c9s
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a8cbe0e488
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grid2: pull out calculate pins call
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2022-12-02 00:09:58 +08:00 |
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c9s
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32b6299b93
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grid2: pull out CalculatePins
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2022-12-02 00:09:58 +08:00 |
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c9s
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1fa5186002
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grid2: allocate grid object
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2022-12-02 00:09:58 +08:00 |
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c9s
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84c3d386ca
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grid2: implement find next higher/lower pin
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2022-12-02 00:09:58 +08:00 |
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c9s
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629cea0f44
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grid2: fix ExtendUpperPrice and its tests
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2022-12-02 00:09:58 +08:00 |
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c9s
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4fb2230e5d
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grid2: improve number func
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2022-12-02 00:09:58 +08:00 |
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c9s
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f46fc7ee80
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grid2: fix tests
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2022-12-02 00:09:58 +08:00 |
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c9s
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4ddbeff7e4
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grid2: fix Test_calculateArithmeticPins
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2022-12-02 00:09:58 +08:00 |
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c9s
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f98c00b7aa
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grid2: fix extendLowerPrice method and tests
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2022-12-02 00:09:58 +08:00 |
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c9s
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75c088eb9c
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refactor calculateArithmeticPins
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2022-12-02 00:09:58 +08:00 |
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c9s
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725c624281
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grid2: rewrite ExtendUpperPrice
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2022-12-02 00:09:58 +08:00 |
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c9s
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533587ffd2
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grid2: update lowerPrice
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2022-12-02 00:09:58 +08:00 |
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c9s
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d6f751c027
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grid2: improve ExtendLowerPrice
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2022-12-02 00:09:58 +08:00 |
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c9s
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e675a084e2
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grid2: refactor spread, height methods
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2022-12-02 00:09:58 +08:00 |
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c9s
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2761cff2bf
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grid2: add pin tests
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2022-12-02 00:09:57 +08:00 |
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c9s
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21a1d550e3
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grid2: add grid struct
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2022-12-02 00:09:57 +08:00 |
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c9s
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cb612a22b1
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add grid2 strategy
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2022-12-02 00:09:57 +08:00 |
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zenix
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2e315240d9
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feature: add sync_time.sh utility
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2022-12-01 12:18:39 +09:00 |
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Yo-An Lin
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4825fb8d0e
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Merge pull request #1016 from zenixls2/doc/series_extend
doc: add series extend documentation
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2022-11-30 11:11:08 +08:00 |
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zenix
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0cb9bc2c7b
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doc: add series extend documentation
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2022-11-29 16:25:12 +09:00 |
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c9s
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4b0db6b3af
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bbgo: fix quantity adjustment
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2022-11-27 00:25:29 +08:00 |
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c9s
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50d5449b9a
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fix types.NewZeroAssetError panic error
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2022-11-27 00:24:24 +08:00 |
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Yo-An Lin
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98f70756be
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Merge pull request #1013 from a-dwarf/main
feature: bbgo completion
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2022-11-25 14:55:18 +08:00 |
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a dwarf
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daab130735
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upgrade cobra
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2022-11-25 10:37:54 +08:00 |
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Yo-An Lin
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e451667bc6
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Merge pull request #1014 from c9s/remove-ftx
all: remove ftx
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2022-11-24 21:16:31 +08:00 |
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a dwarf
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a8cd36fdf0
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move bbgo completion to topics
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2022-11-24 17:21:24 +08:00 |
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c9s
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170c3b8c41
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all: remove ftx
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2022-11-24 17:05:20 +08:00 |
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Yo-An Lin
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16b4702248
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Merge pull request #1011 from andycheng123/strategy/supertrend-config
strategy/supertrend: update supertrend config
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2022-11-24 16:57:08 +08:00 |
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Yo-An Lin
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e43e56a9fe
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Merge pull request #1008 from zenixls2/feature/speedup_live_trading
improve: speed-up live trade
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2022-11-24 16:55:16 +08:00 |
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a dwarf
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70e45ccf93
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Create bbgo_completion.md
bbgo Completion
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2022-11-24 16:13:16 +08:00 |
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a dwarf
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d14d441ff8
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upgrade cobra
bbgo Completion only supports unix-like operating systems
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2022-11-24 16:05:02 +08:00 |
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Andy Cheng
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6af39e2e40
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strategy/supertrend: update supertrend config
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2022-11-22 11:39:15 +08:00 |
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zenix
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a6e0edbb3c
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fix: naming of prepare function of openPosition and add comments
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2022-11-21 12:16:11 +09:00 |
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zenix
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109f4d0e3e
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fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor
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2022-11-21 12:16:11 +09:00 |
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zenix
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27800e95bd
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feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter
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2022-11-21 12:16:11 +09:00 |
|
Yo-An Lin
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026d712f75
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doc: remove FTX from Supported Exchange
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2022-11-20 21:01:37 +08:00 |
|
Yo-An Lin
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da4a701092
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Remove FTX
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2022-11-20 21:00:58 +08:00 |
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Yo-An Lin
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26d3289a4b
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Merge pull request #1009 from zenixls2/feature/profit_factor_optimizer
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2022-11-10 19:13:19 +08:00 |
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zenix
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7aaea257df
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feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance
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2022-11-10 18:17:35 +09:00 |
|
Austin Liu
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7d03c69406
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strategy:harmonic: fix
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2022-11-03 15:14:56 +08:00 |
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austin362667
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c8aa4ae400
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strategy: improve harmonic by adding HMM filter to denoise shark signal
strategy: improve harmonic by adding HMM filter to denoise shark signal
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2022-11-03 15:14:56 +08:00 |
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Yo-An Lin
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b80ac89486
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Merge pull request #1004 from austin362667/austin362667/irr
strategy:irr rollback to original nirr and consume kline
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2022-11-03 13:48:22 +08:00 |
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Austin Liu
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6c8addc4ee
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strategy:irr: refactor fast cancel from no wait
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2022-11-02 16:51:06 +08:00 |
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Austin Liu
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5467c8ef01
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strategy:irr rollback to original nirr and consume kline
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2022-11-02 16:48:50 +08:00 |
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Yo-An Lin
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335b90a97c
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Merge pull request #989 from austin362667/austin362667/irr
strategy:irr: a mean reversion based on box of klines in same direction
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2022-11-02 12:59:23 +08:00 |
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c9s
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04855b023a
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bbgo: listen to both order signal and the wait time channel
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2022-11-02 12:55:13 +08:00 |
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c9s
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3704f3f897
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bbgo: emit sigchan when new order is added or an order is removed
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2022-11-02 12:42:09 +08:00 |
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c9s
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9bf070172a
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bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion
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2022-11-02 12:34:04 +08:00 |
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c9s
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8707fcaa97
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bbgo: drop FastCancelActiveOrderBook
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2022-11-02 12:31:35 +08:00 |
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c9s
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1120821977
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add activeOrderBook.Symbol check
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2022-11-02 12:27:36 +08:00 |
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