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## Fixes | ||
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- 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. | ||
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## Improvements and Refactoring | ||
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- Refactored and cleaned up indicators. | ||
- Added risk related functions for futures and margin. | ||
- Prepare database before executing backtest. | ||
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## Strategies | ||
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- 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. | ||
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[Full Changelog](https://github.com/c9s/bbgo/compare/v1.36.0...main) | ||
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- [#830](https://github.com/c9s/bbgo/pull/830): backtest: resolve data race on index.json | ||
- [#829](https://github.com/c9s/bbgo/pull/829): optimizer: eliminate limitation of number of grid point | ||
- [#827](https://github.com/c9s/bbgo/pull/827): strategy/pivotshort: improve quantity calculation for margin and futures | ||
- [#824](https://github.com/c9s/bbgo/pull/824): refactor: indicator: rewrite VWMA calculator | ||
- [#823](https://github.com/c9s/bbgo/pull/823): refactor: refactor bollinger band indicator with the new series extend component | ||
- [#821](https://github.com/c9s/bbgo/pull/821): refactor: refactor indicator api (canonicalize CalculateAndUpdate, PushK methods) | ||
- [#820](https://github.com/c9s/bbgo/pull/820): feature: add risk functions | ||
- [#818](https://github.com/c9s/bbgo/pull/818): backtest: correct final asset calculation | ||
- [#817](https://github.com/c9s/bbgo/pull/817): optimizer: prepare database before executing backtests |