zenix
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05521a98b6
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add skeleton strategy. fix most of the tests. fix final asset value
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2022-02-15 12:01:39 +09:00 |
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zenix
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9978a3cf90
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fix unmarshal behavior to gain more precision
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2022-02-15 12:01:39 +09:00 |
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zenix
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abc1d535d8
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fix bollmaker, fix pnl issues
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2022-02-15 12:01:39 +09:00 |
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zenix
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105b085786
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fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint
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2022-02-15 12:01:39 +09:00 |
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zenix
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2ccc449657
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fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint
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2022-02-15 12:01:39 +09:00 |
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zenix
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d9450e823e
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fix all the fixedpoint use other than strategy
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2022-02-15 12:01:39 +09:00 |
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zenix
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b8bf2af14d
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fixedpoint for exchange and indicators, some fixes in types
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2022-02-15 12:01:38 +09:00 |
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zenix
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e221f54397
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add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value
change pnl report to use fixedpoint
fix: migrate kline to use fixedpoint
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2022-02-15 12:00:39 +09:00 |
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ankion
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98b4495d1f
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Fix: precision of futures trade data is incorrect.
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2022-02-14 10:32:13 +08:00 |
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c9s
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a2a7ef4f7a
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exchange: implement ExchangeOrderQueryService on max and binance
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2022-02-10 17:48:53 +08:00 |
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Andy Cheng
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f7fc7f64b4
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strategy: fix fixedpoint value compared to 0 problem
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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41c3b860b0
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strategy: rename callBackRatio to callbackRatio
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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a9b48ff138
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strategy: fix fixedpoint.Value compare to 0 problem
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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8b009a984a
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strategy: fix a bug when 'trailingStopControl' is not used
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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571c3834c5
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strategy: fix the JSON tag of 'CurrentHighestPrice'
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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769da1e77c
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strategy: rename 'trailingStopCallBackRatio' JSON tag to 'callBackRatio'
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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b48c7f40d7
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strategy: make TrailingStopCallBackRatio and MinimumProfitPercentage fixedpoint.Value
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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883f43a9ad
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strategy: construct trailingStopControl in the caller
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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60a4ab2f27
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strategy: save state on high price update and cancel trailing stop order on shutdown
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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1bd787f44c
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strategy: return the createdOrders objects instead in submitOrders()
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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f673fc30ad
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strategy: rename GenerateTrailingStopOrder() to GenerateStopOrder() in support strategy
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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2a8938fce0
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re-indent with tabs
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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66b042fea7
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strategy: trailing stop TP for support strategy
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2022-02-06 17:47:11 +08:00 |
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c9s
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bf8558e9ad
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bollmaker: add BuyBelowNeutralSMA option
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2022-02-01 01:40:51 +08:00 |
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c9s
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17187c70e7
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cmd: print realized profit in colored text
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2022-02-01 01:05:11 +08:00 |
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c9s
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c0beca78f5
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include terminal color for back-test report
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2022-02-01 01:00:26 +08:00 |
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c9s
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82adff338e
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cmd/backtest: calculate performance in quote asset
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2022-02-01 00:54:55 +08:00 |
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c9s
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f96c2e6271
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bbgo: add activated flag on trailing stop order
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2022-02-01 00:41:28 +08:00 |
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c9s
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bed03dbd17
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schedule: refactor and improve schedule strategy with QuantityOrAmount struct
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2022-01-31 01:42:21 +08:00 |
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c9s
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11bbdb16a0
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bollmaker: clean up empty files
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2022-01-31 01:31:31 +08:00 |
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c9s
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0e7f88e3bf
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move SmartStops into the bbgo package
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2022-01-31 01:27:47 +08:00 |
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c9s
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eb5064ccfe
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bollmaker: separate bidSpread and askSpread
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2022-01-31 01:11:30 +08:00 |
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c9s
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2e7621ca55
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add BidSpread and AskSpread
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2022-01-31 01:08:33 +08:00 |
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c9s
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701e80d0d8
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bollmaker: pull out trailing stop order logics into SmartStops struct
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2022-01-31 01:07:00 +08:00 |
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c9s
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67bc5d523a
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bollmaker: refactor trailing stop snippet
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2022-01-31 00:44:04 +08:00 |
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c9s
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0667c138ab
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backtest: fix duplicate trade emit issue
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2022-01-30 03:05:19 +08:00 |
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c9s
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e595b9acb2
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backtest: should panic if last price is zero
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2022-01-30 02:41:00 +08:00 |
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c9s
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6566db1624
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accounting: filter duplicated trades when backtesting
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2022-01-30 02:40:38 +08:00 |
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c9s
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e1fc0e7b8d
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bollmaker: remove redundant log and fix return
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2022-01-30 02:00:42 +08:00 |
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c9s
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ec8129ab87
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backtest: fix market order fee calculation
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2022-01-30 02:00:30 +08:00 |
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c9s
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20938895a8
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bollmaker: merge skip condition
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2022-01-30 01:40:33 +08:00 |
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c9s
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a185f3fdbe
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bollmaker: improve trailing stop order log
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2022-01-30 01:37:36 +08:00 |
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c9s
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78855d552a
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backtest: fix backtest trade for market order
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2022-01-30 01:37:24 +08:00 |
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c9s
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9adc3a9243
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bollmaker: always collect trades and check balance
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2022-01-30 01:21:36 +08:00 |
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c9s
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2255f3ed0a
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bollmaker: check dust order for stop
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2022-01-29 17:44:42 +08:00 |
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c9s
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99af5d3971
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bollmaker: implement TrailingStopController
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2022-01-29 02:22:20 +08:00 |
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c9s
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584dd3e279
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bollmaker: add TradeInBand option
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2022-01-28 01:29:12 +08:00 |
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c9s
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f49b7165d8
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bollmaker: fix MinNotional adjustment
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2022-01-27 19:56:10 +08:00 |
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c9s
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a6cbb2fb2d
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bollmaker: rewrite trend detection
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2022-01-27 18:51:51 +08:00 |
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c9s
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547f4c400a
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cmd: call BindSync when running strategy
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2022-01-27 18:19:25 +08:00 |
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