Yo-An Lin
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e451667bc6
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Merge pull request #1014 from c9s/remove-ftx
all: remove ftx
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2022-11-24 21:16:31 +08:00 |
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a dwarf
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a8cd36fdf0
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move bbgo completion to topics
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2022-11-24 17:21:24 +08:00 |
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c9s
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170c3b8c41
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all: remove ftx
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2022-11-24 17:05:20 +08:00 |
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Yo-An Lin
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16b4702248
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Merge pull request #1011 from andycheng123/strategy/supertrend-config
strategy/supertrend: update supertrend config
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2022-11-24 16:57:08 +08:00 |
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Yo-An Lin
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e43e56a9fe
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Merge pull request #1008 from zenixls2/feature/speedup_live_trading
improve: speed-up live trade
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2022-11-24 16:55:16 +08:00 |
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a dwarf
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70e45ccf93
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Create bbgo_completion.md
bbgo Completion
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2022-11-24 16:13:16 +08:00 |
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a dwarf
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d14d441ff8
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upgrade cobra
bbgo Completion only supports unix-like operating systems
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2022-11-24 16:05:02 +08:00 |
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Andy Cheng
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6af39e2e40
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strategy/supertrend: update supertrend config
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2022-11-22 11:39:15 +08:00 |
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zenix
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a6e0edbb3c
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fix: naming of prepare function of openPosition and add comments
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2022-11-21 12:16:11 +09:00 |
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zenix
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109f4d0e3e
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fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor
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2022-11-21 12:16:11 +09:00 |
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zenix
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27800e95bd
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feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter
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2022-11-21 12:16:11 +09:00 |
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Yo-An Lin
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026d712f75
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doc: remove FTX from Supported Exchange
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2022-11-20 21:01:37 +08:00 |
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Yo-An Lin
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da4a701092
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Remove FTX
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2022-11-20 21:00:58 +08:00 |
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Yo-An Lin
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26d3289a4b
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Merge pull request #1009 from zenixls2/feature/profit_factor_optimizer
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2022-11-10 19:13:19 +08:00 |
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zenix
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7aaea257df
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feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance
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2022-11-10 18:17:35 +09:00 |
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Austin Liu
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7d03c69406
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strategy:harmonic: fix
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2022-11-03 15:14:56 +08:00 |
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austin362667
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c8aa4ae400
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strategy: improve harmonic by adding HMM filter to denoise shark signal
strategy: improve harmonic by adding HMM filter to denoise shark signal
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2022-11-03 15:14:56 +08:00 |
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Yo-An Lin
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b80ac89486
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Merge pull request #1004 from austin362667/austin362667/irr
strategy:irr rollback to original nirr and consume kline
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2022-11-03 13:48:22 +08:00 |
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Austin Liu
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6c8addc4ee
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strategy:irr: refactor fast cancel from no wait
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2022-11-02 16:51:06 +08:00 |
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Austin Liu
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5467c8ef01
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strategy:irr rollback to original nirr and consume kline
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2022-11-02 16:48:50 +08:00 |
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Yo-An Lin
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335b90a97c
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Merge pull request #989 from austin362667/austin362667/irr
strategy:irr: a mean reversion based on box of klines in same direction
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2022-11-02 12:59:23 +08:00 |
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c9s
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04855b023a
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bbgo: listen to both order signal and the wait time channel
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2022-11-02 12:55:13 +08:00 |
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c9s
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3704f3f897
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bbgo: emit sigchan when new order is added or an order is removed
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2022-11-02 12:42:09 +08:00 |
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c9s
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9bf070172a
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bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion
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2022-11-02 12:34:04 +08:00 |
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c9s
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8707fcaa97
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bbgo: drop FastCancelActiveOrderBook
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2022-11-02 12:31:35 +08:00 |
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c9s
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1120821977
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add activeOrderBook.Symbol check
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2022-11-02 12:27:36 +08:00 |
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c9s
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7b9edd0456
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all: rename cancelNoWait to fastCancel
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2022-11-02 12:25:34 +08:00 |
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なるみ
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ba7985690f
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Merge pull request #1000 from c9s/narumi/rebalance/backtest
fix: rebalance: fix backtest
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2022-11-01 21:02:54 +08:00 |
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Yo-An Lin
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999d7b3799
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Merge pull request #997 from zenixls2/fix/serialMarketDataStore
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2022-10-31 18:00:39 +08:00 |
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Yo-An Lin
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237c2d223b
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Merge pull request #1001 from grorge123/grorge123/roiStopLoss_cancel_order
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2022-10-31 17:57:26 +08:00 |
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zenix
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3695644f97
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fix: capitalization of drift variable
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2022-10-31 18:50:27 +09:00 |
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zenix
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5b7712503f
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fix: pendingLock on orderPendingCounter delete
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2022-10-31 11:05:55 +09:00 |
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grorge
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a5555cf35a
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feat: cancel order for exit roi take profit and loss
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2022-10-28 17:56:07 +08:00 |
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なるみ
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532f3c11e7
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fix backtest
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2022-10-28 15:33:08 +08:00 |
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zenix
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b2e867e51c
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fix: unlimited length of indicators, add draw elapsed to drift
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2022-10-27 17:35:50 +09:00 |
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zenix
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493b81f16c
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fix: remove redundant notification
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2022-10-27 17:35:50 +09:00 |
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zenix
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ce86544c43
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optimize: drift strategy to use market trade signals
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2022-10-27 17:35:50 +09:00 |
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zenix
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a15d125679
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fix: instead of aggTrade, use market trade to match kline result
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2022-10-27 17:35:50 +09:00 |
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zenix
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a8d60b251f
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fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore.
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2022-10-27 17:35:50 +09:00 |
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zenix
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17825fbde1
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fix: rate settings in telegram, make elliottwave draw async
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2022-10-27 17:35:50 +09:00 |
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zenix
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3d672ea518
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fix: comment format, dbg logs in session
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2022-10-27 17:35:50 +09:00 |
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zenix
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d247e1cb97
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fix: show error message when aggTrade is used in backtesting
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2022-10-27 17:35:50 +09:00 |
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zenix
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e021cdd060
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rename: lock to mu
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2022-10-27 17:35:50 +09:00 |
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zenix
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675f84dccf
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fix: SerialMarketDataStore together with backtests
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2022-10-27 17:35:50 +09:00 |
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austin362667
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6e29359c85
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strategy:irr: fix logical error
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2022-10-19 22:08:44 +08:00 |
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austin362667
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778a3d8be1
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strategy:irr: clean up
strategy:irr: clean up
strategy:irr: clean up
strategy:irr: clean up
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2022-10-19 17:29:05 +08:00 |
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austin362667
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614209e9fd
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strategy:irr fix kline time syncing
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2022-10-19 17:10:33 +08:00 |
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austin362667
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612261c48c
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strategy:irr add klines box mean reversion
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2022-10-19 16:02:20 +08:00 |
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austin362667
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303e2c8413
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strategy:irr: redesign to maker strategy
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2022-10-19 16:02:20 +08:00 |
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austin362667
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42d87adeec
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strategy:irr: rollback to interval time ticker
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2022-10-19 16:02:20 +08:00 |
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