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@chrisli-kw chrisli-kw released this 02 Feb 07:30
· 244 commits to main since this release
v1.12.0
88cc04c
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Learn about vigilant mode.

Backtester Updates:

  1. Added default parameters in run() method.
  2. Called _set_futures_code_list() right after login.
  3. Bug fixed in update_position.
  4. Bug fixed: added log messages when saving data to DB failed.
  5. Bug fixed in due_month.
  6. Updated the procedure of get_futures_pool().
  7. Bug fixed: get_margin_table is None when the delivery month does not match contract info.

Python 3.11 Support:

  1. Updated .gitignore.
  2. Updated kbar.py.
  3. Updated query() to match SQLAlchemy version 2.0.22.
  4. Updated ExcelWriter scripts.
  5. Other bug fixes.

Requirements.txt Update:

  1. Updated dependencies.

Technical Indicators:

  1. Added technical indicators.
  2. Updated TechnicalSignals module by renaming features.
  3. Updated runCrawlStockData() by adding function parameters.
  4. Added comments to crawl_from_sinopac().
  5. Added condition to runCrawlStockData().

Performance Module Update:

  1. Added futures report.
  2. Updated TickDataProcesser.
  3. Updated time module.
  4. Updated the Kbar module to improve preprocess_futures_tick() performance.
  5. Other bug fixes.

Export Strategy Data:

  1. Exported strategy data.
  2. Added concat_df().

Bug Fixes and General Updates:

  1. Bug fixed in StringIO.
  2. Updated get_holidays().
  3. Added add_candlestick().
  4. Updated updateK1().
  5. Updated save_simulate_futuresInfo().
  6. Updated PerformanceReport.
  7. Updated TickDataProcesser.
  8. Initialized stocks to monitor if the current time is not later than TimeEndStock.
  9. Updated monitor_futures().
  10. Updated is_not_trade_day().
  11. Implemented RotatingFileHandler to save log files.
  12. Bug fixed: n_futures.
  13. Updated post messages.
  14. Updated APITester.
  15. Updated set_margin_limit.
  16. Bug fixed: cancel order.

Restructure:

  1. Added stock strategy list.
  2. Added futures strategy list.
  3. Upgraded the process of updating positions.
  4. Added new function: update_after_interfere.
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