c9s
|
56c53958cd
|
fixedpoint: positive tester and negative tester
|
2022-09-07 15:11:07 +08:00 |
|
c9s
|
c62330b2c1
|
fixedpoint: add counter func
|
2022-09-07 14:05:44 +08:00 |
|
c9s
|
e28921879d
|
types: implement stats update method for live trading
|
2022-09-07 14:02:57 +08:00 |
|
zenix
|
e7a5669018
|
fix: lowestPrice in elliottwave, add more logs
|
2022-09-07 15:02:38 +09:00 |
|
c9s
|
668180f8aa
|
fixedpoint: add reducer and its tests
|
2022-09-07 14:00:26 +08:00 |
|
c9s
|
e161f4ec1a
|
fixedpoint: add sort interface support on fixedpoint
|
2022-09-07 12:35:09 +08:00 |
|
c9s
|
e0e279f756
|
fixedpoint: add reducer
|
2022-09-07 12:28:13 +08:00 |
|
c9s
|
6b4661783d
|
types: group profits by order id
|
2022-09-07 11:59:08 +08:00 |
|
c9s
|
4c3334c482
|
types: assign orderID to profit object
|
2022-09-07 11:57:09 +08:00 |
|
c9s
|
889318ddcb
|
cmd/order: add market order support
|
2022-09-07 02:17:56 +08:00 |
|
c9s
|
90b633158a
|
cmd/order: add margin-side-effect option
|
2022-09-07 02:01:38 +08:00 |
|
c9s
|
33fdcefba3
|
bbgo: add notification tag
|
2022-09-07 01:05:43 +08:00 |
|
c9s
|
c2eec1e72b
|
bbgo: move fixedpoint one const to consts.go
|
2022-09-07 00:50:54 +08:00 |
|
c9s
|
62fb09c8d9
|
bbgo: protective stop should send notification when it's activated
|
2022-09-07 00:50:16 +08:00 |
|
c9s
|
9bbd69c030
|
bump version to v1.40.2
|
2022-09-07 00:40:01 +08:00 |
|
c9s
|
f62eb301e3
|
fix: fix pivothigh indicator use high instead of low
|
2022-09-06 23:39:13 +08:00 |
|
zenix
|
66c8a3bb0d
|
fix: rename getSource to sourceGetter
|
2022-09-06 19:15:13 +09:00 |
|
zenix
|
36a5579660
|
fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status
|
2022-09-06 19:08:05 +09:00 |
|
c9s
|
8f363677bc
|
move bootstrap functions
|
2022-09-06 16:50:45 +08:00 |
|
zenix
|
67e57b49eb
|
fix: move sourceselector to bbgo folder
|
2022-09-06 14:43:05 +09:00 |
|
zenix
|
b35bce1afd
|
fix: remove non-code file
|
2022-09-06 14:36:55 +09:00 |
|
zenix
|
1d0893b699
|
fix: enable interval parsing for non-whitelisted time spans
|
2022-09-06 14:26:17 +09:00 |
|
c9s
|
ed975de2cd
|
cmd: write config json file into the backtest report dir
|
2022-09-06 13:20:37 +08:00 |
|
c9s
|
8ed39f7565
|
cmd: add session name to the symbol report json file
|
2022-09-06 13:18:35 +08:00 |
|
Raphanus Lo
|
7416f1074a
|
Merge pull request #915 from COLDTURNIP/feature/observer_filters
feature: add G-H filter and Kalman filter
|
2022-09-05 20:29:41 +08:00 |
|
zenix
|
6c8902dd9c
|
fix: export kline query limit as a variable for preload decisions from strategy
|
2022-09-05 20:36:41 +09:00 |
|
zenix
|
28802dd107
|
feature: re-implement heikinashi for elliottwave
|
2022-09-05 19:32:35 +09:00 |
|
zenix
|
4a878b5596
|
fix: rename generalorderexecutor.cancel to gracefulcancelorder
|
2022-09-05 19:32:35 +09:00 |
|
zenix
|
ff7fd38372
|
feature: ewo add draw function
|
2022-09-05 19:32:35 +09:00 |
|
zenix
|
81084ddea6
|
feature: SerialMarketDataStore from session
|
2022-09-05 19:32:35 +09:00 |
|
zenix
|
fad9dedd1f
|
fix: active order book cancel message
|
2022-09-05 19:32:35 +09:00 |
|
zenix
|
938dc3c497
|
feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca
|
2022-09-05 19:32:35 +09:00 |
|
c9s
|
925df19ee0
|
bump version to v1.40.1
|
2022-09-05 18:19:03 +08:00 |
|
c9s
|
28027518f6
|
fix utils/generate-version-file.sh
|
2022-09-05 18:18:45 +08:00 |
|
c9s
|
bf4eade604
|
backtest: fix backtest fee mode when fee currency is not base or quote
|
2022-09-05 17:41:12 +08:00 |
|
Raphanus Lo
|
65cd17dbbb
|
bbgo: add G-H & Kalman filters to the standard indicator set
|
2022-09-05 17:13:50 +08:00 |
|
Raphanus Lo
|
425d9e0475
|
indicator: GH & Kalman filters: remove deprecated method implementation
|
2022-09-05 16:51:30 +08:00 |
|
Raphanus Lo
|
9c684c124c
|
feature: add G-H filter and Kalman filter
- implement G-H (alpha beta) filter and Kalman filter
- compare the predict accurateness with other indicator
|
2022-09-04 21:48:05 +08:00 |
|
Larry Lu
|
269529afa4
|
Fix typo
|
2022-09-04 13:35:01 +08:00 |
|
Yo-An Lin
|
55474b4bf9
|
Merge pull request #913 from COLDTURNIP/fix/fixedpoint_support_inf_string_unmarshal
fix: fixedpoint UnarshalJson on inf
|
2022-09-02 15:14:34 +08:00 |
|
Raphanus Lo
|
338c4ea170
|
fix: fixedpoint UnarshalJson on inf for decimal support
|
2022-09-02 15:02:46 +08:00 |
|
c9s
|
3a225fe7c7
|
backtest: fix tests for fee
|
2022-09-02 14:31:04 +08:00 |
|
Raphanus Lo
|
750bdc82b5
|
fix: fixedpoint UnarshalJson on inf
|
2022-09-02 14:17:51 +08:00 |
|
c9s
|
db622fbb55
|
types: add CsvHeaders and CsvRecords methods to TradeStats
|
2022-09-02 14:16:16 +08:00 |
|
c9s
|
5c8d2a019a
|
backtest: rename BackTest to Backtest
|
2022-09-02 14:16:16 +08:00 |
|
c9s
|
30742bcf0b
|
backtest: set default fee mode to quote mode
|
2022-09-02 14:16:16 +08:00 |
|
c9s
|
2e9487e9f4
|
backtest: fix fee calculator
|
2022-09-02 14:16:16 +08:00 |
|
c9s
|
d2f9a352a2
|
backtest,accounting: add position info to the average cost pnl report
|
2022-09-02 14:16:16 +08:00 |
|
c9s
|
45fb87f2b8
|
backtest: add fee mode function tests
|
2022-09-02 14:16:16 +08:00 |
|
c9s
|
10ed706ed6
|
backtest: move fee mode functions to fee.go
|
2022-09-02 14:16:16 +08:00 |
|
c9s
|
8cd646668a
|
bbgo: use enumer to generate enumer parser
|
2022-09-02 14:16:16 +08:00 |
|
c9s
|
3d32faff46
|
backtest: add fee mode config
|
2022-09-02 14:16:15 +08:00 |
|
zenix
|
acd057cf3e
|
fix: set exchangeDataSource to pointer in backtest to prevent pass by copy in for loop
|
2022-09-02 12:32:38 +09:00 |
|
Zenix
|
57d283726a
|
Merge pull request #900 from zenixls2/fix/backtest
fix: backtest
|
2022-09-01 11:57:05 +09:00 |
|
Yo-An Lin
|
58487aca4b
|
Merge pull request #908 from c9s/strategy/pivotshort-failed-break-high
strategy/pivotshort: failed break high improvements
|
2022-08-31 13:56:59 +08:00 |
|
c9s
|
149b1e1444
|
pivotshort: add BreakInterval config
|
2022-08-31 13:00:32 +08:00 |
|
c9s
|
3598550d3f
|
pivotshort: vwma interval should be consistent
|
2022-08-31 13:00:25 +08:00 |
|
c9s
|
c7bff1695e
|
pivotshort: avoid using 1m interval to check break
|
2022-08-31 12:59:54 +08:00 |
|
c9s
|
df902b236c
|
pivotshort: add vwma condition
|
2022-08-31 12:59:48 +08:00 |
|
zenix
|
a28b257568
|
fix: debug code
|
2022-08-31 13:01:00 +09:00 |
|
Raphanus Lo
|
0b6cc6d3cd
|
strategy: bollmaker: sensitivity factor of BB width ratio
|
2022-08-31 04:31:17 +08:00 |
|
c9s
|
51972e9e28
|
bbgo: fix indicator load key duplicate issue
|
2022-08-31 01:45:06 +08:00 |
|
c9s
|
70fb6d19a9
|
indicator: rename PivotHigh value field
|
2022-08-31 01:44:51 +08:00 |
|
c9s
|
8fcc3ee368
|
indicator: update pivot low and pivot high indicator
|
2022-08-31 01:44:38 +08:00 |
|
c9s
|
9d97eedc0e
|
pivotshort: add failedBreakHigh
|
2022-08-31 00:37:17 +08:00 |
|
c9s
|
ca1e9e9657
|
pivotshort: remove the legacy support take profit
|
2022-08-31 00:37:12 +08:00 |
|
zenix
|
b52598d1ad
|
fix: fixedpoint MarshalJson on inf
|
2022-08-30 21:55:16 +09:00 |
|
zenix
|
51d7c1b9ad
|
fix: currentTime in backtest not updated
|
2022-08-30 21:12:23 +09:00 |
|
zenix
|
be1f6e7242
|
fix: add description on the limit taker behavior
|
2022-08-30 21:07:49 +09:00 |
|
zenix
|
c2d5a5961f
|
fix: legacy fixedpoint inf handling, refactor backtest kline consuming
|
2022-08-30 21:02:21 +09:00 |
|
zenix
|
20ee3fdfbb
|
fix: nan in sortino and sharpe
|
2022-08-30 12:42:50 +09:00 |
|
zenix
|
c73f4018d0
|
fix: null pointer error on NextKLine
|
2022-08-30 12:09:39 +09:00 |
|
Yo-An Lin
|
251d1b7095
|
Merge pull request #899 from c9s/fix/local-timezone
fix: fix localtime zone issue for the web-based backtest report
|
2022-08-30 00:57:24 +08:00 |
|
Raphanus Lo
|
6314a31554
|
strategy: bollmaker: dynamic spread by weighted Bollinger width ratio
|
2022-08-29 21:41:34 +08:00 |
|
zenix
|
ecc959835a
|
fix: cache params and kline until next kline 1m appears
|
2022-08-29 19:46:58 +09:00 |
|
zenix
|
1eb03c3dba
|
fix: taker price, matching engine kline emit order and process order, nan in sortino and sharpe
|
2022-08-29 14:11:02 +09:00 |
|
c9s
|
179a9b1ddb
|
fix: ensure that orders.tsv are rendered in local timezone
|
2022-08-26 19:09:11 +08:00 |
|
c9s
|
17ba1c142d
|
bbgo: fix support take profit field type
|
2022-08-26 18:12:42 +08:00 |
|
c9s
|
fb9a4994c0
|
bbgo: add supportTakeProfit method to the core exit methods
|
2022-08-26 18:11:45 +08:00 |
|
c9s
|
11854db51a
|
pivotshort: move SupportTakeProfit to the core api
|
2022-08-26 18:09:46 +08:00 |
|
c9s
|
c8c7211e75
|
pivotshort: fix resistance short subscribe
|
2022-08-26 17:55:59 +08:00 |
|
c9s
|
a48471d4c8
|
pivotshort: refactor trend ema and stop ema
|
2022-08-26 17:52:46 +08:00 |
|
c9s
|
8b7f4c6222
|
bbgo: add ProtectiveStopLoss doc comment
|
2022-08-26 17:52:46 +08:00 |
|
c9s
|
ba918f80ee
|
floats: add test case for Lower and Higher
|
2022-08-26 16:57:46 +08:00 |
|
c9s
|
f0ef60bb2b
|
floats: add reference link
|
2022-08-26 16:28:57 +08:00 |
|
c9s
|
9a0988db35
|
floats: port some functions from ta-lib
see https://github.com/markcheno/go-talib/blob/master/talib.go
|
2022-08-26 16:25:31 +08:00 |
|
c9s
|
52d245ecf1
|
floats: move floats related functions and add crossover, crossunder funcs
|
2022-08-26 16:15:39 +08:00 |
|
Raphanus Lo
|
a2ab9db4eb
|
strategy: bollmaker: fix nil pointer
|
2022-08-25 23:43:31 +08:00 |
|
c9s
|
5953fe49d1
|
all: move float slice/map to a single package
|
2022-08-25 17:31:42 +08:00 |
|
Raphanus Lo
|
de4f3721a2
|
backtest: avoid inifite float64 JSON serializing issue
|
2022-08-25 15:45:08 +08:00 |
|
Raphanus Lo
|
de59c1bd13
|
backtest: reformat sharpe/sortino report
|
2022-08-25 15:45:08 +08:00 |
|
Raphanus Lo
|
ad1b9a53a1
|
backtest: calculate realized Sharpe & Sortino ratios
|
2022-08-25 15:45:08 +08:00 |
|
Andy Cheng
|
e2774ed2b5
|
Merge pull request #880 from andycheng123/improve/supertrend-strategy-report
Improve: strategy-supertrend output acc. profit report to tsv file
|
2022-08-25 14:25:03 +08:00 |
|
Andy Cheng
|
fcaa6466b6
|
strategy/bollmaker: preload dynamic spreads
|
2022-08-25 13:44:38 +08:00 |
|
c9s
|
702ce5220b
|
autoborrow: improve debtRatio repay
|
2022-08-25 11:05:31 +08:00 |
|
Yo-An Lin
|
066b0ca30e
|
Merge pull request #892 from c9s/feature/pivot-right-window
feature: add pivot low right window support
|
2022-08-24 19:44:44 +08:00 |
|
c9s
|
2e71e63fae
|
all: fix interval window struct usage
|
2022-08-24 18:17:37 +08:00 |
|
c9s
|
d71fd362b7
|
indicator: rename KLinePriceMapper to KLineValueMapper
|
2022-08-24 17:53:22 +08:00 |
|
c9s
|
09cc91bab8
|
bbgo: update VWMA and add VWMA to the indicator method
|
2022-08-24 17:45:43 +08:00 |
|
c9s
|
469c6bfb28
|
bbgo: move rightWindow to the IntervalWindow struct
|
2022-08-24 17:43:28 +08:00 |
|
c9s
|
f43f9af20f
|
indicator: extract pivot calculator and pull out the function handler
|
2022-08-24 17:37:44 +08:00 |
|
c9s
|
d930065bea
|
bbgo: move stoch to the simple indicator set
|
2022-08-24 17:34:19 +08:00 |
|
c9s
|
1a9c9a6d30
|
indicator: fix pivot low window calculation
|
2022-08-24 17:34:01 +08:00 |
|
c9s
|
8a020c34e3
|
bbgo: add package doc to bbgo
|
2022-08-24 16:54:31 +08:00 |
|
Zenix
|
3a98ae00b9
|
Merge pull request #890 from zenixls2/feature/wdrift
weighted drift
|
2022-08-24 16:59:25 +09:00 |
|
Andy Cheng
|
6176c06002
|
strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct
|
2022-08-24 13:58:30 +08:00 |
|
c9s
|
bf09533a6d
|
make: run gofmt on the version file
|
2022-08-24 13:03:00 +08:00 |
|
c9s
|
68064bfe44
|
move and fix binance exchange api examples
|
2022-08-24 12:58:06 +08:00 |
|
c9s
|
88f243c91b
|
util: move math util functions to util
|
2022-08-24 11:34:55 +08:00 |
|
Andy Cheng
|
978db22c0a
|
strategy/supertrend: accumulated daily profit uses its own window config
|
2022-08-24 11:23:48 +08:00 |
|
Andy Cheng
|
592eae8c3c
|
strategy/supertrend: output by interval
|
2022-08-23 18:43:13 +08:00 |
|
zenix
|
6b6a24a655
|
feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation
|
2022-08-23 17:22:45 +09:00 |
|
c9s
|
94615f7ecf
|
all: remove empty files
|
2022-08-23 02:25:02 +08:00 |
|
c9s
|
c86b29e6dc
|
all: resolve import cycle
|
2022-08-23 02:12:26 +08:00 |
|
c9s
|
0947c28294
|
all: move PrintConfig to pkg/util
|
2022-08-23 01:56:15 +08:00 |
|
c9s
|
2611012d28
|
types: move json struct to types package
|
2022-08-23 01:54:29 +08:00 |
|
c9s
|
c0abae90a7
|
bump version to v1.39.2
|
2022-08-20 00:10:01 +08:00 |
|
c9s
|
5a4d71b073
|
strategy/autoborrow: fix reBalanceDebt check
|
2022-08-19 18:56:25 +08:00 |
|
c9s
|
5d85ceeec4
|
service/backtest: filter klines that will be closed in the future
|
2022-08-19 17:55:48 +08:00 |
|
c9s
|
49728622bc
|
service/backtest: use second instead of milliseconds for filtering
|
2022-08-19 17:53:45 +08:00 |
|
c9s
|
5e1e0c7661
|
service/backtest: check and filter kline by its endTime
|
2022-08-19 17:28:55 +08:00 |
|
c9s
|
834487d568
|
strategy/schedule: add MaxBaseBalance config
|
2022-08-19 16:48:43 +08:00 |
|
c9s
|
4622f9f34e
|
autoborrow: add more verbose logs
|
2022-08-19 16:10:13 +08:00 |
|
c9s
|
8827fc3ec6
|
binance: fix futures/margin order sync issue
fixes: #887
|
2022-08-19 15:28:24 +08:00 |
|
Zenix
|
bcd524361d
|
Merge pull request #886 from COLDTURNIP/feature/sortino_ratio
Add Sortino ratio
|
2022-08-19 16:14:46 +09:00 |
|
Yo-An Lin
|
039fc21505
|
Merge pull request #881 from zenixls2/feature/print_strategy_config
print strategy config
|
2022-08-19 15:13:50 +08:00 |
|
Raphanus Lo
|
747839212a
|
feature: add Sortino ratio
|
2022-08-18 23:26:54 +08:00 |
|
zenix
|
5030b93285
|
fix: move canInt to dynamic
|
2022-08-18 18:05:52 +09:00 |
|
c9s
|
369fc8c4ea
|
bump version to v1.39.1
|
2022-08-18 16:44:53 +08:00 |
|
zenix
|
a958d4d092
|
fix: matching_test add TickSize
|
2022-08-18 17:38:27 +09:00 |
|
zenix
|
e1c2ed40ff
|
fix: truncate price in backtest, don't truncate amount, add TruncatePrice function
|
2022-08-18 17:38:27 +09:00 |
|
zenix
|
66a2f55f9a
|
fix: matching test by adding default stepSize on BTCUSDT
|
2022-08-18 17:38:27 +09:00 |
|
zenix
|
f7398f163a
|
fix: inequality on quantites of balances and submitted orders in backtest
|
2022-08-18 17:38:27 +09:00 |
|
zenix
|
2720ee90b1
|
fix: equation of exit dump
|
2022-08-18 17:38:27 +09:00 |
|
zenix
|
e5c1152030
|
doc: add comment to strategy config printing func
|
2022-08-18 17:38:27 +09:00 |
|
zenix
|
5e7ea71613
|
feature: withdraw print config functionality from drift to be a general function
|
2022-08-18 17:38:27 +09:00 |
|
c9s
|
4d32a578d7
|
backtest: emit balance update if we got some quote back
|
2022-08-18 16:09:07 +08:00 |
|
c9s
|
bd8b362274
|
backtest: delay the order update after the balance unlock
|
2022-08-18 15:43:09 +08:00 |
|
c9s
|
3a24a48cde
|
backtest: fix execution price for stop limit taker orders
|
2022-08-18 15:26:09 +08:00 |
|
c9s
|
9f9fc098f4
|
backtest: clean up todo
|
2022-08-18 15:11:27 +08:00 |
|
c9s
|
6c4d5041ba
|
backtest: fix limit taker lock issue
|
2022-08-18 15:09:46 +08:00 |
|
c9s
|
d7dbfd7613
|
bump version to v1.39.0
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2022-08-18 13:43:48 +08:00 |
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Andy Cheng
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f990947370
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bump version to v1.39.0
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2022-08-17 18:59:26 +08:00 |
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c9s
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94e2e28edd
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strategy/autoborrow: add debt re-balancing
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2022-08-17 16:45:10 +08:00 |
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c9s
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c6e4fcf0c2
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binance: fix QueryOrderTrades
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2022-08-17 16:08:11 +08:00 |
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c9s
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b4e71dd5bb
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binance: implement QueryOrderTrades method
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2022-08-17 16:08:09 +08:00 |
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c9s
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53b8fd488e
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types: add trade stats omitempty tag option
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2022-08-17 16:07:47 +08:00 |
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c9s
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df8a4bef93
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bbgo: remove unused trade store symbol argument
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2022-08-17 16:02:42 +08:00 |
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c9s
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fa34a0ee70
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binance: handle order status expired
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2022-08-17 16:02:11 +08:00 |
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Andy Cheng
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2b638d1f8f
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strategy/supertrend: use pkg/data/tsv for tsv output
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2022-08-16 15:49:08 +08:00 |
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Andy Cheng
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cd09ee0e34
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Merge pull request #877 from andycheng123/improve/supertrend-strategy
strategy/supertrend: update example config
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2022-08-16 15:38:21 +08:00 |
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Andy Cheng
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b5beadceb4
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exhange/binance: exclude unrealized pnl from balance calculation
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2022-08-16 15:06:13 +08:00 |
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Raphanus Lo
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b4e32a9ba7
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hoptimizer: manually early stop
User is now able to stop trials by sending system signal (SIGINT & SIGTERM) and see the report earlier at any time.
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2022-08-16 14:55:39 +08:00 |
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Andy Cheng
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f7feb7e0fc
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strategy/supertrend: output acc. profit report to tsv file
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2022-08-16 14:42:04 +08:00 |
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Zenix
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2e9f554f9e
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Merge pull request #878 from zenixls2/drift_rebase
Drift rebase
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2022-08-16 15:35:42 +09:00 |
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Yo-An Lin
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0fa8692679
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Merge pull request #875 from ankion/fix_pivotshort_trendema
pivotshort: trendema add initial date
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2022-08-16 14:31:17 +08:00 |
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Andy Cheng
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0b5f2c308e
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exchange/binance: fix missing github.com/adshao/go-binance/v2
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2022-08-16 14:21:48 +08:00 |
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zenix
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17d6b2465c
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fix: drift add back symbol in InstanceID
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2022-08-16 12:50:30 +09:00 |
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zenix
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14aa667d59
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fix: drift pnl and cumpnl
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2022-08-16 12:45:40 +09:00 |
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zenix
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9f8b8d97d0
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fix: drift empty pnl. exit condition
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2022-08-16 12:30:29 +09:00 |
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Andy Cheng
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9cf29b6cc6
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exchange/binance: get locked balance of futures account
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2022-08-16 10:55:45 +08:00 |
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zenix
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71d3b926ec
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fix: go1.7
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2022-08-15 21:46:13 +09:00 |
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zenix
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c1d9df8cdb
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feature: export drift1m, remove take profit, add profit report for listing pnl by date
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2022-08-15 21:06:46 +09:00 |
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zenix
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da28750313
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feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift
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2022-08-15 21:05:29 +09:00 |
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zenix
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2f75dda6ee
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fix: highest price and lowest price reset, condition gets crossed
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2022-08-15 21:05:08 +09:00 |
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zenix
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ba532bd98c
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fix: takeProfitFactor NaN
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2022-08-15 21:04:48 +09:00 |
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zenix
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e34b0c6c30
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fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m
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2022-08-15 21:04:31 +09:00 |
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zenix
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0cc3c5d485
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feature: output config to telegram
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2022-08-15 21:04:01 +09:00 |
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zenix
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6a4eec71d6
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feature: create simpleinteract and remove command in notification
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2022-08-15 21:03:48 +09:00 |
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zenix
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90e596f463
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feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
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2022-08-15 21:03:14 +09:00 |
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zenix
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008814992f
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fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
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2022-08-15 21:02:59 +09:00 |
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zenix
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d11738b6b5
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feature: add smart cancel to drift
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2022-08-15 21:02:43 +09:00 |
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Andy Cheng
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3da86556b5
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risk: AvailableQuote() should use Net() to get net value
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2022-08-13 13:28:45 +08:00 |
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Yo-An Lin
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dad562db97
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Merge pull request #874 from ankion/fix_binance_futures
Fix binance futures
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2022-08-12 01:43:15 +08:00 |
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ankion
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65218d8920
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pivotshort: trendema add length check
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2022-08-12 00:54:40 +08:00 |
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Andy Cheng
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62d450b92d
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Merge pull request #872 from andycheng123/fix/trailing-stop
fix: trailing stop properly works on both long and short positions
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2022-08-11 17:37:07 +08:00 |
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Andy Cheng
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8527d4996e
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trailingstop: add default case
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2022-08-11 17:23:42 +08:00 |
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ankion
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1b0f653450
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pivotshort: trendema add initial date
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2022-08-11 16:42:29 +08:00 |
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Andy Cheng
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8d3dfd17c7
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trailingstop: add side both
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2022-08-11 16:39:16 +08:00 |
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ankion
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69e03c8428
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binance: fix futures position
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2022-08-11 14:29:28 +08:00 |
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Andy Cheng
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6f2eb1688b
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generalorderexecutor: retry submit/cancel order once
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2022-08-11 13:49:16 +08:00 |
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Andy Cheng
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df0e527e1e
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exits/trailingstop: properly works on both long and short positions
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2022-08-11 13:36:31 +08:00 |
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ankion
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ffd46fd71d
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binance: fix futures orderTypelimitMaker timeInForce was null
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2022-08-11 11:30:00 +08:00 |
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ankion
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68a65f1913
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binance: fix futures not emit filled event
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2022-08-11 10:40:19 +08:00 |
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c9s
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e735362efd
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cmd/kline: show klines from restful api
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2022-08-11 00:08:48 +08:00 |
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c9s
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ba87ffab43
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max: fix order type casting
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2022-08-11 00:00:25 +08:00 |
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c9s
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e2df05c054
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maxapi: add option to disable user agent header
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2022-08-10 23:59:55 +08:00 |
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c9s
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8f17d6b019
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maxapi: rewrite public service with requestgen
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2022-08-10 23:59:50 +08:00 |
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c9s
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fc73a12689
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maxapi: add get klines request
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2022-08-10 23:59:43 +08:00 |
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c9s
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6f35aa0f20
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maxapi: replace client field type with interface
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2022-08-10 23:59:38 +08:00 |
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c9s
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c5e93dba00
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max: replace client field type with interface
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2022-08-10 23:59:25 +08:00 |
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c9s
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ae3f6001b9
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maxapi/v3: add order type alias
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2022-08-10 23:59:21 +08:00 |
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c9s
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2380ebb285
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maxapi/v3: apply order type constant type
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2022-08-10 23:59:16 +08:00 |
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c9s
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2f8020efd6
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max: add v2 order api back
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2022-08-10 23:59:10 +08:00 |
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c9s
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3bdc6c7f28
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bollmaker: remove unused embedded struct
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2022-08-10 23:46:24 +08:00 |
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c9s
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677b122964
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bbgo: use types.KLineWith for roi take profit
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2022-08-10 23:45:21 +08:00 |
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Yo-An Lin
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62aff676da
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Revert "feature: add smart cancel to drift"
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2022-08-09 16:25:36 +08:00 |
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Yo-An Lin
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55b4edc595
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Merge pull request #853 from zenixls2/feature/smartcancel_drift
feature: add smart cancel to drift
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2022-08-09 16:23:33 +08:00 |
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Raphanus Lo
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ed975b7ed9
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Merge pull request #860 from COLDTURNIP/feature/exchange_order_amount_protection
exchange: order fee-amount protection
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2022-08-09 15:01:53 +08:00 |
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c9s
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0283f2ad55
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bbgo: fix doneTrades lock
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2022-08-09 14:52:05 +08:00 |
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