121 Commits

Author	SHA1	Message	Date
Andy Cheng	0a6c41cfe7	fix/bollmaker: fix s.MinProfitActivationRate condition	2023-03-15 11:06:26 +08:00
Andy Cheng	ca4890425c	fix/bollmaker: MinProfitActivationRate is disabled if it's not set	2023-03-15 10:57:18 +08:00
Andy Cheng	cb412dc13f	improve/bollmaker: add MinProfitActivationRate	2023-03-13 16:35:19 +08:00
c9s	8a50474ad1	all: add context parameter to Sync()	2022-10-03 18:45:24 +08:00
c9s	59287b5116	all: support context isolation	2022-10-03 16:01:08 +08:00
Raphanus Lo	8286356d3b	bollmaker: fix settings overriding	2022-09-12 00:27:11 +08:00
Raphanus Lo	cf16176f5e	bollmaker: fix backward compatibility of dynamic spread settings	2022-09-11 20:58:13 +08:00
c9s	a425c940fa	bollmaker: add trendEMA support	2022-09-11 17:28:54 +08:00
c9s	080b4dea95	bollmaker: add doc file for bollmaker	2022-09-11 16:56:05 +08:00
Raphanus Lo	0b6cc6d3cd	strategy: bollmaker: sensitivity factor of BB width ratio	2022-08-31 04:31:17 +08:00
Raphanus Lo	6314a31554	strategy: bollmaker: dynamic spread by weighted Bollinger width ratio	2022-08-29 21:41:34 +08:00
Raphanus Lo	a2ab9db4eb	strategy: bollmaker: fix nil pointer	2022-08-25 23:43:31 +08:00
Andy Cheng	fcaa6466b6	strategy/bollmaker: preload dynamic spreads	2022-08-25 13:44:38 +08:00
c9s	2e71e63fae	all: fix interval window struct usage	2022-08-24 18:17:37 +08:00
c9s	3bdc6c7f28	bollmaker: remove unused embedded struct	2022-08-10 23:46:24 +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	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	2ef8ecf3d9	indicator: clean up bollinger band indicator api usage	2022-07-14 14:26:08 +08:00
c9s	a5715c6aee	indicator: rewrite boll indicator with stddev indicator	2022-07-14 14:26:08 +08:00
c9s	53204f47ea	bollmaker: remove legacy state loading	2022-07-01 17:28:48 +08:00
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