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 |
|
c9s
|
4c061439d3
|
rename buyandhold to pricedrop
|
2021-10-14 13:10:00 +08:00 |
|
c9s
|
7119378ac0
|
add bollpp config
|
2021-10-14 12:53:46 +08:00 |
|
c9s
|
6e7f12ca9f
|
rename trailingstop to emastop
|
2021-10-14 12:04:56 +08:00 |
|
c9s
|
764a8be46a
|
adjust grid backtest parameters
|
2021-10-13 10:43:56 +08:00 |
|
c9s
|
291a2edbaa
|
fix etf config format
|
2021-08-26 11:47:51 +08:00 |
|
c9s
|
14d6a71127
|
add etf config example
|
2021-08-26 11:37:20 +08:00 |
|
c9s
|
41daea9e05
|
config: update support example configs
|
2021-06-01 01:39:22 +08:00 |
|
c9s
|
b27a840607
|
add interval setting
|
2021-05-12 01:29:43 +08:00 |
|
c9s
|
4c1d2b60a9
|
add xbalance example
|
2021-05-12 01:18:18 +08:00 |
|
c9s
|
6c34ed2d71
|
increase date range
|
2021-05-08 01:04:48 +08:00 |
|
c9s
|
28b918b3f9
|
adjust balance config and grid parameters
|
2021-05-08 01:03:50 +08:00 |
|
c9s
|
3501e8f5fd
|
refactor backtest, add BootstrapBacktestEnvironment
|
2021-05-08 00:14:25 +08:00 |
|
c9s
|
7c57246070
|
add TWD balance
|
2021-05-05 16:59:30 +08:00 |
|
c9s
|
503ce42a8d
|
adjust backtest time range
|
2021-05-05 16:56:49 +08:00 |
|
Yo-An Lin
|
76bf6edffc
|
add more comments to the schedule parameters
|
2021-05-03 00:14:12 +08:00 |
|
c9s
|
885d6c1a9d
|
add schedule config for ethusdt and btcusdt
|
2021-05-03 00:10:29 +08:00 |
|
Yo-An Lin
|
4e75557c0f
|
update schedule config
|
2021-05-03 00:07:46 +08:00 |
|
c9s
|
103095a986
|
add schedule config example
|
2021-05-03 00:06:24 +08:00 |
|
c9s
|
5de221524f
|
adjust state and reset per day
|
2021-03-22 18:48:18 +08:00 |
|
c9s
|
e86f29b7cc
|
add gap strategy
|
2021-03-22 17:32:21 +08:00 |
|
c9s
|
814a77ea39
|
xmaker: improve balance checking
|
2021-03-21 12:55:33 +08:00 |
|
c9s
|
e22a2caade
|
add basic risk control to the xmaker config
|
2021-03-21 12:55:33 +08:00 |
|
c9s
|
bc620601f6
|
add xmaker config files
|
2021-03-21 12:55:33 +08:00 |
|
Larry850806
|
a77bd1d74c
|
Remove unused symbols in backtest
|
2021-03-03 14:43:49 +08:00 |
|
c9s
|
83111c9eb9
|
test exponential scale with reverse range
|
2021-02-28 12:12:03 +08:00 |
|
c9s
|
3c9bcd8c9d
|
add more margin order side effect alias
|
2021-02-28 12:00:51 +08:00 |
|
c9s
|
99f236d2e0
|
integrate quantity scale into support strategy and grid strategy
|
2021-02-28 11:57:25 +08:00 |
|
c9s
|
b158884708
|
add long flag to the sample config
|
2021-02-20 11:52:56 +08:00 |
|
c9s
|
b207663732
|
add config for testing support strategy
|
2021-02-20 10:32:43 +08:00 |
|
c9s
|
f8378957ee
|
add more checks for bollgrid
related to #93
|
2021-02-13 16:03:31 +08:00 |
|
Yo-An Lin
|
7aa6b60fbc
|
Update and rename movingstop.yaml to trailingstop.yaml
|
2020-12-31 17:18:25 +08:00 |
|
Yo-An Lin
|
ff5378bc51
|
Update grid-usdttwd.yaml
|
2020-12-31 14:02:10 +08:00 |
|
Yo-An Lin
|
ce83285893
|
Update grid-usdttwd.yaml
|
2020-12-31 13:56:12 +08:00 |
|
c9s
|
39868a99bc
|
add usdttwd grid config
|
2020-12-31 13:54:17 +08:00 |
|
c9s
|
43c8b03da9
|
reconfigure price range
|
2020-12-29 18:32:59 +08:00 |
|
c9s
|
f485c1ba7f
|
fix grid strategy order placing
|
2020-12-29 18:18:32 +08:00 |
|
c9s
|
97375da875
|
delete cached config/bbgo.yaml
|
2020-12-17 15:38:34 +08:00 |
|
c9s
|
16c873ce7d
|
update readme for helm chart usage
|
2020-12-17 15:31:00 +08:00 |
|
c9s
|
bee06ea192
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chart: load secrets into env vars
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2020-12-17 14:09:22 +08:00 |
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c9s
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f604e3c3c9
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include ETHUSDT in backtest
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2020-12-14 14:40:50 +08:00 |
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c9s
|
cabd8f8dcb
|
improve buyandhold strategy
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2020-12-14 14:21:02 +08:00 |
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c9s
|
c5d002a0b0
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fix market data kline registration
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2020-12-05 13:32:41 +08:00 |
|
Yo-An Lin
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535e07cf25
|
Create movingstop.yaml
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2020-12-05 10:23:42 +08:00 |
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ricotoothless
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6ab7b04a90
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fix: backtest endTime
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2020-11-26 22:53:23 +08:00 |
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Yo-An Lin
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0e16434e24
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Delete grid-max.yaml
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2020-11-12 17:03:15 +08:00 |
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c9s
|
63bfaccc4e
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update config
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2020-11-12 16:34:57 +08:00 |
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c9s
|
1a6f5b99ae
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bollgrid: submit orders on connect
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2020-11-12 16:31:09 +08:00 |
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c9s
|
fc9409673f
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add graceful shutdown
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2020-11-12 14:50:21 +08:00 |
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c9s
|
de2a8d6adc
|
update grid backtest date range
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2020-11-12 12:55:54 +08:00 |
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c9s
|
6740541bcd
|
improve bollgrid
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2020-11-12 08:28:59 +08:00 |
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c9s
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4dfc0039e5
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add bollgrid config
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2020-11-11 23:19:08 +08:00 |
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c9s
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b2cd595069
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grid: rename baseQuantity to just quantity
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2020-11-11 17:55:16 +08:00 |
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c9s
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04f6da3cb8
|
add traditional grid strategy
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2020-11-10 19:06:20 +08:00 |
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c9s
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4a2a542222
|
refactor basic risk controller
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2020-11-09 14:56:54 +08:00 |
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c9s
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6bd3573287
|
add exchange field in the table so that we can reuse the kline objects for backtest
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2020-11-08 12:13:34 +08:00 |
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c9s
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4b0bab31fb
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Merge branch 'feature/backtest' into main
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2020-11-07 20:34:55 +08:00 |
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c9s
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641784e1b1
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calculate pnl after the backtest
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2020-11-07 20:34:34 +08:00 |
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c9s
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a4a9067c6a
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integrate matching engine with backtest exchange
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2020-11-07 19:57:36 +08:00 |
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c9s
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573a082391
|
add flashcrash strategy
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2020-11-07 12:02:15 +08:00 |
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c9s
|
b13a2deec5
|
emit klines and setup account balances
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2020-11-07 03:18:05 +08:00 |
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c9s
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22a214328d
|
implement backtest command, stream and add backtest config
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2020-11-07 02:57:50 +08:00 |
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c9s
|
b86b74effb
|
fix max kline parsing
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2020-11-05 15:04:56 +08:00 |
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c9s
|
c54c0788ab
|
rewrite grid strategy trigger
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2020-11-05 14:27:22 +08:00 |
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c9s
|
8e0b5d11a7
|
add max grid config and fix max price formatting
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2020-10-31 20:38:20 +08:00 |
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c9s
|
64286bf198
|
adjust default grid parameters
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2020-10-31 18:29:58 +08:00 |
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c9s
|
fed9ec7a44
|
add grid config
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2020-10-31 18:29:58 +08:00 |
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c9s
|
67446670ac
|
finalize swing strategy and fix trade reporter issue
|
2020-10-28 17:48:16 +08:00 |
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c9s
|
2680ad5072
|
refactor environment, market data store, injection and add swing strategy
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2020-10-28 17:48:16 +08:00 |
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c9s
|
e2df24f31c
|
support standard indicatorset
|
2020-10-28 09:43:19 +08:00 |
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c9s
|
6dcb6df7c1
|
add minimal config for example
|
2020-10-27 20:38:56 +08:00 |
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c9s
|
b3eaf832af
|
Add pricealert strategy for demonstrating notification
|
2020-10-27 13:54:39 +08:00 |
|
c9s
|
8453e95300
|
configure channel routers
|
2020-10-27 09:38:29 +08:00 |
|
c9s
|
922da31afd
|
drop legacy config structure
|
2020-10-27 00:44:07 +08:00 |
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c9s
|
e57ab039d1
|
document the baseQuantity
|
2020-10-26 22:26:01 +08:00 |
|
c9s
|
085d02bee4
|
clean up strategy code since we can loaded from the config
|
2020-10-26 22:04:48 +08:00 |
|
c9s
|
c324a791f6
|
refactor and configure risk control order executor
|
2020-10-26 21:36:47 +08:00 |
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c9s
|
a4b6a5f923
|
load order executor config
|
2020-10-26 17:57:28 +08:00 |
|
c9s
|
502e5bdc04
|
load exchange sessions dynamically
|
2020-10-26 17:00:17 +08:00 |
|
c9s
|
7764560f3d
|
add buyandhold config
|
2020-10-26 17:00:07 +08:00 |
|
c9s
|
19f259111d
|
improve config loading by adding unmarshal yaml method
|
2020-10-26 15:33:25 +08:00 |
|
c9s
|
aa6ccbf905
|
refactor xpuremaker strategy
|
2020-10-26 10:08:58 +08:00 |
|
c9s
|
308427416a
|
Add more exchange order features
- use uuid for client order id
- add stop limit and stop market order types
- add order convert functions
- improve submit orders
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
0d570dd4c8
|
Add sample config for xpuremaker
|
2020-10-25 18:32:48 +08:00 |
|
c9s
|
1e12de28da
|
Add xpuremaker skeleton
|
2020-10-25 18:32:46 +08:00 |
|
c9s
|
9ce9ecc910
|
compile local strategies into the wrapper binary
|
2020-10-24 15:38:13 +08:00 |
|
c9s
|
6e033461bb
|
use the time of the first trade as the report start time
|
2020-10-23 14:09:05 +08:00 |
|
c9s
|
c9f5d51556
|
confgi: fix []interface parsing issue
|
2020-10-23 14:01:45 +08:00 |
|
c9s
|
9127913370
|
improve parsing for one or more string slice
|
2020-10-23 13:50:17 +08:00 |
|
c9s
|
9c751f377a
|
import buyandhold strategy
|
2020-10-22 16:04:37 +08:00 |
|
c9s
|
ea3e9e7d05
|
add per-session-based trade reporter
|
2020-10-22 10:54:03 +08:00 |
|
c9s
|
978dc4be67
|
add bbgo yaml config file
|
2020-10-10 12:23:05 +08:00 |
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