72 Commits

Author	SHA1	Message	Date
c9s	17fd6a405b	add StopPriceRatio support	2020-12-03 09:50:36 +08:00
c9s	19d76928fd	support movingstop by BalancePercentage	2020-12-03 09:41:41 +08:00
c9s	ef03c0cf20	separate Run and CrossRun ... so that we mount one strategy as cross strategy or single exchange strategy	2020-12-03 09:31:40 +08:00
c9s	2b264905f9	add warnings and fix subscription	2020-12-03 09:26:10 +08:00
c9s	9d7aa2fe22	add movingstop strategy	2020-12-03 08:52:32 +08:00
c9s	d226ec2e01	change field names to lower case so that we can use shorter name for the accessors	2020-12-02 22:21:13 +08:00
c9s	e8b5379202	bollgrid: add warn messages	2020-11-12 17:41:28 +08:00
c9s	2b6547df47	bollgrid: add profit orderbook for bolling grid	2020-11-12 17:38:13 +08:00
c9s	1a6f5b99ae	bollgrid: submit orders on connect	2020-11-12 16:31:09 +08:00
c9s	8cc1c589a1	fix waitgroup counting	2020-11-12 14:59:47 +08:00
c9s	fc9409673f	add graceful shutdown	2020-11-12 14:50:21 +08:00
c9s	af8826a9e4	improve messages	2020-11-12 08:30:57 +08:00
c9s	6740541bcd	improve bollgrid	2020-11-12 08:28:59 +08:00
c9s	0264baa922	refactor and improve bollgrid	2020-11-11 23:18:53 +08:00
c9s	3912de235b	rename baseQuantity to just quantity	2020-11-11 17:55:44 +08:00
c9s	b2cd595069	grid: rename baseQuantity to just quantity	2020-11-11 17:55:16 +08:00
c9s	04f6da3cb8	add traditional grid strategy	2020-11-10 19:06:20 +08:00
c9s	4ab402a188	clean up legacy code	2020-11-10 16:56:30 +08:00
c9s	941c93794c	fix grid strategy for backtesting	2020-11-10 14:18:54 +08:00
c9s	6c2aef31a3	improve backtest logging	2020-11-09 16:47:29 +08:00
c9s	e7cc79f3cf	replace errors.Errorf with fmt.Errorf	2020-11-09 16:34:35 +08:00
c9s	0d8fa08171	add book Update method	2020-11-07 15:07:06 +08:00
c9s	1e925cac6e	move onConnect to the standard stream	2020-11-07 12:38:57 +08:00
c9s	94bb7f5dac	max: fix order symbol convertion	2020-11-07 12:19:57 +08:00
c9s	573a082391	add flashcrash strategy	2020-11-07 12:02:15 +08:00
c9s	5bdf5e0034	remove goroutine from the strategy	2020-11-06 11:01:19 +08:00
c9s	b86b74effb	fix max kline parsing	2020-11-05 15:04:56 +08:00
c9s	c54c0788ab	rewrite grid strategy trigger	2020-11-05 14:27:22 +08:00
c9s	8388f443a9	move active order book to the bbgo package	2020-11-05 11:14:14 +08:00
c9s	8e0b5d11a7	add max grid config and fix max price formatting	2020-10-31 20:38:20 +08:00
c9s	14abe3fb7e	pull out active order book to the types package	2020-10-31 20:38:20 +08:00
c9s	1eb263de23	use AnyFilled to simplify the order management in the strategy	2020-10-31 20:38:20 +08:00
c9s	e264257d23	implement OrderMap and SyncOrderMap	2020-10-31 20:38:20 +08:00
c9s	a60207db2a	only re-submit the order when the order is filled on the opposite side	2020-10-31 18:33:04 +08:00
c9s	458fa8aa9d	add types.OrderStatusFilled	2020-10-31 18:29:58 +08:00
c9s	17a2f74add	finalize grid strategy	2020-10-31 18:29:58 +08:00
c9s	c3961024cf	implement grid strategy update orders method	2020-10-31 18:29:58 +08:00
c9s	f0681177f9	inject market into the skeleton strategy	2020-10-29 17:06:34 +08:00
c9s	b0cc128b79	pull out trend types	2020-10-29 17:03:36 +08:00
c9s	a7325e86f0	document swing strategy	2020-10-29 13:42:53 +08:00
c9s	19b600bb35	simplify strategy registration api	2020-10-29 07:54:59 +08:00
c9s	2f8bffeaca	add strict injection check fo pointer only objects	2020-10-29 07:49:06 +08:00
c9s	33257c591e	refactor swing strategy with types IntervalWindow	2020-10-29 07:44:22 +08:00
c9s	6d8ec7894e	refactor standard indicator set with store	2020-10-29 07:40:02 +08:00
c9s	d6553a1155	move strategy subscribe out	2020-10-28 17:49:49 +08:00
c9s	67446670ac	finalize swing strategy and fix trade reporter issue	2020-10-28 17:48:16 +08:00
c9s	2680ad5072	refactor environment, market data store, injection and add swing strategy	2020-10-28 17:48:16 +08:00
c9s	e2df24f31c	support standard indicatorset	2020-10-28 09:43:19 +08:00
c9s	e1c2f7cc3d	improve notifier signatures and fix slack Notify method	2020-10-27 20:13:10 +08:00
c9s	ccc381143d	support pointer type filling	2020-10-27 19:33:11 +08:00