1 15

[chrisli-kw]

New Features and Modules:

1. Created AccountHandler to manage account settings.
2. Created a UserEnv object to store user-related settings.
3. Added get_env.
4. Added the objs module for default data.
5. Added the simulator module for handling simulation trades.
6. Added a new function append_monitor_list for specific situations requiring more information.
7. Added FILTER_IN to .env file to associate codes with strategies.
8. Added MonitorFreq to allow users to determine monitor frequency.
9. Added a new function is_trading_time to check if the current time is within trading hours.
10. Added 1T K-bar feature generation during 1T K-bar data updates.
11. Added futures FILTER_OUT.
12. Added new function Config.LOG_LEVEL.

Refactoring:

1. Refactored FileHandler.
2. Refactored check_leverage.
3. Refactored the structure of config objects.
4. Updated KBar, Quote, stocks_to_monitor, futures_to_monitor, and related data as metaclass objects.

Module Updates:

1. Updated thread_subscribe().
2. Updated the callback, orders, positions, select, strategy, subscribe, executor, crawler, and timetool modules.
3. Updated the kbar module.
4. Updated crawl_from_sinopac to change the default value of the start day when start is None.
5. Updated is_trading_time to include logic for checking futures due days.
6. Updated the process to create/update K-bar data.
7. Updated the process of outputting files.
8. Updated the process of transferring positions.
9. Updated the redis module.
10. Updated the process of acquiring futures index margin data from Taifex.
11. Updated get_margin_table().
12. Updated the task list.
13. Updated the format of push futures/options notifications.
14. Updated the logic to check futures due months.
15. Updated get_settle_profitloss().
16. Updated Shioaji to the latest version.
17. Updated sleep time in the monitoring while loop.
18. Updated the TickDataProcesser module.
19. Updated compute_profits().
20. Updated the calculation procedure of futures returns.
21. Updated median profit/loss for backtesting.
22. Updated the RSV module.
23. Updated log message formats and types.
24. Updated README.md.

Bug Fixes:

1. Fixed errors in _get_value, transfer position, and other processes.
2. Fixed nan values.
3. Fixed save_simulate_securityInfo.
4. Fixed periodic_updates.
5. Fixed the process of converting 1min-K-bar to other frequencies.
6. Fixed update_kbar.
7. Fixed get_put_call_ratio.
8. Fixed cancel order.
9. Fixed check_is_empty.
10. Other bug fixes.