Skip to content

Releases: zelos-alpha/demeter

v1.2.0

06 Jan 05:00

Choose a tag to compare

Add gmx swap and perpetual market

v1.1.6

17 Oct 08:06

Choose a tag to compare

Add quote token to BacktestConfig class
Add gmx v2 perpetual position operation;
Add uni && gmx delta neutral return analysis.

v1.1.5

03 Sep 10:15

Choose a tag to compare

update version

v1.1.4

19 Aug 10:02

Choose a tag to compare

  • fix issue in check aave repay amount
  • add on_error function in Strategy which will be called on exceptions
  • fix duplicate values in ActionTypeEnum values
  • Allow aave to test with non-stable coin as quote token
  • Fix issue in gmx pool whose long token == short token.

v1.1.3

13 Jun 07:13

Choose a tag to compare

update in gmx v2

v1.1.1

15 May 09:40

Choose a tag to compare

Add pending pnl and net yield for GMX v2 market

v1.1.0

08 Apr 02:18

Choose a tag to compare

  • 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

Choose a tag to compare

Improve performance in deribit market. You should clear cache in your first running to make it work.

v1.0.1

21 Jan 11:17

Choose a tag to compare

Change return value in subprocess to avoid large object copy between processes

v1.0.0

17 Jan 05:52

Choose a tag to compare

Add BacktestManager