Commit Graph

3302 Commits

Author SHA1 Message Date
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
c9s
4f6e04323f bollmaker: add more logs 2022-01-27 02:25:23 +08:00
c9s
aea8f97ab9 bollmaker: add Test_calculateBandPercentage test 2022-01-27 02:22:26 +08:00
c9s
f9d650cd23 bollmaker: add DynamicExposurePositionScale 2022-01-27 02:04:57 +08:00
c9s
09213b14f3 bbgo: add negative range test for PercentageScale 2022-01-27 01:47:01 +08:00
c9s
49f671ef54 add PercentageScale and its tests 2022-01-27 01:40:54 +08:00
c9s
e82379a668 bollmaker: add QuantityOrAmount struct 2022-01-27 01:10:39 +08:00
c9s
f1633b00a0 add v1.27.0 release note 2022-01-27 00:32:18 +08:00
c9s
28075173ec bump version to v1.27.0 2022-01-27 00:32:18 +08:00
c9s
8602313230 add sync doc to readme 2022-01-27 00:24:31 +08:00
c9s
cfc17acd20 config: use looseFormatTime type for since field 2022-01-27 00:24:19 +08:00
c9s
ab07768a6d cmd: apply config to sync 2022-01-27 00:17:11 +08:00
c9s
98170b2d8e add env vars doc 2022-01-27 00:02:35 +08:00
c9s
59cc4d7243 max: improve max closed order query 2022-01-27 00:02:35 +08:00
Yo-An Lin
83129a4927
Merge pull request #440 from zenixls2/main
Solidity contract: add missing files on bbgo contract folder
2022-01-26 14:17:32 +08:00
Yo-An Lin
d79cce30e3
Merge pull request #443 from austin362667/refactor/futures-account
binance: add futures broker
2022-01-26 14:11:48 +08:00
c9s
10e4f3cbab Dockerfile: bump docker image version to golang 1.17.6 2022-01-26 14:10:50 +08:00
c9s
b2c4cd91a7 avoid using UnixMilli 2022-01-26 14:09:35 +08:00
zenix
3717148b7a add missing files on bbgo contract folder 2022-01-26 14:51:38 +09:00
c9s
a29198f733 bbgo: fix LooseFormatTime.UnmarshalYAML 2022-01-25 01:18:56 +08:00
c9s
8f0e80499b types: fix MillisecondTimestamp parsing 2022-01-25 01:14:06 +08:00
c9s
007207e24f all: use types.LooseFormatTime to parse loose format date time string 2022-01-25 00:24:12 +08:00