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1002c13062
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Author SHA1 Message Date
Andy Cheng
1002c13062 feature/dynamic_exposure: move to risk package 2022-12-15 17:08:35 +08:00
Andy Cheng
8b1d19124f strategy/linregmaker: allow using amount for order qty calculation 2022-12-14 14:42:56 +08:00
Andy Cheng
d510c37e91 improve/dynamic_quantity: fix dynamic qty logic 2022-12-14 12:28:39 +08:00
Andy Cheng
2b8a5fe755 strategy/linregmaker: fix faster decrease logic 2022-12-14 11:52:15 +08:00
Andy Cheng
2ecdae6530 strategy/linregmaker: remove wrong test file 2022-12-13 17:49:31 +08:00
Andy Cheng
c6f9b0feed strategy/linregmaker: update config 2022-12-13 17:37:47 +08:00
Andy Cheng
ff334ca13d strategy/linregmaker: calculated allowed margin when leveraged 2022-12-13 17:16:30 +08:00
Andy Cheng
30f3ef2180 strategy/linregmaker: add more tg notification 2022-12-13 12:12:46 +08:00
Andy Cheng
79dcda5f52 strategy/linregmaker: add more trend reverse logs 2022-12-13 11:06:18 +08:00
Andy Cheng
a6956e50b7 strategy/linregmaker: add more logs 2022-12-12 18:23:49 +08:00
Andy Cheng
19d4033aaa strategy/linregmaker: adj config 2022-11-30 13:00:29 +08:00
Andy Cheng
71137620bd strategy/linregmaker: qty calculation for backtest 2022-11-25 16:39:15 +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
Andy Cheng
66f0f3e113 strategy/linregmaker: remove useTickerPrice 2022-11-24 17:06:14 +08:00
Andy Cheng
8c57dec793 strategy/linregmaker: parameter of check main trend interval 2022-11-24 16:51:37 +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
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