add v1.37.0 release note

Author: c9s

doc/release/v1.37.0.md

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+
+## 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](https://github.com/c9s/bbgo/compare/v1.36.0...main)
+
+ - [#830](https://github.com/c9s/bbgo/pull/830): backtest: resolve data race on index.json
+ - [#829](https://github.com/c9s/bbgo/pull/829): optimizer: eliminate limitation of number of grid point
+ - [#827](https://github.com/c9s/bbgo/pull/827): strategy/pivotshort: improve quantity calculation for margin and futures
+ - [#824](https://github.com/c9s/bbgo/pull/824): refactor: indicator: rewrite VWMA calculator
+ - [#823](https://github.com/c9s/bbgo/pull/823): refactor: refactor bollinger band indicator with the new series extend component
+ - [#821](https://github.com/c9s/bbgo/pull/821): refactor: refactor indicator api (canonicalize CalculateAndUpdate, PushK methods)
+ - [#820](https://github.com/c9s/bbgo/pull/820): feature: add risk functions
+ - [#818](https://github.com/c9s/bbgo/pull/818): backtest: correct final asset calculation
+ - [#817](https://github.com/c9s/bbgo/pull/817): optimizer: prepare database before executing backtests