c9s
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20cd73e6ad
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xfunding: fix transfer and refactoring more methods
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2023-03-23 12:58:10 +08:00 |
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c9s
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b2c0a343f3
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rename funding config file
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2023-03-22 21:17:45 +08:00 |
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narumi
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0458858de0
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fix position and profitstats
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2023-03-14 19:27:41 +08:00 |
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なるみ
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cddf3570f2
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Merge pull request #1104 from c9s/narumi/rebalance/balance
fix: rebalance: adjust max amount by balance
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2023-03-14 14:06:31 +08:00 |
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narumi
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0690518dc7
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add option to rebalance on start
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2023-03-13 22:43:42 +08:00 |
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Yo-An Lin
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07ebd83a62
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Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit
Improve/linregmaker minprofit
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2023-03-13 21:31:28 +08:00 |
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Andy Cheng
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cb412dc13f
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improve/bollmaker: add MinProfitActivationRate
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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5fc459d404
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improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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dd87d716ce
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improve/linregmaker: fix end date of linregmaker config
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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6e854f8027
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improve/linregmaker: add MinProfitSpread
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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0ea345a18c
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improve/linregmaker: fix balance calculation in backtesting
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2023-03-13 16:35:18 +08:00 |
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narumi
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74656e0e49
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fix fixedmaker errors
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2023-03-10 18:39:30 +08:00 |
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narumi
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a7cfd488ed
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add fixedmaker
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2023-03-10 16:41:01 +08:00 |
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narumi
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94b946a993
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add orderType parameter
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2023-03-03 23:14:30 +08:00 |
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narumi
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904491e750
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add orderType parameter
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2023-03-02 18:11:43 +08:00 |
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c9s
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0b73520371
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config: update config example
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2023-02-07 14:15:17 +08:00 |
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c9s
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24f0f40fad
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config: add autoRange config doc
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2022-12-26 01:00:15 +08:00 |
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c9s
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fedb67171a
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config: update grid2 config example
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2022-12-23 18:18:45 +08:00 |
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Yo-An Lin
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2b20ff4da9
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Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
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2022-12-20 14:55:48 +08:00 |
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Yo-An Lin
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c230695a44
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Update multi-session.yaml
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2022-12-19 20:08:06 +08:00 |
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c9s
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565193ed69
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config: add multi-session example
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2022-12-19 20:04:17 +08:00 |
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c9s
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5d6669fde4
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config: update grid2 config for sync
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2022-12-19 19:00:52 +08:00 |
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c9s
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f4529171f3
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config: turn on notification for grid2
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2022-12-15 18:39:06 +08:00 |
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c9s
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ac8186d43d
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grid2: debug submitOrder before sending them to the api
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2022-12-15 18:30:28 +08:00 |
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c9s
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bc8d7e9968
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grid2: add skipSpreadCheck option
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2022-12-15 18:09:43 +08:00 |
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Andy Cheng
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8b1d19124f
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strategy/linregmaker: allow using amount for order qty calculation
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2022-12-14 14:42:56 +08:00 |
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Andy Cheng
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c6f9b0feed
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strategy/linregmaker: update config
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2022-12-13 17:37:47 +08:00 |
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Andy Cheng
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ff334ca13d
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strategy/linregmaker: calculated allowed margin when leveraged
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2022-12-13 17:16:30 +08:00 |
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Andy Cheng
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79dcda5f52
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strategy/linregmaker: add more trend reverse logs
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2022-12-13 11:06:18 +08:00 |
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Andy Cheng
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a6956e50b7
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strategy/linregmaker: add more logs
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2022-12-12 18:23:49 +08:00 |
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c9s
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489b025702
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grid2: refactor check spread
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2022-12-07 12:24:52 +08:00 |
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c9s
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68e7d0ec24
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grid2: add doc comment for gridNumber
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2022-12-06 10:47:19 +08:00 |
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c9s
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c2e219e180
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config: add fee rate to backtest settings
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2022-12-06 10:35:16 +08:00 |
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c9s
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82a1009f35
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config: add baseInvestment
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2022-12-06 10:08:34 +08:00 |
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c9s
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e29f3c50e8
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grid2: calculate TotalFee
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2022-12-06 10:05:43 +08:00 |
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c9s
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d9e230a433
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grid2: add TestBacktestStrategy skeleton for backtesting in unit test
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2022-12-06 02:40:22 +08:00 |
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c9s
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aa5f2a032a
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grid2: call TruncatePrice on profitSpread
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2022-12-06 02:13:32 +08:00 |
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c9s
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fda7abc1f2
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config: update grid2 config sample
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2022-12-05 19:46:48 +08:00 |
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c9s
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c4544cf8b2
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grid2: improve debug logging
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2022-12-05 19:42:36 +08:00 |
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c9s
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8e3bfe8499
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grid2: consider base sell quantity reduction
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2022-12-05 19:37:42 +08:00 |
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c9s
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c5fb15dc22
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grid2: update test grid configuration
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2022-12-05 18:12:38 +08:00 |
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c9s
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19e0a20c67
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grid2: fill fixedpoint.Zero for stats
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2022-12-04 21:43:40 +08:00 |
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c9s
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bce004106c
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grid2: check price
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2022-12-04 18:21:43 +08:00 |
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c9s
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9d62720111
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grid2: add log for trigger price
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2022-12-04 18:17:05 +08:00 |
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c9s
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50f3ca80cf
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config: add doc for stopLossPrice
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2022-12-04 18:12:01 +08:00 |
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c9s
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e0a69a89c8
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config: add stopLossPrice config to the default grid2 config
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2022-12-04 18:02:30 +08:00 |
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c9s
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4f3a160bbf
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grid2: add stopLossPrice handler
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2022-12-04 18:01:58 +08:00 |
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c9s
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5f0c45093c
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config: add triggerPrice doc to config
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2022-12-04 17:58:32 +08:00 |
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c9s
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e1f7d8b965
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add data/bbgo_test.sql to git lfs
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2022-12-04 17:48:43 +08:00 |
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c9s
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5344b3d768
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grid2: add TestStrategy_calculateProfit test
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2022-12-04 17:35:35 +08:00 |
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