1095 Commits

Author	SHA1	Message	Date
Andy Cheng	f92bcda51d	improve/exit: fix typo	2023-03-08 19:31:47 +08:00
Andy Cheng	58b2678ae8	improve/exit: use roi.Percentage() instead of roi.Float64()	2023-03-08 17:12:41 +08:00
Andy Cheng	9516340303	fix/scale: update test case	2023-03-08 17:09:58 +08:00
Andy Cheng	9068ed7ae3	fix/scale: fix LinearScale calculation	2023-03-08 16:23:04 +08:00
Andy Cheng	2970f73542	improve/exit: show symbol in trailing stop triggered message	2023-03-08 15:35:44 +08:00
c9s	07f2de4300	bbgo: print submit order in the message	2023-03-05 17:23:06 +08:00
c9s	a01888dcdd	bbgo: fix logger usage in BatchRetryPlaceOrder	2023-03-05 17:21:29 +08:00
gx578007	bc7a071dbd	FIX: add persistence service to environment	2023-03-02 22:42:02 +08:00
c9s	ae5bd507a8	bbgo: add BBGO_SUBMIT_ORDER_RETRY_TIMEOUT env var for overriding timeout	2023-03-02 17:17:18 +08:00
c9s	f4b012623f	bbgo: add back retry timeout context	2023-03-02 16:58:14 +08:00
c9s	5c3a01e65b	bbgo: fix logger usage	2023-03-02 16:57:29 +08:00
c9s	3cb190c2c7	bbgo: apply logger into the order executor	2023-03-02 16:16:14 +08:00
c9s	01ecdc8d6b	fix order submit retry	2023-03-02 15:41:11 +08:00
c9s	39f8557231	bbgo: if the error is context.Canceled, exit the retry loop	2023-03-01 17:42:01 +08:00
c9s	c1cc008ecc	bbgo: add retry limit and exponential backoff to retry order	2023-03-01 15:48:38 +08:00
c9s	18478cf4c8	bbgo: apply backoff to submitOrders	2023-02-24 13:34:08 +08:00
c9s	d89d0cf0ff	bbgo: refactor SubmitOrders method for retry	2023-02-23 23:34:26 +08:00
c9s	ed61f70d74	bbgo: rewrite BatchRetryPlaceOrder to make it retry with err index	2023-02-23 23:17:04 +08:00
c9s	7532c31631	bbgo: fix pending order event trigger	2023-02-23 21:46:57 +08:00
c9s	b666c8bf40	bbgo: triggering pending order update event ot the handler	2023-02-23 18:08:21 +08:00
c9s	905b25655d	bbgo: provide logging configuration	2023-02-22 15:25:39 +08:00
c9s	e3fa4587d9	bbgo: add logging config struct	2023-02-22 15:18:48 +08:00
c9s	bee7b593d2	grid2: fix log index number	2023-02-22 01:08:19 +08:00
c9s	d2d818a6bc	bbgo: sleep 200ms before we retry submiting the order	2023-02-22 00:54:12 +08:00
c9s	4dc4f73834	bbgo: add pending order test cases	2023-02-17 19:50:46 +08:00
c9s	10eba876c4	bbgo: simplify order symbol filtering condition	2023-02-17 19:24:08 +08:00
c9s	cf1be9fc6f	bbgo: process pending order update for active order book	2023-02-17 19:15:00 +08:00
c9s	5bbe4ecd57	bbgo: check isolation context for log message	2023-02-08 17:39:02 +08:00
c9s	3c69556424	bbgo: fix graceful shutdown call	2023-02-08 17:30:33 +08:00
c9s	857b5d0f30	grid2: integrate prometheus metrics	2023-01-10 20:15:51 +08:00
なるみ	5ccdab34be	add RSI to StandardIndicatorSet	2023-01-05 18:36:09 +08:00
c9s	6bcf5f8f82	bbgo: improve active order book printing	2022-12-23 18:19:00 +08:00
Yo-An Lin	8bcfb78bc0	Merge pull request #1030 from c9s/feature/grid2 ... WIP: Feature/grid2	2022-12-23 12:59:43 +08:00
c9s	f92ba9cbf1	grid2: implement recover func loading	2022-12-20 17:33:53 +08:00
Yo-An Lin	2b20ff4da9	Merge pull request #1027 from andycheng123/strategy/linregmaker ... Strategy: LinReg Maker	2022-12-20 14:55:48 +08:00
c9s	fcd7a20b78	bbgo,grid2: add place order error log	2022-12-15 18:54:02 +08:00
Andy Cheng	e39b94cf51	bbgo/standard_indicator_set: embed BOLL's SMA initialization into the constructor literal	2022-12-15 17:50:05 +08:00
c9s	35297b9bbf	bbgo: fix backtesting flag setter	2022-12-06 02:40:22 +08:00
c9s	a6205e0d1d	bbgo: add EnablePrune option	2022-12-06 00:28:38 +08:00
c9s	beb862be44	bbgo: add TradeStore prune func and its tests	2022-12-06 00:15:09 +08:00
c9s	6408224663	bbgo: add TradeStore prune	2022-12-05 23:54:20 +08:00
c9s	5c83044297	bbgo: let tradeStore be able to collect trades from stream	2022-12-05 19:23:27 +08:00
c9s	537e9e14ec	add GetOrderTrades method to TradeStore ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-12-05 19:00:39 +08:00
c9s	dd2d48fde0	bbgo: handle order cancel event	2022-12-04 11:39:43 +08:00
c9s	4b0db6b3af	bbgo: fix quantity adjustment	2022-11-27 00:25:29 +08:00
c9s	50d5449b9a	fix types.NewZeroAssetError panic error	2022-11-27 00:24:24 +08:00
Andy Cheng	37a2fedf15	strategy/linregmaker: dynamic qty uses linreg slope ratio	2022-11-22 18:24:04 +08:00
zenix	a6e0edbb3c	fix: naming of prepare function of openPosition and add comments	2022-11-21 12:16:11 +09:00
zenix	109f4d0e3e	fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor	2022-11-21 12:16:11 +09:00
zenix	27800e95bd	feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter	2022-11-21 12:16:11 +09:00
c9s	04855b023a	bbgo: listen to both order signal and the wait time channel	2022-11-02 12:55:13 +08:00
c9s	3704f3f897	bbgo: emit sigchan when new order is added or an order is removed	2022-11-02 12:42:09 +08:00
c9s	9bf070172a	bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion	2022-11-02 12:34:04 +08:00
c9s	8707fcaa97	bbgo: drop FastCancelActiveOrderBook	2022-11-02 12:31:35 +08:00
c9s	1120821977	add activeOrderBook.Symbol check	2022-11-02 12:27:36 +08:00
c9s	7b9edd0456	all: rename cancelNoWait to fastCancel	2022-11-02 12:25:34 +08:00
Yo-An Lin	999d7b3799	Merge pull request #997 from zenixls2/fix/serialMarketDataStore	2022-10-31 18:00:39 +08:00
grorge	a5555cf35a	feat: cancel order for exit roi take profit and loss	2022-10-28 17:56:07 +08:00
zenix	493b81f16c	fix: remove redundant notification	2022-10-27 17:35:50 +09:00
zenix	a15d125679	fix: instead of aggTrade, use market trade to match kline result	2022-10-27 17:35:50 +09:00
zenix	a8d60b251f	fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore.	2022-10-27 17:35:50 +09:00
zenix	17825fbde1	fix: rate settings in telegram, make elliottwave draw async	2022-10-27 17:35:50 +09:00
zenix	3d672ea518	fix: comment format, dbg logs in session	2022-10-27 17:35:50 +09:00
zenix	d247e1cb97	fix: show error message when aggTrade is used in backtesting	2022-10-27 17:35:50 +09:00
zenix	e021cdd060	rename: lock to mu	2022-10-27 17:35:50 +09:00
zenix	675f84dccf	fix: SerialMarketDataStore together with backtests	2022-10-27 17:35:50 +09:00
Andy Cheng	06c95a4735	fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()	2022-10-18 18:59:04 +08:00
Yo-An Lin	79c93e9a0f	Merge pull request #991 from andycheng123/fix/risk ... fix/risk: remove balance check in CalculateBaseQuantity()	2022-10-17 15:33:10 +08:00
zenix	09c85d346c	feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster	2022-10-17 15:14:36 +08:00
Andy Cheng	d350806cdc	fix/risk: remove balance check in the futures part of CalculateBaseQuantity()	2022-10-17 12:07:58 +08:00
austin362667	763bb45842	interval: avoid syncing 1s klines as default from backtest config syncSecKLines	2022-10-14 23:14:30 +08:00
c9s	7204e2550b	pull out shutdown timeout context	2022-10-11 14:23:02 +08:00
Andy Cheng	5ad247c8fe	fix/order-executor: check for short position	2022-10-07 13:28:24 +08:00
Andy Cheng	7a80b90dac	fix/order-executor: ClosePosition() works on futures position	2022-10-07 13:06:32 +08:00
c9s	e92219194f	bbgo: configure persistence facade into the isolation context	2022-10-05 18:48:12 +08:00
c9s	673304bcf1	bbgo: refactor ConfigurePersistence	2022-10-05 18:46:26 +08:00
c9s	4caa457fbe	bbgo: pull out ConfigurePersistence method to simple function	2022-10-05 18:42:55 +08:00
c9s	a8d9911e36	bbgo: refactor isolation and add more tests	2022-10-04 17:23:43 +08:00
c9s	2b953ad2d1	bbgo: make PersistenceServiceFacade private	2022-10-03 18:46:02 +08:00
c9s	8a50474ad1	all: add context parameter to Sync()	2022-10-03 18:45:24 +08:00
c9s	ce318fff3b	add persistenceServiceFacade to isolation	2022-10-03 18:40:49 +08:00
c9s	60956e0157	bbgo: add NewContextWithDefaultIsolation	2022-10-03 18:39:45 +08:00
c9s	198683d141	bbgo: add NewContextWithIsolation function	2022-10-03 18:39:07 +08:00
c9s	f7e76c0518	all: remove bbgo.Persistence	2022-10-03 18:37:53 +08:00
c9s	4a37273065	bbgo: remove Persistence injection	2022-10-03 16:31:04 +08:00
c9s	315f7da8f4	bbgo: remove context suffix from the isolation struct	2022-10-03 16:22:41 +08:00
c9s	59287b5116	all: support context isolation	2022-10-03 16:01:08 +08:00
c9s	a940e88016	add IsolationContext	2022-10-03 15:33:46 +08:00
c9s	77ca1a9c75	bbgo: register onShutdown from the trader	2022-10-03 15:33:46 +08:00
c9s	76b0f5518d	bbgo: let trader handles the shutdown handlers	2022-10-03 15:33:46 +08:00
zenix	58736b1b2d	refactor: extract stoploss, fix highest/lowest in trailingExit	2022-09-29 20:15:10 +09:00
zenix	5086af2886	fix: reduce Quantity precheck, drift condition, ewo refactor	2022-09-28 20:06:37 +09:00
c9s	bfc4cc0db1	bbgo: check options.price when limit order taker ratio is given	2022-09-24 01:27:28 +08:00
c9s	14c941c9f3	bbgo: add submitOrder retry limit	2022-09-24 01:25:28 +08:00
c9s	90303b38e2	remove unused NotifyFunc	2022-09-24 01:15:18 +08:00
zenix	fdbcaef2ca	fix: use ZeroAssetError, refactor	2022-09-22 20:26:18 +09:00
zenix	ac2f7decdf	fix: dup naming, remove Leverage from drift field	2022-09-22 13:48:01 +09:00
zenix	fd875c7060	fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior	2022-09-22 13:01:26 +09:00
Yo-An Lin	17b5e3566a	Merge pull request #960 from c9s/refactor/notification ... improve: improve the existing notification switch settings	2022-09-20 12:25:06 +08:00
Yo-An Lin	1086845522	Merge pull request #961 from frin1/fix/exit_protective_stop_loss-repay ... Feature: Add auto-repay to exit_protective_stop_loss	2022-09-20 12:04:24 +08:00