  • added autoborrow strategy.
  • added wall strategy.

Strategy Updates

  • bollmaker: added dynamic spread support.
  • bollmaker: added exchange fee to position.
  • ewo: fixed entry backtest.
  • rebalance: use limit orders

Full Changelog

  • #682: fix: fix duplicated filled order update callbacks in backtest
  • #681: Indicator/supertrend
  • #653: strategy: add supertrend strategy
  • #678: interact: fix missing make()
  • #638: strategy: add fmaker
  • #679: fix: close / rollback queries/transactions on error
  • #676: fix: rewrite kline verifying function
  • #674: rename LocalActiveOrderBook to just ActiveOrderBook
  • #672: fix and simplify LocalActiveOrderBook
  • #671: Fix futures position incorrect
  • #670: Improve backtest report ui
  • #669: fix: fix partial kline sync
  • #667: strategy: pivotshort refactor
  • #660: pivotshort: clean up strategy
  • #666: improve: apply default exchange fee rate
  • #664: fix: use the correct id for state loading
  • #663: test: add more test on Test_loadPersistenceFields
  • #661: fix: drop IsZero
  • #656: refactor: drop unused function
  • #657: fix: bollmaker: fix short position order
  • #655: fix: improve and fix kline sync
  • #654: fix: change from local timezone to UTC when do kline synchronization
  • #652: refactor/fix: withdraw sync
  • #650: Fix: Persistence Reflect IsZero
  • #649: fix: max: fix QueryAccount for margin wallet
  • #648: feature: binance margin history sync support
  • #644: feature: sync binance margin history into db
  • #645: feature: add emv indicator, fix: sma
  • #633: Fix/ewo entry, backtest
  • #637: feature: binance margin loan/interest/repay history
  • #636: fix: max: fix trades/orders parsing
  • #635: feature: max margin wallet
  • #617: feature: bollmaker dynamic spread
  • #634: rebalance: place limit orders
  • #632: fix: setup-bollgrid.sh: respect exchange name from command line argument
  • #630: fix: fix duplicated kline sync issue and add unique index for kline tables
  • #628: fix: fix summary report intervals
  • #627: feature: add grid optimizer
  • #626: use types.Interval instead of string
  • #625: feature: web-based back-test report - add mantine UI framework
  • #622: fix: back-test report: load position from the manifest
  • #605: feature: add web-based back-test report
  • #620: fix: sqlite3 compilation
  • #619: fix dockerfile.
  • #618: fix: golang version in Dockerfile
  • #610: feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…
  • #615: python: parse balance borrowed
  • #614: ftx: Let FTX support 4hr interval
  • #592: feature: add CoinMarketCap API
  • #613: bollmaker: set exchange fee to position
  • #609: Fix error: Data too long for profits column 'symbol'
  • #612: python sdk: use decimal.
  • #611: feature: add wall strategy
  • #603: feature: backtest report - #2 state recorder
  • #599: feature: add cci indicator
  • #601: feature: backtest report
  • #600: fix helm chart grpc binding string
  • #562: add Series documentation
  • #598: fix: binance data sync
  • #593: glassnode: simplify NewAuthenticatedRequest
  • #597: strategy: update bollmaker to support new strategy controller
  • #575: feature: binance: add get deposit address request API
  • #596: improve persistence api