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