899 Commits

Author	SHA1	Message	Date
c9s	db94b2690a	bbgo: check base balance only for long position	2022-09-11 17:49:24 +08:00
c9s	7b68e5ee27	bbgo: fix balance lock issue	2022-09-11 17:46:23 +08:00
Andy Cheng	df7d768b94	strategy/pivotshort: add trendema test case	2022-09-11 14:42:05 +08:00
Andy Cheng	f132666738	strategy/pivotshort: fix trendema	2022-09-11 13:56:36 +08:00
Yo-An Lin	42a358fd34	Merge pull request #928 from c9s/refactor/iteract-filter ... refactor: refactor interact strategy filter functions	2022-09-11 12:20:38 +08:00
c9s	7b58460d00	bbgo/interact: move strategy filter functions to the bottom	2022-09-11 03:15:11 +08:00
c9s	8961c940b2	bbgo: add two test cases for reflect	2022-09-11 03:13:10 +08:00
Yo-An Lin	d45bc9e509	Merge pull request #927 from c9s/refactor/submit-order ... refactor: simplify submit order	2022-09-11 02:58:47 +08:00
c9s	278aa026f2	bbgo/interact: refactor strategy filter functions	2022-09-11 02:55:58 +08:00
c9s	442ca9287d	bbgo: implement position reset	2022-09-11 02:46:58 +08:00
c9s	3be801ab6b	bbgo/interact: add /resetposition command	2022-09-11 02:41:59 +08:00
c9s	9474c2779c	bbgo: call notify when opening new position	2022-09-11 02:36:45 +08:00
c9s	5c18bc4d41	bbgo: notify closing position	2022-09-11 02:33:32 +08:00
c9s	6c22c3799e	bbgo: Add ClosePosition doc comment	2022-09-11 02:01:48 +08:00
Yo-An Lin	e0228f80f4	Merge pull request #926 from c9s/feature/open-position ... fix: handle created orders before we retry	2022-09-10 13:37:16 +08:00
c9s	c484c1f176	reformat code	2022-09-10 13:31:31 +08:00
c9s	29105eb57f	all: simplify underlying exchange submitOrder method ... - Replace SubmitOrders with SubmitOrder - Accept only one submit order and return one created order - Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method	2022-09-09 18:41:06 +08:00
Yo-An Lin	e86df62daf	Merge pull request #925 from c9s/feature/open-position ... feature: order executor open position method	2022-09-09 17:58:12 +08:00
c9s	94780b39e6	bbgo: order executor should collect the created orders first before we retry	2022-09-09 17:55:51 +08:00
c9s	5f2254e2cb	bbgo: add description to the open position options	2022-09-09 17:50:21 +08:00
c9s	8dca24e9ee	all: solve cyclic import	2022-09-09 17:40:17 +08:00
c9s	2e95246687	bbgo: add OpenPosition method	2022-09-09 13:57:39 +08:00
Zenix	afad9cca47	Merge pull request #910 from zenixls2/feature/ewo_renew ... SerialMarketDataStore, elliottwave renewal	2022-09-07 18:54:01 +09:00
zenix	e7a5669018	fix: lowestPrice in elliottwave, add more logs	2022-09-07 15:02:38 +09:00
c9s	33fdcefba3	bbgo: add notification tag	2022-09-07 01:05:43 +08:00
c9s	c2eec1e72b	bbgo: move fixedpoint one const to consts.go	2022-09-07 00:50:54 +08:00
c9s	62fb09c8d9	bbgo: protective stop should send notification when it's activated	2022-09-07 00:50:16 +08:00
zenix	66c8a3bb0d	fix: rename getSource to sourceGetter	2022-09-06 19:15:13 +09:00
zenix	36a5579660	fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status	2022-09-06 19:08:05 +09:00
c9s	8f363677bc	move bootstrap functions	2022-09-06 16:50:45 +08:00
zenix	67e57b49eb	fix: move sourceselector to bbgo folder	2022-09-06 14:43:05 +09:00
zenix	6c8902dd9c	fix: export kline query limit as a variable for preload decisions from strategy	2022-09-05 20:36:41 +09:00
zenix	4a878b5596	fix: rename generalorderexecutor.cancel to gracefulcancelorder	2022-09-05 19:32:35 +09:00
zenix	81084ddea6	feature: SerialMarketDataStore from session	2022-09-05 19:32:35 +09:00
zenix	fad9dedd1f	fix: active order book cancel message	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	65cd17dbbb	bbgo: add G-H & Kalman filters to the standard indicator set	2022-09-05 17:13:50 +08:00
Larry Lu	269529afa4	Fix typo	2022-09-04 13:35:01 +08:00
c9s	5c8d2a019a	backtest: rename BackTest to Backtest	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
c9s	51972e9e28	bbgo: fix indicator load key duplicate issue	2022-08-31 01:45:06 +08:00
c9s	8fcc3ee368	indicator: update pivot low and pivot high indicator	2022-08-31 01:44:38 +08:00
c9s	179a9b1ddb	fix: ensure that orders.tsv are rendered in local timezone	2022-08-26 19:09:11 +08:00
c9s	17ba1c142d	bbgo: fix support take profit field type	2022-08-26 18:12:42 +08:00
c9s	fb9a4994c0	bbgo: add supportTakeProfit method to the core exit methods	2022-08-26 18:11:45 +08:00
c9s	11854db51a	pivotshort: move SupportTakeProfit to the core api	2022-08-26 18:09:46 +08:00
c9s	a48471d4c8	pivotshort: refactor trend ema and stop ema	2022-08-26 17:52:46 +08:00
c9s	8b7f4c6222	bbgo: add ProtectiveStopLoss doc comment	2022-08-26 17:52:46 +08:00
c9s	09cc91bab8	bbgo: update VWMA and add VWMA to the indicator method	2022-08-24 17:45:43 +08:00