Commit Graph

5137 Commits

Author SHA1 Message Date
c9s
0456cdc7a9
bbgo: add hull to the standard indicator 2022-07-26 18:27:22 +08:00
c9s
2459dbd384
indicator: refactor hull indicator 2022-07-26 18:26:52 +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
94efa8890b
rename inf.go to interface.go 2022-07-26 18:07:43 +08:00
c9s
82673e501b
indicator: fix test cases 2022-07-26 18:07:43 +08:00
c9s
16c62eab2b
indicator/pivotlow: drop the legacy CalculateAndUpdate 2022-07-26 17:33:09 +08:00
c9s
0df321c880
indicator: drop the legacy CalculateAndUpdate for standard indicators 2022-07-26 17:30:41 +08:00
c9s
8bf9b280fc
add low indicator 2022-07-26 17:27:38 +08:00
c9s
eeab328648
indicator: rewrite pivotlow indicator 2022-07-26 17:00:17 +08:00
c9s
44c3e5a6f7
indicator: split pivot low indicator 2022-07-26 16:50:45 +08:00
c9s
5bb1722007
binance: remove ineffected DEBUG_BINANCE_STREAM 2022-07-26 16:26:40 +08:00
c9s
e1e725878e
binance: refactor server time offset setter 2022-07-26 16:25:08 +08:00
c9s
ff61235e70
binance: rename to timeSetterOnce 2022-07-26 16:22:57 +08:00
c9s
cf5e81c848
binance: refactor set server time go routine 2022-07-26 16:22:29 +08:00
Yo-An Lin
abf967ac93
Merge pull request #843 from zenixls2/fix/exchange_sync_time_interval_kind_dnum_yaml
fix splitted from feature/drift_study
2022-07-26 15:51:04 +08:00
zenix
2568a81dfe fix: binance time sync, exchange interval query interface, yaml for fixedpoint 2022-07-26 16:42:34 +09:00
Yo-An Lin
9bf48e9de4
Merge pull request #822 from c9s/fix/api-upgrade
refactor: ewoDgtrd: upgrade order executor api
2022-07-26 14:33:06 +08:00
Yo-An Lin
48ab33dfa3
Merge pull request #842 from c9s/feature/bollmaker-exit
feature: bollmaker exit methods
2022-07-26 12:33:08 +08:00
c9s
8986eeb3a4
bollmaker: apply kline filter closure 2022-07-26 12:08:47 +08:00
c9s
c252a7dcf9
bollmaker: fix log format issue 2022-07-26 12:08:47 +08:00
c9s
d26dd2f1da
bollmaker: remove status change setter 2022-07-26 12:08:47 +08:00
c9s
83c8bc819a
all: drop the legacy smart stops 2022-07-26 12:08:47 +08:00
c9s
c3b6cb80c3
bollmaker: upgrade bollmaker exits methods 2022-07-26 12:08:47 +08:00
c9s
6ae0620730
bollmaker: integrate exits method to bollmaker 2022-07-26 12:08:47 +08:00
c9s
06d71aab4a
types: add doc comment 2022-07-26 11:53:22 +08:00
c9s
ee4fb1a677
add 24hours guard to AddProfit 2022-07-26 11:51:58 +08:00
c9s
9c944d4aba
types: fix profit stats titles 2022-07-26 11:51:24 +08:00
c9s
549e28079b
autoborrow: call Debt() for repay 2022-07-26 11:49:04 +08:00
c9s
bdfb5d08aa
risk: pull out max quantity variable 2022-07-26 11:47:07 +08:00
c9s
9787b867ac
types: call debt() 2022-07-26 11:44:57 +08:00
c9s
79fe49f66f
types: for net() always return total sub debt 2022-07-26 11:44:34 +08:00
c9s
e482a164cf
types: repay debt when closing position 2022-07-25 22:10:02 +08:00
Yo-An Lin
2e7ed9f583
Merge pull request #840 from andycheng123/fix/supertrend-strategy
strategy/supertrend: fix exit methods problem
2022-07-25 15:14:22 +08:00
c9s
0d5d92b26d
pivotshort: fix tail function 2022-07-25 15:02:59 +08:00
Andy Cheng
07959c8862 strategy/supertrend: fix exit methods problem 2022-07-25 14:11:55 +08:00
Yo-An Lin
bfb7dd51d6
Merge pull request #838 from c9s/improve/backtest-json-format
improve: use marshal instead of marshal indent
2022-07-23 12:33:27 +08:00
c9s
4345cef8d7
util: use marshal instead of marshal indent 2022-07-23 12:16:06 +08:00
Yo-An Lin
3e44e05553
Merge pull request #837 from c9s/strategy/pivotshort
risk: add account value calculator test case
2022-07-23 12:15:09 +08:00
c9s
a609c0606a
risk: fix margin level prec assertion 2022-07-22 15:06:10 +08:00
c9s
4b7126ce41
risk: add doc comment for MarginLevel method 2022-07-22 14:54:25 +08:00
c9s
a9f9fc4e5e
risk: add margin level calculator 2022-07-22 14:53:17 +08:00
c9s
b53da177c2
risk: add test case for account calculator 2022-07-22 14:42:30 +08:00
c9s
3cf5175baa
risk: make calculateAccountNetValue public 2022-07-22 13:36:03 +08:00
Yo-An Lin
c62ba3a4b5
Merge pull request #836 from c9s/strategy/pivotshort
refactor: risk functions for leveraged quantity
2022-07-22 12:12:01 +08:00
c9s
a1387bb4dd
risk: move spot condition to the top 2022-07-22 12:04:43 +08:00
c9s
36cfaa924d
risk: move leverage quantity calculation to the risk package 2022-07-22 11:55:24 +08:00
c9s
54affd2f99
pivotshort: quantity calculation -- sub debt 2022-07-22 11:47:48 +08:00