lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-24 07:45:15 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity
6,316 Commits 60 Branches 138 Tags 189 MiB
29692b0e1a
Commit Graph

6316 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
c9s
2523c2261b
indicator/till: refactor CalculateAndUpdate 2022-07-21 01:21:29 +08:00
c9s
9f937f529e
bbgo: refactor standard indicator 2022-07-21 01:05:08 +08:00
c9s
4300e00580
indicator/rma: move endTime update to PushK 2022-07-21 01:05:08 +08:00
Yo-An Lin
ed91fdc915
Merge pull request #831 from c9s/feature/defaulter 
feature: api: add strategy defaulter interface
 2022-07-19 17:55:24 +08:00
Yo-An Lin
b9bbff6991
Merge pull request #832 from c9s/fix/schedule 
update: fix and update schedule strategy
 2022-07-19 17:53:40 +08:00
c9s
88940a6a94
config: update schedule config for usdttwd market 2022-07-19 17:43:55 +08:00
c9s
6dc73f9096
config: update schedule config with back-test settings 2022-07-19 17:43:11 +08:00
c9s
ea4efccd89
schedule: use general order executor and fix notification message format 2022-07-19 17:38:32 +08:00
c9s
ab83805b34
bbgo: add StrategyShutdown interface 2022-07-19 17:13:35 +08:00
c9s
8af2f2f83f
add defaulter interface 2022-07-19 16:59:56 +08:00
c9s
808ba2fc02
bbgo: make slack-app-token optional 2022-07-19 11:41:49 +08:00
c9s
f72cf9bfff
pivotshort: fix quantity check 2022-07-19 11:25:27 +08:00
c9s
9302474d51
add 1m subscribe to RoiTakeProfit 2022-07-19 11:00:45 +08:00
c9s
1ca7e0d032
add trendEMA config to pivotshort config 2022-07-19 10:51:18 +08:00
c9s
7b3673d1d4
config: set default quantity 2022-07-19 10:49:27 +08:00
c9s
fc5b59dde6
add v1.37.0 release note 2022-07-19 09:48:22 +08:00
c9s
a6fc03efe5
bump version to v1.37.0 2022-07-19 09:48:21 +08:00
c9s
d2d62781fb
update command doc files 2022-07-19 09:48:21 +08:00
c9s
29fc58cb18
autoborrow: fix repay amount 2022-07-18 19:14:31 +08:00
Yo-An Lin
185b1fe864
Update README.md 2022-07-18 18:18:50 +08:00
Yo-An Lin
ec4ac54d06
Merge pull request #830 from COLDTURNIP/fix/backtest_index_lock 
backtest: resolve data race on index.json
 2022-07-18 17:17:48 +08:00
Raphanus Lo
13455e4ee1 backtest: resolve data race on index.json 2022-07-17 15:46:55 +08:00
c9s
6e4c28ed1b
disable marketTrade stop 2022-07-17 00:59:35 +08:00
c9s
2d0fbe4b99
fix ProtectiveStopLoss subscribe 2022-07-16 14:45:02 +08:00
Yo-An Lin
a11630782e
Merge pull request #829 from COLDTURNIP/feature/eliminate_grid_limit 
optimizer: eliminate limitation of number of grid point
 2022-07-15 23:30:22 +08:00
Raphanus Lo
620381f64b optimizer: eliminate limitation of number of grid point 2022-07-15 23:01:56 +08:00
c9s
44f3793db8
max: emit debt event and ad ratio event 2022-07-15 13:25:02 +08:00
c9s
26f5f36f7e
backtest: for types.OrderTypeStopMarket, use stop price to simulate the actual price for balance locking 2022-07-14 19:26:04 +08:00
c9s
a370a5e489
pivotshort: fix on start handler 2022-07-14 18:36:28 +08:00
c9s
89ffd94d98
update pivotlow on start 2022-07-14 18:35:58 +08:00
Yo-An Lin
191e00adeb
Merge pull request #827 from c9s/strategy/pivotshort 
strategy/pivotshort: improve quantity calculation for margin and futures
 2022-07-14 18:16:48 +08:00
c9s
c4332fcac2
pivotshort: add leverage settings 2022-07-14 17:44:33 +08:00
c9s
adb96cac39
pivotshort: check maximum margin leverage 2022-07-14 17:38:11 +08:00
c9s
0284d090d8
all: move getExchangeAttributes 2022-07-14 17:36:16 +08:00
c9s
6c91af2392
pivotshort: improve useQuantityOrBaseBalance 2022-07-14 17:36:03 +08:00
c9s
0ba529cb45
pivotshort: replace orders if the active orders is empty 2022-07-14 16:34:03 +08:00
c9s
8fb216ce52
pivotshort: when resistance order is filled, reset the current resistance price 2022-07-14 16:28:30 +08:00
Yo-An Lin
5eb60df70d
Merge pull request #824 from c9s/refactor/indicator-api 
refactor: indicator: rewrite VWMA calculator
 2022-07-14 16:10:52 +08:00
c9s
dd3bd6a325
indicator: rewrite VWMA calculator 2022-07-14 15:57:17 +08:00
Yo-An Lin
3651b84518
Merge pull request #823 from c9s/refactor/indicator-api 
refactor: refactor bollinger band indicator with the new series extend component
 2022-07-14 15:12:14 +08:00
c9s
2ef8ecf3d9
indicator: clean up bollinger band indicator api usage 2022-07-14 14:26:08 +08:00
c9s
a5715c6aee
indicator: rewrite boll indicator with stddev indicator 2022-07-14 14:26:08 +08:00
Yo-An Lin
58d23845ea
Merge pull request #821 from c9s/refactor/indicator-api 
refactor: refactor indicator api (canonicalize CalculateAndUpdate, PushK methods)
 2022-07-14 12:32:10 +08:00
c9s
975d0d6995
indicator: pull out emit update 2022-07-14 11:36:34 +08:00
c9s
bbf01275cc
indicator/sma: clean CalculateAndUpdate and make cache field private 2022-07-14 11:34:53 +08:00
c9s
7696c9f21e
indicator: improve rma preload 2022-07-14 10:54:46 +08:00
c9s
da4dbf4800
indicator: macd: add link for macd https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram 2022-07-14 10:45:22 +08:00
c9s
0b07fb5a83
indicator/macd: drop the legacy func calculateMACD 2022-07-14 10:36:16 +08:00
c9s
a7b7ed6610
rename to KLineClosedEmitter 2022-07-14 10:33:10 +08:00
c9s
77264342ce
indicator: add KLineLoader interface 2022-07-14 10:31:38 +08:00