Commit Graph

546 Commits

Author SHA1 Message Date
narumi
4dc28ec16a replace threshold with minBaseBalance 2024-06-18 17:45:31 +08:00
narumi
3ef7d3e09e add balance type 2024-03-04 19:58:34 +08:00
narumi
8f2d551399 add price type 2024-02-23 14:05:25 +08:00
c9s
9efd8bd604
fix backtest Initialize call 2024-01-28 14:29:54 +08:00
c9s
ea70544b38
add environment config example 2024-01-24 15:17:58 +08:00
kbearXD
4a0c9ca032
Merge pull request #1474 from c9s/kbearXD/dca2/callbacks-and-close
FEATURE: [dca2] add callbacks and shutdown function
2024-01-10 15:10:08 +08:00
chiahung.lin
6e661c805a fix 2024-01-10 14:37:07 +08:00
c9s
2ff74a5f86
autoborrow: add repaid alert 2024-01-09 09:59:53 +08:00
chiahung.lin
468b73abb6 bbgo.Sync profit stats 2024-01-08 18:25:11 +08:00
narumi
dc2895c4dc rename cronExpression to schedule 2024-01-06 17:37:13 +08:00
なるみ
6367bd79d3
Merge pull request #1402 from c9s/narumi/fixedmaker/inventory-skew
FEATURE: inventory skew
2024-01-06 17:00:18 +08:00
c9s
3dca9aaf98
Merge pull request #1470 from c9s/narumi/xnav/schedule
FEATURE: [xnav] add cron schedule
2024-01-03 16:38:19 +08:00
なるみ
e35795943d
Merge pull request #1468 from c9s/narumi/autobuy/init
FEATURE: add autobuy strategy
2023-12-28 17:44:53 +08:00
c9s
60043d6239
Merge pull request #1464 from c9s/kbearXD/dca2/run-state-and-recover
FEATURE: [dca2] run state machine
2023-12-28 17:35:57 +08:00
narumi
687df81784 add autobuy strategy 2023-12-26 17:53:14 +08:00
narumi
5592d93c13 add cron schedule to xnav 2023-12-26 17:07:03 +08:00
c9s
c250fec2dc
Merge pull request #1463 from c9s/c9s/bollmaker-ema-crosssignal 2023-12-23 01:17:30 +08:00
narumi
7f0a4a9953 apply inventory-skew to xfixedmaker 2023-12-21 16:39:23 +08:00
narumi
f160ea856f apply inventory-skew to fixedmaker 2023-12-21 16:29:46 +08:00
chiahung.lin
bfd9c8ac64 FEATURE: run state machine
FEATURE: support recover

FEATURE: add order into orderStore and recover position

recover position/budget

FEATURE: support recover budget
2023-12-20 16:02:37 +08:00
c9s
382a78949c
config: document emaCross in config 2023-12-20 12:13:09 +08:00
c9s
127d4484fb
config: disable emaCross by default 2023-12-19 22:17:53 +08:00
c9s
46329c3a24
bollmaker: add ema cross signal to bollmaker strategy 2023-12-19 22:17:33 +08:00
c9s
6abb320bce
emacross: clean up and update config 2023-12-19 21:57:51 +08:00
c9s
46b3a81b07
xdepthmaker: add tests to the generateMakerOrders 2023-12-07 16:18:23 +08:00
chiahung.lin
800148b271 remain only template part 2023-11-23 16:45:28 +08:00
c9s
cc5c033af7
liquiditymaker: use order generator 2023-11-09 11:56:07 +08:00
c9s
9dc57f01cd
wall: refactor wall strategy with common.Strategy 2023-11-01 16:57:07 +08:00
narumi
7c19bb9e20 submit one order at a time 2023-10-31 13:53:12 +08:00
narumi
e8c9801535 adjust quantity by max amount 2023-10-27 15:01:41 +08:00
c9s
c26804179d
config: add logging sample config 2023-10-20 10:11:22 +08:00
narumi
badadafa2d remove adjustQuantity from config 2023-10-13 18:11:21 +08:00
narumi
69b38fc304 update xfixedmaker config 2023-10-12 14:49:48 +08:00
narumi
a8d678a544 rename randomtrader to random 2023-10-11 15:52:10 +08:00
c9s
2f65793522
Merge pull request #1327 from c9s/narumi/fix-position-risk
FIX: Fix duplicate orders caused by position risk control
2023-10-11 15:43:26 +08:00
c9s
10be0ec62a
Merge pull request #1331 from c9s/narumi/fixedmaker/x
FEATURE: add xfixedmaker strategy
2023-10-11 15:43:05 +08:00
narumi
4a6f6f7a5a add backtest config 2023-10-11 12:14:34 +08:00
narumi
81ea074b4f check balances 2023-10-07 16:34:22 +08:00
narumi
a0efa2769d add randtrader strategy 2023-10-07 12:36:32 +08:00
narumi
a40488b0a3 add xfixedmaker strategy 2023-10-06 12:58:47 +08:00
narumi
c5cd6bc95e fix common.Strategy.IsHalted 2023-09-29 01:51:02 +08:00
c9s
d4330a7a32
atrpin: add minPriceRange config 2023-09-27 14:25:49 +08:00
c9s
e52e53aa42
refine atrpin strategy 2023-09-26 20:43:14 +08:00
Andy Cheng
a74562ed31
improve/profitStatsTracker: Add a parameter for window to sum up trades 2023-08-11 13:16:53 +08:00
c9s
4a28843a0a
deposit2transfer: fix mutex lock 2023-08-08 12:38:23 +08:00
c9s
29727c12be
add deposit2transfer config 2023-08-08 12:14:14 +08:00
c9s
4982a858a0
config: update convert strategy sample config 2023-08-05 02:00:35 +08:00
c9s
8c02383df4
update rsicross config 2023-07-22 11:23:09 +08:00
c9s
b250bf94bc
rsicross: add more conditions to rsicross 2023-07-22 11:23:09 +08:00
Andy Cheng
e37edb3056
Merge pull request #1198 from andycheng123/feature/profit-tracker
FEATURE: add ProfitStatsTracker
2023-07-18 11:40:26 +08:00