Commit Graph

507 Commits

Author SHA1 Message Date
narumi
01ecb58536 add xtemplate strategy 2023-09-28 13:53:22 +08:00
c9s
9fffa4a47f
add atrpin strategy 2023-09-26 15:32:55 +08:00
Edwin
50bfd8ee0e pkg/exchange: add time to SliceOrderBook 2023-09-01 17:54:40 +08:00
c9s
c55a6a46af
deposit2transfer: check confirmation for deposits 2023-08-08 11:20:17 +08:00
c9s
430b22f5e9
cmd: register convert strategy 2023-08-05 02:00:22 +08:00
c9s
b9616a0805
add TradeCollector.Process() log message 2023-07-12 17:16:46 +08:00
c9s
5c88abe72f
add rsicross strategy 2023-07-09 21:23:42 +08:00
c9s
1ad10a9360
all: move trade collector to pkg/core 2023-07-05 15:26:36 +08:00
c9s
f1828beac8
all: move trade store and order store into pkg/core 2023-07-04 21:42:24 +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
02fa4d822a
cmd: fix persistent flags method call 2023-06-27 16:32:46 +08:00
c9s
37da9dee0e
cmd: add log formatter option and refactor the logrus setup code 2023-06-27 16:30:46 +08:00
c9s
e8fe8082cc
cmd: remove ftx options 2023-06-27 16:17:00 +08:00
c9s
40f8283616
scmaker: basic prototype 2023-06-14 17:25:23 +08:00
c9s
c9ee4e52cc
xalign: add xalign strategy 2023-06-08 17:02:05 +08:00
c9s
e23f4b5114
bitget: minimize api client code 2023-05-17 14:26:25 +08:00
c9s
177610266d
cmd: add exchangetest cmd and document NewWithEnvVarPrefix 2023-05-16 18:15:27 +08:00
c9s
a9b0270390
bbgo: add context to LoadState 2023-04-25 18:30:23 +08:00
c9s
6ea399dc8e
all: rename types.MarginHistory to types.MarginHistoryService 2023-03-26 00:53:43 +08:00
c9s
12b9775eb3
rename funding to xfunding 2023-03-22 21:17:33 +08:00
c9s
2fbe90b1e7
bbgo: fix: pass isolated context to SaveState() call 2023-03-15 22:50:50 +08:00
c9s
2378951c85
bbgo: should get isolation from the ctx when saving state 2023-03-15 22:47:40 +08:00
narumi
74656e0e49 fix fixedmaker errors 2023-03-10 18:39:30 +08:00
なるみ
a238da3dc4 create log dir to avoid error 2022-12-28 17:15:30 +08:00
Yo-An Lin
2b20ff4da9
Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
2022-12-20 14:55:48 +08:00
c9s
d83feec9ec
cmd: add log message for rollbar token 2022-12-12 17:37:40 +08:00
c9s
c8098b414b
cmd: add rollbar support 2022-12-12 17:18:40 +08:00
c9s
c6ce223a13 all: refactor backtest functions so that we can run backtest in test 2022-12-06 13:16:12 +08:00
c9s
cb612a22b1
add grid2 strategy 2022-12-02 00:09:57 +08:00
c9s
170c3b8c41
all: remove ftx 2022-11-24 17:05:20 +08:00
Andy Cheng
48c6326ac1 strategy/linregmaker: draft 2022-11-17 17:59:23 +08:00
zenix
7aaea257df feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance 2022-11-10 18:17:35 +09:00
austin362667
763bb45842 interval: avoid syncing 1s klines as default from backtest config syncSecKLines 2022-10-14 23:14:30 +08:00
austin362667
18acd668a7 interval: finalize 1s support
interval: finalize 1s support

interval: finalize 1s support
2022-10-14 23:14:30 +08:00
austin362667
905c1f25ee interval: add 1s support
interval: add 1s support

interval: add 1s support

interval: fix 1s for backtesting
2022-10-14 23:14:30 +08:00
c9s
7204e2550b
pull out shutdown timeout context 2022-10-11 14:23:02 +08:00
Fredrik
8e83fc4ad7 fix optimizer limit 2022-10-05 08:51:30 +02:00
austin362667
f1ae7b5f30 strategy: add harmonic shark pattern recognition
strategy: add harmonic shark pattern recognition
2022-10-04 15:20:17 +08:00
c9s
59287b5116
all: support context isolation 2022-10-03 16:01:08 +08:00
Yo-An Lin
1b531b66a2
Merge pull request #959 from austin362667/austin362667/factorzoo
stratgy: add irr
2022-09-28 17:05:03 +08:00
Fredrik
29f0e0d07c refactoring 2022-09-22 09:16:37 +02:00
Fredrik
2fb4c7e258 add limit to optimizer results 2022-09-20 22:49:21 +02:00
austin362667
beb13449cb strategy: refactor oneliner to irr 2022-09-20 10:32:57 +08:00
austin362667
4f99110d2b stratgy: add oneliner 2022-09-20 10:32:57 +08:00
Yo-An Lin
dc195e824b
Merge pull request #920 from austin362667/austin362667/factorzoo
strategy: add trend trader
2022-09-14 15:00:08 +08:00
c9s
424a1dec3f
bbgo: add lightweight mode 2022-09-12 14:24:18 +08:00
Yo-An Lin
d45bc9e509
Merge pull request #927 from c9s/refactor/submit-order
refactor: simplify submit order
2022-09-11 02:58:47 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method
- Replace SubmitOrders with SubmitOrder
- Accept only one submit order and return one created order
- Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method
2022-09-09 18:41:06 +08:00
Zenix
afad9cca47
Merge pull request #910 from zenixls2/feature/ewo_renew
SerialMarketDataStore, elliottwave renewal
2022-09-07 18:54:01 +09:00