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9,074 Commits 61 Branches 138 Tags 188 MiB
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92 Commits

Author SHA1 Message Date
c9s
7506fb63a8
refactor account value calculator 2024-10-05 14:22:13 +08:00
c9s
6079e7b06a
all: refactor NewAccountValueCalculator 2024-10-05 13:09:31 +08:00
Andy Cheng
1130417401
fix/supertrend: use strconv instead of fmt 2023-08-04 11:07:20 +08:00
Andy Cheng
bc4eae5e39
improve/supertrend: Switch of outputting patameters in profit report 2023-07-17 11:19:10 +08:00
Andy Cheng
1a90cd0322
improve/profitStatsTracker: rename InitOld() to InitLegacy() 2023-07-11 10:48:29 +08:00
Andy Cheng
4c1639cf00
fix/profitStatsTracker: market is initiated after strategy Subscribe() 2023-07-11 10:48:28 +08:00
Andy Cheng
ae7ae27d82
improve/profitStatsTracker: rename ProfitTracker to ProfitStatsTracker 2023-07-11 10:48:28 +08:00
Andy Cheng
bcbb27de79
improve/profitTracker: subscribe kline in strategy Subscribe() 2023-07-11 10:48:28 +08:00
Andy Cheng
80170e0397
improve/profitTracker: do not bind in order executor 2023-07-11 10:48:28 +08:00
Andy Cheng
5513330816
feature/profitTracker: fix bugs 2023-07-11 10:48:28 +08:00
Andy Cheng
027acfe3b5
feature/profitTracker: integrate profit report with profit tracker 2023-07-11 10:48:28 +08:00
Andy Cheng
a197352c6e
feature/profitTracker: use profitTracker in Supertrend strategy 2023-07-11 10:48:28 +08:00
Andy Cheng
6b46b1e01e
Merge branch 'main' into profit-report-parameter 2023-06-15 17:28:02 +08:00
c9s
c9c13b2013
all: replace all Index(i) callers 2023-06-01 07:46:50 +08:00
c9s
5515f588e3
all: add parameter index to the Last method 2023-05-31 19:35:44 +08:00
Andy Cheng
f864cc895c
feature/profitReport: accumulated profit report as a package 2023-05-11 14:54:45 +08:00
Andy Cheng
b148a02491
strategy/supertrend: add net profit 2023-05-08 13:43:25 +08:00
Andy Cheng
4b2c5198fa
strategy/supertrend: add strategy parameter fields in profit report 2023-04-26 10:32:43 +08:00
Andy Cheng
9f8576bb38
improve/supertrend: different way to calculate order amount for backtesting 2023-04-20 18:37:48 +08:00
Andy Cheng
1fb6e79090
improve/supertrend: fix typo 2023-04-20 18:11:47 +08:00
Andy Cheng
4b8adf6ed5
improve/supertrend: adding opposite position amount to the order amount instead of closing opposite position 2023-04-20 17:53:20 +08:00
Andy Cheng
aa492a05a1 fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal 2022-10-07 13:48:16 +08:00
c9s
8a50474ad1
all: add context parameter to Sync() 2022-10-03 18:45:24 +08:00
c9s
59287b5116
all: support context isolation 2022-10-03 16:01:08 +08:00
Fredrik
386ab1f6f3 refactor draw on supertrend 2022-09-11 09:48:08 +02:00
Fredrik
3a188aa66a rename variables 2022-09-11 08:44:59 +02:00
Fredrik
e02840e08d Feature: draw pnl 2022-09-11 01:19:23 +02:00
Yo-An Lin
e86df62daf
Merge pull request #925 from c9s/feature/open-position 
feature: order executor open position method
 2022-09-09 17:58:12 +08:00
c9s
8dca24e9ee
all: solve cyclic import 2022-09-09 17:40:17 +08:00
c9s
2e95246687
bbgo: add OpenPosition method 2022-09-09 13:57:39 +08:00
Andy Cheng
6ca1a80cf9 strategy/supertrend: use ma by day instead of by trade 2022-09-07 18:27:11 +08:00
c9s
5953fe49d1
all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
Andy Cheng
6176c06002 strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct 2022-08-24 13:58:30 +08:00
Andy Cheng
978db22c0a strategy/supertrend: accumulated daily profit uses its own window config 2022-08-24 11:23:48 +08:00
Andy Cheng
592eae8c3c strategy/supertrend: output by interval 2022-08-23 18:43:13 +08:00
Andy Cheng
2b638d1f8f strategy/supertrend: use pkg/data/tsv for tsv output 2022-08-16 15:49:08 +08:00
Andy Cheng
f7feb7e0fc strategy/supertrend: output acc. profit report to tsv file 2022-08-16 14:42:04 +08:00
Andy Cheng
5455ae810b strategy/supertrend: only show nterval profit report in backtesting 2022-08-08 17:42:21 +08:00
Andy Cheng
c6407e92c8 strategy/supertrend: supertrend indicator adapted new indicator API 2022-08-08 13:07:59 +08:00
Andy Cheng
9d0eecc5bc strategy/supertrend: linreg adapted new indicator API 2022-08-08 12:43:38 +08:00
Andy Cheng
737f6e99ba strategy/supertrend: use CalculateQuoteQuantity() in strategy 2022-08-05 16:28:42 +08:00
Andy Cheng
b564e69f82 strategy/supertrend: add CalculateQuoteQuantity() 2022-08-05 15:59:20 +08:00
Andy Cheng
eb57e80119 strategy/supertrend: different qty calculation for spot and leveraged 2022-08-05 15:11:15 +08:00
Andy Cheng
550f2f3fd7 strategy/supertrend: adapt risk.AccountValueCalculator 2022-08-05 11:47:36 +08:00
Andy Cheng
9369ad3155 strategy/supertrend: adapt SetIntervalProfitCollector 2022-08-04 10:39:52 +08:00
Andy Cheng
5d1bfc6010 strategy/supertrend: add last period accumulated profit report 2022-08-03 15:31:20 +08:00
Andy Cheng
dc9ecdd6ca strategy/supertrend: add accumulated profit SMA report 2022-08-03 14:04:30 +08:00
Andy Cheng
07959c8862 strategy/supertrend: fix exit methods problem 2022-07-25 14:11:55 +08:00
Andy Cheng
1b5dc309f0 strategy/supertrend: fix double dema initialization problem 2022-07-11 13:37:01 +08:00
Yo-An Lin
eacbd13e6b
Merge pull request #810 from andycheng123/fix/supertrend-strategy 2022-07-08 21:03:01 +08:00