5298 Commits

Author	SHA1	Message	Date
c9s	ee9a3269b6	indicator/v2: add SMA example	2023-07-11 10:31:20 +08:00
c9s	66dd5507d1	rename SMA2 to just SMA	2023-07-11 10:31:20 +08:00
c9s	1da94f55e9	Merge pull request #1226 from c9s/c9s/base-strategy ... REFACTOR: pull out base strategy struct	2023-07-10 17:50:12 +08:00
c9s	630b0d476d	scmaker: use dot import to use v2 indicator DSL	2023-07-10 17:17:46 +08:00
c9s	5853434aec	all: move v2 indicator to indicator/v2	2023-07-10 17:17:46 +08:00
c9s	f71fcdee23	Merge pull request #1225 from c9s/c9s/nested-persistence ... FEATURE: support nested persistence	2023-07-10 15:29:24 +08:00
c9s	3293866a6c	common: pull out RiskController	2023-07-10 15:27:36 +08:00
c9s	3b6cff8dc7	strategy: move risk control to common.Strategy	2023-07-10 15:24:07 +08:00
c9s	14664188a0	Merge pull request #1224 from c9s/c9s/google-spreadsheet ... FEATURE: add google spreadsheet service support	2023-07-10 11:10:49 +08:00
c9s	12bb22ae87	rsicross: remove unused funcs	2023-07-09 21:24:56 +08:00
c9s	5c88abe72f	add rsicross strategy	2023-07-09 21:23:42 +08:00
c9s	7c2de46273	pkg: rename base -> common	2023-07-09 19:55:36 +08:00
c9s	c9c058e717	base: simplify naming	2023-07-09 16:04:27 +08:00
c9s	62d394d183	all: moving common strategy functionality to strategy/base	2023-07-09 15:48:07 +08:00
c9s	0891859b98	dynamic: support nested persistence	2023-07-09 15:11:09 +08:00
c9s	5962742b43	all: integrate google spread sheet service	2023-07-09 13:17:39 +08:00
c9s	b47da70909	Merge pull request #1223 from c9s/c9s/google-spreadsheet	2023-07-07 18:35:23 +08:00
c9s	e41d720867	service/google: support reflect conversion	2023-07-07 14:52:25 +08:00
c9s	9bec294aa1	service/google: fix appendCells call	2023-07-07 13:36:31 +08:00
c9s	f9eba64816	xfunding: always sync funding fee	2023-07-06 16:02:37 +08:00
c9s	dc16e0c299	xfunding: reset LastFundingFeeTime	2023-07-06 15:58:42 +08:00
c9s	e8922a4c3a	xfunding: support transferIn with zero quantity	2023-07-05 17:18:28 +08:00
c9s	f505dda80f	xfunding: handle reset transfer when starting up	2023-07-05 16:59:10 +08:00
c9s	f6a3be6ff5	xfunding: improve checkAndRestorePositionRisks	2023-07-05 16:48:19 +08:00
c9s	bd347d5aa5	xfunding: log positionRisks	2023-07-05 16:48:19 +08:00
c9s	e4ababd39e	xfunding: fix spot order parameters	2023-07-05 16:48:19 +08:00
c9s	12aad7b292	xfunding: log spot balance	2023-07-05 16:48:19 +08:00
c9s	a766d88d60	xfunding: fix balance check	2023-07-05 16:48:19 +08:00
c9s	017278826b	xfunding: log failed order	2023-07-05 16:48:19 +08:00
c9s	34d42afbec	xfunding: fix syncSpotPosition cancel order issue	2023-07-05 16:48:18 +08:00
c9s	2813ede7ed	xfunding: fix transferOut, and de-leverage the trade amount from the caller	2023-07-05 16:48:18 +08:00
c9s	e82341b2bd	xfunding: add more transfer logs	2023-07-05 16:48:18 +08:00
c9s	5d0bdd19e3	xfunding: always transfer balance out when reducing the futures position	2023-07-05 16:48:18 +08:00
c9s	c818f79932	fix	2023-07-05 16:48:18 +08:00
c9s	84e9b03be7	xfunding: show balance	2023-07-05 16:48:18 +08:00
c9s	7904c73c53	xfunding: use closePosition option when only dust left in the futures position	2023-07-05 16:48:18 +08:00
c9s	d730340b7a	remove diff quantity check	2023-07-05 16:48:18 +08:00
c9s	b59b42c3fa	Merge branch 'feature/tri'	2023-07-05 16:47:01 +08:00
c9s	631203c89e	tri: update symbol file	2023-07-05 16:46:43 +08:00
c9s	05a8a7442c	Merge pull request #1221 from c9s/feature/tri ... FEATURE: add triangular arbitrate strategy as an example	2023-07-05 16:24:29 +08:00
c9s	f06e37c44f	tri: ignore test in dnum mode	2023-07-05 16:02:11 +08:00
c9s	1abb301af1	core: add order update trigger channel	2023-07-05 15:51:29 +08:00
c9s	e19aa8fa10	add tri strategy	2023-07-05 15:51:16 +08:00
c9s	b9b89756e2	Merge pull request #1220 from c9s/feature/scmaker-with-risk-control ... REFACTOR: refactor risk control with the order executor interface and mocks	2023-07-05 15:48:38 +08:00
c9s	01096829ae	bbgo: drop empty files	2023-07-05 15:30:15 +08:00
c9s	fbc49c28ef	types: add PriceVolume.Equals method	2023-07-05 15:30:08 +08:00
c9s	1ad10a9360	all: move trade collector to pkg/core	2023-07-05 15:26:36 +08:00
c9s	ff727ae495	all: use order executor extended interface to mock the risk tests	2023-07-04 22:07:31 +08:00
c9s	f1828beac8	all: move trade store and order store into pkg/core	2023-07-04 21:42:24 +08:00
c9s	1f98731636	riskcontrol: add doc to PositionRiskControl	2023-07-04 21:33:40 +08:00
c9s	adbb6d7f93	riskcontrol: move parameter order	2023-07-04 21:32:34 +08:00
c9s	c8ae36ddfc	riskcontrol: move release position order submission into the pos risk control	2023-07-04 21:31:47 +08:00
c9s	f6ad784583	Merge pull request #1219 from c9s/feature/scmaker-with-risk-control ... FEATURE: [scmaker] integrate risk control	2023-07-03 17:50:16 +08:00
c9s	0426c18757	scmaker: initialize order executor before we setup risk control	2023-07-03 17:39:42 +08:00
c9s	808d771748	Merge pull request #1218 from c9s/feature/scmaker-liq-skew ... FEATURE: [scmaker] add liquiditySkew support	2023-07-03 17:23:20 +08:00
c9s	ae3f371551	all: refactor risk control and integrate risk control into scmaker	2023-07-03 17:09:13 +08:00
c9s	3052dd5add	scmaker: add liquiditySkew support	2023-07-03 16:22:01 +08:00
Andy Cheng	b877d07f74	exit/hhllStop: log hhll detection instead of notify	2023-07-03 16:06:04 +08:00
c9s	532b6f783d	types: remove unused Interval1ms	2023-07-03 15:27:37 +08:00
c9s	ea130e434c	types,cmd: add IntervalMap type to refactor the interval code	2023-07-03 15:14:48 +08:00
c9s	d60dbe5e0b	refactor interval slice code and add sort test	2023-07-03 15:07:34 +08:00
c9s	471df81b29	bump version to v1.50.1	2023-07-02 14:14:06 +08:00
c9s	3f7710303f	fix .Indicators nil map	2023-07-02 14:13:24 +08:00
c9s	334204b46a	bbgo: add deprecation warning	2023-07-01 13:26:57 +08:00
Andy Cheng	2fe19119a7	exit/hhllStop: avoid using underscore in variable names	2023-06-30 14:10:25 +08:00
Andy Cheng	12e3e9b5f8	exit/hhllStop: readability	2023-06-30 14:03:46 +08:00
Andy Cheng	936a3c95d9	exit/hhllStop: readability	2023-06-30 13:55:07 +08:00
Andy Cheng	43c49aa41d	exit/hhllStop: readability	2023-06-30 13:51:47 +08:00
Andy Cheng	3c0ade57f8	exit/hhllStop: fix bugs	2023-06-30 13:42:10 +08:00
c9s	daec6b5f30	bump version to v1.50.0	2023-06-30 12:02:40 +08:00
c9s	3929eb2090	Merge pull request #1214 from c9s/refactor/bollmaker ... REFACTOR: [bollmaker] upgrade to indicator v2	2023-06-30 12:01:47 +08:00
c9s	e1affc746d	Merge pull request #1213 from c9s/feature/v2-indicator-set ... FEATURE: add v2 indicator set api	2023-06-30 12:01:03 +08:00
c9s	fe9038106d	types: wrap pendingRemoval with lock	2023-06-30 11:41:13 +08:00
c9s	085114b244	grid2: add warning message when failed to acquire the lock	2023-06-30 11:07:02 +08:00
c9s	0e2f69e837	bbgo: just use else condition	2023-06-30 11:05:03 +08:00
c9s	a3a1586e24	bbgo: add TestIndicatorSet_EWMA test	2023-06-30 11:02:42 +08:00
c9s	ea1025d790	indicator: implement Subscribe method on PriceStream	2023-06-30 10:58:25 +08:00
c9s	775ad7d906	indicator: improve kline stream backfill	2023-06-30 10:58:07 +08:00
c9s	dcb091cab1	bbgo: add TestIndicatorSet_closeCache test	2023-06-30 10:46:40 +08:00
c9s	9885a68537	bbgo: rename AddBackLog to BackFill	2023-06-30 10:38:38 +08:00
c9s	064932ea9d	indicator: add VOLUME api	2023-06-30 10:37:42 +08:00
c9s	b29c1aa972	bbgo: add warning	2023-06-30 10:35:34 +08:00
c9s	77e31e9274	types: split pendingRemoval lock scope	2023-06-30 01:12:10 +08:00
c9s	fc7edc5c80	grid2: call TryLock in updateGridNumOfOrdersMetricsWithLock	2023-06-30 01:05:18 +08:00
c9s	5c5543d78a	bbgo: when err == nil, should just return the created orders	2023-06-29 21:08:43 +08:00
c9s	e3be2a8af6	bollmaker: replace bollinger indicator with v2 indicator	2023-06-29 18:04:39 +08:00
c9s	f91a4c2979	indicator: simplify add klines	2023-06-29 17:55:55 +08:00
c9s	eafd777046	add indicators v2 api to session	2023-06-29 17:49:04 +08:00
c9s	dddf7c57ba	bbgo: add v2 indicator set	2023-06-29 17:44:36 +08:00
c9s	2d9890a18f	bump version to v1.49.0	2023-06-29 17:19:22 +08:00
c9s	8a89408f0f	Merge pull request #1212 from randych521/randy/feat/riskcontrol-for-mm ... FEATURE: add risk controls for strategies	2023-06-29 17:18:03 +08:00
c9s	ce40549e88	all: rename QueryOrderUntilSuccessful to QueryOrderUntilFilled	2023-06-29 17:17:32 +08:00
randy	9a98c4995e	Add two risk controls for strategies: postion and circuit break.	2023-06-29 16:52:35 +08:00
c9s	c6f7723620	bbgo: rename env ENABLE_MARKET_TRADE_STOP to DISABLE_MARKET_TRADE_STOP ... since we've set it default to true	2023-06-29 14:26:12 +08:00
c9s	3da145877f	Merge pull request #1206 from c9s/improve/concurrent-stop-loss ... IMPROVE: improve stop loss methods	2023-06-29 14:25:02 +08:00
c9s	c4bd5a8a13	Merge pull request #1210 from c9s/refactor/move-retry-funcs ... REFACTOR: move retry functions	2023-06-29 14:16:51 +08:00
c9s	2b65012b37	bbgo: openPosition should check if it's still closing	2023-06-29 13:29:31 +08:00
c9s	b6dba18f77	all: move retry functions to the retry package	2023-06-29 10:59:01 +08:00
c9s	131345a762	types: add TestPosition_SetClosing test	2023-06-28 18:13:11 +08:00
c9s	195ace63b0	check if it's in back testing mode	2023-06-28 18:11:00 +08:00