Commit Graph

454 Commits

Author SHA1 Message Date
c9s
20cd73e6ad
xfunding: fix transfer and refactoring more methods 2023-03-23 12:58:10 +08:00
c9s
b2c0a343f3
rename funding config file 2023-03-22 21:17:45 +08:00
narumi
0458858de0 fix position and profitstats 2023-03-14 19:27:41 +08:00
なるみ
cddf3570f2
Merge pull request #1104 from c9s/narumi/rebalance/balance
fix: rebalance: adjust max amount by balance
2023-03-14 14:06:31 +08:00
narumi
0690518dc7 add option to rebalance on start 2023-03-13 22:43:42 +08:00
Yo-An Lin
07ebd83a62
Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit
Improve/linregmaker minprofit
2023-03-13 21:31:28 +08:00
Andy Cheng
cb412dc13f
improve/bollmaker: add MinProfitActivationRate 2023-03-13 16:35:19 +08:00
Andy Cheng
5fc459d404
improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate 2023-03-13 16:35:19 +08:00
Andy Cheng
dd87d716ce
improve/linregmaker: fix end date of linregmaker config 2023-03-13 16:35:19 +08:00
Andy Cheng
6e854f8027
improve/linregmaker: add MinProfitSpread 2023-03-13 16:35:19 +08:00
Andy Cheng
0ea345a18c
improve/linregmaker: fix balance calculation in backtesting 2023-03-13 16:35:18 +08:00
narumi
74656e0e49 fix fixedmaker errors 2023-03-10 18:39:30 +08:00
narumi
a7cfd488ed add fixedmaker 2023-03-10 16:41:01 +08:00
narumi
94b946a993 add orderType parameter 2023-03-03 23:14:30 +08:00
narumi
904491e750 add orderType parameter 2023-03-02 18:11:43 +08:00
c9s
0b73520371
config: update config example 2023-02-07 14:15:17 +08:00
c9s
24f0f40fad
config: add autoRange config doc 2022-12-26 01:00:15 +08:00
c9s
fedb67171a
config: update grid2 config example 2022-12-23 18:18:45 +08:00
Yo-An Lin
2b20ff4da9
Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
2022-12-20 14:55:48 +08:00
Yo-An Lin
c230695a44
Update multi-session.yaml 2022-12-19 20:08:06 +08:00
c9s
565193ed69
config: add multi-session example 2022-12-19 20:04:17 +08:00
c9s
5d6669fde4
config: update grid2 config for sync 2022-12-19 19:00:52 +08:00
c9s
f4529171f3
config: turn on notification for grid2 2022-12-15 18:39:06 +08:00
c9s
ac8186d43d
grid2: debug submitOrder before sending them to the api 2022-12-15 18:30:28 +08:00
c9s
bc8d7e9968
grid2: add skipSpreadCheck option 2022-12-15 18:09:43 +08:00
Andy Cheng
8b1d19124f strategy/linregmaker: allow using amount for order qty calculation 2022-12-14 14:42:56 +08:00
Andy Cheng
c6f9b0feed strategy/linregmaker: update config 2022-12-13 17:37:47 +08:00
Andy Cheng
ff334ca13d strategy/linregmaker: calculated allowed margin when leveraged 2022-12-13 17:16:30 +08:00
Andy Cheng
79dcda5f52 strategy/linregmaker: add more trend reverse logs 2022-12-13 11:06:18 +08:00
Andy Cheng
a6956e50b7 strategy/linregmaker: add more logs 2022-12-12 18:23:49 +08:00
c9s
489b025702 grid2: refactor check spread 2022-12-07 12:24:52 +08:00
c9s
68e7d0ec24 grid2: add doc comment for gridNumber 2022-12-06 10:47:19 +08:00
c9s
c2e219e180 config: add fee rate to backtest settings 2022-12-06 10:35:16 +08:00
c9s
82a1009f35 config: add baseInvestment 2022-12-06 10:08:34 +08:00
c9s
e29f3c50e8 grid2: calculate TotalFee 2022-12-06 10:05:43 +08:00
c9s
d9e230a433 grid2: add TestBacktestStrategy skeleton for backtesting in unit test 2022-12-06 02:40:22 +08:00
c9s
aa5f2a032a grid2: call TruncatePrice on profitSpread 2022-12-06 02:13:32 +08:00
c9s
fda7abc1f2 config: update grid2 config sample 2022-12-05 19:46:48 +08:00
c9s
c4544cf8b2 grid2: improve debug logging 2022-12-05 19:42:36 +08:00
c9s
8e3bfe8499 grid2: consider base sell quantity reduction 2022-12-05 19:37:42 +08:00
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