Commit Graph

3323 Commits

Author SHA1 Message Date
Andy Cheng
b48c7f40d7
strategy: make TrailingStopCallBackRatio and MinimumProfitPercentage fixedpoint.Value 2022-02-06 17:47:13 +08:00
Andy Cheng
883f43a9ad
strategy: construct trailingStopControl in the caller 2022-02-06 17:47:13 +08:00
Andy Cheng
60a4ab2f27
strategy: save state on high price update and cancel trailing stop order on shutdown 2022-02-06 17:47:13 +08:00
Andy Cheng
1bd787f44c
strategy: return the createdOrders objects instead in submitOrders() 2022-02-06 17:47:13 +08:00
Andy Cheng
f673fc30ad
strategy: rename GenerateTrailingStopOrder() to GenerateStopOrder() in support strategy 2022-02-06 17:47:13 +08:00
Andy Cheng
2a8938fce0
re-indent with tabs 2022-02-06 17:47:13 +08:00
Andy Cheng
66b042fea7
strategy: trailing stop TP for support strategy 2022-02-06 17:47:11 +08:00
c9s
c0b8c36222 config: update bollmaker config 2022-02-01 01:43:12 +08:00
c9s
bf8558e9ad bollmaker: add BuyBelowNeutralSMA option 2022-02-01 01:40:51 +08:00
c9s
17187c70e7 cmd: print realized profit in colored text 2022-02-01 01:05:11 +08:00
c9s
c0beca78f5 include terminal color for back-test report 2022-02-01 01:00:26 +08:00
c9s
82adff338e cmd/backtest: calculate performance in quote asset 2022-02-01 00:54:55 +08:00
c9s
f96c2e6271 bbgo: add activated flag on trailing stop order 2022-02-01 00:41:28 +08:00
c9s
c7ce59cd6f config: add more doc to the config 2022-01-31 01:52:47 +08:00
c9s
36b0db6cc8 config: update schedule strategy config 2022-01-31 01:46:02 +08:00
c9s
bed03dbd17 schedule: refactor and improve schedule strategy with QuantityOrAmount struct 2022-01-31 01:42:21 +08:00
c9s
11bbdb16a0 bollmaker: clean up empty files 2022-01-31 01:31:31 +08:00
c9s
0e7f88e3bf move SmartStops into the bbgo package 2022-01-31 01:27:47 +08:00
c9s
eb5064ccfe bollmaker: separate bidSpread and askSpread 2022-01-31 01:11:30 +08:00
c9s
2e7621ca55 add BidSpread and AskSpread 2022-01-31 01:08:33 +08:00
c9s
701e80d0d8 bollmaker: pull out trailing stop order logics into SmartStops struct 2022-01-31 01:07:00 +08:00
c9s
67bc5d523a bollmaker: refactor trailing stop snippet 2022-01-31 00:44:04 +08:00
c9s
bcb33f6887 config: update trailing stop usage doc 2022-01-31 00:18:52 +08:00
c9s
0667c138ab backtest: fix duplicate trade emit issue 2022-01-30 03:05:19 +08:00
c9s
e595b9acb2 backtest: should panic if last price is zero 2022-01-30 02:41:00 +08:00
c9s
6566db1624 accounting: filter duplicated trades when backtesting 2022-01-30 02:40:38 +08:00
c9s
e1fc0e7b8d bollmaker: remove redundant log and fix return 2022-01-30 02:00:42 +08:00
c9s
ec8129ab87 backtest: fix market order fee calculation 2022-01-30 02:00:30 +08:00
c9s
20938895a8 bollmaker: merge skip condition 2022-01-30 01:40:33 +08:00
c9s
a185f3fdbe bollmaker: improve trailing stop order log 2022-01-30 01:37:36 +08:00
c9s
78855d552a backtest: fix backtest trade for market order 2022-01-30 01:37:24 +08:00
c9s
9adc3a9243 bollmaker: always collect trades and check balance 2022-01-30 01:21:36 +08:00
c9s
2255f3ed0a bollmaker: check dust order for stop 2022-01-29 17:44:42 +08:00
c9s
99af5d3971 bollmaker: implement TrailingStopController 2022-01-29 02:22:20 +08:00
c9s
584dd3e279 bollmaker: add TradeInBand option 2022-01-28 01:29:12 +08:00
c9s
f49b7165d8 bollmaker: fix MinNotional adjustment 2022-01-27 19:56:10 +08:00
c9s
eec26663c5 update bollmaker config 2022-01-27 19:17:00 +08:00
c9s
a6cbb2fb2d bollmaker: rewrite trend detection 2022-01-27 18:51:51 +08:00
c9s
547f4c400a cmd: call BindSync when running strategy 2022-01-27 18:19:25 +08:00
c9s
3b630c0bca bbgo: pull out writer closure 2022-01-27 18:13:15 +08:00
c9s
cb507edf44 bbgo: add BindSync method on environment 2022-01-27 18:12:15 +08:00
c9s
30a9a5849f add user data stream sync config 2022-01-27 09:34:04 +08:00
c9s
44efbce8eb cmd: change trades cmd time range to just 1 day 2022-01-27 09:26:24 +08:00
c9s
c3c2822c82 cmd/trades: avoid passing since and until at the same time 2022-01-27 08:57:31 +08:00
c9s
78c8cb1362 add dynamicExposurePositionScale to the sample config 2022-01-27 08:52:27 +08:00
c9s
aaec79eec9 add sync config example 2022-01-27 08:43:44 +08:00
c9s
880d806736 cmd: add --no-sync option to the run command 2022-01-27 08:30:31 +08:00
c9s
70f02a1c19 cmd: handle user config sync options in the run command 2022-01-27 08:21:19 +08:00
c9s
0d0d8b05bf bbgo/scale: test out of domain 2022-01-27 02:39:33 +08:00
c9s
1ef5a37225 bbgo/scale: check domain range 2022-01-27 02:32:26 +08:00