Commit Graph

9128 Commits

Author SHA1 Message Date
c9s
d12df59c1b
types/tradeStats: use last order id to identity consecutive win and loss 2022-09-08 15:49:23 +08:00
Yo-An Lin
3e07f1fa86
Merge pull request #921 from andycheng123/improve/supertrend-strategy-profit-report
strategy/supertrend: use ma by day instead of by trade
2022-09-08 12:15:50 +08:00
Andy Cheng
6ca1a80cf9 strategy/supertrend: use ma by day instead of by trade 2022-09-07 18:27:11 +08:00
Zenix
afad9cca47
Merge pull request #910 from zenixls2/feature/ewo_renew
SerialMarketDataStore, elliottwave renewal
2022-09-07 18:54:01 +09:00
Yo-An Lin
d24b816518
Merge pull request #919 from c9s/fix/trade-stats-for-live
feature: add fixedpoint.Reducer, Counter and add update stats method on TradeStats
2022-09-07 17:36:49 +08:00
austin362667
46b3fabfe3 strategy: add trend trader
strategy: add trend treader

strategy: add trend treader
2022-09-07 16:11:31 +08:00
austin362667
8b97e4c4e8 audacity: finalize strategy 2022-09-07 16:05:51 +08:00
austin362667
713ead669e audacity: stddev outlier func & all order change to maker 2022-09-07 16:05:51 +08:00
austin362667
43a3e21a7b audacitymaker: rename perTrade 2022-09-07 16:05:51 +08:00
austin362667
132f700377 builtib: update strategy registery 2022-09-07 16:05:51 +08:00
austin362667
73a8f3586f builtib: update strategy list
builtib: update strategy list
2022-09-07 16:05:51 +08:00
austin362667
1d727345ee strategy: redesign to audacitymaker 2022-09-07 16:05:51 +08:00
austin362667
833d30ce64 ktrade: add second try 2022-09-07 16:05:51 +08:00
austin362667
6a119bfca0 ktrade: remove ticker 2022-09-07 16:05:51 +08:00
austin362667
a18a06819e ktrade: error handling
ktrade: remove error handling

ktrade: remove error handling

ktrade: remove error handling

ktrade: error handling
2022-09-07 16:05:51 +08:00
austin362667
49f7c3de46 ktrade: rounding instead of ceil/floor 2022-09-07 16:05:51 +08:00
austin362667
1cc285985c config: add ktrade 2022-09-07 16:05:51 +08:00
austin362667
42d7117464 strategy: add ktrade 2022-09-07 16:05:51 +08:00
c9s
56c53958cd
fixedpoint: positive tester and negative tester 2022-09-07 15:11:07 +08:00
c9s
c62330b2c1
fixedpoint: add counter func 2022-09-07 14:05:44 +08:00
c9s
e28921879d
types: implement stats update method for live trading 2022-09-07 14:02:57 +08:00
zenix
e7a5669018 fix: lowestPrice in elliottwave, add more logs 2022-09-07 15:02:38 +09:00
c9s
668180f8aa
fixedpoint: add reducer and its tests 2022-09-07 14:00:26 +08:00
c9s
e161f4ec1a
fixedpoint: add sort interface support on fixedpoint 2022-09-07 12:35:09 +08:00
c9s
e0e279f756
fixedpoint: add reducer 2022-09-07 12:28:13 +08:00
c9s
6b4661783d
types: group profits by order id 2022-09-07 11:59:08 +08:00
c9s
4c3334c482
types: assign orderID to profit object 2022-09-07 11:57:09 +08:00
c9s
889318ddcb
cmd/order: add market order support 2022-09-07 02:17:56 +08:00
c9s
90b633158a
cmd/order: add margin-side-effect option 2022-09-07 02:01:38 +08:00
c9s
33fdcefba3
bbgo: add notification tag 2022-09-07 01:05:43 +08:00
c9s
c2eec1e72b
bbgo: move fixedpoint one const to consts.go 2022-09-07 00:50:54 +08:00
c9s
62fb09c8d9
bbgo: protective stop should send notification when it's activated 2022-09-07 00:50:16 +08:00
c9s
bf77f67cbb
add v1.40.2 release note 2022-09-07 00:40:01 +08:00
c9s
9bbd69c030
bump version to v1.40.2 2022-09-07 00:40:01 +08:00
c9s
2a47140c27
update command doc files 2022-09-07 00:40:01 +08:00
c9s
f62eb301e3
fix: fix pivothigh indicator use high instead of low 2022-09-06 23:39:13 +08:00
c9s
78299a6e7d
makefile: fix frontend app path 2022-09-06 18:57:40 +08:00
c9s
46d8d28b5b
move frontend to apps dir 2022-09-06 18:55:43 +08:00
zenix
66c8a3bb0d fix: rename getSource to sourceGetter 2022-09-06 19:15:13 +09:00
zenix
36a5579660 fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status 2022-09-06 19:08:05 +09:00
c9s
8f363677bc
move bootstrap functions 2022-09-06 16:50:45 +08:00
Yo-An Lin
3f27facd83
Merge pull request #918 from c9s/feature/backtest-report-config
feature: write strategy config in the backtest report directory
2022-09-06 15:10:24 +08:00
zenix
67e57b49eb fix: move sourceselector to bbgo folder 2022-09-06 14:43:05 +09:00
zenix
b35bce1afd fix: remove non-code file 2022-09-06 14:36:55 +09:00
zenix
1d0893b699 fix: enable interval parsing for non-whitelisted time spans 2022-09-06 14:26:17 +09:00
c9s
ed975de2cd
cmd: write config json file into the backtest report dir 2022-09-06 13:20:37 +08:00
c9s
8ed39f7565
cmd: add session name to the symbol report json file 2022-09-06 13:18:35 +08:00
Raphanus Lo
7416f1074a
Merge pull request #915 from COLDTURNIP/feature/observer_filters
feature: add G-H filter and Kalman filter
2022-09-05 20:29:41 +08:00
zenix
6c8902dd9c fix: export kline query limit as a variable for preload decisions from strategy 2022-09-05 20:36:41 +09:00
zenix
28802dd107 feature: re-implement heikinashi for elliottwave 2022-09-05 19:32:35 +09:00