Commit Graph

6139 Commits

Author SHA1 Message Date
c9s
a8cbe0e488
grid2: pull out calculate pins call 2022-12-02 00:09:58 +08:00
c9s
32b6299b93
grid2: pull out CalculatePins 2022-12-02 00:09:58 +08:00
c9s
1fa5186002
grid2: allocate grid object 2022-12-02 00:09:58 +08:00
c9s
84c3d386ca
grid2: implement find next higher/lower pin 2022-12-02 00:09:58 +08:00
c9s
629cea0f44
grid2: fix ExtendUpperPrice and its tests 2022-12-02 00:09:58 +08:00
c9s
4fb2230e5d
grid2: improve number func 2022-12-02 00:09:58 +08:00
c9s
f46fc7ee80
grid2: fix tests 2022-12-02 00:09:58 +08:00
c9s
4ddbeff7e4
grid2: fix Test_calculateArithmeticPins 2022-12-02 00:09:58 +08:00
c9s
f98c00b7aa
grid2: fix extendLowerPrice method and tests 2022-12-02 00:09:58 +08:00
c9s
75c088eb9c
refactor calculateArithmeticPins 2022-12-02 00:09:58 +08:00
c9s
725c624281
grid2: rewrite ExtendUpperPrice 2022-12-02 00:09:58 +08:00
c9s
533587ffd2
grid2: update lowerPrice 2022-12-02 00:09:58 +08:00
c9s
d6f751c027
grid2: improve ExtendLowerPrice 2022-12-02 00:09:58 +08:00
c9s
e675a084e2
grid2: refactor spread, height methods 2022-12-02 00:09:58 +08:00
c9s
2761cff2bf
grid2: add pin tests 2022-12-02 00:09:57 +08:00
c9s
21a1d550e3
grid2: add grid struct 2022-12-02 00:09:57 +08:00
c9s
cb612a22b1
add grid2 strategy 2022-12-02 00:09:57 +08:00
zenix
2e315240d9 feature: add sync_time.sh utility 2022-12-01 12:18:39 +09:00
Yo-An Lin
4825fb8d0e
Merge pull request #1016 from zenixls2/doc/series_extend
doc: add series extend documentation
2022-11-30 11:11:08 +08:00
zenix
0cb9bc2c7b doc: add series extend documentation 2022-11-29 16:25:12 +09:00
c9s
4b0db6b3af
bbgo: fix quantity adjustment 2022-11-27 00:25:29 +08:00
c9s
50d5449b9a
fix types.NewZeroAssetError panic error 2022-11-27 00:24:24 +08:00
Yo-An Lin
98f70756be
Merge pull request #1013 from a-dwarf/main
feature: bbgo completion
2022-11-25 14:55:18 +08:00
a dwarf
daab130735 upgrade cobra 2022-11-25 10:37:54 +08:00
Yo-An Lin
e451667bc6
Merge pull request #1014 from c9s/remove-ftx
all: remove ftx
2022-11-24 21:16:31 +08:00
a dwarf
a8cd36fdf0 move bbgo completion to topics 2022-11-24 17:21:24 +08:00
c9s
170c3b8c41
all: remove ftx 2022-11-24 17:05:20 +08:00
Yo-An Lin
16b4702248
Merge pull request #1011 from andycheng123/strategy/supertrend-config
strategy/supertrend: update supertrend config
2022-11-24 16:57:08 +08:00
Yo-An Lin
e43e56a9fe
Merge pull request #1008 from zenixls2/feature/speedup_live_trading
improve: speed-up live trade
2022-11-24 16:55:16 +08:00
a dwarf
70e45ccf93
Create bbgo_completion.md
bbgo Completion
2022-11-24 16:13:16 +08:00
a dwarf
d14d441ff8
upgrade cobra
bbgo Completion only supports unix-like operating systems
2022-11-24 16:05:02 +08:00
Andy Cheng
6af39e2e40 strategy/supertrend: update supertrend config 2022-11-22 11:39:15 +08:00
zenix
a6e0edbb3c fix: naming of prepare function of openPosition and add comments 2022-11-21 12:16:11 +09:00
zenix
109f4d0e3e fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor 2022-11-21 12:16:11 +09:00
zenix
27800e95bd feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter 2022-11-21 12:16:11 +09:00
Yo-An Lin
026d712f75
doc: remove FTX from Supported Exchange 2022-11-20 21:01:37 +08:00
Yo-An Lin
da4a701092
Remove FTX 2022-11-20 21:00:58 +08:00
Yo-An Lin
26d3289a4b
Merge pull request #1009 from zenixls2/feature/profit_factor_optimizer 2022-11-10 19:13:19 +08:00
zenix
7aaea257df feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance 2022-11-10 18:17:35 +09:00
Austin Liu
7d03c69406 strategy:harmonic: fix 2022-11-03 15:14:56 +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
Yo-An Lin
b80ac89486
Merge pull request #1004 from austin362667/austin362667/irr
strategy:irr rollback to original nirr and consume kline
2022-11-03 13:48:22 +08:00
Austin Liu
6c8addc4ee strategy:irr: refactor fast cancel from no wait 2022-11-02 16:51:06 +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
c9s
04855b023a
bbgo: listen to both order signal and the wait time channel 2022-11-02 12:55:13 +08:00
c9s
3704f3f897
bbgo: emit sigchan when new order is added or an order is removed 2022-11-02 12:42:09 +08:00
c9s
9bf070172a
bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion 2022-11-02 12:34:04 +08:00
c9s
8707fcaa97
bbgo: drop FastCancelActiveOrderBook 2022-11-02 12:31:35 +08:00
c9s
1120821977
add activeOrderBook.Symbol check 2022-11-02 12:27:36 +08:00