diff --git a/doc/commands/bbgo.md b/doc/commands/bbgo.md index e45362616..85962b25f 100644 --- a/doc/commands/bbgo.md +++ b/doc/commands/bbgo.md @@ -41,6 +41,7 @@ bbgo [flags] * [bbgo deposits](bbgo_deposits.md) - A testing utility that will query deposition history in last 7 days * [bbgo execute-order](bbgo_execute-order.md) - execute buy/sell on the balance/position you have on specific symbol * [bbgo get-order](bbgo_get-order.md) - Get order status +* [bbgo hoptimize](bbgo_hoptimize.md) - run hyperparameter optimizer (experimental) * [bbgo kline](bbgo_kline.md) - connect to the kline market data streaming service of an exchange * [bbgo list-orders](bbgo_list-orders.md) - list user's open orders in exchange of a specific trading pair * [bbgo margin](bbgo_margin.md) - margin related history @@ -58,4 +59,4 @@ bbgo [flags] * [bbgo userdatastream](bbgo_userdatastream.md) - Listen to session events (orderUpdate, tradeUpdate, balanceUpdate, balanceSnapshot) * [bbgo version](bbgo_version.md) - show version name -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_account.md b/doc/commands/bbgo_account.md index 4a1ecd888..e80274b04 100644 --- a/doc/commands/bbgo_account.md +++ b/doc/commands/bbgo_account.md @@ -42,4 +42,4 @@ bbgo account [--session SESSION] [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_backtest.md b/doc/commands/bbgo_backtest.md index a7e3de460..6a51877f8 100644 --- a/doc/commands/bbgo_backtest.md +++ b/doc/commands/bbgo_backtest.md @@ -51,4 +51,4 @@ bbgo backtest [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_balances.md b/doc/commands/bbgo_balances.md index b7e88b869..a74ce36c4 100644 --- a/doc/commands/bbgo_balances.md +++ b/doc/commands/bbgo_balances.md @@ -41,4 +41,4 @@ bbgo balances [--session SESSION] [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_build.md b/doc/commands/bbgo_build.md index 1fa2c458e..8ffa38292 100644 --- a/doc/commands/bbgo_build.md +++ b/doc/commands/bbgo_build.md @@ -40,4 +40,4 @@ bbgo build [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_cancel-order.md b/doc/commands/bbgo_cancel-order.md index a2afaed79..e061be131 100644 --- a/doc/commands/bbgo_cancel-order.md +++ b/doc/commands/bbgo_cancel-order.md @@ -50,4 +50,4 @@ bbgo cancel-order [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_deposits.md b/doc/commands/bbgo_deposits.md index 0409e7c3b..6875ed256 100644 --- a/doc/commands/bbgo_deposits.md +++ b/doc/commands/bbgo_deposits.md @@ -42,4 +42,4 @@ bbgo deposits [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_execute-order.md b/doc/commands/bbgo_execute-order.md index 8c7ce6dfc..5d473aa15 100644 --- a/doc/commands/bbgo_execute-order.md +++ b/doc/commands/bbgo_execute-order.md @@ -49,4 +49,4 @@ bbgo execute-order --session SESSION --symbol SYMBOL --side SIDE --target-quanti * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_get-order.md b/doc/commands/bbgo_get-order.md index cafdc3ad6..bc3a2614c 100644 --- a/doc/commands/bbgo_get-order.md +++ b/doc/commands/bbgo_get-order.md @@ -43,4 +43,4 @@ bbgo get-order --session SESSION --order-id ORDER_ID [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_hoptimize.md b/doc/commands/bbgo_hoptimize.md new file mode 100644 index 000000000..d7887df26 --- /dev/null +++ b/doc/commands/bbgo_hoptimize.md @@ -0,0 +1,49 @@ +## bbgo hoptimize + +run hyperparameter optimizer (experimental) + +``` +bbgo hoptimize [flags] +``` + +### Options + +``` + -h, --help help for hoptimize + --json print optimizer metrics in json format + --json-keep-all keep all results of trials + --name string assign an optimization session name + --optimizer-config string config file (default "optimizer.yaml") + --output string backtest report output directory (default "output") + --tsv print optimizer metrics in csv format +``` + +### Options inherited from parent commands + +``` + --binance-api-key string binance api key + --binance-api-secret string binance api secret + --config string config file (default "bbgo.yaml") + --cpu-profile string cpu profile + --debug debug mode + --dotenv string the dotenv file you want to load (default ".env.local") + --ftx-api-key string ftx api key + --ftx-api-secret string ftx api secret + --ftx-subaccount string subaccount name. Specify it if the credential is for subaccount. + --max-api-key string max api key + --max-api-secret string max api secret + --metrics enable prometheus metrics + --metrics-port string prometheus http server port (default "9090") + --no-dotenv disable built-in dotenv + --slack-channel string slack trading channel (default "dev-bbgo") + --slack-error-channel string slack error channel (default "bbgo-error") + --slack-token string slack token + --telegram-bot-auth-token string telegram auth token + --telegram-bot-token string telegram bot token from bot father +``` + +### SEE ALSO + +* [bbgo](bbgo.md) - bbgo is a crypto trading bot + +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_kline.md b/doc/commands/bbgo_kline.md index 7991665a1..3988105f3 100644 --- a/doc/commands/bbgo_kline.md +++ b/doc/commands/bbgo_kline.md @@ -43,4 +43,4 @@ bbgo kline [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_list-orders.md b/doc/commands/bbgo_list-orders.md index 3307575da..f1fe35583 100644 --- a/doc/commands/bbgo_list-orders.md +++ b/doc/commands/bbgo_list-orders.md @@ -42,4 +42,4 @@ bbgo list-orders open|closed --session SESSION --symbol SYMBOL [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_margin.md b/doc/commands/bbgo_margin.md index 6a651e77d..10a235571 100644 --- a/doc/commands/bbgo_margin.md +++ b/doc/commands/bbgo_margin.md @@ -39,4 +39,4 @@ margin related history * [bbgo margin loans](bbgo_margin_loans.md) - query loans history * [bbgo margin repays](bbgo_margin_repays.md) - query repay history -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_margin_interests.md b/doc/commands/bbgo_margin_interests.md index 4a0e99f4d..541269ed6 100644 --- a/doc/commands/bbgo_margin_interests.md +++ b/doc/commands/bbgo_margin_interests.md @@ -42,4 +42,4 @@ bbgo margin interests --session=SESSION_NAME --asset=ASSET [flags] * [bbgo margin](bbgo_margin.md) - margin related history -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_margin_loans.md b/doc/commands/bbgo_margin_loans.md index e41bea5e2..1d159b933 100644 --- a/doc/commands/bbgo_margin_loans.md +++ b/doc/commands/bbgo_margin_loans.md @@ -42,4 +42,4 @@ bbgo margin loans --session=SESSION_NAME --asset=ASSET [flags] * [bbgo margin](bbgo_margin.md) - margin related history -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_margin_repays.md b/doc/commands/bbgo_margin_repays.md index 9f078622d..2036d35a5 100644 --- a/doc/commands/bbgo_margin_repays.md +++ b/doc/commands/bbgo_margin_repays.md @@ -42,4 +42,4 @@ bbgo margin repays --session=SESSION_NAME --asset=ASSET [flags] * [bbgo margin](bbgo_margin.md) - margin related history -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_market.md b/doc/commands/bbgo_market.md index ecef45cfc..4d808cffc 100644 --- a/doc/commands/bbgo_market.md +++ b/doc/commands/bbgo_market.md @@ -41,4 +41,4 @@ bbgo market [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_optimize.md b/doc/commands/bbgo_optimize.md index f6e6f8066..f042b59f1 100644 --- a/doc/commands/bbgo_optimize.md +++ b/doc/commands/bbgo_optimize.md @@ -44,4 +44,4 @@ bbgo optimize [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_orderbook.md b/doc/commands/bbgo_orderbook.md index 5b837743f..3440002ec 100644 --- a/doc/commands/bbgo_orderbook.md +++ b/doc/commands/bbgo_orderbook.md @@ -43,4 +43,4 @@ bbgo orderbook --session=[exchange_name] --symbol=[pair_name] [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_orderupdate.md b/doc/commands/bbgo_orderupdate.md index e5e84e51b..60941bc66 100644 --- a/doc/commands/bbgo_orderupdate.md +++ b/doc/commands/bbgo_orderupdate.md @@ -41,4 +41,4 @@ bbgo orderupdate [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_pnl.md b/doc/commands/bbgo_pnl.md index 57fde5a48..78f4904ae 100644 --- a/doc/commands/bbgo_pnl.md +++ b/doc/commands/bbgo_pnl.md @@ -50,4 +50,4 @@ bbgo pnl [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_run.md b/doc/commands/bbgo_run.md index 2468d2e39..79a9b4d19 100644 --- a/doc/commands/bbgo_run.md +++ b/doc/commands/bbgo_run.md @@ -51,4 +51,4 @@ bbgo run [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_submit-order.md b/doc/commands/bbgo_submit-order.md index 93119e2cc..0ba0add8a 100644 --- a/doc/commands/bbgo_submit-order.md +++ b/doc/commands/bbgo_submit-order.md @@ -45,4 +45,4 @@ bbgo submit-order --session SESSION --symbol SYMBOL --side SIDE --quantity QUANT * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_sync.md b/doc/commands/bbgo_sync.md index ded8bea7f..afbe569fa 100644 --- a/doc/commands/bbgo_sync.md +++ b/doc/commands/bbgo_sync.md @@ -43,4 +43,4 @@ bbgo sync [--session=[exchange_name]] [--symbol=[pair_name]] [[--since=yyyy/mm/d * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_trades.md b/doc/commands/bbgo_trades.md index 0b6953d57..47e5f0bac 100644 --- a/doc/commands/bbgo_trades.md +++ b/doc/commands/bbgo_trades.md @@ -43,4 +43,4 @@ bbgo trades --session=[exchange_name] --symbol=[pair_name] [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_tradeupdate.md b/doc/commands/bbgo_tradeupdate.md index b9ecca2ca..44cdbd923 100644 --- a/doc/commands/bbgo_tradeupdate.md +++ b/doc/commands/bbgo_tradeupdate.md @@ -41,4 +41,4 @@ bbgo tradeupdate --session=[exchange_name] [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_transfer-history.md b/doc/commands/bbgo_transfer-history.md index b7363de79..ee6486f0f 100644 --- a/doc/commands/bbgo_transfer-history.md +++ b/doc/commands/bbgo_transfer-history.md @@ -43,4 +43,4 @@ bbgo transfer-history [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_userdatastream.md b/doc/commands/bbgo_userdatastream.md index 4e984d514..2dfd86d75 100644 --- a/doc/commands/bbgo_userdatastream.md +++ b/doc/commands/bbgo_userdatastream.md @@ -41,4 +41,4 @@ bbgo userdatastream [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/commands/bbgo_version.md b/doc/commands/bbgo_version.md index 52a2560b0..603619820 100644 --- a/doc/commands/bbgo_version.md +++ b/doc/commands/bbgo_version.md @@ -40,4 +40,4 @@ bbgo version [flags] * [bbgo](bbgo.md) - bbgo is a crypto trading bot -###### Auto generated by spf13/cobra on 29-Jul-2022 +###### Auto generated by spf13/cobra on 17-Aug-2022 diff --git a/doc/release/v1.39.0.md b/doc/release/v1.39.0.md new file mode 100644 index 000000000..64e331f9e --- /dev/null +++ b/doc/release/v1.39.0.md @@ -0,0 +1,25 @@ +[Full Changelog](https://github.com/c9s/bbgo/compare/v1.38.0...main) + + - [#882](https://github.com/c9s/bbgo/pull/882): strategy/autoborrow: add debt re-balancing + - [#877](https://github.com/c9s/bbgo/pull/877): strategy/supertrend: update example config + - [#878](https://github.com/c9s/bbgo/pull/878): Drift rebase + - [#875](https://github.com/c9s/bbgo/pull/875): pivotshort: trendema add initial date + - [#876](https://github.com/c9s/bbgo/pull/876): Fix: risk.AvailableQuote() should use Net() to get net value + - [#874](https://github.com/c9s/bbgo/pull/874): Fix binance futures + - [#872](https://github.com/c9s/bbgo/pull/872): fix: trailing stop properly works on both long and short positions + - [#873](https://github.com/c9s/bbgo/pull/873): improve: generalorderexecutor retries submit/cancel order once + - [#871](https://github.com/c9s/bbgo/pull/871): improve: improve maxapi, add v2 order api back + - [#869](https://github.com/c9s/bbgo/pull/869): Revert "feature: add smart cancel to drift" + - [#853](https://github.com/c9s/bbgo/pull/853): feature: add smart cancel to drift + - [#860](https://github.com/c9s/bbgo/pull/860): exchange: order fee-amount protection + - [#865](https://github.com/c9s/bbgo/pull/865): fix: protectivestoploss not working on long position + - [#868](https://github.com/c9s/bbgo/pull/868): fix: many minor fixes + - [#867](https://github.com/c9s/bbgo/pull/867): strategy: factorzoo: upgrade indicators and add comments + - [#862](https://github.com/c9s/bbgo/pull/862): Improve: supertrend strategy + - [#863](https://github.com/c9s/bbgo/pull/863): types: rbtree: resolve neel reusing problem + - [#852](https://github.com/c9s/bbgo/pull/852): feature: PositionModifier + - [#861](https://github.com/c9s/bbgo/pull/861): strategy/supertrend: re-organize exits part of config + - [#855](https://github.com/c9s/bbgo/pull/855): optimizeex: hyperparameter optimization tool + - [#856](https://github.com/c9s/bbgo/pull/856): exchange: FTX default fee + - [#857](https://github.com/c9s/bbgo/pull/857): optimizer: calculate equity diff from whole assets instead of first symbol + - [#854](https://github.com/c9s/bbgo/pull/854): fix: added SideEffectTypeAutoRepay to pivotshort take-profit order diff --git a/pkg/version/dev.go b/pkg/version/dev.go index e58e731f4..2efe51b81 100644 --- a/pkg/version/dev.go +++ b/pkg/version/dev.go @@ -2,7 +2,7 @@ package version -const Version = "v1.38.0-ae6c6c90-dev" +const Version = "v1.39.0-c786d7d3-dev" -const VersionGitRef = "ae6c6c90" +const VersionGitRef = "c786d7d3" diff --git a/pkg/version/version.go b/pkg/version/version.go index 19b391e0e..437d7935f 100644 --- a/pkg/version/version.go +++ b/pkg/version/version.go @@ -2,7 +2,7 @@ package version -const Version = "v1.38.0-ae6c6c90" +const Version = "v1.39.0-c786d7d3" -const VersionGitRef = "ae6c6c90" +const VersionGitRef = "c786d7d3"