Releases: c9s/bbgo
Releases · c9s/bbgo
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.
BBGO v1.33.1
Fixes
- fixed sync since time field check (nil pointer error).
- fixed reflect insert for sqlite.
- fixed drift window indicator.
BBGO v1.33.0
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
supertrendstrategy. - added
pivotshortstrategy. - added
dcastrategy. - added
fmakerstrategy. - added
autoborrowstrategy. - added
wallstrategy.
Strategy Updates
bollmaker: added dynamic spread support.bollmaker: added exchange fee to position.ewo: fixed entry backtest.rebalance: use limit orders
- #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
BBGO v1.32.0
Fixes
- #590: fix: fix net asset field
- #589: fix: use net asset to calculate inUSD
- #588: fix: add interest and fix net asset column
- #584: feature: record nav values into db
Features
- #587: feature: add grpc port and config in helm chart
- #586: add grpc value in helm chart
- #581: feature: add --sync-exchange option to override backtest sync exchanges
Tests
- #585: indicator: add test case for boll
Doc
- #583: doc: add frontend development setup doc
BBGO v1.31.4
BBGO v1.31.2
Fixes
- Fixed sync config check
BBGO v1.31.1
Fixes
- Fixed margin order/trade sync.
- Fixed initial bollinger indicator band width setup.