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Author SHA1 Message Date
Andy Cheng
b94096cb2e
strategy: cache orders.IDs() in orderIds 2022-03-15 16:44:43 +08:00
Yo-An Lin
a7c421bfcb
Merge pull request #474 from c9s/feature/position-recorder-2 
feature: position recorder
 2022-03-15 16:44:10 +08:00
Yo-An Lin
367a3067e5
Merge pull request #478 from narumiruna/remove-symbol-from-balance 
grpc: remove symbol from balance message
 2022-03-15 16:41:29 +08:00
c9s
d1f4c0a225 max: fix kline parse 2022-03-15 16:07:19 +08:00
なるみ
dedfdc564f Remove symbol from balance 2022-03-15 15:36:35 +08:00
c9s
fdf64fd891 bbgo: fix emit trade profit 2022-03-15 14:29:15 +08:00
c9s
0d0e0039e5 add DEBUG_SLACK env var 2022-03-14 21:21:58 +08:00
c9s
19f01bbca6 add doc comment 2022-03-14 21:21:58 +08:00
c9s
4b89f4a48b bollmaker: fix profit stats notification 2022-03-14 21:21:58 +08:00
c9s
5567ef5676 fix emit trade 2022-03-14 21:21:58 +08:00
c9s
5db4e11167 rewrite trade profit handling 2022-03-14 21:21:58 +08:00
c9s
6fec30d79c call record position on trade 2022-03-14 21:21:58 +08:00
c9s
a112eac9d2 update changed_at field 2022-03-14 21:21:58 +08:00
c9s
d67b800e7e use RecordPosition 2022-03-14 21:21:58 +08:00
c9s
322f31a56a bbgo: improve RecordPosition method 2022-03-14 21:21:58 +08:00
c9s
5732555c2c doc: update sync configuration doc 2022-03-14 21:21:58 +08:00
c9s
08ae53ba16 bbgo: assign strategy instance id fields automatically 2022-03-14 21:21:58 +08:00
c9s
6088f7b542 bbgo: add RecordPosition method 2022-03-14 21:21:58 +08:00
c9s
9faaed6892 bbgo: initialize position service 2022-03-14 21:21:58 +08:00
c9s
e9a25fcc6f compile and update migration package 2022-03-14 21:21:58 +08:00
c9s
9b31d6425d migrations: fix default symbol char length 2022-03-14 21:21:58 +08:00
c9s
157d1f3bbe migrations: update position table columns 2022-03-14 21:21:58 +08:00
c9s
a8b35867a5 migrations: merge pnl, strategy migration 2022-03-14 21:21:58 +08:00
c9s
32a5cd9f85 migrations: merge orders,trades migration 2022-03-14 21:21:58 +08:00
c9s
98f5416661 merge order_id migration into the table create sql 2022-03-14 21:21:58 +08:00
c9s
c78fa09f4d fix divisor typo 2022-03-14 21:21:58 +08:00
c9s
5be1f1571b fix position test 2022-03-14 21:21:58 +08:00
c9s
3c376b3cd3 add accumulated profit column to position 2022-03-14 21:21:58 +08:00
c9s
cc4ef327d6 add strategy id and instance id to position 2022-03-14 21:21:58 +08:00
c9s
ac675d0099 add position table and service 2022-03-14 21:21:58 +08:00
c9s
f0d500bbaa add positions table migration 2022-03-14 21:21:58 +08:00
c9s
b1559bcbe3 fix persistence injection 2022-03-14 21:21:43 +08:00
Andy Cheng
822fea44fc
strategy: fix index out of range error 2022-03-14 12:01:17 +08:00
Andy Cheng
ad7605e7b2
strategy: do not submit order if current position < market.MinQuantity 2022-03-14 11:45:24 +08:00
Yo-An Lin
a6a4eb94f0
Merge pull request #473 from zenixls2/fix/no_config_flag 
fix: remove requirements on config flag
 2022-03-11 21:28:30 +08:00
zenix
7e92f0f4e5 fix: remove requirements on config flag 2022-03-11 19:56:59 +09:00
c9s
522b84c6aa git commit when building cmd docs 2022-03-10 19:02:45 +08:00
c9s
79bb2a8554 update comand docs 2022-03-10 19:02:18 +08:00
c9s
36e039108a bump version to v2.0.0 2022-03-10 19:01:58 +08:00
c9s
20c7435344 update release note 2022-03-10 19:01:26 +08:00
c9s
29ac26dc15 update release note 2022-03-10 19:00:59 +08:00
Yo-An Lin
4d86f009bf
Merge pull request #470 from narumiruna/grpc-add-exchange-to-query-order-request 
grpc: add exchange field to QueryOrderRequest
 2022-03-09 13:52:34 +08:00
なるみ
b6493ad282 Change id type 2022-03-09 13:14:14 +08:00
なるみ
8522c0dadb Add exchange field to QueryOrderRequest 2022-03-08 19:33:23 +08:00
Yo-An Lin
bfdf4c245f
Merge pull request #460 from zenixls2/feature/backtest_multiple_exchange 
feature: add multiple exchange support in backtest
 2022-03-07 14:28:20 +08:00
c9s
0295e47c6d add doc for MAX_QUERY_CLOSED_ORDERS_LIMIT 2022-03-07 13:57:58 +08:00
c9s
fcbdf8162a max: add env var MAX_QUERY_CLOSED_ORDERS_LIMIT 2022-03-07 13:56:20 +08:00
zenix
39572c5fe0 fix: remove maker/buyer/taker/sellerCommission 2022-03-07 14:32:00 +09:00
Yo-An Lin
faa28328a4
Update v2.0.0.md 2022-03-07 12:22:44 +08:00
Yo-An Lin
35ef21ab1c
Merge pull request #466 from c9s/feature/strategy-profit 
feature: add strategy profit records
 2022-03-07 12:20:47 +08:00