c9s
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2a9a34ae66
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bump version to v1.36.0
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2022-07-10 19:08:30 +08:00 |
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c9s
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9f4ccfbfb4
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update command doc files
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2022-07-10 19:08:30 +08:00 |
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c9s
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c62aafdf2b
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compile and update migration package
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2022-07-10 19:08:30 +08:00 |
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Zenix
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e633cedd3c
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Merge pull request #809 from zenixls2/feature/logistic_regression
feature: logistic regression
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2022-07-09 17:27:20 +09:00 |
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Yo-An Lin
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eacbd13e6b
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Merge pull request #810 from andycheng123/fix/supertrend-strategy
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2022-07-08 21:03:01 +08:00 |
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Yo-An Lin
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e6d9a8a84a
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Merge pull request #808 from c9s/fix/kline-with-filtering
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2022-07-08 21:02:28 +08:00 |
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c9s
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cc8821bb66
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update max order api path
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2022-07-08 20:47:51 +08:00 |
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c9s
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e9faf34b5e
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max: fix balance field for api
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2022-07-08 17:28:07 +08:00 |
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Andy Cheng
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761ed10110
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strategy/supertrend: update config
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2022-07-08 17:15:38 +08:00 |
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c9s
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59fcef0b6d
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supertrend: avoid using embedded struct on DoubleDema
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2022-07-08 17:13:12 +08:00 |
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Andy Cheng
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d73d7b4380
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Merge branch 'main' into fix/supertrend-strategy
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2022-07-08 16:45:26 +08:00 |
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c9s
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5bd292d0b2
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bbgo: add notify(profit)
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2022-07-08 16:43:32 +08:00 |
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Andy Cheng
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574e142cf9
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strategy/supertrend: use types.IntervalWindow instead of types.Interval
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2022-07-08 16:42:31 +08:00 |
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c9s
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79b70d4a31
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supertrend: fix interval window for exit methods
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2022-07-08 16:31:28 +08:00 |
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zenix
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0e64a14d7f
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feature: add entropy, cross entropy, sigmoid, softmax, and logistic regression
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2022-07-08 16:58:59 +09:00 |
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c9s
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46d6ecc663
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fix types.TradeStats usage
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2022-07-08 15:44:32 +08:00 |
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c9s
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581e4be218
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supertrend: clean up and update
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2022-07-08 15:41:28 +08:00 |
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c9s
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d7f83a45b3
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fix: check if interval is empty string
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2022-07-08 14:47:36 +08:00 |
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Andy Cheng
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72f18c1057
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Merge pull request #799 from andycheng123/improve/supertrend-strategy
Improve supertrend strategy
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2022-07-07 10:40:49 +08:00 |
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Andy Cheng
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f8777752a0
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Merge branch 'main' into improve/supertrend-strategy
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2022-07-07 10:33:30 +08:00 |
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Andy Cheng
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61174a7dfc
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strategy/supertrend: update config
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2022-07-07 10:14:15 +08:00 |
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Yo-An Lin
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e778db1f24
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Merge pull request #801 from c9s/feature/optimizer-metrics-tsv-format
feature: optimizer: support --tsv option and render tsv output
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2022-07-07 06:23:49 +08:00 |
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c9s
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7b7d0690c7
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optimizer: support --tsv option and render tsv output
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2022-07-07 02:11:52 +08:00 |
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Yo-An Lin
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c20b3e991b
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Merge pull request #800 from c9s/fix/trailing-stop
fix: fix exit method for trailing stop
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2022-07-06 22:39:33 +08:00 |
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c9s
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81e05a3f2c
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add more struct field tests
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2022-07-06 22:01:35 +08:00 |
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c9s
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825022715d
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dynamic: add IterateFields
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2022-07-06 21:58:26 +08:00 |
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c9s
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b3e04a68da
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bbgo: fix trailing stop binding
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2022-07-06 21:50:38 +08:00 |
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Andy Cheng
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10355bf359
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strategy/supertrend: update config
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2022-07-06 19:05:02 +08:00 |
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Andy Cheng
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c43d4e0b24
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strategy/supertrend: func to get order side
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2022-07-06 18:11:09 +08:00 |
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c9s
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d86338d6e6
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update supertrend default back-test date range
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2022-07-06 17:51:35 +08:00 |
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c9s
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0440b1ab92
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config/pivotshort.yaml: change default date to 2022-01-01
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2022-07-06 17:40:50 +08:00 |
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Andy Cheng
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8aa5b706b6
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strategy/supertrend: fix double dema missing interval
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2022-07-06 17:05:38 +08:00 |
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Andy Cheng
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6c93c42ef6
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strategy/supertrend: pull double dema into a single file
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2022-07-06 16:45:19 +08:00 |
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Andy Cheng
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c62e7bbb58
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strategy/supertrend: refactor to smaller functions
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2022-07-06 16:26:30 +08:00 |
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Andy Cheng
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94cb1e6724
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strategy/supertrend: update config
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2022-07-06 15:12:16 +08:00 |
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Andy Cheng
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20955ad7da
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strategy/supertrend: update doc
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2022-07-06 14:27:50 +08:00 |
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Yo-An Lin
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a3f88bb3a9
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Update README.md
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2022-07-06 14:03:44 +08:00 |
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Yo-An Lin
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f9f64f7eea
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Merge pull request #798 from c9s/feature/trailingstop
fix: fix trailingstop and add long position test case
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2022-07-06 13:36:40 +08:00 |
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c9s
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3d9db2786d
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add trailing stop to the exit method
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2022-07-06 10:56:10 +08:00 |
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c9s
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b49f12300c
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add long position test for trailing stop
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 10:54:53 +08:00 |
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Andy Cheng
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1489759cf0
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strategy/supertrend: update doc
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2022-07-06 10:49:50 +08:00 |
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Yo-An Lin
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d3f0ca9f7a
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Merge pull request #797 from c9s/feature/trailingstop
feature: re-implement trailing stop and add mock test
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2022-07-06 03:14:06 +08:00 |
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c9s
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03481000cc
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reset activated flag when stop order is submitted
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 03:09:57 +08:00 |
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c9s
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2bc12c0522
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add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 03:04:01 +08:00 |
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c9s
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d140012fd5
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fix mockgen command
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 01:32:05 +08:00 |
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c9s
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f329af2c6b
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generate mocks for the exchange interface
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 01:31:12 +08:00 |
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Andy Cheng
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2de16ac7d1
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strategy/supertrend: fix missing Bind() of DEMA
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2022-07-05 17:11:58 +08:00 |
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Andy Cheng
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91077ce61d
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strategy/supertrend: add ExitMethod
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2022-07-05 16:55:48 +08:00 |
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Andy Cheng
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f0dc9d6147
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strategy/supertrend: add TradeStats
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2022-07-05 16:30:13 +08:00 |
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Andy Cheng
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5b3ba03042
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strategy/supertrend: preload indicators
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2022-07-05 16:25:02 +08:00 |
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