zenix
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a8fe20ae3a
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fix: drift exit condition, trade_stats serialization in redis
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2022-07-26 18:00:05 +09:00 |
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zenix
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a5039de6aa
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feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint
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2022-07-26 18:00:05 +09:00 |
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zenix
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b6fb5e958d
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feature: deduct fee from entry, move StopLoss orders cleanup to the begin of close position function
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2022-07-26 18:00:05 +09:00 |
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zenix
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ac5c7f5773
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feature: add pnl / cummulative pnl graph, add continuous graph
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2022-07-26 18:00:05 +09:00 |
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zenix
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62aac8ecc4
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fix: indicator limits
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2022-07-26 18:00:05 +09:00 |
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zenix
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0d65fe1b8a
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feature: trailing stop, print mean and modify normalization function of output graph
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2022-07-26 18:00:05 +09:00 |
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zenix
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c6563aa9bd
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feature: add stoploss from stopPrice
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2022-07-26 18:00:05 +09:00 |
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zenix
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9c73aa4adb
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fix: fine tune drift config. fix atr updating issue
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2022-07-26 18:00:05 +09:00 |
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zenix
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b52208d7b6
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fix: bug in wrong channel subscription in drift
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2022-07-26 18:00:05 +09:00 |
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zenix
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7368069c7a
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fix: add persistence to drift
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2022-07-26 18:00:05 +09:00 |
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zenix
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f2d37650a5
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fix: drift bias on long entry position condition, make cancel faster
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2022-07-26 18:00:05 +09:00 |
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zenix
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55704fdd21
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fix: Reverse length, alma comment
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2022-07-26 18:00:05 +09:00 |
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zenix
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e097421b7b
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feature: export canvas path for drift strategy. fix exit/entry order and fix missing columns from json parsing
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2022-07-26 18:00:05 +09:00 |
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zenix
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586f1ff269
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fix: clone on sma
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2022-07-26 18:00:05 +09:00 |
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zenix
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83f8b7a84e
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fix: logistic regression test case
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2022-07-26 18:00:05 +09:00 |
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zenix
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7310feb0de
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fix: highest price normalization in drift strategy
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2022-07-26 18:00:05 +09:00 |
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zenix
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c51a99400d
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feature: add plot for series. add autocorrelation. add clone for indicators/series
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2022-07-26 18:00:05 +09:00 |
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zenix
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69b45e90e9
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add drift exit condition
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2022-07-26 18:00:05 +09:00 |
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zenix
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6a9e00ebd4
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fix: update drift strategy
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2022-07-26 18:00:05 +09:00 |
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zenix
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0ae6b6736c
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feature: use drift indicator to create basic strategy for study
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2022-07-26 18:00:05 +09:00 |
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c9s
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44c3e5a6f7
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indicator: split pivot low indicator
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2022-07-26 16:50:45 +08:00 |
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c9s
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5bb1722007
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binance: remove ineffected DEBUG_BINANCE_STREAM
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2022-07-26 16:26:40 +08:00 |
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c9s
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e1e725878e
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binance: refactor server time offset setter
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2022-07-26 16:25:08 +08:00 |
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c9s
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ff61235e70
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binance: rename to timeSetterOnce
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2022-07-26 16:22:57 +08:00 |
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c9s
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cf5e81c848
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binance: refactor set server time go routine
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2022-07-26 16:22:29 +08:00 |
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Yo-An Lin
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abf967ac93
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Merge pull request #843 from zenixls2/fix/exchange_sync_time_interval_kind_dnum_yaml
fix splitted from feature/drift_study
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2022-07-26 15:51:04 +08:00 |
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zenix
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2568a81dfe
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fix: binance time sync, exchange interval query interface, yaml for fixedpoint
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2022-07-26 16:42:34 +09:00 |
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Yo-An Lin
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9bf48e9de4
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Merge pull request #822 from c9s/fix/api-upgrade
refactor: ewoDgtrd: upgrade order executor api
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2022-07-26 14:33:06 +08:00 |
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Yo-An Lin
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48ab33dfa3
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Merge pull request #842 from c9s/feature/bollmaker-exit
feature: bollmaker exit methods
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2022-07-26 12:33:08 +08:00 |
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c9s
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8986eeb3a4
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bollmaker: apply kline filter closure
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2022-07-26 12:08:47 +08:00 |
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c9s
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c252a7dcf9
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bollmaker: fix log format issue
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2022-07-26 12:08:47 +08:00 |
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c9s
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d26dd2f1da
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bollmaker: remove status change setter
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2022-07-26 12:08:47 +08:00 |
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c9s
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83c8bc819a
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all: drop the legacy smart stops
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2022-07-26 12:08:47 +08:00 |
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c9s
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c3b6cb80c3
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bollmaker: upgrade bollmaker exits methods
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2022-07-26 12:08:47 +08:00 |
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c9s
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6ae0620730
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bollmaker: integrate exits method to bollmaker
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2022-07-26 12:08:47 +08:00 |
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c9s
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06d71aab4a
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types: add doc comment
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2022-07-26 11:53:22 +08:00 |
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c9s
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ee4fb1a677
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add 24hours guard to AddProfit
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2022-07-26 11:51:58 +08:00 |
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c9s
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9c944d4aba
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types: fix profit stats titles
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2022-07-26 11:51:24 +08:00 |
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c9s
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549e28079b
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autoborrow: call Debt() for repay
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2022-07-26 11:49:04 +08:00 |
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c9s
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bdfb5d08aa
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risk: pull out max quantity variable
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2022-07-26 11:47:07 +08:00 |
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c9s
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9787b867ac
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types: call debt()
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2022-07-26 11:44:57 +08:00 |
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c9s
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79fe49f66f
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types: for net() always return total sub debt
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2022-07-26 11:44:34 +08:00 |
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c9s
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e482a164cf
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types: repay debt when closing position
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2022-07-25 22:10:02 +08:00 |
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Yo-An Lin
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2e7ed9f583
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Merge pull request #840 from andycheng123/fix/supertrend-strategy
strategy/supertrend: fix exit methods problem
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2022-07-25 15:14:22 +08:00 |
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c9s
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0d5d92b26d
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pivotshort: fix tail function
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2022-07-25 15:02:59 +08:00 |
|
Andy Cheng
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07959c8862
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strategy/supertrend: fix exit methods problem
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2022-07-25 14:11:55 +08:00 |
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Yo-An Lin
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bfb7dd51d6
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Merge pull request #838 from c9s/improve/backtest-json-format
improve: use marshal instead of marshal indent
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2022-07-23 12:33:27 +08:00 |
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c9s
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4345cef8d7
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util: use marshal instead of marshal indent
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2022-07-23 12:16:06 +08:00 |
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Yo-An Lin
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3e44e05553
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Merge pull request #837 from c9s/strategy/pivotshort
risk: add account value calculator test case
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2022-07-23 12:15:09 +08:00 |
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c9s
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a609c0606a
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risk: fix margin level prec assertion
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2022-07-22 15:06:10 +08:00 |
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