Commit Graph

97 Commits

Author SHA1 Message Date
c9s
527070d13d
all: rewrite and clean up graceful shutdown api 2022-06-30 15:49:18 +08:00
c9s
3150480db8
bollmaker: remove stopC 2022-06-22 16:30:29 +08:00
c9s
c26d0d7824
bollmaker: clean up commment 2022-06-22 16:20:59 +08:00
c9s
fa26d5260f
bollmaker: use bbgo.IsBackTesting 2022-06-22 16:18:50 +08:00
c9s
dbc6d4fb44
bollmaker: refactor ClosePosition method 2022-06-22 13:46:04 +08:00
c9s
6ef54bf2fb
call bbgo.Sync to sync persistence 2022-06-22 13:46:03 +08:00
Andy Cheng
cc7b8c83ed bollmaker: remove redundant code for adapting new order executor api 2022-06-20 13:47:17 +08:00
c9s
b6d1b4309b
refactor and update the support strategy 2022-06-19 15:57:59 +08:00
c9s
cb9ce753e2
strategy/bollmaker: refactor and clean up 2022-06-19 13:40:10 +08:00
c9s
156219456b
all: clean up bbgo.Notifiability 2022-06-19 13:05:02 +08:00
c9s
eacd1f1ae6
all: rewrite notification api
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 12:29:36 +08:00
c9s
b209d94a9c
rename active order book constructor function 2022-06-06 06:57:25 +08:00
c9s
4dafa32e97
strategy: should always handle trade even if the strategy status is not running 2022-06-06 06:56:44 +08:00
c9s
3786fc64f1
rename LocalActiveOrderBook to just ActiveOrderBook 2022-06-06 05:43:38 +08:00
c9s
6936503cde
bollmaker: fix profit stats notification 2022-06-03 14:46:45 +08:00
c9s
4fc0687cf9
bollmaker: remove debug code 2022-06-03 03:14:19 +08:00
c9s
68d6e9e850
service: fix state loading (use correct ID method) 2022-06-03 03:10:50 +08:00
c9s
7fce6a0fca
bollmaker: call persistence.Sync when position is changed 2022-06-03 02:44:00 +08:00
c9s
50d7d235a4
bollmaker: pull out functions 2022-06-03 02:44:00 +08:00
c9s
1a85299204
bollmaker: make detectPriceTrend simple function 2022-06-03 02:44:00 +08:00
c9s
5277098f70
add api .UnrealizedProfit and .IsDust method on Position 2022-06-02 18:05:35 +08:00
c9s
6a25f30b39
add IsLong and IsShort method on Position 2022-06-02 17:58:18 +08:00
c9s
e2f339e641
bollmaker: fix short position order 2022-06-02 17:55:14 +08:00
Yo-An Lin
424c235b43
Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread
feature: bollmaker dynamic spread
2022-05-27 16:55:20 +08:00
Andy Cheng
98b794f265 strategy: DynamicSpreadSettings struct to make it more clean 2022-05-27 16:24:50 +08:00
Andy Cheng
944856eb72 strategy: fix typo 2022-05-23 12:58:45 +08:00
Andy Cheng
bb4d6e61b0 strategy: fix typo 2022-05-23 12:06:24 +08:00
Andy Cheng
64b1ec3780 strategy: update calculation of dynamic spread 2022-05-23 11:37:57 +08:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
Andy Cheng
b41cef4bd7 strategy: use scale for dynamic spread 2022-05-18 14:31:59 +08:00
Andy Cheng
7d3181f3fd strategy: update dynamic spread after kline being filtered 2022-05-17 19:00:02 +08:00
Andy Cheng
db62352e6e strategy: temp vars for faster calculation 2022-05-17 10:43:18 +08:00
Andy Cheng
3c094a195b strategy: check min/max spread settings 2022-05-16 12:57:00 +08:00
c9s
d326494d57
set exchange fee to position 2022-05-13 22:30:04 +08:00
Andy Cheng
64a760cf32 strategy: dynamic spread for bollmaker 2022-05-13 17:58:46 +08:00
c9s
b11c4c7337
turn off UseTickerPrice when in the back-testing environment 2022-05-09 19:42:39 +08:00
Andy Cheng
c9ba81fcbb strategy: Update bollmaker to support new strategy controller 2022-05-06 16:52:00 +08:00
c9s
82c7c024ce
bbgo: add persistence Sync api 2022-05-05 18:18:38 +08:00
c9s
10a7928580
extract NewProfitStats method 2022-05-05 14:48:50 +08:00
c9s
c3db85443e
bollmaker: add Deprecated note 2022-05-05 14:47:06 +08:00
c9s
3140b7e2ef
bollmaker: remove unnecessary log 2022-05-05 14:41:11 +08:00
c9s
019e6a2a88
improve legacy state handling and move fnv 2022-05-05 14:39:29 +08:00
c9s
21f81dec29
implement reflect-based persistence restore and load 2022-05-05 12:53:48 +08:00
c9s
58e8da914e
bollmaker: migrating state.position to strategy.position 2022-05-05 09:54:50 +08:00
c9s
18da434e92 all: use thread-safe GetAccount method to get account 2022-04-23 15:43:11 +08:00
Andy Cheng
07c30f82af
strategy: add StrategyController to bollmaker 2022-04-15 15:38:40 +08:00
c9s
f91132f35c bollmaker: avoid using time in force in maker order 2022-04-15 11:40:43 +08:00
austin362667
a8484046d3 bollmaker: add TimeInForce for futures limit order support 2022-03-28 21:12:45 +08:00
c9s
4b89f4a48b bollmaker: fix profit stats notification 2022-03-14 21:21:58 +08:00
c9s
5db4e11167 rewrite trade profit handling 2022-03-14 21:21:58 +08:00