41 Commits

Author	SHA1	Message	Date
narumi	7c19bb9e20	submit one order at a time	2023-10-31 13:53:12 +08:00
narumi	0f9319a2f5	make CreatePositions and CreateProfitStats public	2023-03-15 16:01:13 +08:00
narumi	0458858de0	fix position and profitstats	2023-03-14 19:27:41 +08:00
なるみ	add9372eba	use mid price to calculate weight	2023-03-13 15:30:33 +00:00
narumi	0690518dc7	add option to rebalance on start	2023-03-13 22:43:42 +08:00
narumi	640001ffa1	check minimal order quantity	2023-03-13 22:39:22 +08:00
narumi	c9f6995701	fix OrderExecutorMap's SumbitOrders	2023-03-13 22:39:04 +08:00
narumi	0b7f42c382	adjust max amount by balance	2023-03-13 22:39:01 +08:00
narumi	4559a35f31	graceful cancel in rebalance strategy	2023-03-13 00:49:49 +08:00
なるみ	40e2296492	add positions and profit stats	2023-03-08 14:12:42 +00:00
なるみ	00e022dbdc	fixup! set order type default value in Defaults method	2023-03-06 13:37:03 +00:00
なるみ	cd500e6e73	set order type default value in Defaults method	2023-03-06 12:33:14 +00:00
narumi	94b946a993	add orderType parameter	2023-03-03 23:14:30 +08:00
narumi	904491e750	add orderType parameter	2023-03-02 18:11:43 +08:00
なるみ	532f3c11e7	fix backtest	2022-10-28 15:33:08 +08:00
なるみ	9330b9fde5	change variable names	2022-10-13 18:18:02 +08:00
c9s	88a63df186	all: clean up notifiability usage	2022-06-19 13:01:22 +08:00
なるみ	50fbf0727e	types: move valuemap and floatmap to types	2022-06-16 16:44:27 +08:00
なるみ	5799497a09	marketp: add marketcap strategy	2022-06-16 16:44:02 +08:00
なるみ	8d9faff859	rebalance: validate symbols	2022-06-16 10:44:13 +08:00
なるみ	3d0ad010eb	rebalance: replace Float64Slice by ValueMap	2022-06-16 10:44:13 +08:00
なるみ	ad98cf883c	rebalance: remove unused subscriptions	2022-06-16 01:33:28 +08:00
なるみ	21a793e16b	rebalance: rename variable	2022-06-16 01:33:28 +08:00
なるみ	87adf694b1	rebalance: manage active order book without specifying symbol	2022-06-16 01:33:28 +08:00
なるみ	a4814951d4	rebalance: remove ignoreLock and simplify code	2022-06-16 01:33:28 +08:00
なるみ	f19e1fdf87	rebalance: rename methods	2022-06-16 00:22:19 +08:00
c9s	b209d94a9c	rename active order book constructor function	2022-06-06 06:57:25 +08:00
c9s	3786fc64f1	rename LocalActiveOrderBook to just ActiveOrderBook	2022-06-06 05:43:38 +08:00
なるみ	c99be984d1	rebalance: place limit orders	2022-05-26 17:28:48 +08:00
c9s	13bf5d69a3	use types.Interval instead of string	2022-05-19 10:04:03 +08:00
c9s	18da434e92	all: use thread-safe GetAccount method to get account	2022-04-23 15:43:11 +08:00
なるみ	859933d4ed	Avoid to use map[string]fixedpoint.Value	2022-04-11 23:26:05 +08:00
なるみ	8881b9e105	Fix package name	2022-03-29 21:51:50 +08:00
なるみ	83e37f52a8	Rebalance on kline closed	2022-03-24 12:50:40 +08:00
zenix	105b085786	fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint	2022-02-15 12:01:39 +09:00
なるみ	4a8be9cc1a	Fix log	2021-12-22 02:04:44 +08:00
なるみ	2999e41ef0	Validate config	2021-12-22 01:59:38 +08:00
なるみ	41d4001872	Add log	2021-12-22 01:59:25 +08:00
なるみ	531805a449	Adjust quantity by max amount	2021-12-20 23:46:22 +08:00
なるみ	f320d78f2f	Refactor	2021-12-14 02:18:08 +08:00
なるみ	f494a0f514	Initial commit of rebalance strategy	2021-12-13 05:19:44 +08:00