austin362667
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f893c084d7
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bollmaker: clean up strategy
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2022-03-03 20:26:20 +08:00 |
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austin362667
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3173fa554b
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bollmaker: add position stack
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2022-03-03 17:20:02 +08:00 |
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Yo-An Lin
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2108003f9b
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Merge pull request #454 from zenixls2/fix/pnl
fix: #287 init environ before querying balance
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2022-02-23 11:46:11 +08:00 |
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zenix
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06e9450859
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feature: add cmd document
add documentation index
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2022-02-22 19:36:45 +09:00 |
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zenix
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52cc047673
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fix: #287 init environ before querying balance
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2022-02-22 14:32:35 +09:00 |
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c9s
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208a9bcb7d
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fix: fix context error handling
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2022-02-18 18:21:51 +08:00 |
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c9s
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849f2a248e
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ftx: check context error
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2022-02-18 15:35:58 +08:00 |
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c9s
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3a488a4c0f
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ftx: add ioc order test
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2022-02-18 14:50:54 +08:00 |
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c9s
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17034b2467
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ftx: fix ioc convert
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2022-02-18 14:10:21 +08:00 |
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c9s
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f6ebeeafc5
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ftx: cast time in force from the order result
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2022-02-18 14:07:29 +08:00 |
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c9s
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d0f1e2db04
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ftx: fix ftx ioc conversion
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2022-02-18 14:01:47 +08:00 |
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c9s
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fb9f8b484c
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max: remove ioc limit type
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2022-02-18 13:57:47 +08:00 |
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c9s
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0c09e6b32a
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use global timeInForce type
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2022-02-18 13:52:13 +08:00 |
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zenix
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20cccf57e5
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fix: NumFractionalDigits in legacy fixedpoint and dnum fixedpoint
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2022-02-17 12:45:06 +09:00 |
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zenix
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ced2afaed8
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fix: remove backup file in schedule strategy
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2022-02-16 18:32:02 +09:00 |
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zenix
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a3a262783f
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fix: set backtest cancel Delta to be 1e-11
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2022-02-15 18:59:10 +09:00 |
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zenix
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7455279517
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fix: #400 for int64 formating when exp <= 0
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2022-02-15 18:24:21 +09:00 |
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zenix
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8648528435
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fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests
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2022-02-15 14:55:19 +09:00 |
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zenix
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eb70410f80
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add back legacy implementation
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2022-02-15 12:01:39 +09:00 |
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zenix
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cdba7924b4
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fix backtest panic when cancel fail on the last order
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2022-02-15 12:01:39 +09:00 |
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zenix
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5315378b9e
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fix takerfeerate column and makerfeerate column issue in yaml
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2022-02-15 12:01:39 +09:00 |
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zenix
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fad85d0992
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fix binance test, outptu for support and xgap strategies
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2022-02-15 12:01:39 +09:00 |
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zenix
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05521a98b6
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add skeleton strategy. fix most of the tests. fix final asset value
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2022-02-15 12:01:39 +09:00 |
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zenix
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9978a3cf90
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fix unmarshal behavior to gain more precision
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2022-02-15 12:01:39 +09:00 |
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zenix
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abc1d535d8
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fix bollmaker, fix pnl issues
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2022-02-15 12:01:39 +09:00 |
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zenix
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105b085786
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fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint
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2022-02-15 12:01:39 +09:00 |
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zenix
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2ccc449657
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fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint
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2022-02-15 12:01:39 +09:00 |
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zenix
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d9450e823e
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fix all the fixedpoint use other than strategy
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2022-02-15 12:01:39 +09:00 |
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zenix
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b8bf2af14d
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fixedpoint for exchange and indicators, some fixes in types
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2022-02-15 12:01:38 +09:00 |
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zenix
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e221f54397
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add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value
change pnl report to use fixedpoint
fix: migrate kline to use fixedpoint
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2022-02-15 12:00:39 +09:00 |
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ankion
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98b4495d1f
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Fix: precision of futures trade data is incorrect.
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2022-02-14 10:32:13 +08:00 |
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c9s
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a2a7ef4f7a
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exchange: implement ExchangeOrderQueryService on max and binance
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2022-02-10 17:48:53 +08:00 |
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Andy Cheng
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f7fc7f64b4
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strategy: fix fixedpoint value compared to 0 problem
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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41c3b860b0
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strategy: rename callBackRatio to callbackRatio
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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a9b48ff138
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strategy: fix fixedpoint.Value compare to 0 problem
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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8b009a984a
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strategy: fix a bug when 'trailingStopControl' is not used
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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571c3834c5
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strategy: fix the JSON tag of 'CurrentHighestPrice'
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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769da1e77c
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strategy: rename 'trailingStopCallBackRatio' JSON tag to 'callBackRatio'
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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b48c7f40d7
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strategy: make TrailingStopCallBackRatio and MinimumProfitPercentage fixedpoint.Value
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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883f43a9ad
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strategy: construct trailingStopControl in the caller
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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60a4ab2f27
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strategy: save state on high price update and cancel trailing stop order on shutdown
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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1bd787f44c
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strategy: return the createdOrders objects instead in submitOrders()
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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f673fc30ad
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strategy: rename GenerateTrailingStopOrder() to GenerateStopOrder() in support strategy
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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2a8938fce0
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re-indent with tabs
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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66b042fea7
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strategy: trailing stop TP for support strategy
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2022-02-06 17:47:11 +08:00 |
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c9s
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bf8558e9ad
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bollmaker: add BuyBelowNeutralSMA option
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2022-02-01 01:40:51 +08:00 |
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c9s
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17187c70e7
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cmd: print realized profit in colored text
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2022-02-01 01:05:11 +08:00 |
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c9s
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c0beca78f5
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include terminal color for back-test report
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2022-02-01 01:00:26 +08:00 |
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c9s
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82adff338e
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cmd/backtest: calculate performance in quote asset
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2022-02-01 00:54:55 +08:00 |
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c9s
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f96c2e6271
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bbgo: add activated flag on trailing stop order
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2022-02-01 00:41:28 +08:00 |
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