Andy Cheng
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71137620bd
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strategy/linregmaker: qty calculation for backtest
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2022-11-25 16:39:15 +08:00 |
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Andy Cheng
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02a67a3de8
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strategy/linregmaker: initial trend
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2022-11-25 12:38:28 +08:00 |
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Andy Cheng
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5c60ad0e41
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strategy/linregmaker: re-organize strategy logic
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2022-11-25 12:27:47 +08:00 |
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Andy Cheng
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66f0f3e113
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strategy/linregmaker: remove useTickerPrice
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2022-11-24 17:06:14 +08:00 |
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Andy Cheng
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8c57dec793
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strategy/linregmaker: parameter of check main trend interval
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2022-11-24 16:51:37 +08:00 |
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Andy Cheng
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41e27a8e38
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strategy/linregmaker: default value of spread
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2022-11-23 17:44:40 +08:00 |
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Andy Cheng
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0f0549fa42
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strategy/linregmaker: dynamic exposure works on both direction
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2022-11-23 17:23:18 +08:00 |
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Andy Cheng
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fbc949a133
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strategy/linregmaker: validate basic config parameters
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2022-11-23 16:58:24 +08:00 |
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Andy Cheng
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cc124d4264
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strategy/linregmaker: works w/o dynamic qty
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2022-11-23 16:53:08 +08:00 |
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Andy Cheng
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e776c9e5ea
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strategy/linregmaker: use session standard indicator set
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2022-11-23 12:28:38 +08:00 |
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Andy Cheng
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37a2fedf15
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strategy/linregmaker: dynamic qty uses linreg slope ratio
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2022-11-22 18:24:04 +08:00 |
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Andy Cheng
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dd0f13e742
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strategy/linregmaker: misc
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2022-11-22 11:35:32 +08:00 |
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Andy Cheng
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f121218ede
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strategy/linregmaker: prototype
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2022-11-21 13:46:13 +08:00 |
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Andy Cheng
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8a81e68e27
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strategy/linregmaker: add dynamic quantity
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2022-11-18 16:42:51 +08:00 |
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Andy Cheng
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9be9ea2a47
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strategy/linregmaker: add AllowOppositePosition and FasterDecreaseRatio
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2022-11-18 15:12:38 +08:00 |
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Andy Cheng
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48c6326ac1
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strategy/linregmaker: draft
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2022-11-17 17:59:23 +08:00 |
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Andy Cheng
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faee87d2ad
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feature/dynamicExposure: dynamicExposure as a common package
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2022-10-21 17:20:31 +08:00 |
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Andy Cheng
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df05cf65d2
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feature/dynamicSpread: dynamicSpread as a common package
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2022-10-21 16:15:55 +08:00 |
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Andy Cheng
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7de9975336
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indicator/linreg: LinReg indicator
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2022-10-21 16:14:47 +08:00 |
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Andy Cheng
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7dd951e39c
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Merge pull request #996 from andycheng123/fix/general-order-executor
fix/general-order-executor: do not check for base balance for futures
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2022-10-18 19:14:18 +08:00 |
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Andy Cheng
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06c95a4735
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fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()
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2022-10-18 18:59:04 +08:00 |
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Zenix
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4dad96755a
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Merge pull request #995 from zenixls2/feature/async_telegram_notify
feature: telegram notify to become async
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2022-10-17 19:08:41 +09:00 |
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Zenix
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798079070c
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Merge pull request #993 from zenixls2/fix/indicator_for_1s
fix: indicator timeframe 1s
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2022-10-17 18:53:05 +09:00 |
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Zenix
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6f0c4fdfd2
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Merge pull request #994 from zenixls2/feature/binance_aggTrade
feature: add aggTrade for binance
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2022-10-17 18:50:15 +09:00 |
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zenix
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8a66e5b218
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feature: telegram notify to become async
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2022-10-17 18:38:03 +09:00 |
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zenix
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9213caf9c5
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feature: add aggTrade for binance
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2022-10-17 17:01:46 +09:00 |
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Yo-An Lin
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79c93e9a0f
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Merge pull request #991 from andycheng123/fix/risk
fix/risk: remove balance check in CalculateBaseQuantity()
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2022-10-17 15:33:10 +08:00 |
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zenix
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09c85d346c
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feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster
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2022-10-17 15:14:36 +08:00 |
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zenix
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ffae290060
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fix: indicator timeframe 1s
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2022-10-17 14:23:40 +09:00 |
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Andy Cheng
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d350806cdc
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fix/risk: remove balance check in the futures part of CalculateBaseQuantity()
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2022-10-17 12:07:58 +08:00 |
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austin362667
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763bb45842
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interval: avoid syncing 1s klines as default from backtest config syncSecKLines
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2022-10-14 23:14:30 +08:00 |
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austin362667
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18acd668a7
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interval: finalize 1s support
interval: finalize 1s support
interval: finalize 1s support
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2022-10-14 23:14:30 +08:00 |
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austin362667
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905c1f25ee
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interval: add 1s support
interval: add 1s support
interval: add 1s support
interval: fix 1s for backtesting
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2022-10-14 23:14:30 +08:00 |
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なるみ
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9330b9fde5
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change variable names
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2022-10-13 18:18:02 +08:00 |
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c9s
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b03687e07a
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bump version to v1.42.0
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2022-10-12 16:35:43 +08:00 |
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c9s
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7204e2550b
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pull out shutdown timeout context
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2022-10-11 14:23:02 +08:00 |
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Andy Cheng
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aa492a05a1
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fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal
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2022-10-07 13:48:16 +08:00 |
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Andy Cheng
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5ad247c8fe
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fix/order-executor: check for short position
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2022-10-07 13:28:24 +08:00 |
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Andy Cheng
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7a80b90dac
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fix/order-executor: ClosePosition() works on futures position
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2022-10-07 13:06:32 +08:00 |
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c9s
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a515fff053
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backtest: add order quantity check
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2022-10-06 15:08:44 +08:00 |
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Yo-An Lin
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39247bb9d8
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Merge pull request #982 from c9s/refactor/isolation
refactor isolation context for persistence facade configuration
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2022-10-05 22:31:49 +08:00 |
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c9s
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e92219194f
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bbgo: configure persistence facade into the isolation context
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2022-10-05 18:48:12 +08:00 |
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c9s
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673304bcf1
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bbgo: refactor ConfigurePersistence
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2022-10-05 18:46:26 +08:00 |
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c9s
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4caa457fbe
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bbgo: pull out ConfigurePersistence method to simple function
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2022-10-05 18:42:55 +08:00 |
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Fredrik
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8e83fc4ad7
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fix optimizer limit
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2022-10-05 08:51:30 +02:00 |
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Yo-An Lin
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4d42a61607
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Merge pull request #976 from austin362667/austin362667/harmonic
strategy: add harmonic shark pattern recognition
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2022-10-05 00:37:23 +08:00 |
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Yo-An Lin
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06675d0ac8
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Merge pull request #977 from austin362667/austin362667/irr
strategy: fix irr
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2022-10-05 00:36:30 +08:00 |
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austin362667
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600b17460d
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strategy:irr fix drawing defer close IO issue
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2022-10-04 18:47:14 +08:00 |
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austin362667
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22ef28bc39
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strategy:harmonic fix drawing defer close IO issue
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2022-10-04 18:44:42 +08:00 |
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Yo-An Lin
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ed8b78f839
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Merge pull request #978 from c9s/refactor/isolation
refactor: refactor isolation and add more tests
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2022-10-04 17:44:23 +08:00 |
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