537 Commits

Author	SHA1	Message	Date
c9s	5c88abe72f	add rsicross strategy	2023-07-09 21:23:42 +08:00
c9s	5962742b43	all: integrate google spread sheet service	2023-07-09 13:17:39 +08:00
c9s	e67a7fb553	config: add description	2023-07-05 16:09:03 +08:00
c9s	798b3c62bb	add tri strategy config	2023-07-05 16:08:35 +08:00
c9s	ae3f371551	all: refactor risk control and integrate risk control into scmaker	2023-07-03 17:09:13 +08:00
c9s	3052dd5add	scmaker: add liquiditySkew support	2023-07-03 16:22:01 +08:00
なるみ	508f2fbe1e	fix typo in xalign config	2023-06-21 14:01:27 +08:00
c9s	a7b2051858	scmaker: fix the layer price	2023-06-15 17:26:04 +08:00
c9s	eb464cb595	config/scmaker: adjust minProfit	2023-06-15 14:07:35 +08:00
c9s	5f3ab4776d	config/scmaker: adjust minProfit ratio	2023-06-14 17:25:23 +08:00
c9s	8344193e81	scmaker: rename liquidityLayerTick to liquidityLayerTickSize	2023-06-14 17:25:23 +08:00
c9s	68c3c96b10	scmaker: fix balance lock and active order book update issue	2023-06-14 17:25:23 +08:00
c9s	81aa46e46b	config: adjust liquidityScale	2023-06-14 17:25:23 +08:00
c9s	f426d151a8	scmaker: final version	2023-06-14 17:25:23 +08:00
c9s	b8597a1803	scmaker: calculate balance quantity	2023-06-14 17:25:23 +08:00
c9s	40f8283616	scmaker: basic prototype	2023-06-14 17:25:23 +08:00
c9s	cbb9cc7722	xalign: add doc comment	2023-06-08 17:02:06 +08:00
c9s	c9ee4e52cc	xalign: add xalign strategy	2023-06-08 17:02:05 +08:00
ricotoothless	38a7f18b32	FIX: supertrend config type error	2023-04-29 02:01:52 +08:00
Andy Cheng	68f54c032a	Merge pull request #1121 from andycheng123/feature/hhllstop ... Feature/hhllstop	2023-04-18 11:39:45 +08:00
Andy Cheng	d4e42426ab	exits/trailingstop: add descriptions for parameters	2023-04-11 16:02:54 +08:00
c9s	a2fdc99741	xfunding: notify position ready	2023-03-29 21:40:18 +08:00
c9s	1e7afbc0c8	xfunding: fix position ready set call	2023-03-29 21:40:16 +08:00
c9s	4d59edc3d1	xfunding: add funding fee slack attachment support	2023-03-29 21:39:36 +08:00
c9s	8257c4ffbe	xfunding: fix ClosePosition call for futures	2023-03-29 18:28:25 +08:00
c9s	4d1f691300	xfunding: add syncFundingFeeRecords method	2023-03-26 14:54:27 +08:00
c9s	6349566ce9	config: add document to the xfunding options	2023-03-26 02:07:54 +08:00
c9s	1517076f6d	xfunding: implement syncSpotPosition	2023-03-24 03:20:04 +08:00
c9s	f3049de2ba	all: improve logging	2023-03-24 02:09:49 +08:00
c9s	209fb102fa	xfunding: add stringer support on PremiumIndex	2023-03-24 01:57:43 +08:00
c9s	1b5126c9a1	xfunding: add mutex	2023-03-23 17:36:30 +08:00
c9s	8b87a8706b	xfunding: add state for recording TotalBaseTransfer	2023-03-23 14:46:02 +08:00
c9s	20cd73e6ad	xfunding: fix transfer and refactoring more methods	2023-03-23 12:58:10 +08:00
c9s	b2c0a343f3	rename funding config file	2023-03-22 21:17:45 +08:00
Andy Cheng	f8c0e44e24	exits/hhllstop: update supertrend config as hhllStop example	2023-03-16 19:45:48 +08:00
narumi	0458858de0	fix position and profitstats	2023-03-14 19:27:41 +08:00
なるみ	cddf3570f2	Merge pull request #1104 from c9s/narumi/rebalance/balance ... fix: rebalance: adjust max amount by balance	2023-03-14 14:06:31 +08:00
narumi	0690518dc7	add option to rebalance on start	2023-03-13 22:43:42 +08:00
Yo-An Lin	07ebd83a62	Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit ... Improve/linregmaker minprofit	2023-03-13 21:31:28 +08:00
Andy Cheng	cb412dc13f	improve/bollmaker: add MinProfitActivationRate	2023-03-13 16:35:19 +08:00
Andy Cheng	5fc459d404	improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate	2023-03-13 16:35:19 +08:00
Andy Cheng	dd87d716ce	improve/linregmaker: fix end date of linregmaker config	2023-03-13 16:35:19 +08:00
Andy Cheng	6e854f8027	improve/linregmaker: add MinProfitSpread	2023-03-13 16:35:19 +08:00
Andy Cheng	0ea345a18c	improve/linregmaker: fix balance calculation in backtesting	2023-03-13 16:35:18 +08:00
narumi	74656e0e49	fix fixedmaker errors	2023-03-10 18:39:30 +08:00
narumi	a7cfd488ed	add fixedmaker	2023-03-10 16:41:01 +08:00
narumi	94b946a993	add orderType parameter	2023-03-03 23:14:30 +08:00
narumi	904491e750	add orderType parameter	2023-03-02 18:11:43 +08:00
c9s	0b73520371	config: update config example	2023-02-07 14:15:17 +08:00
c9s	24f0f40fad	config: add autoRange config doc	2022-12-26 01:00:15 +08:00
c9s	fedb67171a	config: update grid2 config example	2022-12-23 18:18:45 +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
c9s	5d6669fde4	config: update grid2 config for sync	2022-12-19 19:00:52 +08:00
c9s	f4529171f3	config: turn on notification for grid2	2022-12-15 18:39:06 +08:00
c9s	ac8186d43d	grid2: debug submitOrder before sending them to the api	2022-12-15 18:30:28 +08:00
c9s	bc8d7e9968	grid2: add skipSpreadCheck option	2022-12-15 18:09:43 +08:00
Andy Cheng	8b1d19124f	strategy/linregmaker: allow using amount for order qty calculation	2022-12-14 14:42:56 +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	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
c9s	489b025702	grid2: refactor check spread	2022-12-07 12:24:52 +08:00
c9s	68e7d0ec24	grid2: add doc comment for gridNumber	2022-12-06 10:47:19 +08:00
c9s	c2e219e180	config: add fee rate to backtest settings	2022-12-06 10:35:16 +08:00
c9s	82a1009f35	config: add baseInvestment	2022-12-06 10:08:34 +08:00
c9s	e29f3c50e8	grid2: calculate TotalFee	2022-12-06 10:05:43 +08:00
c9s	d9e230a433	grid2: add TestBacktestStrategy skeleton for backtesting in unit test	2022-12-06 02:40:22 +08:00
c9s	aa5f2a032a	grid2: call TruncatePrice on profitSpread	2022-12-06 02:13:32 +08:00
c9s	fda7abc1f2	config: update grid2 config sample	2022-12-05 19:46:48 +08:00
c9s	c4544cf8b2	grid2: improve debug logging	2022-12-05 19:42:36 +08:00
c9s	8e3bfe8499	grid2: consider base sell quantity reduction	2022-12-05 19:37:42 +08:00
c9s	c5fb15dc22	grid2: update test grid configuration	2022-12-05 18:12:38 +08:00
c9s	19e0a20c67	grid2: fill fixedpoint.Zero for stats	2022-12-04 21:43:40 +08:00
c9s	bce004106c	grid2: check price	2022-12-04 18:21:43 +08:00
c9s	9d62720111	grid2: add log for trigger price	2022-12-04 18:17:05 +08:00
c9s	50f3ca80cf	config: add doc for stopLossPrice	2022-12-04 18:12:01 +08:00
c9s	e0a69a89c8	config: add stopLossPrice config to the default grid2 config	2022-12-04 18:02:30 +08:00
c9s	4f3a160bbf	grid2: add stopLossPrice handler	2022-12-04 18:01:58 +08:00
c9s	5f0c45093c	config: add triggerPrice doc to config	2022-12-04 17:58:32 +08:00
c9s	e1f7d8b965	add data/bbgo_test.sql to git lfs	2022-12-04 17:48:43 +08:00
c9s	5344b3d768	grid2: add TestStrategy_calculateProfit test	2022-12-04 17:35:35 +08:00
c9s	92733411a3	config: add notification settings to grid2	2022-12-04 15:34:24 +08:00
c9s	175ab289e2	config: add more doc comment	2022-12-03 16:52:58 +08:00
c9s	24910f0b22	config: add earnBase option to config	2022-12-03 16:49:46 +08:00
c9s	5f7ad125c6	grid2: add earnBase option	2022-12-03 16:03:01 +08:00
c9s	28d47ba055	grid2: update config for compound mode	2022-12-03 15:22:15 +08:00
c9s	c0573210b3	grid2: log grid info	2022-12-03 14:58:53 +08:00
c9s	de398ef146	config: update grid2 max config	2022-12-03 12:31:09 +08:00
c9s	f5bb22c82d	config: update grid2 config files	2022-12-03 11:16:29 +08:00
c9s	3fc65122b6	config: update grid2 config	2022-12-02 13:46:09 +08:00
c9s	e385b589b6	config: add grid2 config	2022-12-02 00:10:00 +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	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	cc124d4264	strategy/linregmaker: works w/o dynamic qty	2022-11-23 16:53:08 +08:00
Andy Cheng	37a2fedf15	strategy/linregmaker: dynamic qty uses linreg slope ratio	2022-11-22 18:24:04 +08:00