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Releases: zelos-alpha/demeter

v1.1.3

13 Jun 07:13
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update in gmx v2

v1.1.1

15 May 09:40
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Add pending pnl and net yield for GMX v2 market

v1.1.0

08 Apr 02:18
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  • Add gmx v2 market
  • Add swap in broker, in case there is no swapble market in backtest
  • Show net value in process bar during backtest
  • AAVE market:
    • [Breaking change] Improve aave market, you can download risk parameter with demeter-fetch
    • Remove stable rate borrowing in aave v3
    • [Breaking change] remove supply and borrow key, just use token instead, because there are only one interest rate.
    • add ltv and max_ltv in market balance

v1.0.2

05 Feb 10:47
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Improve performance in deribit market. You should clear cache in your first running to make it work.

v1.0.1

21 Jan 11:17
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Change return value in subprocess to avoid large object copy between processes

v1.0.0

17 Jan 05:52
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Add BacktestManager

v0.8.2

13 Dec 02:29
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  • change order when saving backtest result
  • data and price has updated. The value in the beginning of the minute will follow the value in the last minute(In old version it will be decided by the first transaction in this minute.)
  • fix issues in data cache(when feather file is lost, a error will be raised)
  • show market name when loading data
  • add lp net value for uniswap market balance
  • deribit: convert type of t when loading csv
  • fix other bugs

v0.8.0

26 Nov 10:04
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Add GMX Market, now can simulate gmx action about buy GLP and sell GLP, and get glp fee profit.

v0.7.7

26 Nov 02:30
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  • Uniswap V3:Add get position status, this will help to calculate amounts and values of a liqudity position
  • [Breaking change] Uniswap V3: Update delta gamma calucation, add get_greeks in helper.
  • Add start liquidity index for aave position
  • Add net value for metrics
  • Add cache to backtest data
  • You can set account status file format in actuator.save_result()

v0.7.6

09 Nov 04:39
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For uniswap v3, when price is in and out of price range in this minute, fee will be calculated more accurately