Commit Graph

6417 Commits

Author SHA1 Message Date
c9s
6b75150983
refactor order related functions into core api 2022-12-24 15:58:02 +08:00
c9s
a46b3fe908
grid2: improve debugGrid func 2022-12-24 14:52:08 +08:00
c9s
8e20a55060
grid2: refactor recover functions to replayOrderHistory and reuse scanMissingPinPrices 2022-12-24 14:48:47 +08:00
c9s
1be5c11577
add v1.43.1 release note 2022-12-24 01:29:05 +08:00
c9s
53b2a0d7ab
bump version to v1.43.1 2022-12-24 01:29:05 +08:00
c9s
d18535bfb8
update command doc files 2022-12-24 01:29:05 +08:00
Yo-An Lin
b7f3d4f197
Merge pull request #1032 from c9s/feature/grid2
strategy: grid2: recover grid orders [part 2]
2022-12-24 01:28:10 +08:00
c9s
216bdb891f
grid2: skip canceled orders 2022-12-24 01:08:28 +08:00
c9s
3d9b919e24
grid2: fix grid recovering 2022-12-24 00:54:40 +08:00
c9s
8715d0aca9
grid2: prevent infinite loop 2022-12-23 23:50:30 +08:00
c9s
ae20cef8f4
grid2: add scanOrderCreationTimeRange func 2022-12-23 23:41:36 +08:00
c9s
606b4650b3
grid2: add RecoverOrdersWhenStart and fix grid recover logic 2022-12-23 19:15:46 +08:00
c9s
6bcf5f8f82
bbgo: improve active order book printing 2022-12-23 18:19:00 +08:00
c9s
fedb67171a
config: update grid2 config example 2022-12-23 18:18:45 +08:00
c9s
882c56a820
grid2: add RecoverWhenStart option 2022-12-23 17:54:30 +08:00
c9s
8a45fe522e
grid2: pull out session dependency from the recoverGrid method 2022-12-23 16:48:40 +08:00
c9s
c721274adc
grid2: implement scanMissingGridOrders 2022-12-23 15:35:26 +08:00
Yo-An Lin
74f93f80fa
Update README.md 2022-12-23 13:14:47 +08:00
c9s
3e87cbb83a
add v1.43.0 release note 2022-12-23 13:08:06 +08:00
c9s
28beca18e1
bump version to v1.43.0 2022-12-23 13:08:06 +08:00
c9s
006ac7c2b3
update command doc files 2022-12-23 13:08:05 +08:00
Yo-An Lin
8bcfb78bc0
Merge pull request #1030 from c9s/feature/grid2
WIP: Feature/grid2
2022-12-23 12:59:43 +08:00
c9s
bf87d04d57
binance: change rate limit unit to minute 2022-12-22 19:07:55 +08:00
Che-Chia (David) Chang
ed1c5c82cb
Merge pull request #1031 from chechiachang/feature/push-to-quay-io
feature: push to quay.io
2022-12-22 14:59:49 +08:00
c9s
1ea72099ed
service: fix margin sync with asset condition 2022-12-22 14:10:35 +08:00
c9s
c59c8638be
grid2: find lastOrderTime and firstOrderTime range 2022-12-22 13:21:39 +08:00
c9s
5b4be1f9fc
max: drop unused toMaxSubmitOrder 2022-12-22 13:14:25 +08:00
zenix
1ca79db4e5 fix: volume profile 2022-12-22 13:35:04 +09:00
zenix
2811dbb580 fix: tsi, add test 2022-12-22 11:55:17 +09:00
zenix
75caa6565e feature: add sar indicator 2022-12-22 11:55:17 +09:00
zenix
c0f82977b0 feature: add psar 2022-12-22 11:55:17 +09:00
zenix
2b62616513 doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
zenix
38461167ba feature: add tsi and klinger oscillator, fix wdrift div 0 issue 2022-12-22 11:55:17 +09:00
chechia
12c7f6585a
feature: push to quay.io 2022-12-20 17:53:19 +08:00
c9s
441e5d867b
grid2: add todo mark 2022-12-20 17:34:20 +08:00
c9s
f92ba9cbf1
grid2: implement recover func loading 2022-12-20 17:33:53 +08:00
c9s
130cf2468d
types: implement lookup method 2022-12-20 17:33:40 +08:00
c9s
bbe58f51cf
doc: simplify backtest command example 2022-12-20 16:05:50 +08:00
c9s
330be79ec6
grid2: add recoverGrid 2022-12-20 15:56:38 +08:00
c9s
1fd431df5f
doc: add back-test report viewer doc link 2022-12-20 15:38:56 +08:00
Yo-An Lin
2b20ff4da9
Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
2022-12-20 14:55:48 +08:00
Yo-An Lin
c230695a44
Update multi-session.yaml 2022-12-19 20:08:06 +08:00
c9s
565193ed69
config: add multi-session example 2022-12-19 20:04:17 +08:00
Yo-An Lin
f38a89c0a5
Merge pull request #1028 from c9s/feature/grid2 2022-12-19 19:33:10 +08:00
c9s
5d6669fde4
config: update grid2 config for sync 2022-12-19 19:00:52 +08:00
c9s
756bfe2402
types: print message body when message parse error 2022-12-19 19:00:35 +08:00
c9s
30f471db00
binance: fix execution report parsing 2022-12-19 19:00:14 +08:00
c9s
6f2664b03e
grid2: fix test for orderTag 2022-12-19 18:51:39 +08:00
c9s
811be78933
grid2: update log message 2022-12-17 11:57:32 +08:00
Andy Cheng
d5e37f03e2 feature/dynamic_*: move dynamic_* to risk/dynamicrisk package 2022-12-16 11:51:52 +08:00