Releases: c9s/bbgo
Releases · c9s/bbgo
BBGO v1.39.1
BBGO v1.39.0
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.
- #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
BBGO v1.38.0
Improvements
- #849: optimizer: print equity diff in final report
- #850: optimizer: calculate total number of grids before testing
- #838: optimizer: improve: use marshal instead of marshal indent
- #845: refactor: refactor standard indicator and add simple indicator interface
- #825: refactor: new indicator api
Strategies
- #848: strategy/pivotshort: refactor trendEMA and add maxGradient config
- #847: strategy/pivotshort: fine-tune and add more trade stats metrics
- #846: strategy/pivotshort: refactor breaklow + add fake break stop
- #834: strategy/pivotshort: add trade loss to the account value calculation
- #833: strategy/pivotshort: fix margin quantity calculation
- #840: strategy/supertrend: fix exit methods problem
- #842: feature: bollmaker exit methods
Fixes
- #832: update: fix and update schedule strategy
- #849: optimizer: print equity diff in final report
- #850: optimizer: calculate total number of grids before testing
- #851: stabilize drift
- #848: strategy/pivotshort: refactor trendEMA and add maxGradient config
- #847: strategy/pivotshort: fine-tune and add more trade stats metrics
- #846: strategy/pivotshort: refactor breaklow + add fake break stop
- #813: feature: drift study
- #844: strategy/pivotshort: refactor and update indicator api usage
- #845: refactor: refactor standard indicator and add simple indicator interface
- #843: fix splitted from feature/drift_study
- #822: refactor: ewoDgtrd: upgrade order executor api
- #842: feature: bollmaker exit methods
- #840: strategy/supertrend: fix exit methods problem
- #838: improve: use marshal instead of marshal indent
- #837: risk: add account value calculator test case
- #836: refactor: risk functions for leveraged quantity
- #834: fix: strategy/pivotshort: add trade loss to the account value calculation
- #833: fix: strategy/pivotshort: fix margin quantity calculation
- #825: refactor: new indicator api
- #831: feature: api: add strategy defaulter interface
- #832: update: fix and update schedule strategy
BBGO v1.37.0
Fixes
- Fixed backtest file lock race issue when running multiple back-test processes by the optimizer.
- Fixed optimizer limitation.
- Fixed backtest final asset calculation.
- Fixed exit method stop market data subscription.
Improvements and Refactoring
- Refactored and cleaned up indicators.
- Added risk related functions for futures and margin.
- Prepare database before executing backtest.
Strategies
- autoborrow: fixed repay amount calculation.
- pivotshort: updated pivot low on stream start.
- pivotshort: added leverage settings.
- pivotshort: improved quantity calculation.
- pivotshort: fixed resistance order placement.
- supertrend: fixed double dema initialization.
- supertrend: fixed types.TradeStats usage.
- #830: backtest: resolve data race on index.json
- #829: optimizer: eliminate limitation of number of grid point
- #827: strategy/pivotshort: improve quantity calculation for margin and futures
- #824: refactor: indicator: rewrite VWMA calculator
- #823: refactor: refactor bollinger band indicator with the new series extend component
- #821: refactor: refactor indicator api (canonicalize CalculateAndUpdate, PushK methods)
- #820: feature: add risk functions
- #818: backtest: correct final asset calculation
- #817: optimizer: prepare database before executing backtests
BBGO v1.36.0
Fixes
- Fixed backtest stop limit order / stop market order emulation.
- Fixed optimizer panic issue (when report is nil)
- Fixed pnl command market settings.
- Fixed MAX API endpoints.
Improvements
- Improved supertrend strategy.
- Improved pivotshort strategy.
- Refactor reward service sync.
Features
- Added tearsheet backend api
- Added seriesExtend for indicators.
- Added progressbar to optimizer.
New API
- Added ExitMethodSet (trailing stop, roi stop loss, roi take profit, ... etc)
- Added new graceful shutdown API, persistence API, notification API, order executor API.
- #799: Improve supertrend strategy
- #801: feature: optimizer: support --tsv option and render tsv output
- #800: fix: fix exit method for trailing stop
- #798: fix: fix trailingstop and add long position test case
- #797: feature: re-implement trailing stop and add mock test
- #796: strategy/pivotshort: add supportTakeProfit method
- #793: Fix pnl command
- #795: optimizer/fix: prevent from crashing if missing SummaryReport
- #794: strategy/pivotshort: fix resistance updater
- #792: strategy/pivotshort: fix findNextResistancePriceAndPlaceOrders
- #791: strategy: pivotshort: refactor breaklow logics
- #790: fix: strategy: pivoshort: cancel order when shutdown
- #789: strategy: pivotshort: add more improvements for margin
- #787: strategy: pivotshort: use active orderbook to maintain the resistance orders
- #786: strategy: pivotshort: resistance short
- #731: add tearsheet backend api (Sharpe)
- #784: strategy: pivotshort: fix stopEMA
- #785: optimizer: add progressbar
- #778: feature: add seriesExtend
- #783: fix: pivotshort: fix kline history loading
- #782: refactor: moving exit methods from pivotshort to the core
- #781: strategy: pivotshort: optimize and update config
- #775: test: backtest: add order cancel test case
- #773: fix: fix backtest taker order execution
- #772: fix: backtest: fix stop order backtest, add more test cases and assertions
- #770: fix: fix backtest stop limit order matching and add test cases
- #769: backtest-report: sort intervals
- #768: feature: backtest: add ohlc legend
- #766: backtest-report: add time range slider
- #765: improve: backtest-report layout improvements, EMA indicators and fixed the clean up issue
- #764: strategy/pivotshort: refactor exit methods and add protection stop exit method
- #761: datasource: refactor glassnodeapi
- #760: doc: fix link
- #758: improve: add pnl cmd options and fix trade query
- #757: totp-user: add default user 'bbgo'
- #756: refactor: clean up rsmaker, xbalance, dca, pivotshort strategies
- #755: improve: bbgo: call global persistence facade to sync data
- #754: optimizer: refactor max num of process in optimizer configs
- #750: refactor: persistence singleton and improve backtest cancel performance
- #753: optimizer: add max num of thread in config
- #752: Upgrade nextjs from 11 to 12
- #751: fix: reformat go code
- #746: pivotshort: add strategy controller
- #747: strategy/supertrend: use new order executor api
- #748: bollmaker: remove redundant code for adapting new order executor api
- #749: improve: add parallel local process executor for optimizer
- #639: strategy: rsmaker: initial idea prototype
- #745: fix: depth: do not test depth buffer when race is on
- #744: refactor: refactor and update the support strategy
- #743: strategy/bollmaker: refactor and clean up
- #742: refactor: clean up bbgo.Notifiability
- #739: refactor: redesign order executor api
- #738: feature: binance: add binance spot rebate history support
- #736: fix: gosimple alert
- #737: refactor: refactor reward service sync
- #732: Refactor grid panel
- #734: fix: apply gofmt on all files, add revive action
BBGO v1.35.0
Fixes
- Avoid doing truncate table in the mysql migration script.
- Fixed supertrend strategy.
- Fixed rma with adjust setting.
Features
- Added heikinashi kline support
- Added DMI indicator
- Added marketcap strategy
BBGO v1.34.0
Fixes
- Fixed futures kline data and ticker data.
- Fixed frontend data sync blocking issue.
- Fixed xmaker bollinger band value checking.
Improvments
- Sharing backtest report kline data.
- Upgraded frontend material UI from v4 to v5.8.3.
- Added sync session symbol support.
Features
- Added bool parameter support for optimizer.
- Added ALMA indicator.
- Added frontend sync button.
- Added Ehler's super smoother filter.
- Added frontend grid stats panel.
Strategies
- Added EWO histogram
- Refactored and updated rebalance strategy.
- #723: feature: add Ehler's Super smoother filter
- #724: Grid panel draft
- #726: rebalance: replace float slice by string-value map
- #725: rebalance: simplify code
- #713: improve: share klines tsv
- #722: fix futures mode not use futures kline data.
- #719: optimizer: bool type parameter
- #718: fix: sync api guard condition
- #716: fix: frontend: do not block whole page while syncing
- #707: feature: add basic implementation of alma indicator
- #717: strategy: fix xmaker bollinger band value checking and value updating
- #715: feature: on demand sync button
- #714: improve: support specifying session in the sync symbol
- #647: strategy: ewo: add histogram
- #711: upgrade material UI from v4 to v5.8.3
BBGO v1.33.4
Fixes
- Fixed fixedpoint percentage boundary check.
- Fixed syncing goroutine leak
- Removed kline debug log
- Fixed telegram notifier args filtering.
- Fixed message format args filtering.
- Fixed RecordPosition profit pointer checking.
Strategy Updates
- pivotshort: add bounce short support.
- #712: fix: fixedpoint percentage bound check
- #710: strategy: pivot: add bounce short
- #708: format js code by prettier
- #706: add prettier to format the typescript code
- #703: fix: syncing goroutine leak
- #705: add codecoverage badge
- #704: ci: codecoverage
- #700: pivotshort: add breakLow.bounceRatio option
BBGO v1.33.3
Fixes
- Fixed MAX v3 order cancel api.
- Fixed active order book order cancel wait time.
- Fixed and refined pivotshort position close code.
BBGO v1.33.2
Fixes
- fixed net profit for zero fee.
- fixed and rewrite binance deposit history sync.
- refactored and fixed the deposity batch query.
- fixed the pnl command and add warning logs.