826 Commits

Author	SHA1	Message	Date
c9s	0283f2ad55	bbgo: fix doneTrades lock	2022-08-09 14:52:05 +08:00
Andy Cheng	ef18791c6a	Merge pull request #865 from andycheng123/fix/protective-stoploss ... fix: protectivestoploss not working on long position	2022-08-09 12:15:33 +08:00
c9s	9867aa9c68	bbgo: add mutex protection to tradecollector	2022-08-09 11:37:44 +08:00
c9s	f191d3c091	bbgo: make position object optional for trade collector	2022-08-09 11:36:17 +08:00
c9s	cae8bc2882	bbgo: add mutli symbol support to active order book	2022-08-09 11:36:10 +08:00
Andy Cheng	6c2fc3fee0	exits/protectivestoploss: fix shouldStop()	2022-08-08 17:57:05 +08:00
Andy Cheng	b133767e47	exit/protectivestoploss: works in long position	2022-08-08 16:49:19 +08:00
Andy Cheng	4bc70820c4	positionmodifier: move functions into types.Position	2022-07-29 14:40:54 +08:00
Andy Cheng	9588a6f6bd	positionupdater: update command flow	2022-07-29 13:45:33 +08:00
Andy Cheng	2724949678	positionupdater: update avaerage cost	2022-07-29 12:05:39 +08:00
Andy Cheng	32b91b67dd	positionupdater: update quote position	2022-07-29 12:00:11 +08:00
Andy Cheng	8c53c7e575	positionupdater: update base position	2022-07-29 11:52:20 +08:00
zenix	d46267aff9	feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml	2022-07-28 19:34:12 +09:00
c9s	93593ffa06	bbgo: add close position tag log	2022-07-28 10:27:04 +08:00
Yo-An Lin	3aeb6912c9	Merge pull request #846 from c9s/strategy/pivotshort ... strategy/pivotshort: refactor breaklow + add fake break stop	2022-07-27 12:18:50 +08:00
c9s	7438798390	bbgo: add ClosedKLineStop trigger	2022-07-27 11:47:12 +08:00
Yo-An Lin	4fd571d712	Merge pull request #813 from zenixls2/feature/drift_study ... feature: drift study	2022-07-27 11:29:48 +08:00
c9s	3fbc634d81	bbgo: narrow down indicator interface type	2022-07-27 02:21:25 +08:00
c9s	3959e288fd	all: refactor standard indicator helper and fix tests	2022-07-26 18:35:50 +08:00
c9s	0456cdc7a9	bbgo: add hull to the standard indicator	2022-07-26 18:27:22 +08:00
c9s	808d742efc	bbgo: add CCI helper	2022-07-26 18:07:43 +08:00
c9s	f5e64e8e70	bbgo: add ATR, ATRP, EMV to the standard indicator set	2022-07-26 18:07:43 +08:00
c9s	1d6b1de8ba	bbgo: rename standard indicator receiver name	2022-07-26 18:07:43 +08:00
c9s	46afc54559	bbgo: refactor standard indicator set	2022-07-26 18:07:43 +08:00
c9s	0df321c880	indicator: drop the legacy CalculateAndUpdate for standard indicators	2022-07-26 17:30:41 +08:00
zenix	a5039de6aa	feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint	2022-07-26 18:00:05 +09:00
zenix	f2d37650a5	fix: drift bias on long entry position condition, make cancel faster	2022-07-26 18:00:05 +09:00
zenix	6a9e00ebd4	fix: update drift strategy	2022-07-26 18:00:05 +09:00
c9s	83c8bc819a	all: drop the legacy smart stops	2022-07-26 12:08:47 +08:00
c9s	76def2fe9d	pull out AccountValueCalculator	2022-07-21 19:46:58 +08:00
c9s	763ae1f62f	bbgo: fix missing var	2022-07-21 12:36:26 +08:00
c9s	1079757833	bbgo: bind market data store to market data stream when allocating new instance	2022-07-21 12:35:38 +08:00
c9s	de62d9dd67	bbgo: fix injection	2022-07-21 12:33:29 +08:00
c9s	c78ba6a539	bbgo: fix strategy struct field injection phase	2022-07-21 12:18:09 +08:00
c9s	946fb96b03	bbgo: reformat	2022-07-21 01:32:09 +08:00
c9s	02c978b812	bbgo: remove volatility from the standard indicator set	2022-07-21 01:31:42 +08:00
c9s	9f937f529e	bbgo: refactor standard indicator	2022-07-21 01:05:08 +08:00
c9s	ab83805b34	bbgo: add StrategyShutdown interface	2022-07-19 17:13:35 +08:00
c9s	8af2f2f83f	add defaulter interface	2022-07-19 16:59:56 +08:00
c9s	808ba2fc02	bbgo: make slack-app-token optional	2022-07-19 11:41:49 +08:00
c9s	9302474d51	add 1m subscribe to RoiTakeProfit	2022-07-19 11:00:45 +08:00
c9s	6e4c28ed1b	disable marketTrade stop	2022-07-17 00:59:35 +08:00
c9s	2d0fbe4b99	fix ProtectiveStopLoss subscribe	2022-07-16 14:45:02 +08:00
c9s	2a3118a086	indicator: clean up and update calculator method names	2022-07-14 09:18:42 +08:00
Yo-An Lin	8119afbb44	Merge branch 'main' into strategy/pivotshort	2022-07-12 23:38:23 +08:00
c9s	5bd292d0b2	bbgo: add notify(profit)	2022-07-08 16:43:32 +08:00
c9s	81560746bd	all: reformat code	2022-07-07 02:26:39 +08:00
c9s	3131786c02	bbgo: fix trailing stop binding	2022-07-07 02:26:39 +08:00
c9s	74593720a7	add ExitMethodSet.Bind method	2022-07-07 02:26:39 +08:00
c9s	d2637ce261	trailing stop: apply ClosePosition parameter	2022-07-07 02:26:39 +08:00