diff --git a/doc/release/v1.40.0.md b/doc/release/v1.40.0.md new file mode 100644 index 0000000000..95ea9257f4 --- /dev/null +++ b/doc/release/v1.40.0.md @@ -0,0 +1,34 @@ +## 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 + + +[Full Changelog](https://github.com/c9s/bbgo/compare/v1.39.2...main) + + - [#914](https://github.com/c9s/bbgo/pull/914): Fix typo + - [#913](https://github.com/c9s/bbgo/pull/913): fix: fixedpoint UnarshalJson on inf + - [#911](https://github.com/c9s/bbgo/pull/911): feature: add fee mode to back-test matching engine + - [#912](https://github.com/c9s/bbgo/pull/912): fix backtest output + - [#900](https://github.com/c9s/bbgo/pull/900): fix: backtest + - [#908](https://github.com/c9s/bbgo/pull/908): strategy/pivotshort: failed break high improvements + - [#907](https://github.com/c9s/bbgo/pull/907): build(deps): bump minimist from 1.2.5 to 1.2.6 in /contracts + - [#906](https://github.com/c9s/bbgo/pull/906): fix: bump moment from 2.29.3 to 2.29.4 + - [#904](https://github.com/c9s/bbgo/pull/904): strategy/pivotshort: add failed break high + - [#899](https://github.com/c9s/bbgo/pull/899): fix: fix localtime zone issue for the web-based backtest report + - [#898](https://github.com/c9s/bbgo/pull/898): Refactor/pivotshort + - [#897](https://github.com/c9s/bbgo/pull/897): Feature/extend floats funcs + - [#895](https://github.com/c9s/bbgo/pull/895): refactor: move float slice/map to a single package + - [#880](https://github.com/c9s/bbgo/pull/880): Improve: strategy-supertrend output acc. profit report to tsv file + - [#894](https://github.com/c9s/bbgo/pull/894): Improve: bollmaker preloads dynamic spreads + - [#892](https://github.com/c9s/bbgo/pull/892): feature: add pivot low right window support + - [#890](https://github.com/c9s/bbgo/pull/890): weighted drift