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4,895 Commits 60 Branches 138 Tags 189 MiB
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3338 Commits

Author SHA1 Message Date
c9s
38767cd2df
move private methods to the bottom 2022-06-30 15:49:17 +08:00
c9s
ee45f154a1
pivotshort: rename bounce short to resistance short 2022-06-30 15:49:17 +08:00
zenix
0141f81086 refactor: ewo use SeriesExtend 2022-06-29 22:02:50 +09:00
zenix
70f4676340 feature: extend indicators, extend seriesbase methods 2022-06-29 21:49:02 +09:00
zenix
69533c0397 feature: add sharpe function implementation 2022-06-29 20:10:20 +09:00
zenix
d8d77cec1e feature: add skew, covariance and variance 2022-06-29 20:10:20 +09:00
zenix
1e31c4fb04 feature: add correlation for series 2022-06-29 20:10:20 +09:00
zenix
36127a6332 feature: implement omega, sharp, sortino related functions 2022-06-29 20:10:20 +09:00
zenix
b26d3005a3 feature: add pct_change implementation in indicator 2022-06-29 20:10:20 +09:00
Yo-An Lin
ccfaf0e070
Merge pull request #784 from c9s/strategy/pivotshort 
strategy: pivotshort: fix stopEMA
 2022-06-29 17:04:24 +08:00
c9s
4bb2e4a25f
fix stopEMA range check 2022-06-29 16:59:50 +08:00
Andy Cheng
6222ceef9a
Merge pull request #785 from andycheng123/improve/optimizer-progressbar 
optimizer: add progressbar
 2022-06-29 16:28:03 +08:00
Andy Cheng
a029509b63 optimizer: add progressbar 2022-06-29 16:17:43 +08:00
c9s
83d6f4764c
types: fix profit factor calculation 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-29 15:37:18 +08:00
c9s
84083f56b7
bbgo: add ExchangeSession param to the subscribe method 2022-06-29 15:16:56 +08:00
c9s
cb1c5634a2
pivotshort: remove redundant notification 2022-06-29 15:14:24 +08:00
Zenix
6b6686caa8
Merge pull request #778 from zenixls2/feature/series_extend 
feature: add seriesExtend
 2022-06-29 12:35:48 +09:00
c9s
38920dfc7a
pivotshort: fix kline history loading 2022-06-29 11:23:05 +08:00
zenix
0b8441f4a2 rename: ToArray -> Array, ToReverseArray -> Reverse 2022-06-29 11:13:43 +09:00
c9s
fc3e76204a
bbgo: add todo for the reflect Subscribe call 2022-06-29 02:03:00 +08:00
c9s
95c2711b0d
bbgo: call Subscribe method dynamically 2022-06-29 02:02:23 +08:00
c9s
16f2a06b1f
all: move exit methods to the bbgo core 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-29 01:58:15 +08:00
c9s
cfc4fd1f81
add doc for CumulatedVolumeTakeProfit 2022-06-29 01:39:33 +08:00
c9s
3d4f765678
rename protectionStopLoss to protectiveStopLoss 2022-06-29 01:31:56 +08:00
c9s
37413e4355 pivotshort: fix bounce ratio calculation 2022-06-28 23:47:34 +08:00
c9s
b32cfef2fd backtest: set order price for market order 2022-06-28 23:47:34 +08:00
c9s
609b6a7a50 add ref link to trade stats 2022-06-28 23:47:34 +08:00
c9s
32c76105b0 types: add total net profit field to trade states 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-28 23:47:34 +08:00
c9s
1617005114 pivotshort: fix pivotshort trigger condition 2022-06-28 23:47:34 +08:00
zenix
12757a0458 feature: add seriesExtend 2022-06-28 21:11:07 +09:00
c9s
1156e15cfe
backtest: add order cancel test case 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-28 18:25:51 +08:00
c9s
c0f8bb9a2d
backtest: do not change the backtest order price 
- apply the last price on the executed trade
- add more tests
 2022-06-28 17:43:51 +08:00
c9s
81ed5bff4f
backtest: refactor calculateNativeOrderFee and add test case 2022-06-28 15:29:01 +08:00
c9s
abee61cdc4
backtest: fix stop order backtest, add more test cases and assertions 2022-06-28 14:35:06 +08:00
c9s
09e98eed82
backtest: handle stop market and add test case 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-27 20:49:55 +08:00
c9s
34900776f6
pivotshort: reformat code 2022-06-27 19:54:58 +08:00
c9s
10d5a8a4f2
backtest: fix stop limit order matching 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-27 19:48:14 +08:00
c9s
2784408b8b
add submit order tag 2022-06-27 18:17:57 +08:00
c9s
b97ec7bb1e
pivotshort: remove unused struct 2022-06-27 18:14:12 +08:00
c9s
dfdfd6b85e
types: use pointer receiver for submit order 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-27 15:56:09 +08:00
c9s
94ad8a5096
gross loss and gross profit 2022-06-27 14:40:49 +08:00
Yo-An Lin
fc5a753933
Merge pull request #764 from c9s/strategy/pivotshort 
strategy/pivotshort: refactor exit methods and add protection stop exit method
 2022-06-27 00:20:11 +08:00
c9s
d46954a4b1
fix SimplePriceMatching test 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-27 00:13:57 +08:00
c9s
1557423229
pivotshort: improve useQuantityOrBaseBalance and add bounce short check 2022-06-26 19:45:37 +08:00
c9s
4d862a4286
pivotshort: remove market trade debug 2022-06-26 19:29:01 +08:00
c9s
e1a9df0a2d
pivotshort: add safety check 2022-06-26 19:20:46 +08:00
c9s
3604bae933
pivotshort: pull out stop price check to a single method 2022-06-26 19:06:16 +08:00
c9s
ef31e90728
pivotshort: clean up 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-26 16:32:48 +08:00
c9s
e9b87f6f1e
pivotshort: refactor exit methods 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-26 16:31:48 +08:00
c9s
47677e303f
pivotshort: refactor take profit and stop loss methods 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-26 16:13:58 +08:00
c9s
4c02d8f729
implement QueryOrder on the backtest exchange 2022-06-26 16:10:10 +08:00
c9s
88059016b4
add position roi tests 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-26 16:03:42 +08:00
c9s
0715437cc5
fix lastRecordTime 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-26 13:23:04 +08:00
c9s
25fb684fd1
types: add ROI method on position 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-26 13:11:19 +08:00
なるみ
cbb3effc42 glassnode: add QueryOptions 2022-06-25 20:25:42 +08:00
なるみ
99d6c0550d glassnode: add Request struct 2022-06-25 19:59:00 +08:00
なるみ
5ce5571b5e glassnode: delete all requests 2022-06-25 19:59:00 +08:00
c9s
4e670c67a8
pivotshort: change ratio calculation 2022-06-25 18:13:50 +08:00
c9s
66f923ad0d
backtest: add kline fixture generator 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-25 17:55:31 +08:00
c9s
118928d388
implement kline fixture generator 2022-06-25 17:52:37 +08:00
c9s
2e49a95d32
bbgo: remove unused context object 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-25 17:02:53 +08:00
c9s
b25be3d702
add doc comments 2022-06-25 16:55:54 +08:00
c9s
9f0e12dc25
service: fix import 2022-06-25 16:46:40 +08:00
c9s
7dd314703c
service: fix trade test 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-24 19:30:17 +08:00
c9s
751085f8ff
clean up todo comment 2022-06-24 19:24:49 +08:00
c9s
f4bb7bd231
service: drop unused methods 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-24 19:11:21 +08:00
c9s
bd991a7080
service: remove unused QueryLast method 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-24 19:08:51 +08:00
c9s
a9bff7701c
sync: avoid adding the millisecond one to the start time 2022-06-24 18:14:52 +08:00
c9s
cace7c8f97
sync: add more debug logs 2022-06-24 17:14:30 +08:00
c9s
4f42f90b49
service: update id map when inserting record 2022-06-24 16:49:41 +08:00
c9s
54d0a83eee
use local time instead of UTC 2022-06-24 15:42:30 +08:00
c9s
1587630b7b
service: pull out record to a var 2022-06-24 15:27:51 +08:00
c9s
3ad1f0e351
show trade ID in the console 2022-06-24 15:19:12 +08:00
c9s
7b60e34821
revert time range check change, it's the same lol 2022-06-23 17:59:46 +08:00
c9s
a78119b9ca
fix time range checking 2022-06-23 17:51:45 +08:00
c9s
4556e501da
batch: fix time range checking 2022-06-23 17:49:28 +08:00
c9s
8c1198de83
service: use created_at field to sort the orders 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-23 01:35:16 +08:00
c9s
2c96d079b8
skeleton: fix log WithField comment 2022-06-22 23:32:31 +08:00
c9s
2c5b553d21
skeleton: add notation 2022-06-22 23:29:29 +08:00
c9s
2550528f60
skeleton: add notification sample 2022-06-22 23:28:49 +08:00
c9s
dcbeace40e
skeleton: update more comments 2022-06-22 23:24:11 +08:00
c9s
b9cbb9d478
skeleton: add detailed comment to the skeleton 2022-06-22 23:18:11 +08:00
Yo-An Lin
7398afbde7
Merge pull request #758 from c9s/improve/pnl-cmd 
improve: add pnl cmd options and fix trade query
 2022-06-22 18:38:02 +08:00
Yo-An Lin
d1abfcf80b
Merge pull request #757 from iamken1204/improve/totp-user 
totp-user: add default user 'bbgo'
 2022-06-22 18:35:12 +08:00
c9s
8c850c71a2
cmd/pnl: add --sync option 2022-06-22 18:24:34 +08:00
c9s
fa7177426f
cmd/pnl: fix trade table query 2022-06-22 18:19:11 +08:00
c9s
9574a04cce
types: add time alias string to ParseLooseFormatTime 2022-06-22 17:20:10 +08:00
kettan
a0a96abeec totp-user: add default user 'bbgo' 
There's no  env in alpine image, causes the program throw error 'No USER or USERNAME' in containers.

* Create and assign  env in bbgo image
* Fallback to use the default user 'bbgo' when env  or  was unassigned
 2022-06-22 16:45:23 +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
60d2ac1616
ewoDgtrd: clean up embedded struct 2022-06-22 15:37:02 +08:00
c9s
027f1f01cf
improve callID fallback for persistence 2022-06-22 15:19:30 +08:00
c9s
5d72ffaa0f
rsmaker: remove embedded bbgo.Persistence 2022-06-22 13:52:40 +08:00
c9s
51a2f14af7
rsmaker: remove unused vars 2022-06-22 13:52:18 +08:00
c9s
bae685d63d
rsmaker: refactor ClosePosition method 2022-06-22 13:51:36 +08:00
c9s
09d0a9bbc7
pivotshort: clean up ClosePosition method 2022-06-22 13:46:04 +08:00
c9s
dbc6d4fb44
bollmaker: refactor ClosePosition method 2022-06-22 13:46:04 +08:00
c9s
b3160815ff
dca: use order executor to close position 2022-06-22 13:46:04 +08:00
c9s
929ffc3e5e
dca: clean up 2022-06-22 13:46:04 +08:00