341 Commits

Author	SHA1	Message	Date
c9s	6e562e2ede	increase batch insert size to 1000 for klines ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-19 17:41:52 +08:00
c9s	6b26d5a956	config: clean up the support config	2022-06-19 17:24:47 +08:00
zenix	aa8d188d15	fix: rename useHeikinAshi to heikinAshi in config	2022-06-17 11:38:36 +09:00
zenix	f5007752b2	feature: add heikinashi support	2022-06-17 10:58:32 +09:00
なるみ	5799497a09	marketp: add marketcap strategy	2022-06-16 16:44:02 +08:00
Yo-An Lin	f9a18e04c2	Merge pull request #729 from c9s/improve/maxapi ... refactor: re-arrange maxapi files	2022-06-16 15:41:59 +08:00
c9s	4b14e7f7e5	refactor maxapi files	2022-06-16 15:22:36 +08:00
なるみ	8d9faff859	rebalance: validate symbols	2022-06-16 10:44:13 +08:00
なるみ	a4814951d4	rebalance: remove ignoreLock and simplify code	2022-06-16 01:33:28 +08:00
Yo-An Lin	e261d2c270	Merge pull request #714 from c9s/improve/sync-symbol-opt ... improve: support specifying session in the sync symbol	2022-06-14 14:34:23 +08:00
zenix	bf6726a529	fix: output color output to stderr	2022-06-14 14:41:41 +09:00
zenix	28d01486ee	clean: clean code, add comments, add more report on exit	2022-06-14 14:41:41 +09:00
c9s	f4c3573343	update sync config example	2022-06-14 13:03:37 +08:00
c9s	5949c7587e	make bounce short optional	2022-06-11 16:41:56 +08:00
c9s	3d0c0717ba	pivotshort: fix bounce short	2022-06-11 16:33:21 +08:00
c9s	ec68dc2f40	reimplement placeBounceSellOrders	2022-06-11 00:26:44 +08:00
c9s	46450c0122	pivotshort: rename pivotLength to window and update indicator manually	2022-06-10 15:34:57 +08:00
c9s	a9d2a9e57a	pivotshort: add breakLow.bounceRatio option	2022-06-10 11:36:04 +08:00
c9s	669b627521	add config/pivotshort_optimizer.yaml option	2022-06-10 02:42:16 +08:00
c9s	56f60bf1ab	fix roiTakeProfitPercentage comment	2022-06-10 02:40:15 +08:00
c9s	35a58268cf	pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume option	2022-06-10 02:39:14 +08:00
c9s	53913ede23	update pivotshort config	2022-06-10 01:24:15 +08:00
c9s	e575236db8	pivotshort: adjust shadow ratio calculation	2022-06-10 01:21:59 +08:00
c9s	9396ab9428	update pivotshort optimizer config	2022-06-10 00:02:47 +08:00
c9s	a8134561f5	pivotshort: add stopEMA	2022-06-09 18:16:32 +08:00
c9s	aa2ba265f1	pivotshort: refactor and add more fix	2022-06-09 17:36:22 +08:00
c9s	d032aa6699	add optimizer for pivotshort	2022-06-09 13:20:51 +08:00
c9s	a5e2c84434	add ETHUSDT for testing pivotshort	2022-06-09 12:34:23 +08:00
austin362667	3c40f9e90e	pivotshort: improve market sell when breaks previous pivot low only ... pivotshort: improve market sell when breaks previous pivot low only	2022-06-09 12:34:22 +08:00
c9s	c1c2b03c90	add release test script	2022-06-08 15:10:43 +08:00
c9s	d7e41648e2	add dca config	2022-06-08 12:41:22 +08:00
Andy Cheng	34465fac89	Merge pull request #653 from andycheng123/strategy/supertrend ... strategy: add supertrend strategy	2022-06-07 16:25:49 +08:00
Yo-An Lin	16e9535b8c	Merge pull request #638 from austin362667/strategy/f1 ... strategy: add fmaker	2022-06-07 12:24:26 +08:00
austin362667	fcdc26e188	pivotshort: add init place order	2022-06-04 02:31:04 +08:00
c9s	6ceb54679a	add websocket log prefix	2022-06-04 00:39:24 +08:00
c9s	0b896e667f	add GMTUSDT pivoshot config with binance margin	2022-06-04 00:19:12 +08:00
austin362667	5ca651a9b4	pivotshort: clean up field name	2022-06-03 23:28:48 +08:00
austin362667	af2d88d9a3	pivotshort: add immediate market sell	2022-06-03 23:23:26 +08:00
austin362667	9dab39849b	pivotshort: clean up	2022-06-03 16:38:06 +08:00
austin362667	2aac5bb273	pivotshort: improve post order & add margin	2022-06-03 15:48:49 +08:00
c9s	5d98674ab5	fix withdraw sync and improve withdraw string format	2022-06-02 13:56:24 +08:00
c9s	165b4fdb20	binance: remove loop from the withdraw history api	2022-06-02 02:31:46 +08:00
c9s	35ac5e1671	service/order: remove unused queryLast method	2022-06-02 02:13:42 +08:00
c9s	b070952b32	service/sync: rewrite trade sync with syncTask	2022-06-01 19:40:30 +08:00
Andy Cheng	adbea7d4d0	strategy: add comments to supertrend config	2022-05-31 17:48:25 +08:00
Andy Cheng	6285e145a7	strategy: margin side effect	2022-05-31 15:46:55 +08:00
Andy Cheng	a5124c743f	strategy: supertrend strategy TP/SL	2022-05-31 12:53:14 +08:00
c9s	e66eb08db4	batch: refactor batch query	2022-05-31 00:59:33 +08:00
Andy Cheng	7c98fca0c2	strategy: supertrend strategy doc	2022-05-30 17:02:20 +08:00
Andy Cheng	d72a4e8e94	strategy: supertrend strategy config example	2022-05-30 16:48:07 +08:00
Zenix	8652b4e043	Merge pull request #633 from zenixls2/fix/ewo_entry ... Fix/ewo entry, backtest	2022-05-30 15:47:46 +09:00
zenix	e3a8ef4e69	fix: statistics on entry/exit on signal changes, fix position check	2022-05-30 12:45:52 +09:00
austin362667	c904f9f0f7	strategy: add fmaker ... fmaker: cleanup	2022-05-29 21:39:11 +08:00
c9s	70f0dccb9f	binance: convert loans and repays to global types	2022-05-29 11:52:25 +08:00
Yo-An Lin	5c5a88fe0e	Merge pull request #636 from c9s/feature/max-margin-wallet ... fix: max: fix trades/orders parsing	2022-05-27 19:55:22 +08:00
c9s	c891cc56e3	max: fix trades/orders parsing	2022-05-27 19:48:03 +08:00
Yo-An Lin	fd10408fdb	Merge pull request #635 from c9s/feature/max-margin-wallet ... feature: max margin wallet	2022-05-27 16:55:30 +08:00
Yo-An Lin	424c235b43	Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread ... feature: bollmaker dynamic spread	2022-05-27 16:55:20 +08:00
Andy Cheng	6a5268de9b	strategy: update bollmaker config	2022-05-27 16:51:11 +08:00
c9s	4d8ea7d979	max: log adratio	2022-05-25 20:34:25 +08:00
zenix	e81216e678	fix: TP compare direction in ewo, feature: add trade report fro ewo, fix: db lock on insertion in sqlite3	2022-05-25 16:11:19 +09:00
zenix	99122f44bc	fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34	2022-05-24 23:05:01 +09:00
zenix	dbe0fbcd4c	fix: split implementation, fix code comments, add explanation on ewo params	2022-05-24 16:19:00 +09:00
Andy Cheng	f452f8eb94	strategy: update bollmaker config	2022-05-24 11:19:50 +08:00
c9s	01d1ef2255	update grid config for testing	2022-05-22 02:40:52 +08:00
c9s	f06ec76618	backtest: check quoteQuantity only when price is given	2022-05-22 01:19:43 +08:00
c9s	62de3a43ed	ci: add backtest sync test to ci flow	2022-05-20 18:07:58 +08:00
c9s	95c9fe4502	return metrics as a optimizer result	2022-05-20 01:42:32 +08:00
c9s	f984be8ced	add bollmaker_optimizer config	2022-05-19 20:39:09 +08:00
c9s	b4b4546220	sort metrics	2022-05-19 20:36:56 +08:00
c9s	b3da6caddb	optimizer: fix op builder	2022-05-19 20:31:25 +08:00
c9s	11ad34e9f7	add optimizer config	2022-05-19 18:27:05 +08:00
Andy Cheng	4aca905170	strategy: update bollmaker config	2022-05-18 14:56:39 +08:00
Andy Cheng	b41cef4bd7	strategy: use scale for dynamic spread	2022-05-18 14:31:59 +08:00
austin362667	8e93118ba6	config: add pivotshort yaml	2022-05-17 19:18:21 +08:00
austin362667	62d11181a4	pivotshort: clean up	2022-05-17 19:18:21 +08:00
austin362667	2c4a52ba30	pivot: fix futures & spot clean up ... pivot: clean up	2022-05-17 19:18:21 +08:00
austin362667	8ab696deaa	pivotshort: rename strategy & fix pivot indicator	2022-05-17 19:18:21 +08:00
austin362667	1a441425b5	strategy: pivot: add shadow TP ... strategy: pivot: add shadow TP	2022-05-17 19:18:21 +08:00
austin362667	60a8c1f42b	WIP: strategy: pivot: pivot low shorting strategy	2022-05-17 19:18:21 +08:00
Andy Cheng	0e76a90ee4	strategy: clearer comment format for dynamic spread in config	2022-05-17 10:58:12 +08:00
Zenix	356ec71570	Merge pull request #610 from zenixls2/feature/liveSLTP ... feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…	2022-05-16 20:41:15 +09:00
Andy Cheng	686a358c6e	strategy: update bollmaker config	2022-05-16 13:10:48 +08:00
zenix	2e53bae0d0	update: config for ewo	2022-05-13 23:02:30 +09:00
zenix	ee27a02459	revert bollmaker default trading pair changes	2022-05-13 22:56:46 +09:00
c9s	e950ee9559	add wall strategy	2022-05-12 22:51:39 +08:00
zenix	2e79cb9fc8	fix: update old configs	2022-05-12 21:14:51 +09:00
zenix	aa2dba5dfe	fix: ewo strategy sample config	2022-05-09 15:06:43 +09:00
c9s	17928986b8	remove persistence redis setting from bollmaker	2022-05-05 17:53:24 +08:00
c9s	ee621e6d4a	add xnav config	2022-05-04 16:21:53 +08:00
zenix	4eab82ee7b	feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc	2022-04-28 20:09:15 +09:00
c9s	7b2398ce39	autoborrow: use margin level instead of margin ratio	2022-04-25 19:05:16 +08:00
c9s	a57a238e09	bbgo: add more sync options	2022-04-25 17:18:42 +08:00
c9s	c70317af2b	add autoborrow strategy	2022-04-23 15:00:04 +08:00
austin362667	7f63938a50	config: add factorzoo yaml	2022-04-20 18:10:27 +08:00
Yo-An Lin	d6755d7ca0	Merge pull request #512 from zenixls2/feature/elliott_wave ... strategy: elliott wave oscillator	2022-04-15 15:53:24 +08:00
c9s	84c34f1d50	config: add sessions to the backtest config	2022-04-15 11:45:01 +08:00
zenix	4ee73149c1	feature: add heikinashi	2022-04-14 19:58:05 +09:00
zenix	2f51441256	fix: remove smartstop. use dynamic stoploss. improve profit and lower the lost	2022-04-13 21:10:07 +09:00
zenix	574c5b77b1	fix: improve order tracking in ewo, and more filters for the noise	2022-04-13 21:10:07 +09:00
zenix	fcf29f7e11	fix: doing some performance tuning	2022-04-13 21:10:07 +09:00
zenix	66a401f93f	feature: add sample config for ewo	2022-04-13 21:10:07 +09:00
zenix	42a3737f2e	fix: use series in ewo to predict values	2022-04-13 21:10:07 +09:00
なるみ	83e37f52a8	Rebalance on kline closed	2022-03-24 12:50:40 +08:00
zenix	39572c5fe0	fix: remove maker/buyer/taker/sellerCommission	2022-03-07 14:32:00 +09:00
zenix	25b5eddc03	feature: add multiple exchange support in backtest ... fix: change doc, since --exchange removed from backtest fix: test for config changes	2022-03-07 13:18:56 +09:00
zenix	05521a98b6	add skeleton strategy. fix most of the tests. fix final asset value	2022-02-15 12:01:39 +09:00
Andy Cheng	41c3b860b0	strategy: rename callBackRatio to callbackRatio	2022-02-06 17:47:14 +08:00
Andy Cheng	16f811f48f	strategy: support strategy doc	2022-02-06 17:47:14 +08:00
c9s	c0b8c36222	config: update bollmaker config	2022-02-01 01:43:12 +08:00
c9s	f96c2e6271	bbgo: add activated flag on trailing stop order	2022-02-01 00:41:28 +08:00
c9s	c7ce59cd6f	config: add more doc to the config	2022-01-31 01:52:47 +08:00
c9s	36b0db6cc8	config: update schedule strategy config	2022-01-31 01:46:02 +08:00
c9s	bed03dbd17	schedule: refactor and improve schedule strategy with QuantityOrAmount struct	2022-01-31 01:42:21 +08:00
c9s	bcb33f6887	config: update trailing stop usage doc	2022-01-31 00:18:52 +08:00
c9s	f49b7165d8	bollmaker: fix MinNotional adjustment	2022-01-27 19:56:10 +08:00
c9s	eec26663c5	update bollmaker config	2022-01-27 19:17:00 +08:00
c9s	30a9a5849f	add user data stream sync config	2022-01-27 09:34:04 +08:00
c9s	78c8cb1362	add dynamicExposurePositionScale to the sample config	2022-01-27 08:52:27 +08:00
c9s	aaec79eec9	add sync config example	2022-01-27 08:43:44 +08:00
austin362667	904e7c03ad	strategy: cleanup funding strategy ... strategy: cleanup funding strategy	2022-01-15 08:28:02 +08:00
austin362667	d0e26c66e4	strategy: add funding strategy	2022-01-15 08:28:02 +08:00
c9s	c6a20b0d53	config/bollmaker.yaml: add persistence config	2022-01-09 23:45:33 +08:00
c9s	ba7328f025	config: move disableShort and add more description	2022-01-09 22:53:35 +08:00
c9s	10e21d5a8f	config: change default exchange	2022-01-09 22:49:54 +08:00
c9s	51aa45a077	config: add config doc	2022-01-09 22:48:34 +08:00
c9s	4cdb5b607b	rename bollpp to bollmaker	2022-01-09 01:20:47 +08:00
c9s	567f0c8b59	update bollpp config	2022-01-08 02:40:34 +08:00
c9s	1652c17e33	config: clean up xmaker config	2022-01-01 01:06:08 +08:00
c9s	dcdf33e2c9	xmaker: pull out notifyTrade to a single callback	2021-12-27 00:12:35 +08:00
c9s	05a0745d08	fix InitExchange for publicOnly session	2021-12-26 15:29:42 +08:00
c9s	30a7ca1ce1	rename gap to xgap	2021-12-26 15:13:51 +08:00
なるみ	41d4001872	Add log	2021-12-22 01:59:25 +08:00
Yo-An Lin	1ab20e6397	Merge pull request #381 from narumiruna/maxamount ... strategy: rebalance: adjust quantity by max amount	2021-12-21 20:20:44 +08:00
なるみ	531805a449	Adjust quantity by max amount	2021-12-20 23:46:22 +08:00
Andy Cheng	e4bdb1de06	strategy: allow setting the interval and the window for trigger MA	2021-12-19 18:28:47 +08:00
Andy Cheng	4416a96194	doc: remove obsolete back-testing commission options	2021-12-17 14:41:40 +08:00
Andy Cheng	0e82bf630f	doc: update support strategy	2021-12-16 19:32:35 +08:00
Andy Cheng	debd5b3bf2	doc: issue #281	2021-12-16 18:35:44 +08:00
Andy Cheng	634b722044	doc: support strategy	2021-12-16 18:30:38 +08:00
Yo-An Lin	d531e041dd	Merge pull request #357 from narumiruna/rebalance ... feature: add portfolio rebalancing strategy	2021-12-14 12:01:07 +08:00
なるみ	f320d78f2f	Refactor	2021-12-14 02:18:08 +08:00
Andy Cheng	5a6ff7ebb7	doc: fix tg doc, needs no notification: block	2021-12-13 11:43:05 +08:00
なるみ	f494a0f514	Initial commit of rebalance strategy	2021-12-13 05:19:44 +08:00
Andy Cheng	8fdd8873c8	config: add pricealert-tg.yaml	2021-12-09 20:23:40 +08:00
c9s	f6937b03e0	adjust default grid parameters	2021-12-05 02:51:08 +08:00
c9s	df683bdf56	use position to calculate the pnl	2021-12-05 02:17:15 +08:00
c9s	e835e63c9b	add persistence settings to bollpp config	2021-10-18 00:57:23 +08:00
c9s	d6b707c832	bollpp: fix order quantity	2021-10-18 00:56:22 +08:00
c9s	0bd32094ee	bollpp: improve bolling ping pong maker	2021-10-18 00:42:01 +08:00