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Author SHA1 Message Date
c9s
910c17a567
dynamic: implement CallWithMatch for dynamic calls 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-07-01 13:09:30 +08:00
c9s
503d851c9d
pivotshort: move resistance short to a single file 2022-07-01 01:24:34 +08:00
c9s
454036b166
use types.KLineWith to wrap callbacks 2022-07-01 01:06:10 +08:00
Yo-An Lin
2816e42084
Merge pull request #787 from c9s/strategy/pivotshort 
strategy: pivotshort: use active orderbook to maintain the resistance orders
 2022-07-01 01:02:54 +08:00
c9s
a4af4776d2
pivotshort: use active orderbook to maintain the resistance orders 2022-07-01 00:57:19 +08:00
Yo-An Lin
c8a4af99bc
Merge pull request #786 from c9s/strategy/pivotshort 
strategy: pivotshort: resistance short
 2022-06-30 21:54:47 +08:00
c9s
fa98f3fda2
fix position.IsOpened method 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-30 18:29:59 +08:00
c9s
3e6b975c2c
pivotshort: refactor ResistanceShort entry method 2022-06-30 18:29:02 +08:00
c9s
bfcbf8566e
config: adjust default stop ema range 2022-06-30 17:46:42 +08:00
c9s
6aa6e57d96
add ema condition to the lower shadow take profit 2022-06-30 17:42:23 +08:00
Andy Cheng
1573a9acf3 strategy/supertrend: add linear regression as filter 2022-06-30 16:35:00 +08:00
c9s
903d773025
dynamic: invert if 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-30 15:49:18 +08:00
c9s
b15e8d0ce4
all: refactor exit method set and fix dynamic call/merge 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-30 15:49:18 +08:00
c9s
e2ab363e64
dynamic: add CallStructFieldsMethod for map struct field call 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-30 15:49:18 +08:00
c9s
527070d13d
all: rewrite and clean up graceful shutdown api 2022-06-30 15:49:18 +08:00
c9s
7d5474e3dd
pivotshort: call MergeStructValues to update the field value 2022-06-30 15:49:18 +08:00
c9s
cf0ca70d24
move and rename isSymbolBasedStrategy 2022-06-30 15:49:18 +08:00
c9s
3013eeccc7
move dynamic stuff to the pkg/dynamic package 2022-06-30 15:49:18 +08:00
c9s
a74decc47d
add more test case for reflect 2022-06-30 15:49:18 +08:00
c9s
fa917b0b77
bbgo: implmenet reflectMergeStructFields so that we can merge field values 2022-06-30 15:49:17 +08:00
c9s
ab3341d5ae
pivotshort: make preload pivot as a pure function 2022-06-30 15:49:17 +08:00
c9s
9733eec280
pivotshort: move pure funcs to the bottom 2022-06-30 15:49:17 +08:00
c9s
38767cd2df
move private methods to the bottom 2022-06-30 15:49:17 +08:00
c9s
ee45f154a1
pivotshort: rename bounce short to resistance short 2022-06-30 15:49:17 +08:00
Zenix
c9e3e5a7cb
Merge pull request #731 from zenixls2/feature/stats 
add tearsheet backend api (Sharpe)
 2022-06-30 09:00:23 +09:00
zenix
0141f81086 refactor: ewo use SeriesExtend 2022-06-29 22:02:50 +09:00
zenix
70f4676340 feature: extend indicators, extend seriesbase methods 2022-06-29 21:49:02 +09:00
zenix
69533c0397 feature: add sharpe function implementation 2022-06-29 20:10:20 +09:00
zenix
d8d77cec1e feature: add skew, covariance and variance 2022-06-29 20:10:20 +09:00
zenix
1e31c4fb04 feature: add correlation for series 2022-06-29 20:10:20 +09:00
zenix
36127a6332 feature: implement omega, sharp, sortino related functions 2022-06-29 20:10:20 +09:00
zenix
b26d3005a3 feature: add pct_change implementation in indicator 2022-06-29 20:10:20 +09:00
Yo-An Lin
ccfaf0e070
Merge pull request #784 from c9s/strategy/pivotshort 
strategy: pivotshort: fix stopEMA
 2022-06-29 17:04:24 +08:00
c9s
4bb2e4a25f
fix stopEMA range check 2022-06-29 16:59:50 +08:00
Andy Cheng
6222ceef9a
Merge pull request #785 from andycheng123/improve/optimizer-progressbar 
optimizer: add progressbar
 2022-06-29 16:28:03 +08:00
Andy Cheng
a029509b63 optimizer: add progressbar 2022-06-29 16:17:43 +08:00
c9s
83d6f4764c
types: fix profit factor calculation 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-29 15:37:18 +08:00
c9s
84083f56b7
bbgo: add ExchangeSession param to the subscribe method 2022-06-29 15:16:56 +08:00
c9s
cb1c5634a2
pivotshort: remove redundant notification 2022-06-29 15:14:24 +08:00
Zenix
6b6686caa8
Merge pull request #778 from zenixls2/feature/series_extend 
feature: add seriesExtend
 2022-06-29 12:35:48 +09:00
Yo-An Lin
f1d9f352eb
Merge pull request #783 from c9s/strategy/pivotshort 
fix: pivotshort: fix kline history loading
 2022-06-29 11:30:51 +08:00
c9s
38920dfc7a
pivotshort: fix kline history loading 2022-06-29 11:23:05 +08:00
zenix
0b8441f4a2 rename: ToArray -> Array, ToReverseArray -> Reverse 2022-06-29 11:13:43 +09:00
Yo-An Lin
95342d3481
Merge pull request #782 from c9s/strategy/pivotshort 
refactor: moving exit methods from pivotshort to the core
 2022-06-29 02:10:33 +08:00
c9s
fc3e76204a
bbgo: add todo for the reflect Subscribe call 2022-06-29 02:03:00 +08:00
c9s
95c2711b0d
bbgo: call Subscribe method dynamically 2022-06-29 02:02:23 +08:00
c9s
16f2a06b1f
all: move exit methods to the bbgo core 
Signed-off-by: c9s <yoanlin93@gmail.com>
 2022-06-29 01:58:15 +08:00
Yo-An Lin
6e9993c9eb
Merge pull request #781 from c9s/strategy/pivotshort 
strategy: pivotshort: optimize and update config
 2022-06-29 01:46:25 +08:00
c9s
cfc4fd1f81
add doc for CumulatedVolumeTakeProfit 2022-06-29 01:39:33 +08:00
c9s
3d4f765678
rename protectionStopLoss to protectiveStopLoss 2022-06-29 01:31:56 +08:00