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BBGO v1.40.0

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@github-actions github-actions released this 04 Sep 11:26
1cb9ce1

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

  • #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