Commit Graph

4566 Commits

Author SHA1 Message Date
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
fba0a20cda
fix pivot indicator: filter out zero lows and highs 2022-06-10 15:17:06 +08:00
Zenix
97d6802c38
add codecoverage badge 2022-06-10 15:46:52 +09:00
Zenix
e60e2177f9
Merge pull request #704 from zenixls2/feature/code-coverage
ci: codecoverage
2022-06-10 15:38:07 +09:00
zenix
1e67acd77a fix: set buffer period to allow buffer to get fully appended before the estimation in buffer_test 2022-06-10 15:24:13 +09:00
zenix
71aae0c4bb fix: fix typo in codecov name 2022-06-10 14:05:56 +09:00
zenix
f1e24bf43b feature: add codecoverage and add race detection in go test, fix: fix race conditions 2022-06-10 14:01:14 +09:00
ycdesu
9a71c9a5eb web: pass root ctx into setup func 2022-06-10 12:19:38 +08:00
ycdesu
1dbd5dbd94 sync: only sync when previous operation is done 2022-06-10 12:16:58 +08:00
Yo-An Lin
a4e3fd5c41
Merge pull request #700 from c9s/strategy/pivot
pivotshort: add breakLow.bounceRatio option
2022-06-10 12:01:29 +08:00
c9s
a9d2a9e57a
pivotshort: add breakLow.bounceRatio option 2022-06-10 11:36:04 +08:00
c9s
2d8764e72c
add v1.33.3 release note 2022-06-10 02:52:54 +08:00
c9s
0921f038a6
bump version to v1.33.3 2022-06-10 02:52:54 +08:00
c9s
ef454f6108
update command doc files 2022-06-10 02:52:54 +08:00
c9s
9ffefbab03
adjust CancelOrderWaitTime back to 20ms 2022-06-10 02:51:20 +08:00
c9s
470e003867
max: fix max v3 order cancel 2022-06-10 02:50:39 +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
669b627521
add config/pivotshort_optimizer.yaml option 2022-06-10 02:42:16 +08:00
c9s
56f60bf1ab
fix roiTakeProfitPercentage comment 2022-06-10 02:40:15 +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
Yo-An Lin
6e3c060728
Merge pull request #698 from c9s/strategy/pivot
strategy pivotshort: refactor and add stop EMA
2022-06-10 01:29:23 +08:00
c9s
53913ede23
update pivotshort config 2022-06-10 01:24:15 +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
b79e4f2fb8
fixedpoint: add marshalYAML interface support 2022-06-10 00:42:48 +08:00
c9s
9396ab9428
update pivotshort optimizer config 2022-06-10 00:02:47 +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
e117cc4157
optimize single symbol query for kline query 2022-06-09 15:50:23 +08:00
c9s
77eb5da7b7
clean up type conversion 2022-06-09 15:50:06 +08:00
c9s
f8dbd26736
move cpu profile option to global cmd 2022-06-09 15:49:52 +08:00
c9s
8d3f487d0d
reduce order cancel wait time to 10ms 2022-06-09 15:49:34 +08:00
c9s
b731405658
add fixedpoint.Value to simple types 2022-06-09 15:49:13 +08:00
c9s
5a809f60e0
pivotshort: fix order cancel step 2022-06-09 13:26:30 +08:00
c9s
d032aa6699
add optimizer for pivotshort 2022-06-09 13:20:51 +08:00
Yo-An Lin
2c91532c87
Merge pull request #677 from c9s/strategy/pivot
strategy: pivotshort: improve short position trigger
2022-06-09 12:38:10 +08:00
c9s
4b08e93758
rename st = store 2022-06-09 12:34:23 +08:00
c9s
fc0457cefe
fix notify args filtering 2022-06-09 12:34:23 +08:00
c9s
e17535e651
pivotshort: fix position close bugs 2022-06-09 12:34:23 +08:00
c9s
a5e2c84434
add ETHUSDT for testing pivotshort 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
1d8cd2d604
improve kline matching error 2022-06-09 12:34:22 +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
c9s
48764c2b74
add v1.33.2 release note 2022-06-08 23:17:11 +08:00
c9s
9065b5bae7
bump version to v1.33.2 2022-06-08 23:17:11 +08:00