464 Commits

Author	SHA1	Message	Date
c9s	c5fb15dc22	grid2: update test grid configuration	2022-12-05 18:12:38 +08:00
c9s	19e0a20c67	grid2: fill fixedpoint.Zero for stats	2022-12-04 21:43:40 +08:00
c9s	bce004106c	grid2: check price	2022-12-04 18:21:43 +08:00
c9s	9d62720111	grid2: add log for trigger price	2022-12-04 18:17:05 +08:00
c9s	50f3ca80cf	config: add doc for stopLossPrice	2022-12-04 18:12:01 +08:00
c9s	e0a69a89c8	config: add stopLossPrice config to the default grid2 config	2022-12-04 18:02:30 +08:00
c9s	4f3a160bbf	grid2: add stopLossPrice handler	2022-12-04 18:01:58 +08:00
c9s	5f0c45093c	config: add triggerPrice doc to config	2022-12-04 17:58:32 +08:00
c9s	e1f7d8b965	add data/bbgo_test.sql to git lfs	2022-12-04 17:48:43 +08:00
c9s	5344b3d768	grid2: add TestStrategy_calculateProfit test	2022-12-04 17:35:35 +08:00
c9s	92733411a3	config: add notification settings to grid2	2022-12-04 15:34:24 +08:00
c9s	175ab289e2	config: add more doc comment	2022-12-03 16:52:58 +08:00
c9s	24910f0b22	config: add earnBase option to config	2022-12-03 16:49:46 +08:00
c9s	5f7ad125c6	grid2: add earnBase option	2022-12-03 16:03:01 +08:00
c9s	28d47ba055	grid2: update config for compound mode	2022-12-03 15:22:15 +08:00
c9s	c0573210b3	grid2: log grid info	2022-12-03 14:58:53 +08:00
c9s	de398ef146	config: update grid2 max config	2022-12-03 12:31:09 +08:00
c9s	f5bb22c82d	config: update grid2 config files	2022-12-03 11:16:29 +08:00
c9s	3fc65122b6	config: update grid2 config	2022-12-02 13:46:09 +08:00
c9s	e385b589b6	config: add grid2 config	2022-12-02 00:10:00 +08:00
Andy Cheng	19d4033aaa	strategy/linregmaker: adj config	2022-11-30 13:00:29 +08:00
Andy Cheng	71137620bd	strategy/linregmaker: qty calculation for backtest	2022-11-25 16:39:15 +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	cc124d4264	strategy/linregmaker: works w/o dynamic qty	2022-11-23 16:53:08 +08:00
Andy Cheng	37a2fedf15	strategy/linregmaker: dynamic qty uses linreg slope ratio	2022-11-22 18:24:04 +08:00
Andy Cheng	6af39e2e40	strategy/supertrend: update supertrend config	2022-11-22 11:39:15 +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
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	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
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
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	ce86544c43	optimize: drift strategy to use market trade signals	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	675f84dccf	fix: SerialMarketDataStore together with backtests	2022-10-27 17:35:50 +09:00
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	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	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
なるみ	9330b9fde5	change variable names	2022-10-13 18:18:02 +08:00
c9s	c374a56110	config: fix config maker fee rate	2022-10-06 13:52:06 +08:00
c9s	350f6d7de2	config: fix maker fee rate config	2022-10-06 13:50:52 +08:00
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
c9s	a66d8df23a	update grid config for max	2022-10-04 17:37:33 +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	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
zenix	5c1d0f95e2	fix/drift_stoploss	2022-10-03 14:00:18 +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
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	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
なるみ	4b1f7c65ce	reduce frequency of querying data from coinmarketcap	2022-09-22 14:12:18 +08:00
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
c9s	ecc93da0cb	update xmaker configuration	2022-09-21 01:16:39 +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
austin362667	beb13449cb	strategy: refactor oneliner to irr	2022-09-20 10:32:57 +08:00
austin362667	d7b9721224	oneliner: add config	2022-09-20 10:32:57 +08:00
c9s	3133d54957	config: update config for new notification switches settings	2022-09-19 19:32:16 +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
zenix	7044b0d8ea	fix: drift minus weight, preloaded kline not enough	2022-09-16 19:11:36 +09:00
c9s	3d7fc75e4b	pivotshort: add MACDDivergence protection	2022-09-16 01:15:18 +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
なるみ	9b5f204cbe	get marketcap values from coinmarketcap	2022-09-14 02:44:57 +08:00
c9s	8d4eb611f3	bbgo: add more open position doc comments	2022-09-12 23:48:40 +08:00
c9s	db94b2690a	bbgo: check base balance only for long position	2022-09-11 17:49:24 +08:00
c9s	b805b19286	config: move buyBelowNeutralSMA back	2022-09-11 17:47:37 +08:00
c9s	ad6f07a40c	config: reformat config comments	2022-09-11 17:38:26 +08:00
c9s	a425c940fa	bollmaker: add trendEMA support	2022-09-11 17:28:54 +08:00
Fredrik	e02840e08d	Feature: draw pnl	2022-09-11 01:19:23 +02:00
Zenix	afad9cca47	Merge pull request #910 from zenixls2/feature/ewo_renew ... SerialMarketDataStore, elliottwave renewal	2022-09-07 18:54:01 +09:00
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	43a3e21a7b	audacitymaker: rename perTrade	2022-09-07 16:05:51 +08:00
austin362667	1d727345ee	strategy: redesign to audacitymaker	2022-09-07 16:05:51 +08:00
austin362667	1cc285985c	config: add ktrade	2022-09-07 16:05:51 +08:00
zenix	1d0893b699	fix: enable interval parsing for non-whitelisted time spans	2022-09-06 14:26:17 +09:00
zenix	28802dd107	feature: re-implement heikinashi for elliottwave	2022-09-05 19:32:35 +09:00
zenix	ff7fd38372	feature: ewo add draw function	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
Raphanus Lo	0b6cc6d3cd	strategy: bollmaker: sensitivity factor of BB width ratio	2022-08-31 04:31:17 +08:00
Raphanus Lo	6314a31554	strategy: bollmaker: dynamic spread by weighted Bollinger width ratio	2022-08-29 21:41:34 +08:00
zenix	6b6a24a655	feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation	2022-08-23 17:22:45 +09:00
Andy Cheng	cd09ee0e34	Merge pull request #877 from andycheng123/improve/supertrend-strategy ... strategy/supertrend: update example config	2022-08-16 15:38:21 +08:00
zenix	9f8b8d97d0	fix: drift empty pnl. exit condition	2022-08-16 12:30:29 +09:00
zenix	e3309ad709	fix: redundant params	2022-08-15 21:28:14 +09:00
zenix	c1d9df8cdb	feature: export drift1m, remove take profit, add profit report for listing pnl by date	2022-08-15 21:06:46 +09:00
zenix	da28750313	feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift	2022-08-15 21:05:29 +09:00
zenix	008814992f	fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype	2022-08-15 21:02:59 +09:00
zenix	d11738b6b5	feature: add smart cancel to drift	2022-08-15 21:02:43 +09:00
Andy Cheng	f288e47270	strategy/supertrend: update example config	2022-08-15 18:10:56 +08:00