759 Commits

Author	SHA1	Message	Date
Andy Cheng	55f36b2f3e	supertrend: add comment to make the condition clearer	2022-06-17 10:15:54 +08:00
Andy Cheng	f6770df50f	supertrend: log with symbol	2022-06-16 17:14:50 +08:00
なるみ	50fbf0727e	types: move valuemap and floatmap to types	2022-06-16 16:44:27 +08:00
なるみ	5799497a09	marketp: add marketcap strategy	2022-06-16 16:44:02 +08:00
なるみ	8d9faff859	rebalance: validate symbols	2022-06-16 10:44:13 +08:00
なるみ	3d0ad010eb	rebalance: replace Float64Slice by ValueMap	2022-06-16 10:44:13 +08:00
なるみ	ad98cf883c	rebalance: remove unused subscriptions	2022-06-16 01:33:28 +08:00
なるみ	21a793e16b	rebalance: rename variable	2022-06-16 01:33:28 +08:00
なるみ	87adf694b1	rebalance: manage active order book without specifying symbol	2022-06-16 01:33:28 +08:00
なるみ	a4814951d4	rebalance: remove ignoreLock and simplify code	2022-06-16 01:33:28 +08:00
なるみ	f19e1fdf87	rebalance: rename methods	2022-06-16 00:22:19 +08:00
Andy Cheng	91e4003520	strategy: prevent supertrend from open extra position	2022-06-15 12:22:26 +08:00
c9s	5aa2f8a681	xmaker: skip quoting if bb value is zero	2022-06-15 01:18:46 +08:00
c9s	5210b97a23	xmaker: update klines to boll indicator	2022-06-15 01:17:41 +08:00
c9s	b47d103cf8	xmaker: pull out band value to fixedpoint	2022-06-15 01:13:54 +08:00
zenix	bf6726a529	fix: output color output to stderr	2022-06-14 14:41:41 +09:00
zenix	28d01486ee	clean: clean code, add comments, add more report on exit	2022-06-14 14:41:41 +09:00
zenix	0ff3d94919	refactor: ewo choose ma	2022-06-14 14:41:41 +09:00
zenix	b5b1719045	feature: filter signal by ewo histogram and 3*atr entry	2022-06-14 14:41:41 +09:00
c9s	a506a00001	xmaker: fix position notify	2022-06-13 12:04:35 +08:00
c9s	5949c7587e	make bounce short optional	2022-06-11 16:41:56 +08:00
c9s	3d0c0717ba	pivotshort: fix bounce short	2022-06-11 16:33:21 +08:00
c9s	ec68dc2f40	reimplement placeBounceSellOrders	2022-06-11 00:26:44 +08:00
c9s	46450c0122	pivotshort: rename pivotLength to window and update indicator manually	2022-06-10 15:34:57 +08:00
c9s	91b9605884	pivotshort: manually update pivot indicator	2022-06-10 15:18:12 +08:00
c9s	a9d2a9e57a	pivotshort: add breakLow.bounceRatio option	2022-06-10 11:36:04 +08:00
Yo-An Lin	aeae2d58c9	Merge pull request #699 from c9s/strategy/pivot ... pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume…	2022-06-10 02:47:13 +08:00
c9s	35a58268cf	pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume option	2022-06-10 02:39:14 +08:00
Yo-An Lin	449186f460	Merge pull request #697 from andycheng123/fix/supertrend ... strategy: remove redundant code	2022-06-10 01:29:45 +08:00
c9s	e575236db8	pivotshort: adjust shadow ratio calculation	2022-06-10 01:21:59 +08:00
c9s	260857b5b1	pivotshort: add TradeStats	2022-06-10 00:49:32 +08:00
c9s	a8134561f5	pivotshort: add stopEMA	2022-06-09 18:16:32 +08:00
c9s	aa2ba265f1	pivotshort: refactor and add more fix	2022-06-09 17:36:22 +08:00
Andy Cheng	2e3badc0da	strategy: remove redundant code	2022-06-09 16:37:19 +08:00
c9s	4f9ac6f3fb	pivotshort: move notification message to make log clean	2022-06-09 15:50:43 +08:00
c9s	5a809f60e0	pivotshort: fix order cancel step	2022-06-09 13:26:30 +08:00
c9s	4b08e93758	rename st = store	2022-06-09 12:34:23 +08:00
c9s	e17535e651	pivotshort: fix position close bugs	2022-06-09 12:34:23 +08:00
c9s	1bfc125a52	gracefully cancel order before closing position	2022-06-09 12:34:23 +08:00
c9s	77b704b6ec	move some methods back for refactoring	2022-06-09 12:34:22 +08:00
austin362667	3c40f9e90e	pivotshort: improve market sell when breaks previous pivot low only ... pivotshort: improve market sell when breaks previous pivot low only	2022-06-09 12:34:22 +08:00
zenix	7a045a48d4	fix: drift window in factorzoo, order_execution print order, refactor: use defer to mu.Unlock in depth/buffer.go	2022-06-08 12:14:53 +09:00
zenix	9dd8dbbede	feature: add drift indicator, split heikinashi's Queue	2022-06-08 01:21:18 +08:00
c9s	9a29843477	add dca strategy	2022-06-07 20:26:44 +08:00
Andy Cheng	9836fbbf82	strategy: rebase	2022-06-07 16:49:43 +08:00
Andy Cheng	34465fac89	Merge pull request #653 from andycheng123/strategy/supertrend ... strategy: add supertrend strategy	2022-06-07 16:25:49 +08:00
Andy Cheng	ee26d6ce34	strategy: Persistence.Sync() after position change	2022-06-07 16:04:40 +08:00
Yo-An Lin	037f2949bd	Merge pull request #678 from andycheng123/fix/interact ... interact: fix missing make()	2022-06-07 12:31:53 +08:00
c9s	32837d85a0	fix fmaker	2022-06-07 12:31:06 +08:00
Yo-An Lin	16e9535b8c	Merge pull request #638 from austin362667/strategy/f1 ... strategy: add fmaker	2022-06-07 12:24:26 +08:00
Andy Cheng	8410b1cc33	interact: update interact test	2022-06-06 17:34:39 +08:00
c9s	b209d94a9c	rename active order book constructor function	2022-06-06 06:57:25 +08:00
c9s	4dafa32e97	strategy: should always handle trade even if the strategy status is not running	2022-06-06 06:56:44 +08:00
c9s	3786fc64f1	rename LocalActiveOrderBook to just ActiveOrderBook	2022-06-06 05:43:38 +08:00
c9s	1e27caa5e2	flashcrash: update local active book usage	2022-06-05 21:45:43 +08:00
c9s	1d340256ea	fix and simplify LocalActiveOrderBook	2022-06-05 18:12:26 +08:00
c9s	016ddfd8cd	pivotshort: also check isClosed	2022-06-05 13:14:17 +08:00
c9s	f883d42c58	pivotshort: avoid market sell again if position is already opened	2022-06-05 13:13:23 +08:00
c9s	629ae39095	fix var comparison	2022-06-05 13:09:32 +08:00
c9s	defff9b01d	pivotshort: add new found return value	2022-06-05 13:04:48 +08:00
c9s	f39ba4854d	pivotshort: add notify	2022-06-05 12:58:12 +08:00
c9s	74ee92832b	pivotshort: rename pivotBuffer to pivotLowPrices	2022-06-05 12:56:40 +08:00
c9s	32f324761e	pivotshort: market sell to open short	2022-06-05 12:55:36 +08:00
c9s	4bd322feb4	pivotshort: use notify and always collect trades	2022-06-05 12:51:45 +08:00
c9s	e7078edacd	pivotshort: add kline event handler and a todo	2022-06-05 12:48:54 +08:00
c9s	b20e1335c2	pivotshort: pull out market sell to a single method	2022-06-05 12:47:15 +08:00
c9s	f0578c5fa2	pivotshort: rename place order method	2022-06-05 12:40:41 +08:00
c9s	46b766857a	pivotshort: always collect trades after submitting orders	2022-06-05 12:40:08 +08:00
c9s	b9c32c7f7e	pivotshort: numLayers should be int	2022-06-05 12:37:35 +08:00
c9s	c20e3fee4b	fix persistence unmarshalling issue	2022-06-05 01:48:56 +08:00
c9s	221a2d9dc7	fix persistence: calling type method on z zero value	2022-06-05 01:09:31 +08:00
austin362667	9b8239abba	pivotshort: add symbol name	2022-06-04 02:31:04 +08:00
austin362667	fcdc26e188	pivotshort: add init place order	2022-06-04 02:31:04 +08:00
austin362667	5ca651a9b4	pivotshort: clean up field name	2022-06-03 23:28:48 +08:00
austin362667	af2d88d9a3	pivotshort: add immediate market sell	2022-06-03 23:23:26 +08:00
austin362667	9dab39849b	pivotshort: clean up	2022-06-03 16:38:06 +08:00
austin362667	30be15dd34	pivotshort: add repay margin side effect	2022-06-03 15:48:49 +08:00
austin362667	2aac5bb273	pivotshort: improve post order & add margin	2022-06-03 15:48:49 +08:00
c9s	6936503cde	bollmaker: fix profit stats notification	2022-06-03 14:46:45 +08:00
c9s	4fc0687cf9	bollmaker: remove debug code	2022-06-03 03:14:19 +08:00
c9s	68d6e9e850	service: fix state loading (use correct ID method)	2022-06-03 03:10:50 +08:00
c9s	7fce6a0fca	bollmaker: call persistence.Sync when position is changed	2022-06-03 02:44:00 +08:00
c9s	50d7d235a4	bollmaker: pull out functions	2022-06-03 02:44:00 +08:00
c9s	1a85299204	bollmaker: make detectPriceTrend simple function	2022-06-03 02:44:00 +08:00
c9s	d7c8b0b127	autoborrow: render balance map as SlackAttachment	2022-06-02 19:50:39 +08:00
c9s	5277098f70	add api .UnrealizedProfit and .IsDust method on Position	2022-06-02 18:05:35 +08:00
c9s	6a25f30b39	add IsLong and IsShort method on Position	2022-06-02 17:58:18 +08:00
c9s	e2f339e641	bollmaker: fix short position order	2022-06-02 17:55:14 +08:00
Andy Cheng	bf385899b9	strategy: use private for non-exported fields and functions	2022-06-02 13:47:16 +08:00
c9s	5527b3c48a	rename Withdrawal to Withdraw since it's a noun	2022-06-02 11:42:03 +08:00
c9s	f87a0ab316	autoborrow: add json tags	2022-06-02 01:53:22 +08:00
c9s	34e1b642d1	autoborrow: add exchange name to the margin action struct	2022-06-02 01:51:03 +08:00
c9s	4f842c521a	fix log message	2022-06-02 01:47:55 +08:00
c9s	78f9c7d569	improve autoborrow checks	2022-06-02 01:27:04 +08:00
Andy Cheng	205921ea42	strategy: remove HasTradableBase()	2022-06-01 10:54:13 +08:00
Andy Cheng	cd96c01131	strategy: use Market.IsDustQuantity instead	2022-06-01 10:51:57 +08:00
Andy Cheng	237d1205e8	strategy: check update balance response in calculateQuantity	2022-06-01 10:26:04 +08:00
Andy Cheng	6285e145a7	strategy: margin side effect	2022-05-31 15:46:55 +08:00
Andy Cheng	3421423cd6	strategy: update balance for exchanges like FTX	2022-05-31 14:30:37 +08:00
Andy Cheng	a5124c743f	strategy: supertrend strategy TP/SL	2022-05-31 12:53:14 +08:00