580 Commits

Author	SHA1	Message	Date
austin362667	2c4a52ba30	pivot: fix futures & spot clean up ... pivot: clean up	2022-05-17 19:18:21 +08:00
austin362667	8ab696deaa	pivotshort: rename strategy & fix pivot indicator	2022-05-17 19:18:21 +08:00
austin362667	1a441425b5	strategy: pivot: add shadow TP ... strategy: pivot: add shadow TP	2022-05-17 19:18:21 +08:00
austin362667	60a8c1f42b	WIP: strategy: pivot: pivot low shorting strategy	2022-05-17 19:18:21 +08:00
c9s	b4a79479fd	add pkg/strategy/ewoDgtrd/trylock_18.go	2022-05-17 01:33:24 +08:00
c9s	343434685b	rollback to go1.17 and make try lock backward compatible	2022-05-17 01:32:51 +08:00
Zenix	356ec71570	Merge pull request #610 from zenixls2/feature/liveSLTP ... feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…	2022-05-16 20:41:15 +09:00
zenix	641d08c3d2	fix: disable book tick log	2022-05-16 20:37:08 +09:00
c9s	d326494d57	set exchange fee to position	2022-05-13 22:30:04 +08:00
zenix	382e6ee0fb	fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo	2022-05-13 22:58:35 +09:00
c9s	eac0117e02	add adjustment orders	2022-05-13 13:01:03 +08:00
c9s	e950ee9559	add wall strategy	2022-05-12 22:51:39 +08:00
zenix	2bea47003f	feature: add InstanceID for report	2022-05-12 20:02:34 +09:00
zenix	71fe6c2d26	feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message	2022-05-12 19:43:04 +09:00
zenix	668328dd16	fix: message typo	2022-05-11 21:22:22 +08:00
zenix	51e2343299	fix: add more live logs to ewo	2022-05-11 21:22:22 +08:00
zenix	5fa9e930d3	fix: wrong balance, wrong bottom/peak, feature: stdev	2022-05-11 21:22:22 +08:00
c9s	b11c4c7337	turn off UseTickerPrice when in the back-testing environment	2022-05-09 19:42:39 +08:00
Andy Cheng	c9ba81fcbb	strategy: Update bollmaker to support new strategy controller	2022-05-06 16:52:00 +08:00
c9s	82c7c024ce	bbgo: add persistence Sync api	2022-05-05 18:18:38 +08:00
c9s	6635fd749d	xmaker: migrate xmaker persistence	2022-05-05 15:05:38 +08:00
c9s	10a7928580	extract NewProfitStats method	2022-05-05 14:48:50 +08:00
c9s	c3db85443e	bollmaker: add Deprecated note	2022-05-05 14:47:06 +08:00
c9s	3140b7e2ef	bollmaker: remove unnecessary log	2022-05-05 14:41:11 +08:00
c9s	019e6a2a88	improve legacy state handling and move fnv	2022-05-05 14:39:29 +08:00
c9s	21f81dec29	implement reflect-based persistence restore and load	2022-05-05 12:53:48 +08:00
c9s	58e8da914e	bollmaker: migrating state.position to strategy.position	2022-05-05 09:54:50 +08:00
c9s	36c764efa9	refactor balance, asset and remove price cache check	2022-05-04 17:17:09 +08:00
c9s	0e417f6f71	xnav: rename assets to allAssets	2022-05-04 16:21:53 +08:00
c9s	0061a5910b	use the same price time	2022-05-04 16:21:53 +08:00
c9s	754d10c3d0	use interval instead of duration	2022-05-04 16:21:53 +08:00
c9s	d78e0c607a	xnav: pass session to the record assets method call	2022-05-04 16:21:53 +08:00
c9s	5cd7e61006	xnav: support asset recording	2022-05-04 14:23:46 +08:00
zenix	4eab82ee7b	feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc	2022-04-28 20:09:15 +09:00
Andy Cheng	7326a1b21d	strategy: fix wrong string formatting syntax	2022-04-26 18:29:22 +08:00
Andy Cheng	7b3e369766	feature: use LocalActiveOrderBook for cancelling open orders for strategy controller in support strategy	2022-04-26 18:29:22 +08:00
Andy Cheng	26a5114182	feature: adapt callbackgen style strategy controller in support strategy	2022-04-26 18:29:22 +08:00
Andy Cheng	cf8603e30b	feature: use NewFromFloat	2022-04-26 18:29:22 +08:00
Andy Cheng	324c7ea432	feature: logging with strategy symbol	2022-04-26 18:29:22 +08:00
Andy Cheng	389752161d	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
Andy Cheng	57fdc9b120	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
c9s	109fdd6511	aggregate totalBorrowed	2022-04-26 16:13:07 +08:00
c9s	16227cea2f	autoborrow: call tryToRepayAnyDebt when margin level is low	2022-04-26 15:44:13 +08:00
c9s	b97588f153	autoborrow: fix max total borrow condition	2022-04-26 15:33:01 +08:00
c9s	069db1d0cb	replace margin ratio with margin level	2022-04-25 19:15:47 +08:00
c9s	333378a52a	autoborrow: change debugf to infof	2022-04-25 19:10:22 +08:00
c9s	7b2398ce39	autoborrow: use margin level instead of margin ratio	2022-04-25 19:05:16 +08:00
c9s	638d839975	autoborrow: add more logs and warning color for slack message	2022-04-25 18:46:23 +08:00
c9s	a30aac6653	autoborrow: add slack notification	2022-04-25 18:12:08 +08:00
c9s	2290d132b1	autoborrow: assign s.ExchangeSession	2022-04-25 17:54:16 +08:00