Commit Graph

5038 Commits

Author SHA1 Message Date
c9s
82f9fc139c
backtest: refactor exchange field, clean up startTime and endTime deps 2022-07-04 02:34:46 +08:00
c9s
8fc17f9c0b
backtest: move QueryOrder method 2022-07-04 02:29:18 +08:00
c9s
a31f61736a
backtest: pull out userDataStream to backtestEx.BindUserData 2022-07-04 02:27:29 +08:00
c9s
ecd4df86f9
backtest: assign user data stream to backtest.Exchange before we call EmitStart 2022-07-04 02:21:14 +08:00
c9s
449b2d8220
backtest: fix order update emit binding 2022-07-04 02:20:50 +08:00
c9s
9126045fa9
pivotshort: adjust resistance ratio 2022-07-04 02:20:30 +08:00
c9s
3a37154737
pivotshort: fix supportTakeProfit binding 2022-07-04 02:20:15 +08:00
Yo-An Lin
6fe980a2a3
Merge pull request #793 from LarryLuTW/larry/fix-pnl-market
Fix pnl command
2022-07-04 01:42:32 +08:00
Yo-An Lin
e052f36b93
Merge pull request #795 from frin1/optimizer/fix_SummaryReport
optimizer/fix: prevent from crashing if missing SummaryReport
2022-07-04 01:41:40 +08:00
Fredrik
771f578efd optimizer/fix: prevent from crashing if missing SummaryReport 2022-07-03 13:16:41 +02:00
c9s
81f9639c85
pivotshort: bind supportTakeProfit method 2022-07-03 17:22:29 +08:00
c9s
278fbb7b51
pivotshort: fix support take profit method 2022-07-03 17:13:01 +08:00
Yo-An Lin
d5fce91fb6
Merge pull request #794 from c9s/strategy/pivotshort
strategy/pivotshort: fix resistance updater
2022-07-03 16:12:31 +08:00
c9s
74cac6e977
pivotshort: adjust layer price calculation 2022-07-03 15:44:37 +08:00
c9s
a408b20eda
fix resistance price calculation 2022-07-03 15:26:05 +08:00
c9s
1e8ac0d08a
pivotshort: improve price grouping 2022-07-02 18:51:17 +08:00
LarryLuTW
a0e8359d23
add market for calculator 2022-07-02 17:45:24 +08:00
c9s
f940bb8e0a
implement SupportTakeProfit method 2022-07-02 13:21:27 +08:00
c9s
ac1b5e4df4
check market in the NewPositionFromMarket
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-02 12:43:57 +08:00
Yo-An Lin
cc04d81346
Merge pull request #792 from c9s/strategy/pivotshort 2022-07-02 01:32:29 +08:00
c9s
004e6b0e0b
pivotshort: fix findNextResistancePriceAndPlaceOrders 2022-07-02 00:28:41 +08:00
c9s
f1867b02c3
pivotshort: fix message 2022-07-01 18:10:39 +08:00
Yo-An Lin
f2ba901b51
Merge pull request #791 from c9s/strategy/pivotshort
strategy: pivotshort: refactor breaklow logics
2022-07-01 18:05:00 +08:00
c9s
9a11fd59ed
pivotshort: fix open close price compare 2022-07-01 17:43:51 +08:00
c9s
178913dd1b
reformat code 2022-07-01 17:32:59 +08:00
c9s
b158c44b95
fix profit stats notification 2022-07-01 17:32:40 +08:00
c9s
4bb9fb7e1b
fix profit stats wording 2022-07-01 17:32:01 +08:00
c9s
53204f47ea
bollmaker: remove legacy state loading 2022-07-01 17:28:48 +08:00
c9s
04df515aea
pivotshort: clean up and force kline direction 2022-07-01 17:26:45 +08:00
c9s
9374125712
pivotshort: pull out break low logics
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-01 17:22:09 +08:00
Yo-An Lin
0057fe517a
Merge pull request #790 from c9s/strategy/pivotshort
fix: strategy: pivoshort: cancel order when shutdown
2022-07-01 16:56:16 +08:00
c9s
7f5e92d1b5
cancel order when shutdown 2022-07-01 16:29:03 +08:00
Yo-An Lin
f98cf53e4e
Merge pull request #789 from c9s/strategy/pivotshort
strategy: pivotshort: add more improvements for margin
2022-07-01 15:47:41 +08:00
c9s
c792da2164
pivotshort: improve balance check for margin 2022-07-01 15:41:50 +08:00
c9s
09ba2d31c3
pivortshort: run placeResistanceOrders with margin borrow buy 2022-07-01 15:34:21 +08:00
c9s
1af18a5fac
pivotshort: fix breakLow handle event 2022-07-01 15:30:06 +08:00
c9s
8851e67356
dynamic: add doc comment to CallMatch
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-01 13:10:53 +08:00
c9s
910c17a567
dynamic: implement CallWithMatch for dynamic calls
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-01 13:09:30 +08:00
c9s
503d851c9d
pivotshort: move resistance short to a single file 2022-07-01 01:24:34 +08:00
c9s
454036b166
use types.KLineWith to wrap callbacks 2022-07-01 01:06:10 +08:00
Yo-An Lin
2816e42084
Merge pull request #787 from c9s/strategy/pivotshort
strategy: pivotshort: use active orderbook to maintain the resistance orders
2022-07-01 01:02:54 +08:00
c9s
a4af4776d2
pivotshort: use active orderbook to maintain the resistance orders 2022-07-01 00:57:19 +08:00
Yo-An Lin
c8a4af99bc
Merge pull request #786 from c9s/strategy/pivotshort
strategy: pivotshort: resistance short
2022-06-30 21:54:47 +08:00
c9s
fa98f3fda2
fix position.IsOpened method
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-30 18:29:59 +08:00
c9s
3e6b975c2c
pivotshort: refactor ResistanceShort entry method 2022-06-30 18:29:02 +08:00
c9s
bfcbf8566e
config: adjust default stop ema range 2022-06-30 17:46:42 +08:00
c9s
6aa6e57d96
add ema condition to the lower shadow take profit 2022-06-30 17:42:23 +08:00
Andy Cheng
1573a9acf3 strategy/supertrend: add linear regression as filter 2022-06-30 16:35:00 +08:00
c9s
903d773025
dynamic: invert if
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-30 15:49:18 +08:00
c9s
b15e8d0ce4
all: refactor exit method set and fix dynamic call/merge
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-30 15:49:18 +08:00