austin362667
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1d727345ee
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strategy: redesign to audacitymaker
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2022-09-07 16:05:51 +08:00 |
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austin362667
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833d30ce64
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ktrade: add second try
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2022-09-07 16:05:51 +08:00 |
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austin362667
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6a119bfca0
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ktrade: remove ticker
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2022-09-07 16:05:51 +08:00 |
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austin362667
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a18a06819e
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ktrade: error handling
ktrade: remove error handling
ktrade: remove error handling
ktrade: remove error handling
ktrade: error handling
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2022-09-07 16:05:51 +08:00 |
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austin362667
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49f7c3de46
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ktrade: rounding instead of ceil/floor
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2022-09-07 16:05:51 +08:00 |
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austin362667
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42d7117464
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strategy: add ktrade
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2022-09-07 16:05:51 +08:00 |
|
c9s
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889318ddcb
|
cmd/order: add market order support
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2022-09-07 02:17:56 +08:00 |
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c9s
|
90b633158a
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cmd/order: add margin-side-effect option
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2022-09-07 02:01:38 +08:00 |
|
c9s
|
33fdcefba3
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bbgo: add notification tag
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2022-09-07 01:05:43 +08:00 |
|
c9s
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c2eec1e72b
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bbgo: move fixedpoint one const to consts.go
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2022-09-07 00:50:54 +08:00 |
|
c9s
|
62fb09c8d9
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bbgo: protective stop should send notification when it's activated
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2022-09-07 00:50:16 +08:00 |
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c9s
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9bbd69c030
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bump version to v1.40.2
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2022-09-07 00:40:01 +08:00 |
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c9s
|
f62eb301e3
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fix: fix pivothigh indicator use high instead of low
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2022-09-06 23:39:13 +08:00 |
|
c9s
|
8f363677bc
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move bootstrap functions
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2022-09-06 16:50:45 +08:00 |
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c9s
|
ed975de2cd
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cmd: write config json file into the backtest report dir
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2022-09-06 13:20:37 +08:00 |
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c9s
|
8ed39f7565
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cmd: add session name to the symbol report json file
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2022-09-06 13:18:35 +08:00 |
|
Raphanus Lo
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7416f1074a
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Merge pull request #915 from COLDTURNIP/feature/observer_filters
feature: add G-H filter and Kalman filter
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2022-09-05 20:29:41 +08:00 |
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c9s
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925df19ee0
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bump version to v1.40.1
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2022-09-05 18:19:03 +08:00 |
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c9s
|
28027518f6
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fix utils/generate-version-file.sh
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2022-09-05 18:18:45 +08:00 |
|
c9s
|
bf4eade604
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backtest: fix backtest fee mode when fee currency is not base or quote
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2022-09-05 17:41:12 +08:00 |
|
Raphanus Lo
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65cd17dbbb
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bbgo: add G-H & Kalman filters to the standard indicator set
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2022-09-05 17:13:50 +08:00 |
|
Raphanus Lo
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425d9e0475
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indicator: GH & Kalman filters: remove deprecated method implementation
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2022-09-05 16:51:30 +08:00 |
|
Raphanus Lo
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9c684c124c
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feature: add G-H filter and Kalman filter
- implement G-H (alpha beta) filter and Kalman filter
- compare the predict accurateness with other indicator
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2022-09-04 21:48:05 +08:00 |
|
Larry Lu
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269529afa4
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Fix typo
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2022-09-04 13:35:01 +08:00 |
|
Yo-An Lin
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55474b4bf9
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Merge pull request #913 from COLDTURNIP/fix/fixedpoint_support_inf_string_unmarshal
fix: fixedpoint UnarshalJson on inf
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2022-09-02 15:14:34 +08:00 |
|
Raphanus Lo
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338c4ea170
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fix: fixedpoint UnarshalJson on inf for decimal support
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2022-09-02 15:02:46 +08:00 |
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c9s
|
3a225fe7c7
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backtest: fix tests for fee
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2022-09-02 14:31:04 +08:00 |
|
Raphanus Lo
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750bdc82b5
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fix: fixedpoint UnarshalJson on inf
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2022-09-02 14:17:51 +08:00 |
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c9s
|
db622fbb55
|
types: add CsvHeaders and CsvRecords methods to TradeStats
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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
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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
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acd057cf3e
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fix: set exchangeDataSource to pointer in backtest to prevent pass by copy in for loop
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2022-09-02 12:32:38 +09:00 |
|
Zenix
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57d283726a
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Merge pull request #900 from zenixls2/fix/backtest
fix: backtest
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2022-09-01 11:57:05 +09:00 |
|
Yo-An Lin
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58487aca4b
|
Merge pull request #908 from c9s/strategy/pivotshort-failed-break-high
strategy/pivotshort: failed break high improvements
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2022-08-31 13:56:59 +08:00 |
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c9s
|
149b1e1444
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pivotshort: add BreakInterval config
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2022-08-31 13:00:32 +08:00 |
|
c9s
|
3598550d3f
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pivotshort: vwma interval should be consistent
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2022-08-31 13:00:25 +08:00 |
|
c9s
|
c7bff1695e
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pivotshort: avoid using 1m interval to check break
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2022-08-31 12:59:54 +08:00 |
|
c9s
|
df902b236c
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pivotshort: add vwma condition
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2022-08-31 12:59:48 +08:00 |
|
zenix
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a28b257568
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fix: debug code
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2022-08-31 13:01:00 +09:00 |
|
Raphanus Lo
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0b6cc6d3cd
|
strategy: bollmaker: sensitivity factor of BB width ratio
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2022-08-31 04:31:17 +08:00 |
|
c9s
|
51972e9e28
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bbgo: fix indicator load key duplicate issue
|
2022-08-31 01:45:06 +08:00 |
|
c9s
|
70fb6d19a9
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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 |
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