Commit Graph

3170 Commits

Author SHA1 Message Date
Andy Cheng
1bd787f44c
strategy: return the createdOrders objects instead in submitOrders() 2022-02-06 17:47:13 +08:00
Andy Cheng
f673fc30ad
strategy: rename GenerateTrailingStopOrder() to GenerateStopOrder() in support strategy 2022-02-06 17:47:13 +08:00
Andy Cheng
2a8938fce0
re-indent with tabs 2022-02-06 17:47:13 +08:00
Andy Cheng
66b042fea7
strategy: trailing stop TP for support strategy 2022-02-06 17:47:11 +08:00
c9s
c0b8c36222 config: update bollmaker config 2022-02-01 01:43:12 +08:00
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bf8558e9ad bollmaker: add BuyBelowNeutralSMA option 2022-02-01 01:40:51 +08:00
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17187c70e7 cmd: print realized profit in colored text 2022-02-01 01:05:11 +08:00
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c0beca78f5 include terminal color for back-test report 2022-02-01 01:00:26 +08:00
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82adff338e cmd/backtest: calculate performance in quote asset 2022-02-01 00:54:55 +08:00
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f96c2e6271 bbgo: add activated flag on trailing stop order 2022-02-01 00:41:28 +08:00
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c7ce59cd6f config: add more doc to the config 2022-01-31 01:52:47 +08:00
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36b0db6cc8 config: update schedule strategy config 2022-01-31 01:46:02 +08:00
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bed03dbd17 schedule: refactor and improve schedule strategy with QuantityOrAmount struct 2022-01-31 01:42:21 +08:00
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11bbdb16a0 bollmaker: clean up empty files 2022-01-31 01:31:31 +08:00
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0e7f88e3bf move SmartStops into the bbgo package 2022-01-31 01:27:47 +08:00
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eb5064ccfe bollmaker: separate bidSpread and askSpread 2022-01-31 01:11:30 +08:00
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2e7621ca55 add BidSpread and AskSpread 2022-01-31 01:08:33 +08:00
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701e80d0d8 bollmaker: pull out trailing stop order logics into SmartStops struct 2022-01-31 01:07:00 +08:00
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67bc5d523a bollmaker: refactor trailing stop snippet 2022-01-31 00:44:04 +08:00
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bcb33f6887 config: update trailing stop usage doc 2022-01-31 00:18:52 +08:00
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0667c138ab backtest: fix duplicate trade emit issue 2022-01-30 03:05:19 +08:00
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e595b9acb2 backtest: should panic if last price is zero 2022-01-30 02:41:00 +08:00
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6566db1624 accounting: filter duplicated trades when backtesting 2022-01-30 02:40:38 +08:00
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e1fc0e7b8d bollmaker: remove redundant log and fix return 2022-01-30 02:00:42 +08:00
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ec8129ab87 backtest: fix market order fee calculation 2022-01-30 02:00:30 +08:00
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20938895a8 bollmaker: merge skip condition 2022-01-30 01:40:33 +08:00
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a185f3fdbe bollmaker: improve trailing stop order log 2022-01-30 01:37:36 +08:00
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78855d552a backtest: fix backtest trade for market order 2022-01-30 01:37:24 +08:00
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9adc3a9243 bollmaker: always collect trades and check balance 2022-01-30 01:21:36 +08:00
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2255f3ed0a bollmaker: check dust order for stop 2022-01-29 17:44:42 +08:00
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99af5d3971 bollmaker: implement TrailingStopController 2022-01-29 02:22:20 +08:00
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584dd3e279 bollmaker: add TradeInBand option 2022-01-28 01:29:12 +08:00
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f49b7165d8 bollmaker: fix MinNotional adjustment 2022-01-27 19:56:10 +08:00
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eec26663c5 update bollmaker config 2022-01-27 19:17:00 +08:00
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a6cbb2fb2d bollmaker: rewrite trend detection 2022-01-27 18:51:51 +08:00
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547f4c400a cmd: call BindSync when running strategy 2022-01-27 18:19:25 +08:00
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3b630c0bca bbgo: pull out writer closure 2022-01-27 18:13:15 +08:00
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cb507edf44 bbgo: add BindSync method on environment 2022-01-27 18:12:15 +08:00
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30a9a5849f add user data stream sync config 2022-01-27 09:34:04 +08:00
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44efbce8eb cmd: change trades cmd time range to just 1 day 2022-01-27 09:26:24 +08:00
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c3c2822c82 cmd/trades: avoid passing since and until at the same time 2022-01-27 08:57:31 +08:00
c9s
78c8cb1362 add dynamicExposurePositionScale to the sample config 2022-01-27 08:52:27 +08:00
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aaec79eec9 add sync config example 2022-01-27 08:43:44 +08:00
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880d806736 cmd: add --no-sync option to the run command 2022-01-27 08:30:31 +08:00
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70f02a1c19 cmd: handle user config sync options in the run command 2022-01-27 08:21:19 +08:00
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0d0d8b05bf bbgo/scale: test out of domain 2022-01-27 02:39:33 +08:00
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1ef5a37225 bbgo/scale: check domain range 2022-01-27 02:32:26 +08:00
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4f6e04323f bollmaker: add more logs 2022-01-27 02:25:23 +08:00
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aea8f97ab9 bollmaker: add Test_calculateBandPercentage test 2022-01-27 02:22:26 +08:00
c9s
f9d650cd23 bollmaker: add DynamicExposurePositionScale 2022-01-27 02:04:57 +08:00