c9s
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3131786c02
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bbgo: fix trailing stop binding
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2022-07-07 02:26:39 +08:00 |
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c9s
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74593720a7
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add ExitMethodSet.Bind method
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2022-07-07 02:26:39 +08:00 |
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c9s
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d2637ce261
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trailing stop: apply ClosePosition parameter
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2022-07-07 02:26:39 +08:00 |
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c9s
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d86338d6e6
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update supertrend default back-test date range
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2022-07-06 17:51:35 +08:00 |
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c9s
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0440b1ab92
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config/pivotshort.yaml: change default date to 2022-01-01
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2022-07-06 17:40:50 +08:00 |
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Yo-An Lin
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a3f88bb3a9
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Update README.md
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2022-07-06 14:03:44 +08:00 |
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Yo-An Lin
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f9f64f7eea
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Merge pull request #798 from c9s/feature/trailingstop
fix: fix trailingstop and add long position test case
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2022-07-06 13:36:40 +08:00 |
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c9s
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3d9db2786d
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add trailing stop to the exit method
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2022-07-06 10:56:10 +08:00 |
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c9s
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b49f12300c
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add long position test for trailing stop
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 10:54:53 +08:00 |
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Yo-An Lin
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d3f0ca9f7a
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Merge pull request #797 from c9s/feature/trailingstop
feature: re-implement trailing stop and add mock test
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2022-07-06 03:14:06 +08:00 |
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c9s
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03481000cc
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reset activated flag when stop order is submitted
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 03:09:57 +08:00 |
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c9s
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2bc12c0522
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add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 03:04:01 +08:00 |
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c9s
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d140012fd5
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fix mockgen command
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 01:32:05 +08:00 |
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c9s
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f329af2c6b
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generate mocks for the exchange interface
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 01:31:12 +08:00 |
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c9s
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4de5b0bc9b
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add TrailingStop2
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2022-07-05 16:10:55 +08:00 |
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c9s
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b643b8ed0d
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fix LowerShadowTakeProfit kline filter condition
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2022-07-05 12:15:31 +08:00 |
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c9s
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8ac21fa16e
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fix LowerShadowTakeProfit kline filter condition
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2022-07-05 12:14:53 +08:00 |
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c9s
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13fdea0978
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doc: add persistence section
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2022-07-05 11:49:48 +08:00 |
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c9s
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193703a9a0
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all: use tradeStats constructor
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2022-07-05 11:14:50 +08:00 |
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c9s
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bfd64813f8
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doc: update trade management and graceful shutdown
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2022-07-05 10:58:12 +08:00 |
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c9s
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941e1bfb0c
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doc: add notify api example
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2022-07-04 20:08:06 +08:00 |
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c9s
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fc8df941d0
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doc: add notification api usage
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2022-07-04 20:06:50 +08:00 |
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c9s
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858339b761
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doc: add more details to UserDataStream
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2022-07-04 13:38:09 +08:00 |
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c9s
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d62a13a62f
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doc: add Submitting Orders section
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2022-07-04 13:20:27 +08:00 |
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Yo-An Lin
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0b4044bbb6
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Merge pull request #796 from c9s/strategy/pivotshort
strategy/pivotshort: add supportTakeProfit method
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2022-07-04 12:26:32 +08:00 |
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c9s
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f239eb16c1
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doc: fix
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2022-07-04 12:16:22 +08:00 |
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c9s
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7f48d834f5
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doc: fix indentation
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2022-07-04 12:15:47 +08:00 |
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c9s
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51a589ba7b
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doc: add markdown syntax highlight
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2022-07-04 12:14:19 +08:00 |
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c9s
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435175b7f1
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doc: add more details to the exchange session
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2022-07-04 12:13:24 +08:00 |
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c9s
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69179ab66f
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update doc
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2022-07-04 12:02:13 +08:00 |
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c9s
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9fbe2e859e
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update strategy dev doc
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2022-07-04 11:58:11 +08:00 |
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c9s
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c258d522e6
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backtest: update backtest.Exchange currentTime
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2022-07-04 02:38:42 +08:00 |
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c9s
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82f9fc139c
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backtest: refactor exchange field, clean up startTime and endTime deps
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2022-07-04 02:34:46 +08:00 |
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c9s
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8fc17f9c0b
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backtest: move QueryOrder method
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2022-07-04 02:29:18 +08:00 |
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c9s
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a31f61736a
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backtest: pull out userDataStream to backtestEx.BindUserData
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2022-07-04 02:27:29 +08:00 |
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c9s
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ecd4df86f9
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backtest: assign user data stream to backtest.Exchange before we call EmitStart
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2022-07-04 02:21:14 +08:00 |
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c9s
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449b2d8220
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backtest: fix order update emit binding
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2022-07-04 02:20:50 +08:00 |
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c9s
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9126045fa9
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pivotshort: adjust resistance ratio
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2022-07-04 02:20:30 +08:00 |
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c9s
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3a37154737
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pivotshort: fix supportTakeProfit binding
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2022-07-04 02:20:15 +08:00 |
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Yo-An Lin
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6fe980a2a3
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Merge pull request #793 from LarryLuTW/larry/fix-pnl-market
Fix pnl command
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2022-07-04 01:42:32 +08:00 |
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Yo-An Lin
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e052f36b93
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Merge pull request #795 from frin1/optimizer/fix_SummaryReport
optimizer/fix: prevent from crashing if missing SummaryReport
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2022-07-04 01:41:40 +08:00 |
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Fredrik
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771f578efd
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optimizer/fix: prevent from crashing if missing SummaryReport
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2022-07-03 13:16:41 +02:00 |
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c9s
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81f9639c85
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pivotshort: bind supportTakeProfit method
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2022-07-03 17:22:29 +08:00 |
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c9s
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278fbb7b51
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pivotshort: fix support take profit method
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2022-07-03 17:13:01 +08:00 |
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Yo-An Lin
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d5fce91fb6
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Merge pull request #794 from c9s/strategy/pivotshort
strategy/pivotshort: fix resistance updater
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2022-07-03 16:12:31 +08:00 |
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c9s
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74cac6e977
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pivotshort: adjust layer price calculation
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2022-07-03 15:44:37 +08:00 |
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c9s
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a408b20eda
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fix resistance price calculation
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2022-07-03 15:26:05 +08:00 |
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c9s
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1e8ac0d08a
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pivotshort: improve price grouping
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2022-07-02 18:51:17 +08:00 |
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LarryLuTW
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a0e8359d23
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add market for calculator
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2022-07-02 17:45:24 +08:00 |
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c9s
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f940bb8e0a
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implement SupportTakeProfit method
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2022-07-02 13:21:27 +08:00 |
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