87 Commits

Author	SHA1	Message	Date
c9s	b209d94a9c	rename active order book constructor function	2022-06-06 06:57:25 +08:00
c9s	3786fc64f1	rename LocalActiveOrderBook to just ActiveOrderBook	2022-06-06 05:43:38 +08:00
c9s	13bf5d69a3	use types.Interval instead of string	2022-05-19 10:04:03 +08:00
Andy Cheng	7326a1b21d	strategy: fix wrong string formatting syntax	2022-04-26 18:29:22 +08:00
Andy Cheng	7b3e369766	feature: use LocalActiveOrderBook for cancelling open orders for strategy controller in support strategy	2022-04-26 18:29:22 +08:00
Andy Cheng	26a5114182	feature: adapt callbackgen style strategy controller in support strategy	2022-04-26 18:29:22 +08:00
Andy Cheng	cf8603e30b	feature: use NewFromFloat	2022-04-26 18:29:22 +08:00
Andy Cheng	324c7ea432	feature: logging with strategy symbol	2022-04-26 18:29:22 +08:00
Andy Cheng	389752161d	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
Andy Cheng	57fdc9b120	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
c9s	18da434e92	all: use thread-safe GetAccount method to get account	2022-04-23 15:43:11 +08:00
Andy Cheng	854a364b38	strategy: use fixedpoint.Zero instead	2022-04-10 00:03:37 +08:00
Andy Cheng	ceccba43f9	strategy: re-submit trailing stop order if previous one failed	2022-04-08 18:46:41 +08:00
Andy Cheng	d94e8e3826	strategy: check trailing stop order creation success	2022-04-08 18:41:19 +08:00
Andy Cheng	f9052f3397	strategy: fix load CurrentHighestPrice bug	2022-04-08 18:35:02 +08:00
Andy Cheng	75f3e33543	strategy: use stop limit due to sop market unsupported by binance	2022-04-02 21:32:40 +08:00
Andy Cheng	8f4ba971f1	strategy: fix typo	2022-04-02 21:27:52 +08:00
Andy Cheng	c2747ca9e4	strategy: remove TimeInForce when sending trailing stop order	2022-04-02 21:19:47 +08:00
Andy Cheng	861fd84fd4	strategy: use stop market to tp instead of stop limit	2022-03-31 11:10:53 +08:00
Andy Cheng	8782104f1a	strategy: remove unnecessary notification	2022-03-30 16:46:42 +08:00
Andy Cheng	934e4aa69f	strategy: fix wrong support condition	2022-03-29 11:46:01 +08:00
Andy Cheng	fb8b79f38d	interact: rename GetStrategyStatus() to GetStatus()	2022-03-21 16:12:23 +08:00
Andy Cheng	ffd5c646e9	interact: refactor interface func name	2022-03-21 15:08:15 +08:00
Andy Cheng	5f7710103d	type: add StrategyStatus type	2022-03-21 15:01:15 +08:00
Andy Cheng	ce6efd9333	strategy: add EmergencyStop() to support strategy	2022-03-21 11:51:12 +08:00
Andy Cheng	b6aff9674c	strategy: add StrategyController functions to support strategy	2022-03-21 10:20:12 +08:00
zenix	77a88aabe4	feature: add CancelOrders and CancelOrdersTo to executor	2022-03-16 21:38:09 +09:00
Andy Cheng	72a6877094	strategy: add PositionCloser function for support strategy	2022-03-15 19:19:44 +08:00
Andy Cheng	231085d507	strategy: add PositionReader function for support strategy	2022-03-15 16:46:27 +08:00
Andy Cheng	b94096cb2e	strategy: cache orders.IDs() in orderIds	2022-03-15 16:44:43 +08:00
Andy Cheng	822fea44fc	strategy: fix index out of range error	2022-03-14 12:01:17 +08:00
Andy Cheng	ad7605e7b2	strategy: do not submit order if current position < market.MinQuantity	2022-03-14 11:45:24 +08:00
c9s	0c09e6b32a	use global timeInForce type	2022-02-18 13:52:13 +08:00
zenix	8648528435	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
zenix	cdba7924b4	fix backtest panic when cancel fail on the last order	2022-02-15 12:01:39 +09:00
zenix	fad85d0992	fix binance test, outptu for support and xgap strategies	2022-02-15 12:01:39 +09:00
zenix	2ccc449657	fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint	2022-02-15 12:01:39 +09:00
Andy Cheng	f7fc7f64b4	strategy: fix fixedpoint value compared to 0 problem	2022-02-06 17:47:14 +08:00
Andy Cheng	41c3b860b0	strategy: rename callBackRatio to callbackRatio	2022-02-06 17:47:14 +08:00
Andy Cheng	a9b48ff138	strategy: fix fixedpoint.Value compare to 0 problem	2022-02-06 17:47:14 +08:00
Andy Cheng	8b009a984a	strategy: fix a bug when 'trailingStopControl' is not used	2022-02-06 17:47:14 +08:00
Andy Cheng	571c3834c5	strategy: fix the JSON tag of 'CurrentHighestPrice'	2022-02-06 17:47:14 +08:00
Andy Cheng	769da1e77c	strategy: rename 'trailingStopCallBackRatio' JSON tag to 'callBackRatio'	2022-02-06 17:47:14 +08:00
Andy Cheng	b48c7f40d7	strategy: make TrailingStopCallBackRatio and MinimumProfitPercentage fixedpoint.Value	2022-02-06 17:47:13 +08:00
Andy Cheng	883f43a9ad	strategy: construct trailingStopControl in the caller	2022-02-06 17:47:13 +08:00
Andy Cheng	60a4ab2f27	strategy: save state on high price update and cancel trailing stop order on shutdown	2022-02-06 17:47:13 +08:00
Andy Cheng	1bd787f44c	strategy: return the createdOrders objects instead in submitOrders()	2022-02-06 17:47:13 +08:00
Andy Cheng	f673fc30ad	strategy: rename GenerateTrailingStopOrder() to GenerateStopOrder() in support strategy	2022-02-06 17:47:13 +08:00
Andy Cheng	2a8938fce0	re-indent with tabs	2022-02-06 17:47:13 +08:00
Andy Cheng	66b042fea7	strategy: trailing stop TP for support strategy	2022-02-06 17:47:11 +08:00