Commit Graph

9097 Commits

Author SHA1 Message Date
Andy Cheng
686a358c6e strategy: update bollmaker config 2022-05-16 13:10:48 +08:00
Andy Cheng
3c094a195b strategy: check min/max spread settings 2022-05-16 12:57:00 +08:00
なるみ
aeab44c1d7 bump version to 0.1.9 2022-05-16 12:29:09 +08:00
なるみ
0919938d20 python: parse balance borrowed 2022-05-16 12:27:53 +08:00
Yo-An Lin
f37e407f99
Merge pull request #614 from jessy1092/ftx-support-interval
ftx: Let FTX support 4hr interval
2022-05-16 01:43:17 +08:00
Lee
8797e18959 ftx: Let FTX support 4hr interval 2022-05-16 01:23:38 +08:00
Yo-An Lin
1f1fcdedc4
Merge pull request #592 from narumiruna/coinmarketcap-api
feature: add CoinMarketCap API
2022-05-14 12:52:38 +08:00
Yo-An Lin
d4e342123d
Merge pull request #613 from c9s/bollmaker-set-exchange-fee
bollmaker: set exchange fee to position
2022-05-14 12:51:57 +08:00
c9s
d326494d57
set exchange fee to position 2022-05-13 22:30:04 +08:00
Yo-An Lin
fd7ce5307f
Merge pull request #609 from COLDTURNIP/fix/profit_symbol_length
Fix error: Data too long for profits column 'symbol'
2022-05-13 22:28:13 +08:00
zenix
2e53bae0d0 update: config for ewo 2022-05-13 23:02:30 +09:00
zenix
382e6ee0fb fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo 2022-05-13 22:58:35 +09:00
zenix
ee27a02459 revert bollmaker default trading pair changes 2022-05-13 22:56:46 +09:00
なるみ
adab6ea434
Merge pull request #612 from narumiruna/narumi/decimal 2022-05-13 18:45:32 +08:00
Andy Cheng
64a760cf32 strategy: dynamic spread for bollmaker 2022-05-13 17:58:46 +08:00
なるみ
33f662b9ef use decimal to parse number 2022-05-13 16:30:19 +08:00
Yo-An Lin
5ce47057bb
Merge pull request #611 from c9s/wall-strategy
feature: add wall strategy
2022-05-13 15:36:09 +08:00
c9s
eac0117e02
add adjustment orders 2022-05-13 13:01:03 +08:00
Yo-An Lin
3e0820de79
hide pnl command doc 2022-05-13 12:35:39 +08:00
Yo-An Lin
9f1de93d48
Update README.md 2022-05-13 12:31:38 +08:00
Raphanus Lo
e968688e7f fix sqlite column modification 2022-05-13 10:20:47 +08:00
c9s
e950ee9559
add wall strategy 2022-05-12 22:51:39 +08:00
zenix
2e79cb9fc8 fix: update old configs 2022-05-12 21:14:51 +09:00
zenix
0b32e8b959 upgrade: go to v1.18 2022-05-12 20:07:11 +09:00
zenix
2bea47003f feature: add InstanceID for report 2022-05-12 20:02:34 +09:00
zenix
71fe6c2d26 feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message 2022-05-12 19:43:04 +09:00
Raphanus Lo
075028f8fc Fix symbol length in profits
This change fixes "Error 1406: Data too long for column 'symbol' at row 1"
for pair symbol longer than 8 chars.

Fixes #608
2022-05-12 18:24:14 +08:00
なるみ
5d096d39bb use requestgen.BaseAPIClient 2022-05-12 16:41:42 +08:00
なるみ
65606b2c66 add listings request 2022-05-12 01:59:42 +08:00
zenix
668328dd16 fix: message typo 2022-05-11 21:22:22 +08:00
zenix
51e2343299 fix: add more live logs to ewo 2022-05-11 21:22:22 +08:00
zenix
5fa9e930d3 fix: wrong balance, wrong bottom/peak, feature: stdev 2022-05-11 21:22:22 +08:00
Yo-An Lin
88cbafe936
Merge pull request #603 from c9s/feature/backtest-report
feature: backtest report - #2 state recorder
2022-05-11 18:56:26 +08:00
c9s
4e4912ebdc
backtest: update order update time when new trade happen 2022-05-11 15:04:11 +08:00
c9s
323c94149d
add side column to orders.csv 2022-05-11 15:00:09 +08:00
c9s
0ae8c295e2
refactor csv writer 2022-05-11 14:58:52 +08:00
c9s
e947a05cbd
add defer close 2022-05-11 14:37:45 +08:00
c9s
479de002a6
record equity curve 2022-05-11 14:36:18 +08:00
c9s
11d0823782
cmd: refactor back-test command 2022-05-11 13:59:44 +08:00
c9s
6e1f9d6a4e
add backtest exchange to the kline handler function 2022-05-10 19:10:16 +08:00
Zenix
54c946bac0
Merge pull request #599 from zenixls2/feature/cci
feature: add cci indicator
2022-05-10 19:54:54 +09:00
c9s
5f68064ac6
pull out writeJsonFile function 2022-05-10 18:27:23 +08:00
zenix
2bbb36031c fix: index range in float64slice and wrong formula given by investopedia, test: add cci test 2022-05-10 17:15:26 +09:00
c9s
24464fdcb6
define ManifestEntry type 2022-05-10 14:23:11 +08:00
c9s
867047a1a2
backtest: improve manifest struct 2022-05-10 14:21:19 +08:00
c9s
6fbb082d5f
support manifest json encoding in backtest report 2022-05-10 14:05:44 +08:00
c9s
7b17b1a757
integrate state recorder 2022-05-10 13:31:23 +08:00
c9s
185a8279b2
implement state recorder 2022-05-10 12:44:51 +08:00
c9s
2e5b818a75
add balance snapshot type 2022-05-10 01:47:15 +08:00
c9s
54debaf979
remove stock field from report 2022-05-10 01:11:12 +08:00