c9s
51972e9e28
bbgo: fix indicator load key duplicate issue
2022-08-31 01:45:06 +08:00
c9s
8fcc3ee368
indicator: update pivot low and pivot high indicator
2022-08-31 01:44:38 +08:00
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
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
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
d930065bea
bbgo: move stoch to the simple indicator set
2022-08-24 17:34:19 +08:00
c9s
8a020c34e3
bbgo: add package doc to bbgo
2022-08-24 16:54:31 +08:00
c9s
c86b29e6dc
all: resolve import cycle
2022-08-23 02:12:26 +08:00
zenix
2720ee90b1
fix: equation of exit dump
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
df8a4bef93
bbgo: remove unused trade store symbol argument
2022-08-17 16:02:42 +08:00
zenix
da28750313
feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift
2022-08-15 21:05:29 +09:00
zenix
6a4eec71d6
feature: create simpleinteract and remove command in notification
2022-08-15 21:03:48 +09:00
zenix
90e596f463
feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
2022-08-15 21:03:14 +09:00
Andy Cheng
62d450b92d
Merge pull request #872 from andycheng123/fix/trailing-stop
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fix: trailing stop properly works on both long and short positions
2022-08-11 17:37:07 +08:00
Andy Cheng
8527d4996e
trailingstop: add default case
2022-08-11 17:23:42 +08:00
Andy Cheng
8d3dfd17c7
trailingstop: add side both
2022-08-11 16:39:16 +08:00
Andy Cheng
6f2eb1688b
generalorderexecutor: retry submit/cancel order once
2022-08-11 13:49:16 +08:00
Andy Cheng
df0e527e1e
exits/trailingstop: properly works on both long and short positions
2022-08-11 13:36:31 +08:00
c9s
677b122964
bbgo: use types.KLineWith for roi take profit
2022-08-10 23:45:21 +08:00
Yo-An Lin
62aff676da
Revert "feature: add smart cancel to drift"
2022-08-09 16:25:36 +08:00
Yo-An Lin
55b4edc595
Merge pull request #853 from zenixls2/feature/smartcancel_drift
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feature: add smart cancel to drift
2022-08-09 16:23:33 +08:00
Raphanus Lo
ed975b7ed9
Merge pull request #860 from COLDTURNIP/feature/exchange_order_amount_protection
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exchange: order fee-amount protection
2022-08-09 15:01:53 +08:00
c9s
0283f2ad55
bbgo: fix doneTrades lock
2022-08-09 14:52:05 +08:00
zenix
45e819ebe7
feature: create simpleinteract and remove command in notification
2022-08-09 13:26:56 +09:00
zenix
4117a83cd1
feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
2022-08-09 13:26:56 +09:00
Andy Cheng
ef18791c6a
Merge pull request #865 from andycheng123/fix/protective-stoploss
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fix: protectivestoploss not working on long position
2022-08-09 12:15:33 +08:00
c9s
9867aa9c68
bbgo: add mutex protection to tradecollector
2022-08-09 11:37:44 +08:00
c9s
f191d3c091
bbgo: make position object optional for trade collector
2022-08-09 11:36:17 +08:00
c9s
cae8bc2882
bbgo: add mutli symbol support to active order book
2022-08-09 11:36:10 +08:00
Andy Cheng
6c2fc3fee0
exits/protectivestoploss: fix shouldStop()
2022-08-08 17:57:05 +08:00
Andy Cheng
b133767e47
exit/protectivestoploss: works in long position
2022-08-08 16:49:19 +08:00
Raphanus Lo
d76245cb43
exchange: adjust tests for order fee-amount protection
2022-08-02 15:12:14 +08:00
Raphanus Lo
ed7df4ddbe
exchange: order fee-amount protection
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Reduce the order amount to prevent submit rejection because of balance exceeding.
submit_amount = original_amount / (1 + fee_rate)
Currently supported only by FTX Pro.
2022-08-02 13:35:24 +08:00
Andy Cheng
4bc70820c4
positionmodifier: move functions into types.Position
2022-07-29 14:40:54 +08:00
Andy Cheng
9588a6f6bd
positionupdater: update command flow
2022-07-29 13:45:33 +08:00
Andy Cheng
2724949678
positionupdater: update avaerage cost
2022-07-29 12:05:39 +08:00
Andy Cheng
32b91b67dd
positionupdater: update quote position
2022-07-29 12:00:11 +08:00
Andy Cheng
8c53c7e575
positionupdater: update base position
2022-07-29 11:52:20 +08:00
zenix
d46267aff9
feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml
2022-07-28 19:34:12 +09:00
c9s
93593ffa06
bbgo: add close position tag log
2022-07-28 10:27:04 +08:00
Yo-An Lin
3aeb6912c9
Merge pull request #846 from c9s/strategy/pivotshort
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strategy/pivotshort: refactor breaklow + add fake break stop
2022-07-27 12:18:50 +08:00
c9s
7438798390
bbgo: add ClosedKLineStop trigger
2022-07-27 11:47:12 +08:00
Yo-An Lin
4fd571d712
Merge pull request #813 from zenixls2/feature/drift_study
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feature: drift study
2022-07-27 11:29:48 +08:00
c9s
3fbc634d81
bbgo: narrow down indicator interface type
2022-07-27 02:21:25 +08:00
