Commit Graph

4959 Commits

Author SHA1 Message Date
Andy Cheng
1b5dc309f0 strategy/supertrend: fix double dema initialization problem 2022-07-11 13:37:01 +08:00
c9s
af488dc87a
add v1.36.0 release note 2022-07-10 19:08:30 +08:00
c9s
2a9a34ae66
bump version to v1.36.0 2022-07-10 19:08:30 +08:00
c9s
9f4ccfbfb4
update command doc files 2022-07-10 19:08:30 +08:00
c9s
c62aafdf2b
compile and update migration package 2022-07-10 19:08:30 +08:00
Zenix
e633cedd3c
Merge pull request #809 from zenixls2/feature/logistic_regression
feature: logistic regression
2022-07-09 17:27:20 +09:00
Yo-An Lin
eacbd13e6b
Merge pull request #810 from andycheng123/fix/supertrend-strategy 2022-07-08 21:03:01 +08:00
Yo-An Lin
e6d9a8a84a
Merge pull request #808 from c9s/fix/kline-with-filtering 2022-07-08 21:02:28 +08:00
c9s
cc8821bb66
update max order api path 2022-07-08 20:47:51 +08:00
c9s
e9faf34b5e
max: fix balance field for api 2022-07-08 17:28:07 +08:00
Andy Cheng
761ed10110 strategy/supertrend: update config 2022-07-08 17:15:38 +08:00
c9s
59fcef0b6d
supertrend: avoid using embedded struct on DoubleDema 2022-07-08 17:13:12 +08:00
Andy Cheng
d73d7b4380
Merge branch 'main' into fix/supertrend-strategy 2022-07-08 16:45:26 +08:00
c9s
5bd292d0b2
bbgo: add notify(profit) 2022-07-08 16:43:32 +08:00
Andy Cheng
574e142cf9 strategy/supertrend: use types.IntervalWindow instead of types.Interval 2022-07-08 16:42:31 +08:00
c9s
79b70d4a31
supertrend: fix interval window for exit methods 2022-07-08 16:31:28 +08:00
zenix
0e64a14d7f feature: add entropy, cross entropy, sigmoid, softmax, and logistic regression 2022-07-08 16:58:59 +09:00
c9s
46d6ecc663
fix types.TradeStats usage 2022-07-08 15:44:32 +08:00
c9s
581e4be218
supertrend: clean up and update 2022-07-08 15:41:28 +08:00
c9s
d7f83a45b3
fix: check if interval is empty string 2022-07-08 14:47:36 +08:00
Andy Cheng
72f18c1057
Merge pull request #799 from andycheng123/improve/supertrend-strategy
Improve supertrend strategy
2022-07-07 10:40:49 +08:00
Andy Cheng
f8777752a0
Merge branch 'main' into improve/supertrend-strategy 2022-07-07 10:33:30 +08:00
Andy Cheng
61174a7dfc strategy/supertrend: update config 2022-07-07 10:14:15 +08:00
Yo-An Lin
e778db1f24
Merge pull request #801 from c9s/feature/optimizer-metrics-tsv-format
feature: optimizer: support --tsv option and render tsv output
2022-07-07 06:23:49 +08:00
c9s
7b7d0690c7
optimizer: support --tsv option and render tsv output 2022-07-07 02:11:52 +08:00
Yo-An Lin
c20b3e991b
Merge pull request #800 from c9s/fix/trailing-stop
fix: fix exit method for trailing stop
2022-07-06 22:39:33 +08:00
c9s
81e05a3f2c
add more struct field tests 2022-07-06 22:01:35 +08:00
c9s
825022715d
dynamic: add IterateFields 2022-07-06 21:58:26 +08:00
c9s
b3e04a68da
bbgo: fix trailing stop binding 2022-07-06 21:50:38 +08:00
Andy Cheng
10355bf359 strategy/supertrend: update config 2022-07-06 19:05:02 +08:00
Andy Cheng
c43d4e0b24 strategy/supertrend: func to get order side 2022-07-06 18:11:09 +08:00
c9s
d86338d6e6
update supertrend default back-test date range 2022-07-06 17:51:35 +08:00
c9s
0440b1ab92
config/pivotshort.yaml: change default date to 2022-01-01 2022-07-06 17:40:50 +08:00
Andy Cheng
8aa5b706b6 strategy/supertrend: fix double dema missing interval 2022-07-06 17:05:38 +08:00
Andy Cheng
6c93c42ef6 strategy/supertrend: pull double dema into a single file 2022-07-06 16:45:19 +08:00
Andy Cheng
c62e7bbb58 strategy/supertrend: refactor to smaller functions 2022-07-06 16:26:30 +08:00
Andy Cheng
94cb1e6724 strategy/supertrend: update config 2022-07-06 15:12:16 +08:00
Andy Cheng
20955ad7da strategy/supertrend: update doc 2022-07-06 14:27:50 +08:00
Yo-An Lin
a3f88bb3a9
Update README.md 2022-07-06 14:03:44 +08:00
Yo-An Lin
f9f64f7eea
Merge pull request #798 from c9s/feature/trailingstop
fix: fix trailingstop and add long position test case
2022-07-06 13:36:40 +08:00
c9s
3d9db2786d
add trailing stop to the exit method 2022-07-06 10:56:10 +08:00
c9s
b49f12300c
add long position test for trailing stop
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 10:54:53 +08:00
Andy Cheng
1489759cf0 strategy/supertrend: update doc 2022-07-06 10:49:50 +08:00
Yo-An Lin
d3f0ca9f7a
Merge pull request #797 from c9s/feature/trailingstop
feature: re-implement trailing stop and add mock test
2022-07-06 03:14:06 +08:00
c9s
03481000cc
reset activated flag when stop order is submitted
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 03:09:57 +08:00
c9s
2bc12c0522
add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 03:04:01 +08:00
c9s
d140012fd5
fix mockgen command
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 01:32:05 +08:00
c9s
f329af2c6b
generate mocks for the exchange interface
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 01:31:12 +08:00
Andy Cheng
2de16ac7d1 strategy/supertrend: fix missing Bind() of DEMA 2022-07-05 17:11:58 +08:00
Andy Cheng
91077ce61d strategy/supertrend: add ExitMethod 2022-07-05 16:55:48 +08:00