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
|
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 |
|
Andy Cheng
|
8a81e68e27
|
strategy/linregmaker: add dynamic quantity
|
2022-11-18 16:42:51 +08:00 |
|
Andy Cheng
|
9be9ea2a47
|
strategy/linregmaker: add AllowOppositePosition and FasterDecreaseRatio
|
2022-11-18 15:12:38 +08:00 |
|
Andy Cheng
|
48c6326ac1
|
strategy/linregmaker: draft
|
2022-11-17 17:59:23 +08:00 |
|
Andy Cheng
|
faee87d2ad
|
feature/dynamicExposure: dynamicExposure as a common package
|
2022-10-21 17:20:31 +08:00 |
|
Andy Cheng
|
df05cf65d2
|
feature/dynamicSpread: dynamicSpread as a common package
|
2022-10-21 16:15:55 +08:00 |
|
Andy Cheng
|
7de9975336
|
indicator/linreg: LinReg indicator
|
2022-10-21 16:14:47 +08:00 |
|
Andy Cheng
|
7dd951e39c
|
Merge pull request #996 from andycheng123/fix/general-order-executor
fix/general-order-executor: do not check for base balance for futures
|
2022-10-18 19:14:18 +08:00 |
|
Andy Cheng
|
06c95a4735
|
fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()
|
2022-10-18 18:59:04 +08:00 |
|
Zenix
|
4dad96755a
|
Merge pull request #995 from zenixls2/feature/async_telegram_notify
feature: telegram notify to become async
|
2022-10-17 19:08:41 +09:00 |
|
Zenix
|
798079070c
|
Merge pull request #993 from zenixls2/fix/indicator_for_1s
fix: indicator timeframe 1s
|
2022-10-17 18:53:05 +09:00 |
|
Zenix
|
6f0c4fdfd2
|
Merge pull request #994 from zenixls2/feature/binance_aggTrade
feature: add aggTrade for binance
|
2022-10-17 18:50:15 +09:00 |
|
zenix
|
8a66e5b218
|
feature: telegram notify to become async
|
2022-10-17 18:38:03 +09:00 |
|
zenix
|
9213caf9c5
|
feature: add aggTrade for binance
|
2022-10-17 17:01:46 +09:00 |
|
Yo-An Lin
|
79c93e9a0f
|
Merge pull request #991 from andycheng123/fix/risk
fix/risk: remove balance check in CalculateBaseQuantity()
|
2022-10-17 15:33:10 +08:00 |
|
zenix
|
09c85d346c
|
feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster
|
2022-10-17 15:14:36 +08:00 |
|
zenix
|
ffae290060
|
fix: indicator timeframe 1s
|
2022-10-17 14:23:40 +09:00 |
|
Andy Cheng
|
d350806cdc
|
fix/risk: remove balance check in the futures part of CalculateBaseQuantity()
|
2022-10-17 12:07:58 +08:00 |
|
austin362667
|
763bb45842
|
interval: avoid syncing 1s klines as default from backtest config syncSecKLines
|
2022-10-14 23:14:30 +08:00 |
|
austin362667
|
18acd668a7
|
interval: finalize 1s support
interval: finalize 1s support
interval: finalize 1s support
|
2022-10-14 23:14:30 +08:00 |
|
austin362667
|
905c1f25ee
|
interval: add 1s support
interval: add 1s support
interval: add 1s support
interval: fix 1s for backtesting
|
2022-10-14 23:14:30 +08:00 |
|
Yo-An Lin
|
ab8624cd98
|
Merge pull request #990 from c9s/narumi/rename
fix: change variable names
|
2022-10-14 02:27:26 +08:00 |
|
なるみ
|
9330b9fde5
|
change variable names
|
2022-10-13 18:18:02 +08:00 |
|
c9s
|
1d9cc54ea7
|
add v1.42.0 release note
|
2022-10-12 16:35:44 +08:00 |
|
c9s
|
b03687e07a
|
bump version to v1.42.0
|
2022-10-12 16:35:43 +08:00 |
|
c9s
|
b18c35ceb9
|
update command doc files
|
2022-10-12 16:35:43 +08:00 |
|
c9s
|
7204e2550b
|
pull out shutdown timeout context
|
2022-10-11 14:23:02 +08:00 |
|
Andy Cheng
|
82877101dc
|
Merge pull request #987 from andycheng123/fix/supertrend-strategy
fix: supertrend-strategy: LinReg baseline slope wrongly calculated
|
2022-10-07 16:44:42 +08:00 |
|
Andy Cheng
|
aa492a05a1
|
fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal
|
2022-10-07 13:48:16 +08:00 |
|
Andy Cheng
|
1744281d0f
|
Merge pull request #986 from andycheng123/fix/protective-stop
fix: general order executor: ClosePosition() works on futures position
|
2022-10-07 13:42:11 +08:00 |
|
Andy Cheng
|
5ad247c8fe
|
fix/order-executor: check for short position
|
2022-10-07 13:28:24 +08:00 |
|
Andy Cheng
|
7a80b90dac
|
fix/order-executor: ClosePosition() works on futures position
|
2022-10-07 13:06:32 +08:00 |
|
Yo-An Lin
|
34866ce7cc
|
Merge pull request #983 from c9s/fix/add-quantity-check
|
2022-10-06 15:39:45 +08:00 |
|
c9s
|
a515fff053
|
backtest: add order quantity check
|
2022-10-06 15:08:44 +08:00 |
|
c9s
|
c374a56110
|
config: fix config maker fee rate
|
2022-10-06 13:52:06 +08:00 |
|
c9s
|
350f6d7de2
|
config: fix maker fee rate config
|
2022-10-06 13:50:52 +08:00 |
|
Yo-An Lin
|
39247bb9d8
|
Merge pull request #982 from c9s/refactor/isolation
refactor isolation context for persistence facade configuration
|
2022-10-05 22:31:49 +08:00 |
|
Yo-An Lin
|
4c0fdee668
|
Merge pull request #981 from frin1/fix/optimizer-limit-results
fix optimizer limit
|
2022-10-05 18:50:00 +08:00 |
|
c9s
|
e92219194f
|
bbgo: configure persistence facade into the isolation context
|
2022-10-05 18:48:12 +08:00 |
|
c9s
|
673304bcf1
|
bbgo: refactor ConfigurePersistence
|
2022-10-05 18:46:26 +08:00 |
|
c9s
|
4caa457fbe
|
bbgo: pull out ConfigurePersistence method to simple function
|
2022-10-05 18:42:55 +08:00 |
|
Fredrik
|
8e83fc4ad7
|
fix optimizer limit
|
2022-10-05 08:51:30 +02:00 |
|
Yo-An Lin
|
4d42a61607
|
Merge pull request #976 from austin362667/austin362667/harmonic
strategy: add harmonic shark pattern recognition
|
2022-10-05 00:37:23 +08:00 |
|
Yo-An Lin
|
06675d0ac8
|
Merge pull request #977 from austin362667/austin362667/irr
strategy: fix irr
|
2022-10-05 00:36:30 +08:00 |
|