4522 Commits

Author	SHA1	Message	Date
Andy Cheng	66f0f3e113	strategy/linregmaker: remove useTickerPrice	2022-11-24 17:06:14 +08:00
c9s	170c3b8c41	all: remove ftx	2022-11-24 17:05:20 +08:00
Andy Cheng	8c57dec793	strategy/linregmaker: parameter of check main trend interval	2022-11-24 16:51:37 +08:00
Andy Cheng	41e27a8e38	strategy/linregmaker: default value of spread	2022-11-23 17:44:40 +08:00
Andy Cheng	0f0549fa42	strategy/linregmaker: dynamic exposure works on both direction	2022-11-23 17:23:18 +08:00
Andy Cheng	fbc949a133	strategy/linregmaker: validate basic config parameters	2022-11-23 16:58:24 +08:00
Andy Cheng	cc124d4264	strategy/linregmaker: works w/o dynamic qty	2022-11-23 16:53:08 +08:00
Andy Cheng	e776c9e5ea	strategy/linregmaker: use session standard indicator set	2022-11-23 12:28:38 +08:00
Andy Cheng	37a2fedf15	strategy/linregmaker: dynamic qty uses linreg slope ratio	2022-11-22 18:24:04 +08:00
Andy Cheng	dd0f13e742	strategy/linregmaker: misc	2022-11-22 11:35:32 +08:00
Andy Cheng	f121218ede	strategy/linregmaker: prototype	2022-11-21 13:46:13 +08:00
zenix	a6e0edbb3c	fix: naming of prepare function of openPosition and add comments	2022-11-21 12:16:11 +09:00
zenix	109f4d0e3e	fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor	2022-11-21 12:16:11 +09:00
zenix	27800e95bd	feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter	2022-11-21 12:16:11 +09:00
Andy Cheng	8a81e68e27	strategy/linregmaker: add dynamic quantity	2022-11-18 16:42:51 +08:00
Andy Cheng	9be9ea2a47	strategy/linregmaker: add AllowOppositePosition and FasterDecreaseRatio	2022-11-18 15:12:38 +08:00
Andy Cheng	48c6326ac1	strategy/linregmaker: draft	2022-11-17 17:59:23 +08:00
zenix	7aaea257df	feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance	2022-11-10 18:17:35 +09:00
Austin Liu	7d03c69406	strategy:harmonic: fix	2022-11-03 15:14:56 +08:00
austin362667	c8aa4ae400	strategy: improve harmonic by adding HMM filter to denoise shark signal ... strategy: improve harmonic by adding HMM filter to denoise shark signal	2022-11-03 15:14:56 +08:00
Austin Liu	6c8addc4ee	strategy:irr: refactor fast cancel from no wait	2022-11-02 16:51:06 +08:00
Austin Liu	5467c8ef01	strategy:irr rollback to original nirr and consume kline	2022-11-02 16:48:50 +08:00
Yo-An Lin	335b90a97c	Merge pull request #989 from austin362667/austin362667/irr ... strategy:irr: a mean reversion based on box of klines in same direction	2022-11-02 12:59:23 +08:00
c9s	04855b023a	bbgo: listen to both order signal and the wait time channel	2022-11-02 12:55:13 +08:00
c9s	3704f3f897	bbgo: emit sigchan when new order is added or an order is removed	2022-11-02 12:42:09 +08:00
c9s	9bf070172a	bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion	2022-11-02 12:34:04 +08:00
c9s	8707fcaa97	bbgo: drop FastCancelActiveOrderBook	2022-11-02 12:31:35 +08:00
c9s	1120821977	add activeOrderBook.Symbol check	2022-11-02 12:27:36 +08:00
c9s	7b9edd0456	all: rename cancelNoWait to fastCancel	2022-11-02 12:25:34 +08:00
なるみ	ba7985690f	Merge pull request #1000 from c9s/narumi/rebalance/backtest ... fix: rebalance: fix backtest	2022-11-01 21:02:54 +08:00
Yo-An Lin	999d7b3799	Merge pull request #997 from zenixls2/fix/serialMarketDataStore	2022-10-31 18:00:39 +08:00
zenix	3695644f97	fix: capitalization of drift variable	2022-10-31 18:50:27 +09:00
zenix	5b7712503f	fix: pendingLock on orderPendingCounter delete	2022-10-31 11:05:55 +09:00
grorge	a5555cf35a	feat: cancel order for exit roi take profit and loss	2022-10-28 17:56:07 +08:00
なるみ	532f3c11e7	fix backtest	2022-10-28 15:33:08 +08:00
zenix	b2e867e51c	fix: unlimited length of indicators, add draw elapsed to drift	2022-10-27 17:35:50 +09:00
zenix	493b81f16c	fix: remove redundant notification	2022-10-27 17:35:50 +09:00
zenix	ce86544c43	optimize: drift strategy to use market trade signals	2022-10-27 17:35:50 +09:00
zenix	a15d125679	fix: instead of aggTrade, use market trade to match kline result	2022-10-27 17:35:50 +09:00
zenix	a8d60b251f	fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore.	2022-10-27 17:35:50 +09:00
zenix	17825fbde1	fix: rate settings in telegram, make elliottwave draw async	2022-10-27 17:35:50 +09:00
zenix	3d672ea518	fix: comment format, dbg logs in session	2022-10-27 17:35:50 +09:00
zenix	d247e1cb97	fix: show error message when aggTrade is used in backtesting	2022-10-27 17:35:50 +09:00
zenix	e021cdd060	rename: lock to mu	2022-10-27 17:35:50 +09:00
zenix	675f84dccf	fix: SerialMarketDataStore together with backtests	2022-10-27 17:35:50 +09:00
Andy Cheng	faee87d2ad	feature/dynamicExposure: dynamicExposure as a common package	2022-10-21 17:20:31 +08:00
Andy Cheng	df05cf65d2	feature/dynamicSpread: dynamicSpread as a common package	2022-10-21 16:15:55 +08:00
Andy Cheng	7de9975336	indicator/linreg: LinReg indicator	2022-10-21 16:14:47 +08:00
austin362667	6e29359c85	strategy:irr: fix logical error	2022-10-19 22:08:44 +08:00
austin362667	778a3d8be1	strategy:irr: clean up ... strategy:irr: clean up strategy:irr: clean up strategy:irr: clean up	2022-10-19 17:29:05 +08:00
austin362667	614209e9fd	strategy:irr fix kline time syncing	2022-10-19 17:10:33 +08:00
austin362667	612261c48c	strategy:irr add klines box mean reversion	2022-10-19 16:02:20 +08:00
austin362667	303e2c8413	strategy:irr: redesign to maker strategy	2022-10-19 16:02:20 +08:00
austin362667	42d87adeec	strategy:irr: rollback to interval time ticker	2022-10-19 16:02:20 +08:00
austin362667	7974ee8fd3	strategy:irr: seperate alphas	2022-10-19 16:02:20 +08:00
austin362667	58bdb9b194	strategy:irr remove alpha ranking	2022-10-19 16:02:20 +08:00
austin362667	2b397940b8	strategy:irr fix draw goroutine	2022-10-19 16:02:20 +08:00
austin362667	150c37995e	strategy:irr redesign trigger	2022-10-19 16:02:20 +08:00
austin362667	a3dd93dd9a	strategy:irr: add backtest/realtime ability	2022-10-19 16:02:20 +08:00
Andy Cheng	7dd951e39c	Merge pull request #996 from andycheng123/fix/general-order-executor ... fix/general-order-executor: do not check for base balance for futures	2022-10-18 19:14:18 +08:00
Andy Cheng	06c95a4735	fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()	2022-10-18 18:59:04 +08:00
Zenix	4dad96755a	Merge pull request #995 from zenixls2/feature/async_telegram_notify ... feature: telegram notify to become async	2022-10-17 19:08:41 +09:00
Zenix	798079070c	Merge pull request #993 from zenixls2/fix/indicator_for_1s ... fix: indicator timeframe 1s	2022-10-17 18:53:05 +09:00
Zenix	6f0c4fdfd2	Merge pull request #994 from zenixls2/feature/binance_aggTrade ... feature: add aggTrade for binance	2022-10-17 18:50:15 +09:00
zenix	8a66e5b218	feature: telegram notify to become async	2022-10-17 18:38:03 +09:00
zenix	9213caf9c5	feature: add aggTrade for binance	2022-10-17 17:01:46 +09:00
Yo-An Lin	79c93e9a0f	Merge pull request #991 from andycheng123/fix/risk ... fix/risk: remove balance check in CalculateBaseQuantity()	2022-10-17 15:33:10 +08:00
zenix	09c85d346c	feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster	2022-10-17 15:14:36 +08:00
zenix	ffae290060	fix: indicator timeframe 1s	2022-10-17 14:23:40 +09:00
Andy Cheng	d350806cdc	fix/risk: remove balance check in the futures part of CalculateBaseQuantity()	2022-10-17 12:07:58 +08:00
austin362667	763bb45842	interval: avoid syncing 1s klines as default from backtest config syncSecKLines	2022-10-14 23:14:30 +08:00
austin362667	18acd668a7	interval: finalize 1s support ... interval: finalize 1s support interval: finalize 1s support	2022-10-14 23:14:30 +08:00
austin362667	905c1f25ee	interval: add 1s support ... interval: add 1s support interval: add 1s support interval: fix 1s for backtesting	2022-10-14 23:14:30 +08:00
なるみ	9330b9fde5	change variable names	2022-10-13 18:18:02 +08:00
c9s	b03687e07a	bump version to v1.42.0	2022-10-12 16:35:43 +08:00
c9s	7204e2550b	pull out shutdown timeout context	2022-10-11 14:23:02 +08:00
Andy Cheng	aa492a05a1	fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal	2022-10-07 13:48:16 +08:00
Andy Cheng	5ad247c8fe	fix/order-executor: check for short position	2022-10-07 13:28:24 +08:00
Andy Cheng	7a80b90dac	fix/order-executor: ClosePosition() works on futures position	2022-10-07 13:06:32 +08:00
c9s	a515fff053	backtest: add order quantity check	2022-10-06 15:08:44 +08:00
Yo-An Lin	39247bb9d8	Merge pull request #982 from c9s/refactor/isolation ... refactor isolation context for persistence facade configuration	2022-10-05 22:31:49 +08:00
c9s	e92219194f	bbgo: configure persistence facade into the isolation context	2022-10-05 18:48:12 +08:00
c9s	673304bcf1	bbgo: refactor ConfigurePersistence	2022-10-05 18:46:26 +08:00
c9s	4caa457fbe	bbgo: pull out ConfigurePersistence method to simple function	2022-10-05 18:42:55 +08:00
Fredrik	8e83fc4ad7	fix optimizer limit	2022-10-05 08:51:30 +02:00
Yo-An Lin	4d42a61607	Merge pull request #976 from austin362667/austin362667/harmonic ... strategy: add harmonic shark pattern recognition	2022-10-05 00:37:23 +08:00
Yo-An Lin	06675d0ac8	Merge pull request #977 from austin362667/austin362667/irr ... strategy: fix irr	2022-10-05 00:36:30 +08:00
austin362667	600b17460d	strategy:irr fix drawing defer close IO issue	2022-10-04 18:47:14 +08:00
austin362667	22ef28bc39	strategy:harmonic fix drawing defer close IO issue	2022-10-04 18:44:42 +08:00
Yo-An Lin	ed8b78f839	Merge pull request #978 from c9s/refactor/isolation ... refactor: refactor isolation and add more tests	2022-10-04 17:44:23 +08:00
c9s	070a92e3ae	max: fix max kline api	2022-10-04 17:25:29 +08:00
c9s	a8d9911e36	bbgo: refactor isolation and add more tests	2022-10-04 17:23:43 +08:00
austin362667	3c52e9e145	strategy: refactor draw lib	2022-10-04 15:23:48 +08:00
austin362667	26d640ff3b	strategy: fix irr	2022-10-04 15:23:48 +08:00
austin362667	ec60c708c3	strategy: upgrade harmonic persistence sync	2022-10-04 15:22:52 +08:00
austin362667	60e51e1470	strategy: refactor harmonic draw lib	2022-10-04 15:20:17 +08:00
austin362667	f1ae7b5f30	strategy: add harmonic shark pattern recognition ... strategy: add harmonic shark pattern recognition	2022-10-04 15:20:17 +08:00
c9s	731e5569d0	telegramnotifier: fix err check	2022-10-03 21:14:46 +08:00
c9s	2b953ad2d1	bbgo: make PersistenceServiceFacade private	2022-10-03 18:46:02 +08:00
c9s	8a50474ad1	all: add context parameter to Sync()	2022-10-03 18:45:24 +08:00
c9s	ce318fff3b	add persistenceServiceFacade to isolation	2022-10-03 18:40:49 +08:00
c9s	60956e0157	bbgo: add NewContextWithDefaultIsolation	2022-10-03 18:39:45 +08:00
c9s	198683d141	bbgo: add NewContextWithIsolation function	2022-10-03 18:39:07 +08:00
c9s	f7e76c0518	all: remove bbgo.Persistence	2022-10-03 18:37:53 +08:00
c9s	4a37273065	bbgo: remove Persistence injection	2022-10-03 16:31:04 +08:00
c9s	315f7da8f4	bbgo: remove context suffix from the isolation struct	2022-10-03 16:22:41 +08:00
c9s	59287b5116	all: support context isolation	2022-10-03 16:01:08 +08:00
c9s	a940e88016	add IsolationContext	2022-10-03 15:33:46 +08:00
c9s	77ca1a9c75	bbgo: register onShutdown from the trader	2022-10-03 15:33:46 +08:00
c9s	76b0f5518d	bbgo: let trader handles the shutdown handlers	2022-10-03 15:33:46 +08:00
zenix	5c1d0f95e2	fix/drift_stoploss	2022-10-03 14:00:18 +09:00
zenix	8e82e24c05	fix: drift close position with retry limit	2022-09-29 20:31:10 +09:00
zenix	58736b1b2d	refactor: extract stoploss, fix highest/lowest in trailingExit	2022-09-29 20:15:10 +09:00
zenix	5086af2886	fix: reduce Quantity precheck, drift condition, ewo refactor	2022-09-28 20:06:37 +09:00
c9s	7b47a51fae	irr: fix strategy id	2022-09-28 17:07:13 +08:00
Yo-An Lin	1b531b66a2	Merge pull request #959 from austin362667/austin362667/factorzoo ... stratgy: add irr	2022-09-28 17:05:03 +08:00
Yo-An Lin	bf7829973a	Merge pull request #968 from zenixls2/refactor/dump_param ... feature: add config dump / param dump / param modify for elliottwave	2022-09-28 16:50:36 +08:00
Yo-An Lin	1fa542b895	Merge pull request #965 from c9s/fix/binance-futures-order-types ... binance: fix futures order conversion	2022-09-28 16:49:29 +08:00
zenix	b2875eedc5	feature: add config dump / param dump / param modify for elliottwave, refactor param dump	2022-09-27 20:26:59 +09:00
zenix	ad4ee93033	fix: wrong tag in drift	2022-09-26 20:16:27 +09:00
Yo-An Lin	8d92d43710	Merge pull request #955 from narumiruna/improve-marketcap ... FEATURE: marketcap: reduce frequency of querying data from coinmarketcap	2022-09-24 01:54:30 +08:00
Yo-An Lin	0ef565ec81	Merge pull request #963 from frin1/feature/limit_number_of_optimizer_results ... Feature: limit how many metrics is shown by optimizer	2022-09-24 01:53:58 +08:00
c9s	1342423294	binance: fix futures order conversion	2022-09-24 01:38:25 +08:00
c9s	bfc4cc0db1	bbgo: check options.price when limit order taker ratio is given	2022-09-24 01:27:28 +08:00
c9s	14c941c9f3	bbgo: add submitOrder retry limit	2022-09-24 01:25:28 +08:00
c9s	90303b38e2	remove unused NotifyFunc	2022-09-24 01:15:18 +08:00
zenix	fdbcaef2ca	fix: use ZeroAssetError, refactor	2022-09-22 20:26:18 +09:00
Fredrik	29f0e0d07c	refactoring	2022-09-22 09:16:37 +02:00
なるみ	4b1f7c65ce	reduce frequency of querying data from coinmarketcap	2022-09-22 14:12:18 +08:00
zenix	ac2f7decdf	fix: dup naming, remove Leverage from drift field	2022-09-22 13:48:01 +09:00
zenix	15308fbe3b	fix: add FieldByIndexErr and eliminate all possible panic	2022-09-22 13:41:09 +09:00
zenix	fd875c7060	fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior	2022-09-22 13:01:26 +09:00
zenix	d8dea22e10	fix: set ctx	2022-09-21 15:32:55 +09:00
zenix	9cce165aa5	fix: extract split string by length as a function	2022-09-21 15:14:33 +09:00
Fredrik	2fb4c7e258	add limit to optimizer results	2022-09-20 22:49:21 +02:00
zenix	097860af6b	fix: add rate limit on telegram api and split messages by unicode with size limitation	2022-09-20 17:02:02 +09:00
c9s	2a9fdcc998	bump version to v1.41.0	2022-09-20 15:34:43 +08:00
c9s	247a22c4fe	xmaker: fix profit stats notification	2022-09-20 15:09:22 +08:00
c9s	de1b0bccfc	types: fix balance filtering	2022-09-20 15:08:49 +08:00
Yo-An Lin	17b5e3566a	Merge pull request #960 from c9s/refactor/notification ... improve: improve the existing notification switch settings	2022-09-20 12:25:06 +08:00
Yo-An Lin	1086845522	Merge pull request #961 from frin1/fix/exit_protective_stop_loss-repay ... Feature: Add auto-repay to exit_protective_stop_loss	2022-09-20 12:04:24 +08:00
austin362667	beb13449cb	strategy: refactor oneliner to irr	2022-09-20 10:32:57 +08:00
austin362667	4f99110d2b	stratgy: add oneliner	2022-09-20 10:32:57 +08:00
Fredrik	2dfa27d934	Add auto-repay	2022-09-19 21:39:13 +02:00
c9s	4387b078c0	bbgo: add basic notification switch	2022-09-19 19:28:29 +08:00
c9s	75b61ea285	bbgo: add NotificationSwitches	2022-09-19 19:25:18 +08:00
c9s	b067d67eab	bbgo: drop legacy notification routing	2022-09-19 19:22:08 +08:00
Yo-An Lin	29376defa3	Merge pull request #958 from c9s/strategy/pivotshort ... WIP: strategy/pivotshort: more improvements	2022-09-19 17:27:31 +08:00
c9s	1c58a44e44	binance: implement get margin max borrowable request	2022-09-19 17:09:34 +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	c8f5bf8b08	bbgo: check e.session.Margin flag	2022-09-19 16:00:12 +08:00
c9s	b3ae4929be	bbgo: make the max borrowing error message clear	2022-09-19 14:56:13 +08:00
c9s	7ef008dc4f	telegramnotifier: show error message in the telegram log	2022-09-19 14:55:58 +08:00
Yo-An Lin	cddc70fb0d	Merge pull request #957 from c9s/fix/submit-order-notify ... bbgo: remove submitOrder notification	2022-09-19 14:23:38 +08:00
c9s	1c23881da9	bbgo: check closing flag to avoid double closing	2022-09-19 13:23:23 +08:00
c9s	05defc3aad	bbgo: fix base amount borrow check	2022-09-19 13:12:49 +08:00
c9s	d4398bbbf9	bbgo: add more simple slice types to FilterSimpleArgs	2022-09-19 13:07:56 +08:00
c9s	e48ae215e5	bbgo: remove Notifiability from the order executor	2022-09-19 09:51:48 +08:00
Yo-An Lin	8e8979645d	Merge pull request #956 from c9s/improve/max-borrowable ... improve: bbgo: use margin asset borrowable amount to adjust the quantity	2022-09-19 09:47:23 +08:00
c9s	850f3c86ba	types: fix net asset value display in telegram	2022-09-19 09:45:18 +08:00
c9s	d7711867b2	types: fix net asset value display in telegram	2022-09-19 09:44:26 +08:00
c9s	5800eab165	bbgo: remove submitOrder notification	2022-09-19 09:40:52 +08:00
c9s	59b1e52439	bbgo: remove submitOrder notification	2022-09-19 09:38:57 +08:00
c9s	f9f2df29e7	types: use passed time to reset today pnl	2022-09-19 09:33:18 +08:00
c9s	26cf048c84	types: preset fixedpoint zero fields	2022-09-19 09:31:04 +08:00
c9s	dc0fca09f2	types: rename json fields to grossProfit and grossLoss	2022-09-19 09:28:28 +08:00
c9s	1d1d5d497f	bbgo: init call to updateMarginAssetMaxBorrowable	2022-09-19 09:25:54 +08:00
c9s	8180153e9c	bbgo: use margin asset borrowable amount to adjust the quantity	2022-09-19 09:10:59 +08:00
Yo-An Lin	3230088f9f	Merge pull request #953 from zenixls2/fix/drift ... fix: drift minus weight, preloaded kline not enough	2022-09-17 18:15:44 +08:00
Yo-An Lin	39c347f0a0	Merge pull request #950 from c9s/strategy/pivotshort ... strategy/pivotshort	2022-09-17 18:14:41 +08:00
zenix	7044b0d8ea	fix: drift minus weight, preloaded kline not enough	2022-09-16 19:11:36 +09:00
Zenix	44de961ea1	Merge pull request #942 from zenixls2/feature/modifiable ... feature: add modify tg command. fix wdrift ma length	2022-09-16 15:23:38 +09:00
c9s	be40ed7410	bbgo: refactor marginAssetUpdater	2022-09-16 12:19:30 +08:00
c9s	d4f74822ad	bbgo/exit_protective_stop_loss: use types.KLineWith	2022-09-16 11:20:39 +08:00
c9s	2f575488c2	pivotshort: fix log format and notification	2022-09-16 11:18:11 +08:00
c9s	9ebb8ada13	optimizer: wrap error with the output if err is not nil	2022-09-16 01:53:23 +08:00
c9s	9819f0941b	pivotshort: clean up debug comment	2022-09-16 01:24:01 +08:00
c9s	cd338f8fe2	pivotshort: add pivotWindow parameter	2022-09-16 01:23:15 +08:00
c9s	427723dcaf	bbgo: improve trendEMA condition	2022-09-16 01:20:48 +08:00
c9s	3d7fc75e4b	pivotshort: add MACDDivergence protection	2022-09-16 01:15:18 +08:00
c9s	e2dd7c7360	indicator: improve macd indicator update callback	2022-09-15 17:53:12 +08:00
c9s	24fd81986c	types: init today since if it's 0	2022-09-15 17:29:16 +08:00
c9s	f0c0c6712d	types: use tradedAt time instead of time.Now	2022-09-15 17:26:35 +08:00
c9s	0ead18a95b	types: fix gross profit calculation	2022-09-15 17:12:12 +08:00
c9s	8bfd1f7f30	indicator: refactor pivot function to floats	2022-09-15 17:12:10 +08:00
c9s	a297b26dfb	types: fix AccumulatedSince initialization	2022-09-15 17:10:53 +08:00
c9s	0096d561d7	types: fix gross profit calculation	2022-09-15 17:09:32 +08:00
c9s	432f9df137	indicator: refactor pivot function to floats	2022-09-15 11:49:19 +08:00
c9s	539513ada0	pivotshort: fix breaklow parameters	2022-09-14 21:03:54 +08:00
zenix	528d65c9fb	fix: hide ZeroValue from dynamic	2022-09-14 20:12:53 +09:00
zenix	b66bcb1f67	fix: add more test cases on reflect.Value.Set	2022-09-14 20:11:38 +09:00
c9s	53d622daf5	pivotshort: add the kline object to the notification	2022-09-14 19:08:54 +08:00
c9s	728cb6d56c	pivotshort: add one more kline pattern to check the break	2022-09-14 19:08:21 +08:00
c9s	3ab5d35b77	bbgo: fix macdIndicators map initialization	2022-09-14 18:44:38 +08:00
c9s	67b526120a	indicator/macd: fix update callback and add log in pivotshort	2022-09-14 18:41:11 +08:00
c9s	7fd2b7472c	bbgo: integrate MACD indicator into standard indicator set	2022-09-14 18:33:06 +08:00
c9s	82b4594984	pivotshort: remove unused trendEMA floats	2022-09-14 18:20:56 +08:00
c9s	ebf4abf54d	pivotshort: improve last high/low invalidation	2022-09-14 18:20:02 +08:00
c9s	88696bc6d2	bbgo: add more interface implementation for order executor	2022-09-14 15:54:43 +08:00
Yo-An Lin	dc195e824b	Merge pull request #920 from austin362667/austin362667/factorzoo ... strategy: add trend trader	2022-09-14 15:00:08 +08:00
Yo-An Lin	54782e763b	Merge pull request #947 from c9s/fix/acc-vol-stop ... improve: accumulated volume stop method	2022-09-14 12:42:16 +08:00
c9s	1880553a65	bbgo: cumulated volume stop - compare shadow height	2022-09-14 12:32:36 +08:00
c9s	4b04beb729	types: fix kline receiver type	2022-09-14 12:04:19 +08:00
c9s	d022c80727	bbgo: add strict condition for CumulatedVolumeTakeProfit	2022-09-14 12:04:12 +08:00
zenix	aaa657dcc3	fix: move some modify implementation to dynamic	2022-09-14 12:38:22 +09:00
Yo-An Lin	a3034546f4	Merge pull request #945 from narumiruna/feature/marketcap/coinmarketcap ... FEATURE: marketcap: get marketcap values from coinmarketcap	2022-09-14 10:58:08 +08:00
Yo-An Lin	cfeb0ba97b	Merge pull request #946 from c9s/fix/telegram-error ... bbgo: fix telegram message error, there must be one message to send	2022-09-14 10:57:10 +08:00
zenix	d40b34e4d6	feature: add modify tg command. fix wdrift ma length	2022-09-14 11:08:10 +09:00
c9s	402ac58b53	pivotshort: fix pilotQuantity calculation	2022-09-14 03:10:48 +08:00
c9s	0b9320f7dc	interact: fix telegram message length check	2022-09-14 02:56:47 +08:00
c9s	b855267604	bbgo: wrap keyboard removal in defer func	2022-09-14 02:53:32 +08:00
なるみ	7b218e65e2	remove unused field	2022-09-14 02:51:12 +08:00
c9s	1d1ec12417	bbgo: fix telegram message error, there must be one message to send	2022-09-14 02:51:07 +08:00
なるみ	71ae75df73	fixup! get marketcap values from coinmarketcap	2022-09-14 02:47:12 +08:00
なるみ	e7a7e21b68	remove notifiability	2022-09-14 02:46:23 +08:00
なるみ	9b5f204cbe	get marketcap values from coinmarketcap	2022-09-14 02:44:57 +08:00
c9s	b76d779902	types: add BalanceMap_Assets test case	2022-09-14 02:26:06 +08:00
c9s	b4990f173d	xnav: fix negative usd value check	2022-09-14 02:20:54 +08:00
c9s	02dab542c4	bbgo: add USDTTWD price test case	2022-09-14 02:18:39 +08:00
c9s	c9b064f0ac	types: define PriceMap type	2022-09-14 02:18:39 +08:00
c9s	809294b054	bbgo: add test case for calculateNetValueInQuote	2022-09-14 02:18:39 +08:00
c9s	7617679651	pivotshort: add EarlyStopRatio config	2022-09-14 02:18:39 +08:00
c9s	fe9a546c65	pivotshort: improve notification	2022-09-14 02:18:39 +08:00
c9s	f0ea9a357a	pivotshort: add one more kline price compare condition	2022-09-14 02:18:39 +08:00
なるみ	0a07a70415	Merge pull request #943 from narumiruna/fix/marketcap-market-error ... FIX: fix market error	2022-09-13 23:45:41 +08:00
なるみ	9af58b07ec	fix market error	2022-09-13 23:35:29 +08:00
c9s	613b23eab5	pivotshort: add FastWindow parameter	2022-09-13 13:09:11 +08:00
c9s	e171932f07	pivotshort: fix fast high filtering	2022-09-13 11:57:38 +08:00
c9s	8d4eb611f3	bbgo: add more open position doc comments	2022-09-12 23:48:40 +08:00
c9s	68d40de62c	pivotshort/failedbreakhigh: call OpenPosition method	2022-09-12 23:38:27 +08:00
c9s	b22a48cb8a	pivotshort: fix fast low pivot filtering	2022-09-12 23:32:53 +08:00
c9s	ba85e7e5ff	pivotshort: add fastWindow parameter	2022-09-12 23:26:40 +08:00
c9s	776f89b2f2	pivotshort: apply OpenPositionOptions to breakLow	2022-09-12 23:24:37 +08:00
c9s	04f7b96c6a	pivotshort: add fast pivot high filtering	2022-09-12 23:13:31 +08:00
c9s	e23ed8c783	pivotshort: add fastpivot	2022-09-12 23:13:31 +08:00
Yo-An Lin	4b78ba112f	Merge pull request #939 from c9s/fix/rate-limit-adjustment ... binance: add queryTrades rate limiter	2022-09-12 15:11:53 +08:00
c9s	a5ba870cd8	binance: add queryTrades rate limiter	2022-09-12 15:03:01 +08:00
c9s	424a1dec3f	bbgo: add lightweight mode	2022-09-12 14:24:18 +08:00
c9s	f729937527	bump version to v1.40.4	2022-09-12 00:43:53 +08:00
Yo-An Lin	2214920b37	Merge pull request #935 from c9s/fix/open-position ... bbgo: add price check and add max leverage for cross margin	2022-09-12 00:42:12 +08:00
Yo-An Lin	4ea723d1d8	Merge pull request #937 from c9s/feature/telegram-error-log-hook ... notifier: redirect error, panic, fatal error to telegram	2022-09-12 00:39:12 +08:00
Yo-An Lin	8462054d58	Merge pull request #936 from COLDTURNIP/fix/bollmaker_dyn_spread_setting_backward_compatibility ... bollmaker: fix settings overriding	2022-09-12 00:38:58 +08:00
Yo-An Lin	5db41f4be2	Merge pull request #934 from c9s/fix/pnl-position ... pnl: fix nil position point issue	2022-09-12 00:32:17 +08:00
c9s	b8e18dd75c	notifier: redirect error, panic, fatal error to telegram	2022-09-12 00:29:12 +08:00
Raphanus Lo	8286356d3b	bollmaker: fix settings overriding	2022-09-12 00:27:11 +08:00
c9s	20dd37c1e2	slacknotifier: drop unused code	2022-09-12 00:17:00 +08:00
c9s	caf57010a6	bbgo: move up base balance variable	2022-09-12 00:13:49 +08:00
c9s	53c4178ae2	bbgo: fix reverse pair price lookup and add tests	2022-09-12 00:05:22 +08:00
c9s	3b1725014b	bbgo: fix account value calculation for mixed usd fiat	2022-09-11 23:51:24 +08:00
c9s	307c5f2a8d	bbgo: add price check and add max leverage for cross margin	2022-09-11 23:26:48 +08:00
c9s	4617245cbf	pnl: fix nil position point issue	2022-09-11 23:18:54 +08:00
Raphanus Lo	cf16176f5e	bollmaker: fix backward compatibility of dynamic spread settings	2022-09-11 20:58:13 +08:00
c9s	aebc6f7fb8	bump version to v1.40.3	2022-09-11 18:02:42 +08:00
c9s	db94b2690a	bbgo: check base balance only for long position	2022-09-11 17:49:24 +08:00
c9s	7b68e5ee27	bbgo: fix balance lock issue	2022-09-11 17:46:23 +08:00
c9s	a425c940fa	bollmaker: add trendEMA support	2022-09-11 17:28:54 +08:00
c9s	080b4dea95	bollmaker: add doc file for bollmaker	2022-09-11 16:56:05 +08:00
Yo-An Lin	3c4bad6124	Merge pull request #930 from andycheng123/fix/pivotshort-trendema ... Fix: Pivotshort	2022-09-11 16:53:02 +08:00
Yo-An Lin	e0d3a5ec95	Merge pull request #929 from frin1/supertrend-draw-pnl ... feature: strategy/supertrend: draw pnl on	2022-09-11 16:52:46 +08:00
Fredrik	386ab1f6f3	refactor draw on supertrend	2022-09-11 09:48:08 +02:00
Fredrik	3a188aa66a	rename variables	2022-09-11 08:44:59 +02:00
Andy Cheng	df7d768b94	strategy/pivotshort: add trendema test case	2022-09-11 14:42:05 +08:00
c9s	f2e3acf8ec	binance: emit reconnect when received ListenKeyExpired	2022-09-11 14:11:50 +08:00
c9s	ff635195fb	binance: add listenKeyExpired callback	2022-09-11 14:10:30 +08:00
Andy Cheng	98bd6ca1d2	strategy/pivotshort: make strategy controller work	2022-09-11 14:09:46 +08:00
c9s	4890d19ebf	binance: parse listenKeyExpired event	2022-09-11 14:06:55 +08:00
Andy Cheng	f132666738	strategy/pivotshort: fix trendema	2022-09-11 13:56:36 +08:00
Yo-An Lin	42a358fd34	Merge pull request #928 from c9s/refactor/iteract-filter ... refactor: refactor interact strategy filter functions	2022-09-11 12:20:38 +08:00
Fredrik	e02840e08d	Feature: draw pnl	2022-09-11 01:19:23 +02:00
c9s	7b58460d00	bbgo/interact: move strategy filter functions to the bottom	2022-09-11 03:15:11 +08:00
c9s	8961c940b2	bbgo: add two test cases for reflect	2022-09-11 03:13:10 +08:00
Yo-An Lin	d45bc9e509	Merge pull request #927 from c9s/refactor/submit-order ... refactor: simplify submit order	2022-09-11 02:58:47 +08:00
c9s	278aa026f2	bbgo/interact: refactor strategy filter functions	2022-09-11 02:55:58 +08:00
c9s	442ca9287d	bbgo: implement position reset	2022-09-11 02:46:58 +08:00
c9s	3be801ab6b	bbgo/interact: add /resetposition command	2022-09-11 02:41:59 +08:00
c9s	9474c2779c	bbgo: call notify when opening new position	2022-09-11 02:36:45 +08:00
c9s	5c18bc4d41	bbgo: notify closing position	2022-09-11 02:33:32 +08:00
c9s	6c22c3799e	bbgo: Add ClosePosition doc comment	2022-09-11 02:01:48 +08:00
Yo-An Lin	e0228f80f4	Merge pull request #926 from c9s/feature/open-position ... fix: handle created orders before we retry	2022-09-10 13:37:16 +08:00
c9s	c484c1f176	reformat code	2022-09-10 13:31:31 +08:00
c9s	29105eb57f	all: simplify underlying exchange submitOrder method ... - Replace SubmitOrders with SubmitOrder - Accept only one submit order and return one created order - Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method	2022-09-09 18:41:06 +08:00
Yo-An Lin	e86df62daf	Merge pull request #925 from c9s/feature/open-position ... feature: order executor open position method	2022-09-09 17:58:12 +08:00
c9s	94780b39e6	bbgo: order executor should collect the created orders first before we retry	2022-09-09 17:55:51 +08:00
c9s	5f2254e2cb	bbgo: add description to the open position options	2022-09-09 17:50:21 +08:00
c9s	8dca24e9ee	all: solve cyclic import	2022-09-09 17:40:17 +08:00
c9s	2e95246687	bbgo: add OpenPosition method	2022-09-09 13:57:39 +08:00
c9s	90f3727d68	pivotshort: log submit order error	2022-09-08 23:19:14 +08:00
c9s	edc8c132d5	pivotshort: print stopEMA protection	2022-09-08 23:17:35 +08:00
Yo-An Lin	1c7b40a0be	Merge pull request #922 from c9s/fix/trade-stats-for-live ... fix: types/tradeStats: use last order id to identity consecutive win and loss	2022-09-08 17:30:48 +08:00
c9s	3aebb58091	types/tradeStats: use tester	2022-09-08 16:37:47 +08:00
c9s	3b208ee4ef	types/tradeStats: expose Recalculate trade stats method	2022-09-08 16:29:48 +08:00
c9s	950e998ed1	types/tradeStats: call updates when marshalling	2022-09-08 16:10:18 +08:00
c9s	d12df59c1b	types/tradeStats: use last order id to identity consecutive win and loss	2022-09-08 15:49:23 +08:00
Yo-An Lin	3e07f1fa86	Merge pull request #921 from andycheng123/improve/supertrend-strategy-profit-report ... strategy/supertrend: use ma by day instead of by trade	2022-09-08 12:15:50 +08:00
Andy Cheng	6ca1a80cf9	strategy/supertrend: use ma by day instead of by trade	2022-09-07 18:27:11 +08:00
Zenix	afad9cca47	Merge pull request #910 from zenixls2/feature/ewo_renew ... SerialMarketDataStore, elliottwave renewal	2022-09-07 18:54:01 +09:00
Yo-An Lin	d24b816518	Merge pull request #919 from c9s/fix/trade-stats-for-live ... feature: add fixedpoint.Reducer, Counter and add update stats method on TradeStats	2022-09-07 17:36:49 +08:00
austin362667	46b3fabfe3	strategy: add trend trader ... strategy: add trend treader strategy: add trend treader	2022-09-07 16:11:31 +08:00
austin362667	8b97e4c4e8	audacity: finalize strategy	2022-09-07 16:05:51 +08:00
austin362667	713ead669e	audacity: stddev outlier func & all order change to maker	2022-09-07 16:05:51 +08:00
austin362667	43a3e21a7b	audacitymaker: rename perTrade	2022-09-07 16:05:51 +08:00
austin362667	132f700377	builtib: update strategy registery	2022-09-07 16:05:51 +08:00
austin362667	73a8f3586f	builtib: update strategy list ... builtib: update strategy list	2022-09-07 16:05:51 +08:00
austin362667	1d727345ee	strategy: redesign to audacitymaker	2022-09-07 16:05:51 +08:00
austin362667	833d30ce64	ktrade: add second try	2022-09-07 16:05:51 +08:00
austin362667	6a119bfca0	ktrade: remove ticker	2022-09-07 16:05:51 +08:00
austin362667	a18a06819e	ktrade: error handling ... ktrade: remove error handling ktrade: remove error handling ktrade: remove error handling ktrade: error handling	2022-09-07 16:05:51 +08:00
austin362667	49f7c3de46	ktrade: rounding instead of ceil/floor	2022-09-07 16:05:51 +08:00
austin362667	42d7117464	strategy: add ktrade	2022-09-07 16:05:51 +08:00
c9s	56c53958cd	fixedpoint: positive tester and negative tester	2022-09-07 15:11:07 +08:00
c9s	c62330b2c1	fixedpoint: add counter func	2022-09-07 14:05:44 +08:00
c9s	e28921879d	types: implement stats update method for live trading	2022-09-07 14:02:57 +08:00
zenix	e7a5669018	fix: lowestPrice in elliottwave, add more logs	2022-09-07 15:02:38 +09:00
c9s	668180f8aa	fixedpoint: add reducer and its tests	2022-09-07 14:00:26 +08:00
c9s	e161f4ec1a	fixedpoint: add sort interface support on fixedpoint	2022-09-07 12:35:09 +08:00
c9s	e0e279f756	fixedpoint: add reducer	2022-09-07 12:28:13 +08:00
c9s	6b4661783d	types: group profits by order id	2022-09-07 11:59:08 +08:00
c9s	4c3334c482	types: assign orderID to profit object	2022-09-07 11:57:09 +08:00
c9s	889318ddcb	cmd/order: add market order support	2022-09-07 02:17:56 +08:00
c9s	90b633158a	cmd/order: add margin-side-effect option	2022-09-07 02:01:38 +08:00
c9s	33fdcefba3	bbgo: add notification tag	2022-09-07 01:05:43 +08:00
c9s	c2eec1e72b	bbgo: move fixedpoint one const to consts.go	2022-09-07 00:50:54 +08:00
c9s	62fb09c8d9	bbgo: protective stop should send notification when it's activated	2022-09-07 00:50:16 +08:00
c9s	9bbd69c030	bump version to v1.40.2	2022-09-07 00:40:01 +08:00
c9s	f62eb301e3	fix: fix pivothigh indicator use high instead of low	2022-09-06 23:39:13 +08:00
zenix	66c8a3bb0d	fix: rename getSource to sourceGetter	2022-09-06 19:15:13 +09:00
zenix	36a5579660	fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status	2022-09-06 19:08:05 +09:00
c9s	8f363677bc	move bootstrap functions	2022-09-06 16:50:45 +08:00
zenix	67e57b49eb	fix: move sourceselector to bbgo folder	2022-09-06 14:43:05 +09:00
zenix	b35bce1afd	fix: remove non-code file	2022-09-06 14:36:55 +09:00
zenix	1d0893b699	fix: enable interval parsing for non-whitelisted time spans	2022-09-06 14:26:17 +09:00
c9s	ed975de2cd	cmd: write config json file into the backtest report dir	2022-09-06 13:20:37 +08:00
c9s	8ed39f7565	cmd: add session name to the symbol report json file	2022-09-06 13:18:35 +08:00
Raphanus Lo	7416f1074a	Merge pull request #915 from COLDTURNIP/feature/observer_filters ... feature: add G-H filter and Kalman filter	2022-09-05 20:29:41 +08:00
zenix	6c8902dd9c	fix: export kline query limit as a variable for preload decisions from strategy	2022-09-05 20:36:41 +09:00
zenix	28802dd107	feature: re-implement heikinashi for elliottwave	2022-09-05 19:32:35 +09:00
zenix	4a878b5596	fix: rename generalorderexecutor.cancel to gracefulcancelorder	2022-09-05 19:32:35 +09:00
zenix	ff7fd38372	feature: ewo add draw function	2022-09-05 19:32:35 +09:00
zenix	81084ddea6	feature: SerialMarketDataStore from session	2022-09-05 19:32:35 +09:00
zenix	fad9dedd1f	fix: active order book cancel message	2022-09-05 19:32:35 +09:00
zenix	938dc3c497	feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca	2022-09-05 19:32:35 +09:00
c9s	925df19ee0	bump version to v1.40.1	2022-09-05 18:19:03 +08:00
c9s	28027518f6	fix utils/generate-version-file.sh	2022-09-05 18:18:45 +08:00
c9s	bf4eade604	backtest: fix backtest fee mode when fee currency is not base or quote	2022-09-05 17:41:12 +08:00
Raphanus Lo	65cd17dbbb	bbgo: add G-H & Kalman filters to the standard indicator set	2022-09-05 17:13:50 +08:00
Raphanus Lo	425d9e0475	indicator: GH & Kalman filters: remove deprecated method implementation	2022-09-05 16:51:30 +08:00
Raphanus Lo	9c684c124c	feature: add G-H filter and Kalman filter ... - implement G-H (alpha beta) filter and Kalman filter - compare the predict accurateness with other indicator	2022-09-04 21:48:05 +08:00
Larry Lu	269529afa4	Fix typo	2022-09-04 13:35:01 +08:00
Yo-An Lin	55474b4bf9	Merge pull request #913 from COLDTURNIP/fix/fixedpoint_support_inf_string_unmarshal ... fix: fixedpoint UnarshalJson on inf	2022-09-02 15:14:34 +08:00
Raphanus Lo	338c4ea170	fix: fixedpoint UnarshalJson on inf for decimal support	2022-09-02 15:02:46 +08:00
c9s	3a225fe7c7	backtest: fix tests for fee	2022-09-02 14:31:04 +08:00
Raphanus Lo	750bdc82b5	fix: fixedpoint UnarshalJson on inf	2022-09-02 14:17:51 +08:00
c9s	db622fbb55	types: add CsvHeaders and CsvRecords methods to TradeStats	2022-09-02 14:16:16 +08:00
c9s	5c8d2a019a	backtest: rename BackTest to Backtest	2022-09-02 14:16:16 +08:00
c9s	30742bcf0b	backtest: set default fee mode to quote mode	2022-09-02 14:16:16 +08:00
c9s	2e9487e9f4	backtest: fix fee calculator	2022-09-02 14:16:16 +08:00
c9s	d2f9a352a2	backtest,accounting: add position info to the average cost pnl report	2022-09-02 14:16:16 +08:00
c9s	45fb87f2b8	backtest: add fee mode function tests	2022-09-02 14:16:16 +08:00
c9s	10ed706ed6	backtest: move fee mode functions to fee.go	2022-09-02 14:16:16 +08:00
c9s	8cd646668a	bbgo: use enumer to generate enumer parser	2022-09-02 14:16:16 +08:00
c9s	3d32faff46	backtest: add fee mode config	2022-09-02 14:16:15 +08:00
zenix	acd057cf3e	fix: set exchangeDataSource to pointer in backtest to prevent pass by copy in for loop	2022-09-02 12:32:38 +09:00
Zenix	57d283726a	Merge pull request #900 from zenixls2/fix/backtest ... fix: backtest	2022-09-01 11:57:05 +09:00
Yo-An Lin	58487aca4b	Merge pull request #908 from c9s/strategy/pivotshort-failed-break-high ... strategy/pivotshort: failed break high improvements	2022-08-31 13:56:59 +08:00
c9s	149b1e1444	pivotshort: add BreakInterval config	2022-08-31 13:00:32 +08:00
c9s	3598550d3f	pivotshort: vwma interval should be consistent	2022-08-31 13:00:25 +08:00
c9s	c7bff1695e	pivotshort: avoid using 1m interval to check break	2022-08-31 12:59:54 +08:00
c9s	df902b236c	pivotshort: add vwma condition	2022-08-31 12:59:48 +08:00
zenix	a28b257568	fix: debug code	2022-08-31 13:01:00 +09:00
Raphanus Lo	0b6cc6d3cd	strategy: bollmaker: sensitivity factor of BB width ratio	2022-08-31 04:31:17 +08:00
c9s	51972e9e28	bbgo: fix indicator load key duplicate issue	2022-08-31 01:45:06 +08:00
c9s	70fb6d19a9	indicator: rename PivotHigh value field	2022-08-31 01:44:51 +08:00
c9s	8fcc3ee368	indicator: update pivot low and pivot high indicator	2022-08-31 01:44:38 +08:00
c9s	9d97eedc0e	pivotshort: add failedBreakHigh	2022-08-31 00:37:17 +08:00
c9s	ca1e9e9657	pivotshort: remove the legacy support take profit	2022-08-31 00:37:12 +08:00
zenix	b52598d1ad	fix: fixedpoint MarshalJson on inf	2022-08-30 21:55:16 +09:00
zenix	51d7c1b9ad	fix: currentTime in backtest not updated	2022-08-30 21:12:23 +09:00
zenix	be1f6e7242	fix: add description on the limit taker behavior	2022-08-30 21:07:49 +09:00
zenix	c2d5a5961f	fix: legacy fixedpoint inf handling, refactor backtest kline consuming	2022-08-30 21:02:21 +09:00
zenix	20ee3fdfbb	fix: nan in sortino and sharpe	2022-08-30 12:42:50 +09:00
zenix	c73f4018d0	fix: null pointer error on NextKLine	2022-08-30 12:09:39 +09:00
Yo-An Lin	251d1b7095	Merge pull request #899 from c9s/fix/local-timezone ... fix: fix localtime zone issue for the web-based backtest report	2022-08-30 00:57:24 +08:00
Raphanus Lo	6314a31554	strategy: bollmaker: dynamic spread by weighted Bollinger width ratio	2022-08-29 21:41:34 +08:00
zenix	ecc959835a	fix: cache params and kline until next kline 1m appears	2022-08-29 19:46:58 +09:00
zenix	1eb03c3dba	fix: taker price, matching engine kline emit order and process order, nan in sortino and sharpe	2022-08-29 14:11:02 +09:00
c9s	179a9b1ddb	fix: ensure that orders.tsv are rendered in local timezone	2022-08-26 19:09:11 +08:00
c9s	17ba1c142d	bbgo: fix support take profit field type	2022-08-26 18:12:42 +08:00
c9s	fb9a4994c0	bbgo: add supportTakeProfit method to the core exit methods	2022-08-26 18:11:45 +08:00
c9s	11854db51a	pivotshort: move SupportTakeProfit to the core api	2022-08-26 18:09:46 +08:00
c9s	c8c7211e75	pivotshort: fix resistance short subscribe	2022-08-26 17:55:59 +08:00
c9s	a48471d4c8	pivotshort: refactor trend ema and stop ema	2022-08-26 17:52:46 +08:00
c9s	8b7f4c6222	bbgo: add ProtectiveStopLoss doc comment	2022-08-26 17:52:46 +08:00
c9s	ba918f80ee	floats: add test case for Lower and Higher	2022-08-26 16:57:46 +08:00
c9s	f0ef60bb2b	floats: add reference link	2022-08-26 16:28:57 +08:00
c9s	9a0988db35	floats: port some functions from ta-lib ... see https://github.com/markcheno/go-talib/blob/master/talib.go	2022-08-26 16:25:31 +08:00
c9s	52d245ecf1	floats: move floats related functions and add crossover, crossunder funcs	2022-08-26 16:15:39 +08:00
Raphanus Lo	a2ab9db4eb	strategy: bollmaker: fix nil pointer	2022-08-25 23:43:31 +08:00
c9s	5953fe49d1	all: move float slice/map to a single package	2022-08-25 17:31:42 +08:00
Raphanus Lo	de4f3721a2	backtest: avoid inifite float64 JSON serializing issue	2022-08-25 15:45:08 +08:00
Raphanus Lo	de59c1bd13	backtest: reformat sharpe/sortino report	2022-08-25 15:45:08 +08:00