BBGO v1.37.0

Fixes

• 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.

Improvements and Refactoring

• Refactored and cleaned up indicators.
• Added risk related functions for futures and margin.
• Prepare database before executing backtest.

Strategies

• 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.

Full Changelog

• #830: backtest: resolve data race on index.json
• #829: optimizer: eliminate limitation of number of grid point
• #827: strategy/pivotshort: improve quantity calculation for margin and futures
• #824: refactor: indicator: rewrite VWMA calculator
• #823: refactor: refactor bollinger band indicator with the new series extend component
• #821: refactor: refactor indicator api (canonicalize CalculateAndUpdate, PushK methods)
• #820: feature: add risk functions
• #818: backtest: correct final asset calculation
• #817: optimizer: prepare database before executing backtests