Releases: c9s/bbgo
Releases · c9s/bbgo
BBGO v1.43.1
BBGO v1.43.0
All
- Removed FTX code.
Fixes
- Fixed binance websocket execution report message parsing.
- Fixed margin history sync query.
- Fixed rebalance backtest
- Fixed SerialMarketDataStore together with backtests.
- Fixed order executor for avoid checking base balance for futures.
Features
- Added cancel order for exit roi take profit and loss
- Added rollbar support.
- Added docker image to quay.io.
- Added FastSubmitOrders method to order exeuctor.
- Added new optimizer / hoptimizer object types.
- Added aggTrade for binance
Strategies
- Added grid2 strategy.
- Added LinReg maker strategy.
- Updated supertrend config.
- Improved IRR strategy. (see PRs for details)
- Improved Drift strategy. (see PRs for details)
- #1030: strategy: grid2: recover functions.
- #1031: feature: push to quay.io
- #1027: strategy: LinReg Maker
- #1028: strategy: grid2: improve notification support
- #1025: feature: add rollbar support
- #1024: fix: binance my trades api
- #1022: strategy: grid2: more refactoring, fix bugs and add more tests
- #1021: strategy: grid2: add test case for aggregateOrderBaseFee
- #1020: strategy: grid2: run backtest in test and add more details
- #1019: strategy: grid2: profit spread, prune historical trades . etc
- #1018: strategy: grid2 [part2] -- reverse order and arb profit calculation
- #1017: feature: add sync_time.sh utility
- #1006: strategy: grid2 [part 1] - initializing grid orders
- #1016: doc: add series extend documentation
- #1013: feature: bbgo completion
- #1014: all: remove ftx
- #1011: strategy/supertrend: update supertrend config
- #1008: improve: speed-up live trade
- #1009: optimizer / hoptimizer add new object
- #1004: strategy: irr rollback to original nirr and consume kline
- #989: strategy: irr: a mean reversion based on box of klines in same direction
- #1000: fix: rebalance: fix backtest
- #997: fix: SerialMarketDataStore together with backtests
- #1001: add cancel order for exit roi take profit and loss
- #996: fix/general-order-executor: do not check for base balance for futures
- #995: feature: telegram notify to become async
- #993: fix: indicator timeframe 1s
- #994: feature: add aggTrade for binance
- #991: fix/risk: remove balance check in CalculateBaseQuantity()
- #990: fix: change variable names
BBGO v1.42.0
Improvements
- added isolation context
Fixes
- fixed order executor ClosePosition for futures.
- fixed backtest order quantity check.
- fixed max kline api
- fixed optimizer limit
Strategies
- strategy/supertrend: fixed linreg baseline slope.
- strategy/drift: added more fixes and updates
- strategy/irr: added new strategy.
- strategy/harmonic: added new harmonic shark pattern strategy.
- strategy/marketcap: reduce frequency of querying data from coinmarketcap
- #987: fix: supertrend-strategy: LinReg baseline slope wrongly calculated
- #986: fix: general order executor: ClosePosition() works on futures position
- #983: fix: backtest: add order quantity check
- #982: refactor isolation context for persistence facade configuration
- #981: fix optimizer limit
- #976: strategy: add harmonic shark pattern recognition
- #977: strategy: fix irr
- #978: refactor: refactor isolation and add more tests
- #979: fix: fix max kline api
- #974: refactor persistence for isolation
- #973: refactor/feature: add isolation context support
- #972: fix/drift_stoploss
- #970: refactor: extract stoploss, fix highest/lowest in trailingExit
- #969: fix: reduce Quantity precheck, drift condition, ewo refactor
- #959: stratgy: add irr
- #968: feature: add config dump / param dump / param modify for elliottwave
- #965: binance: fix futures order conversion
- #967: fix: wrong tag in drift
- #955: feature: marketcap: reduce frequency of querying data from coinmarketcap
- #963: feature: limit how many metrics is shown by optimizer
- #964: series.Filter + drift.openPosition + modify openPosition behavior + fix consts
- #962: fix: add rate limit on telegram api and split messages by unicode
BBGO v1.41.0
Feature
- Added auto-repay to protective stop loss exit method
- Added --lightweight mode option
Improvements
- Removed the old submitOrder notification and added the new notification switches.
- Improved accumulated volume stop method
- binance: add queryTrades rate limiter
Fixes
- Fixed net asset value calculation
- Fixed telegram message error, there must be one message to send
Strategies
- drift: fixed drift minus weight, preloaded kline not enough
- trendtrader: added new trendline trader strategy.
- pivotshort: fix fast high filtering.
- pivotshort: call open position and add more position options.
- #960: improve: improve the existing notification switch settings
- #961: Feature: Add auto-repay to exit_protective_stop_loss
- #958: strategy/pivotshort: more improvements
- #957: bbgo: remove submitOrder notification
- #956: improve: bbgo: use margin asset borrowable amount to adjust the quantity
- #953: fix: drift minus weight, preloaded kline not enough
- #950: strategy/pivotshort
- #954: DOC: update slack.md
- #942: feature: add modify tg command. fix wdrift ma length
- #952: fix: fix profit stats calculation and since time field initialisation
- #951: DOC: add marketcap doc
- #920: strategy: add trend trader
- #947: improve: accumulated volume stop method
- #945: FEATURE: marketcap: get marketcap values from coinmarketcap
- #946: bbgo: fix telegram message error, there must be one message to send
- #944: fix: fix net asset calculation
- #943: FIX: fix market error
- #941: pivotshort: fix fast high filtering
- #940: pivotshort: call open position and add more position options
- #939: binance: add queryTrades rate limiter
- #938: bbgo: add lightweight mode
BBGO v1.40.4
BBGO v1.40.3
Fixes
- Fixed order executor close position (check base balance for long position).
- Fixed TrendEMA for pivotshort.
- Fixed tradeStats counter for live trading.
- Handle binance listenKeyExpired event to reconnect.
- Improved order submit remapping issue and retry.
Interaction
- Added telegram image support.
- Added /resetposition command.
Strategies
- supertrend: added pnl image support.
- supertrend: use MA by day instead of by trade.
- elliotwave: renewal.
- bollmaker: added trendEMA support
- #932: feature: strategy/bolllmaker trend ema
- #930: Fix: Pivotshort
- #929: feature: strategy/supertrend: draw pnl on
- #931: fix: binance listenkey expired
- #928: refactor: refactor interact strategy filter functions
- #927: refactor: simplify submit order
- #926: fix: handle created orders before we retry
- #925: feature: order executor open position method
- #922: fix: types/tradeStats: use last order id to identity consecutive win and loss
- #921: strategy/supertrend: use ma by day instead of by trade
- #910: SerialMarketDataStore, elliottwave renewal
- #919: feature: add fixedpoint.Reducer, Counter and add update stats method on TradeStats
BBGO v1.40.2
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.
BBGO v1.40.1
Fixes
- Fixed backtest fee mode when fee currency is not base or quote.
- #917: backtest: fix backtest fee mode when fee currency is not base or quote
BBGO v1.40.0
Fixes
- Fixed fixedpoint unmarshal json for inf.
- Fixed backtest output.
- Fixed backtest price matching for taker orders.
- Upgraded dependencies to fix the security issue.
- Fixed time-zone issue for back-test data (use local timezone)
Strategy / Features
- strategy/bollmaker: improved dynamic spread by bollinger band sigmoid.
- strategy/pivotshort: added failed break high short.
- strategy/drift: added weighted drift
- #914: Fix typo
- #913: fix: fixedpoint UnarshalJson on inf
- #911: feature: add fee mode to back-test matching engine
- #912: fix backtest output
- #900: fix: backtest
- #908: strategy/pivotshort: failed break high improvements
- #907: build(deps): bump minimist from 1.2.5 to 1.2.6 in /contracts
- #906: fix: bump moment from 2.29.3 to 2.29.4
- #904: strategy/pivotshort: add failed break high
- #899: fix: fix localtime zone issue for the web-based backtest report
- #898: Refactor/pivotshort
- #897: Feature/extend floats funcs
- #895: refactor: move float slice/map to a single package
- #880: Improve: strategy-supertrend output acc. profit report to tsv file
- #894: Improve: bollmaker preloads dynamic spreads
- #892: feature: add pivot low right window support
- #890: weighted drift
BBGO v1.39.2
Fixes
- fixed backtest non-closed kline filtering.
- fixed margin order sync issue.
Minor
- added sortino ratio.
- added strategy config printing support.