Commit Graph

123 Commits

Author SHA1 Message Date
c9s
645d1792d2
upgrade github.com/adshao/go-binance/v2 to 2.4.5 2024-03-06 22:39:43 +08:00
c9s
2742b192b6
run go mod tidy 2024-01-25 17:00:35 +08:00
c9s
59713fa532
support extra migration packages 2024-01-24 15:33:17 +08:00
c9s
9a1b50dee9
upgrade rockhopper to v2 2024-01-19 15:28:56 +08:00
narumi
b0476e40ed go mod tidy 2023-11-15 15:50:39 +08:00
Edwin
6531dbcf1a go: update requestgen to v1.3.6 2023-11-08 22:18:28 +08:00
Edwin
6b5dd653aa go: update requestgen to v1.3.5 2023-10-23 14:38:56 +08:00
c9s
f98937c428
Merge pull request #1261 from c9s/dependabot/go_modules/golang.org/x/image-0.5.0
build(deps): bump golang.org/x/image from 0.0.0-20200927104501-e162460cd6b5 to 0.5.0
2023-08-02 01:49:59 +08:00
dependabot[bot]
5a0c6a3067
build(deps): bump github.com/prometheus/client_golang
Bumps [github.com/prometheus/client_golang](https://github.com/prometheus/client_golang) from 1.11.0 to 1.11.1.
- [Release notes](https://github.com/prometheus/client_golang/releases)
- [Changelog](https://github.com/prometheus/client_golang/blob/main/CHANGELOG.md)
- [Commits](https://github.com/prometheus/client_golang/compare/v1.11.0...v1.11.1)

---
updated-dependencies:
- dependency-name: github.com/prometheus/client_golang
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-08-01 12:33:38 +00:00
dependabot[bot]
027d764850
build(deps): bump golang.org/x/image
Bumps [golang.org/x/image](https://github.com/golang/image) from 0.0.0-20200927104501-e162460cd6b5 to 0.5.0.
- [Commits](https://github.com/golang/image/commits/v0.5.0)

---
updated-dependencies:
- dependency-name: golang.org/x/image
  dependency-type: indirect
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-08-01 12:33:28 +00:00
dependabot[bot]
f2f2b10739
build(deps): bump github.com/gin-gonic/gin from 1.7.0 to 1.9.1
Bumps [github.com/gin-gonic/gin](https://github.com/gin-gonic/gin) from 1.7.0 to 1.9.1.
- [Release notes](https://github.com/gin-gonic/gin/releases)
- [Changelog](https://github.com/gin-gonic/gin/blob/master/CHANGELOG.md)
- [Commits](https://github.com/gin-gonic/gin/compare/v1.7.0...v1.9.1)

---
updated-dependencies:
- dependency-name: github.com/gin-gonic/gin
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-08-01 12:22:16 +00:00
c9s
70e4d42c45
update go module files 2023-07-06 16:04:14 +08:00
c9s
7e2d5f84fb
add google spreadsheet api integration sample code 2023-07-06 16:04:14 +08:00
c9s
b8597a1803
scmaker: calculate balance quantity 2023-06-14 17:25:23 +08:00
c9s
21a01bd2c0
go: update go-binance to v2.4.2 2023-06-13 17:08:02 +08:00
c9s
ee0dcc788b
add github.com/dmarkham/enumer 2023-05-16 19:26:46 +08:00
c9s
24f37e273d
go: mod tidy 2023-04-12 16:24:14 +08:00
c9s
f7d3fca1ec
maxapi: simplify ticker response parsing 2023-04-12 15:00:26 +08:00
c9s
d1c6fde978
update github.com/c9s/requestgen@v1.3.4 2023-04-12 15:00:26 +08:00
c9s
8919bdd212
update go-binance package 2023-03-24 18:36:32 +08:00
c9s
20cd73e6ad
xfunding: fix transfer and refactoring more methods 2023-03-23 12:58:10 +08:00
c9s
a2c6b0d9ac
go: mod tidy 2023-03-02 16:19:59 +08:00
c9s
18478cf4c8
bbgo: apply backoff to submitOrders 2023-02-24 13:34:08 +08:00
c9s
c8098b414b
cmd: add rollbar support 2022-12-12 17:18:40 +08:00
c9s
85097840f1 binance: replace /api/v3/myTrades api 2022-12-09 16:44:27 +08:00
a dwarf
daab130735 upgrade cobra 2022-11-25 10:37:54 +08:00
c9s
d73880d0a8
binance: upgrade github.com/adshao/go-binance/v2 to v2.3.8 2022-09-19 17:02:50 +08:00
c9s
ccd085a8e6
go mod tidy -compat=1.17 2022-09-12 14:39:21 +08:00
c9s
8cd646668a
bbgo: use enumer to generate enumer parser 2022-09-02 14:16:16 +08:00
zenix
c1d9df8cdb feature: export drift1m, remove take profit, add profit report for listing pnl by date 2022-08-15 21:06:46 +09:00
zenix
e34b0c6c30 fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m 2022-08-15 21:04:31 +09:00
c9s
5fdbd7bba3 set go module to 1.17 2022-08-15 15:10:25 +08:00
Yo-An Lin
62aff676da
Revert "feature: add smart cancel to drift" 2022-08-09 16:25:36 +08:00
zenix
0e3aecb549 fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m 2022-08-09 13:26:56 +09:00
Raphanus Lo
67f8b1c32c optimizeex: hyperparameter optimization tool
Currently support the following search algorithms:
- Tree-structured Parzen Estimators (tpe, default)
- Covariance Matrix Adaptation Evolution Strategy (cmaes)
- Quasi-monte carlo sampling based on Sobol sequence (sobol)
- random search (random)

And the following objective function:
- profit
- volume
- equity
2022-07-29 17:09:54 +08:00
zenix
c51a99400d feature: add plot for series. add autocorrelation. add clone for indicators/series 2022-07-26 18:00:05 +09:00
c9s
f329af2c6b
generate mocks for the exchange interface
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 01:31:12 +08:00
Fredrik
771f578efd optimizer/fix: prevent from crashing if missing SummaryReport 2022-07-03 13:16:41 +02:00
Andy Cheng
a029509b63 optimizer: add progressbar 2022-06-29 16:17:43 +08:00
austin362667
c227272542 rsmaker: add bulit-in strategy
rsmaker: clean up
2022-06-20 17:23:13 +08:00
c9s
f81633c955
upgrade rockhopper 2022-06-17 13:45:13 +08:00
c9s
bf92e28461
service: implement margin service for syncing margin related data 2022-05-31 17:43:17 +08:00
c9s
f29e8bd6d2
service: use reflect to generate insert sql 2022-05-30 18:08:54 +08:00
c9s
32ce36fda7
implement json patch for optimizer 2022-05-19 17:27:59 +08:00
c9s
06e2902e5e
add file lock for report index 2022-05-17 22:41:39 +08:00
なるみ
98a35a485f glassnode: use requestgen.BaseAPIClient 2022-05-05 11:05:27 +08:00
c9s
d0b400f0da go mod tidy 2022-05-01 01:06:25 +08:00
c9s
87b6722f90
upgrade github.com/c9s/rockhopper 2022-04-26 18:47:04 +08:00
c9s
6c29e10caf
binance: improve binary error check 2022-04-26 16:43:40 +08:00
c9s
c2d1ef0fc8 add margin borrow endpoint 2022-04-23 12:51:07 +08:00