Commit Graph

4711 Commits

Author SHA1 Message Date
Yo-An Lin
223b3dd95f
Merge pull request #747 from andycheng123/improve/supertrend-strategy
strategy/supertrend: use new order executor api
2022-06-21 01:23:53 +08:00
c9s
19d8013f49
bbgo: optimize order cancel for back-testing 2022-06-21 01:12:16 +08:00
c9s
58c819bd75
bbgo: pull out PersistenceServiceFacade to singleton 2022-06-21 01:05:13 +08:00
Yo-An Lin
0e877b789e
Merge pull request #748 from andycheng123/improve/bollmaker
bollmaker: remove redundant code for adapting new order executor api
2022-06-21 00:26:41 +08:00
Yo-An Lin
74e8540550
Merge pull request #749 from c9s/improve/optimizer-local-proc
improve: add parallel local process executor for optimizer
2022-06-20 21:47:06 +08:00
Yo-An Lin
574e579b1a
Merge pull request #639 from c9s/strategy/rsmaker
strategy: rsmaker: initial idea prototype
2022-06-20 17:28:40 +08:00
austin362667
2f18ea230a rsmaker: refactor active OB 2022-06-20 17:23:13 +08:00
austin362667
dd859390d9 rsmaker: add bulit-in strategy
rsmaker: clean up
2022-06-20 17:23:13 +08:00
austin362667
c227272542 rsmaker: add bulit-in strategy
rsmaker: clean up
2022-06-20 17:23:13 +08:00
c9s
6afe2de9f7
optimizer: add parallel local process worker support for optimizer 2022-06-20 17:18:05 +08:00
c9s
626934a059
move out label copy and params copy to the outside of the loop 2022-06-20 15:27:01 +08:00
c9s
9be38e2421
optimizer: support multi metric value functions
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-20 14:52:40 +08:00
Andy Cheng
cc7b8c83ed bollmaker: remove redundant code for adapting new order executor api 2022-06-20 13:47:17 +08:00
Andy Cheng
aa9296e8d5 strategy/supertrend: use new order executor api 2022-06-20 13:39:07 +08:00
c9s
6669db4264
optimizer: refactor Execute method
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-20 11:54:55 +08:00
Andy Cheng
24844052d2 pivotshort: add strategy controller 2022-06-20 11:39:18 +08:00
c9s
dd087b287d
optimizer: refactor LocalProcessExecutor and pull out config test
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-20 11:20:26 +08:00
c9s
3a072181bc
optimizer: close config file handle 2022-06-20 11:07:48 +08:00
Yo-An Lin
695d948097
Merge pull request #745 from c9s/fix/depth-test
fix: depth: do not test depth buffer when race is on
2022-06-20 10:27:27 +08:00
c9s
d1b8710102
add export symbol comment 2022-06-20 10:21:42 +08:00
c9s
ee89a1c382
depth: do not test depth buffer when race is on 2022-06-20 02:49:07 +08:00
Yo-An Lin
4cb0b1c571
Merge pull request #744 from c9s/refactor/support
refactor: refactor and update the support strategy
2022-06-20 02:08:32 +08:00
c9s
2a1beddba4
support: fix support strategy stop order update 2022-06-19 17:49:38 +08:00
c9s
6e562e2ede
increase batch insert size to 1000 for klines
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 17:41:52 +08:00
c9s
bf0186cf55
fix batch buffer size check
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 17:36:28 +08:00
c9s
6b26d5a956
config: clean up the support config 2022-06-19 17:24:47 +08:00
c9s
f035667f37
support: refactor trailing stop order management 2022-06-19 17:23:10 +08:00
c9s
b6d1b4309b
refactor and update the support strategy 2022-06-19 15:57:59 +08:00
Yo-An Lin
d6daac1df6
Merge pull request #743 from c9s/improve/notify-api
strategy/bollmaker: refactor and clean up
2022-06-19 15:11:39 +08:00
c9s
cb9ce753e2
strategy/bollmaker: refactor and clean up 2022-06-19 13:40:10 +08:00
Yo-An Lin
bce64df7d9
Merge pull request #742 from c9s/improve/notify-api
refactor: clean up bbgo.Notifiability
2022-06-19 13:11:10 +08:00
c9s
156219456b
all: clean up bbgo.Notifiability 2022-06-19 13:05:02 +08:00
c9s
88a63df186
all: clean up notifiability usage 2022-06-19 13:01:22 +08:00
c9s
eacd1f1ae6
all: rewrite notification api
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 12:29:36 +08:00
c9s
88e83c944c
pivotshort: clean up log 2022-06-19 11:21:07 +08:00
Yo-An Lin
f30d0788b8
Merge pull request #739 from c9s/improve/order-executor
refactor: redesign order executor api
2022-06-18 17:01:06 +08:00
c9s
c80fe1af33
pivotshort: call BindTradeStats 2022-06-18 16:32:53 +08:00
c9s
6cae9e7449
move GeneralOrderExecutor into bbgo package 2022-06-18 16:31:53 +08:00
c9s
d367186f3e
pivotshort: clean up and pull out order executor 2022-06-18 15:27:11 +08:00
c9s
47e76a9eb5
pivotshort: refactor and redesign order executor
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-18 12:30:42 +08:00
c9s
0326c34013
pivotshort: pull out GeneralOrderExecutor 2022-06-18 11:45:24 +08:00
c9s
807a3e125c
pivotshort: split trade collector callbacks 2022-06-18 10:54:06 +08:00
c9s
687be4aa7c
fix Withdraw stringer format 2022-06-18 03:33:53 +08:00
Yo-An Lin
ed19d0395f
Merge pull request #738 from c9s/feature/binance-rebate-history
feature: binance: add binance spot rebate history support
2022-06-18 03:07:31 +08:00
Yo-An Lin
24fc5c2baf
Merge pull request #736 from zenixls2/feature/lint_fmt_check
fix: gosimple alert
2022-06-18 02:48:47 +08:00
c9s
2fb36f4a9f
binance: add binance spot rebate history support 2022-06-18 02:47:15 +08:00
Yo-An Lin
2eeb907452
Merge pull request #737 from c9s/refactor/reward-sync
refactor: refactor reward service sync
2022-06-18 02:38:05 +08:00
c9s
8038b7a1c7
service: drop unused queryLast method
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-18 02:28:40 +08:00
c9s
d2d6b84079
service: add reward stringer support
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-18 02:27:38 +08:00
c9s
d6f2f4046a
max: add limit to the closed order query 2022-06-18 01:57:34 +08:00