Commit Graph

1055 Commits

Author SHA1 Message Date
c9s
8257c4ffbe
xfunding: fix ClosePosition call for futures 2023-03-29 18:28:25 +08:00
c9s
38778ff756
bbgo: fix order executor ClosePosition for order executor 2023-03-29 17:46:54 +08:00
c9s
78c73e4514
bbgo: check e.disableNotify for profit stats 2023-03-26 01:32:47 +08:00
c9s
1b5126c9a1
xfunding: add mutex 2023-03-23 17:36:30 +08:00
c9s
a838b4991a
bbgo: refactor order executor with max retries 2023-03-23 12:51:52 +08:00
Andy Cheng
bb8dbb155f
exits/trailingstop: fix typo 2023-03-17 10:43:47 +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
Yo-An Lin
78d65d74d2
Merge pull request #1090 from andycheng123/fix/scale
fix/scale: fix LinearScale calculation
2023-03-10 14:18:02 +08:00
Andy Cheng
d51a802315
fix/scale: fix typo and add some more tests 2023-03-10 13:51:29 +08:00
Andy Cheng
f92bcda51d
improve/exit: fix typo 2023-03-08 19:31:47 +08:00
Andy Cheng
58b2678ae8
improve/exit: use roi.Percentage() instead of roi.Float64() 2023-03-08 17:12:41 +08:00
Andy Cheng
9516340303
fix/scale: update test case 2023-03-08 17:09:58 +08:00
Andy Cheng
9068ed7ae3
fix/scale: fix LinearScale calculation 2023-03-08 16:23:04 +08:00
Andy Cheng
2970f73542
improve/exit: show symbol in trailing stop triggered message 2023-03-08 15:35:44 +08:00
c9s
07f2de4300
bbgo: print submit order in the message 2023-03-05 17:23:06 +08:00
c9s
a01888dcdd
bbgo: fix logger usage in BatchRetryPlaceOrder 2023-03-05 17:21:29 +08:00
gx578007
bc7a071dbd FIX: add persistence service to environment 2023-03-02 22:42:02 +08:00
c9s
ae5bd507a8
bbgo: add BBGO_SUBMIT_ORDER_RETRY_TIMEOUT env var for overriding timeout 2023-03-02 17:17:18 +08:00
c9s
f4b012623f
bbgo: add back retry timeout context 2023-03-02 16:58:14 +08:00
c9s
5c3a01e65b
bbgo: fix logger usage 2023-03-02 16:57:29 +08:00
c9s
3cb190c2c7
bbgo: apply logger into the order executor 2023-03-02 16:16:14 +08:00
c9s
01ecdc8d6b
fix order submit retry 2023-03-02 15:41:11 +08:00
c9s
39f8557231
bbgo: if the error is context.Canceled, exit the retry loop 2023-03-01 17:42:01 +08:00
c9s
c1cc008ecc
bbgo: add retry limit and exponential backoff to retry order 2023-03-01 15:48:38 +08:00
c9s
18478cf4c8
bbgo: apply backoff to submitOrders 2023-02-24 13:34:08 +08:00
c9s
d89d0cf0ff
bbgo: refactor SubmitOrders method for retry 2023-02-23 23:34:26 +08:00
c9s
ed61f70d74
bbgo: rewrite BatchRetryPlaceOrder to make it retry with err index 2023-02-23 23:17:04 +08:00
c9s
7532c31631
bbgo: fix pending order event trigger 2023-02-23 21:46:57 +08:00
c9s
b666c8bf40
bbgo: triggering pending order update event ot the handler 2023-02-23 18:08:21 +08:00
c9s
905b25655d
bbgo: provide logging configuration 2023-02-22 15:25:39 +08:00
c9s
e3fa4587d9
bbgo: add logging config struct 2023-02-22 15:18:48 +08:00
c9s
bee7b593d2
grid2: fix log index number 2023-02-22 01:08:19 +08:00
c9s
d2d818a6bc
bbgo: sleep 200ms before we retry submiting the order 2023-02-22 00:54:12 +08:00
c9s
4dc4f73834
bbgo: add pending order test cases 2023-02-17 19:50:46 +08:00
c9s
10eba876c4
bbgo: simplify order symbol filtering condition 2023-02-17 19:24:08 +08:00
c9s
cf1be9fc6f
bbgo: process pending order update for active order book 2023-02-17 19:15:00 +08:00
c9s
5bbe4ecd57
bbgo: check isolation context for log message 2023-02-08 17:39:02 +08:00
c9s
3c69556424
bbgo: fix graceful shutdown call 2023-02-08 17:30:33 +08:00
c9s
857b5d0f30
grid2: integrate prometheus metrics 2023-01-10 20:15:51 +08:00
なるみ
5ccdab34be add RSI to StandardIndicatorSet 2023-01-05 18:36:09 +08:00
c9s
6bcf5f8f82
bbgo: improve active order book printing 2022-12-23 18:19:00 +08:00
Yo-An Lin
8bcfb78bc0
Merge pull request #1030 from c9s/feature/grid2
WIP: Feature/grid2
2022-12-23 12:59:43 +08:00
c9s
f92ba9cbf1
grid2: implement recover func loading 2022-12-20 17:33:53 +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
fcd7a20b78
bbgo,grid2: add place order error log 2022-12-15 18:54:02 +08:00
Andy Cheng
e39b94cf51 bbgo/standard_indicator_set: embed BOLL's SMA initialization into the constructor literal 2022-12-15 17:50:05 +08:00
c9s
35297b9bbf bbgo: fix backtesting flag setter 2022-12-06 02:40:22 +08:00
c9s
a6205e0d1d bbgo: add EnablePrune option 2022-12-06 00:28:38 +08:00
c9s
beb862be44 bbgo: add TradeStore prune func and its tests 2022-12-06 00:15:09 +08:00