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changelog.txt
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changelog.txt
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2021-01-19
- renamed settings["margin_limit"] to settings["balance"]
- bug fixes and changes in trade data downloading
- if there already is historical trade data downloaded, run the script `rename_trade_data_csvs.py` to rename all files
2021-01-23
- removed static mode
- added indicator ema
- rewrote backtester
2021-01-30
- changed backtesting results formatting
- fixed insufficient margin error
- many other fixes and changes...
- added possibility of running same backtest in two or more terminals for better cpu utilization
2021-02-03
- backtester break conditions change
- bug fixes
2021-02-08
- added min_close_qty_multiplier
2021-02-09
- added classic stop loss
2021-02-10
- renamed settings["default_qty"] to settings["entry_qty_pct"]
- settings["entry_qty_pct"] may now also be a positive value
- renamed settings["balance"] to settings["balance_pct"]
- settings["balance_pct"] may now also be a positive value
- added balance_pct to backtester. backtester will now behave like live bot, taking balance_pct into account
- actual balance is used for liq price calc, otherwise balance * balance_pct is used
2021-02-12
- added indicator_settings["funding_fee_collect_mode"]
- if true, will enter long only if predicted fundig rate is negative and enter short only if predicted funding rate is positive
- added indicator rsi (not finished, not active)
- changed entry_qty_pct formula
- before initial_entry_qty = balance_ito_contracts * entry_qty_pct
- now initial_entry_qty = balance_ito_contracts * leverage * entry_qty_pct
- added logging
- added "config_name" and "logging_level" to live settings
- added break_on condition: break if balance + pnl < starting_balance
2021-02-16
- bug fixes v1.0.2
- updated default bybit live settings v1.1.0
2021-02-17 v1.2.0
- bug fixes
- change in backtesting_notes.ipynb
- automatic plot dump
- other changes
- backtester now fetches relevant data from exchanges instead of user having to input them manually
2021-02-17 v1.2.1
- backtester will cache exchange fetched settings after first run
- backtester will prevent using leverage higher than max leverage, in case max leverage set in ranges.json was too high
2021-02-17 v1.3.0
- added indicator_settings["tick_ema"]["spread"] to live bot and backtester
- optional setting -- ema_spread defaults to 0.0 if not present in config file
2021-02-18 v1.3.3
- minor refactoring
2021-02-23 v2.0.0
- major update to backtester
- new backtest usage syntax
- other changes