Commit Graph

6407 Commits

Author SHA1 Message Date
c9s
1fa5186002
grid2: allocate grid object 2022-12-02 00:09:58 +08:00
c9s
84c3d386ca
grid2: implement find next higher/lower pin 2022-12-02 00:09:58 +08:00
c9s
629cea0f44
grid2: fix ExtendUpperPrice and its tests 2022-12-02 00:09:58 +08:00
c9s
4fb2230e5d
grid2: improve number func 2022-12-02 00:09:58 +08:00
c9s
f46fc7ee80
grid2: fix tests 2022-12-02 00:09:58 +08:00
c9s
4ddbeff7e4
grid2: fix Test_calculateArithmeticPins 2022-12-02 00:09:58 +08:00
c9s
f98c00b7aa
grid2: fix extendLowerPrice method and tests 2022-12-02 00:09:58 +08:00
c9s
75c088eb9c
refactor calculateArithmeticPins 2022-12-02 00:09:58 +08:00
c9s
725c624281
grid2: rewrite ExtendUpperPrice 2022-12-02 00:09:58 +08:00
c9s
533587ffd2
grid2: update lowerPrice 2022-12-02 00:09:58 +08:00
c9s
d6f751c027
grid2: improve ExtendLowerPrice 2022-12-02 00:09:58 +08:00
c9s
e675a084e2
grid2: refactor spread, height methods 2022-12-02 00:09:58 +08:00
c9s
2761cff2bf
grid2: add pin tests 2022-12-02 00:09:57 +08:00
c9s
21a1d550e3
grid2: add grid struct 2022-12-02 00:09:57 +08:00
c9s
cb612a22b1
add grid2 strategy 2022-12-02 00:09:57 +08:00
zenix
2e315240d9 feature: add sync_time.sh utility 2022-12-01 12:18:39 +09:00
Andy Cheng
19d4033aaa strategy/linregmaker: adj config 2022-11-30 13:00:29 +08:00
Yo-An Lin
4825fb8d0e
Merge pull request #1016 from zenixls2/doc/series_extend
doc: add series extend documentation
2022-11-30 11:11:08 +08:00
zenix
0cb9bc2c7b doc: add series extend documentation 2022-11-29 16:25:12 +09:00
c9s
4b0db6b3af
bbgo: fix quantity adjustment 2022-11-27 00:25:29 +08:00
c9s
50d5449b9a
fix types.NewZeroAssetError panic error 2022-11-27 00:24:24 +08:00
Andy Cheng
71137620bd strategy/linregmaker: qty calculation for backtest 2022-11-25 16:39:15 +08:00
Yo-An Lin
98f70756be
Merge pull request #1013 from a-dwarf/main
feature: bbgo completion
2022-11-25 14:55:18 +08:00
Andy Cheng
02a67a3de8 strategy/linregmaker: initial trend 2022-11-25 12:38:28 +08:00
Andy Cheng
5c60ad0e41 strategy/linregmaker: re-organize strategy logic 2022-11-25 12:27:47 +08:00
a dwarf
daab130735 upgrade cobra 2022-11-25 10:37:54 +08:00
Yo-An Lin
e451667bc6
Merge pull request #1014 from c9s/remove-ftx
all: remove ftx
2022-11-24 21:16:31 +08:00
a dwarf
a8cd36fdf0 move bbgo completion to topics 2022-11-24 17:21:24 +08:00
Andy Cheng
66f0f3e113 strategy/linregmaker: remove useTickerPrice 2022-11-24 17:06:14 +08:00
c9s
170c3b8c41
all: remove ftx 2022-11-24 17:05:20 +08:00
Yo-An Lin
16b4702248
Merge pull request #1011 from andycheng123/strategy/supertrend-config
strategy/supertrend: update supertrend config
2022-11-24 16:57:08 +08:00
Yo-An Lin
e43e56a9fe
Merge pull request #1008 from zenixls2/feature/speedup_live_trading
improve: speed-up live trade
2022-11-24 16:55:16 +08:00
Andy Cheng
8c57dec793 strategy/linregmaker: parameter of check main trend interval 2022-11-24 16:51:37 +08:00
a dwarf
70e45ccf93
Create bbgo_completion.md
bbgo Completion
2022-11-24 16:13:16 +08:00
a dwarf
d14d441ff8
upgrade cobra
bbgo Completion only supports unix-like operating systems
2022-11-24 16:05:02 +08:00
Andy Cheng
41e27a8e38 strategy/linregmaker: default value of spread 2022-11-23 17:44:40 +08:00
Andy Cheng
0f0549fa42 strategy/linregmaker: dynamic exposure works on both direction 2022-11-23 17:23:18 +08:00
Andy Cheng
fbc949a133 strategy/linregmaker: validate basic config parameters 2022-11-23 16:58:24 +08:00
Andy Cheng
cc124d4264 strategy/linregmaker: works w/o dynamic qty 2022-11-23 16:53:08 +08:00
Andy Cheng
e776c9e5ea strategy/linregmaker: use session standard indicator set 2022-11-23 12:28:38 +08:00
Andy Cheng
37a2fedf15 strategy/linregmaker: dynamic qty uses linreg slope ratio 2022-11-22 18:24:04 +08:00
Andy Cheng
6af39e2e40 strategy/supertrend: update supertrend config 2022-11-22 11:39:15 +08:00
Andy Cheng
dd0f13e742 strategy/linregmaker: misc 2022-11-22 11:35:32 +08:00
Andy Cheng
f121218ede strategy/linregmaker: prototype 2022-11-21 13:46:13 +08:00
zenix
a6e0edbb3c fix: naming of prepare function of openPosition and add comments 2022-11-21 12:16:11 +09:00
zenix
109f4d0e3e fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor 2022-11-21 12:16:11 +09:00
zenix
27800e95bd feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter 2022-11-21 12:16:11 +09:00
Yo-An Lin
026d712f75
doc: remove FTX from Supported Exchange 2022-11-20 21:01:37 +08:00
Yo-An Lin
da4a701092
Remove FTX 2022-11-20 21:00:58 +08:00
Andy Cheng
8a81e68e27 strategy/linregmaker: add dynamic quantity 2022-11-18 16:42:51 +08:00