Commit Graph

6350 Commits

Author SHA1 Message Date
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
bf77f67cbb
add v1.40.2 release note 2022-09-07 00:40:01 +08:00
c9s
9bbd69c030
bump version to v1.40.2 2022-09-07 00:40:01 +08:00
c9s
2a47140c27
update command doc files 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
c9s
78299a6e7d
makefile: fix frontend app path 2022-09-06 18:57:40 +08:00
c9s
46d8d28b5b
move frontend to apps dir 2022-09-06 18:55:43 +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
Yo-An Lin
3f27facd83
Merge pull request #918 from c9s/feature/backtest-report-config
feature: write strategy config in the backtest report directory
2022-09-06 15:10:24 +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
067f1274b3
add v1.40.1 release note 2022-09-05 18:19:03 +08:00
c9s
925df19ee0
bump version to v1.40.1 2022-09-05 18:19:03 +08:00
c9s
86e3f9f4e1
update command doc files 2022-09-05 18:19:03 +08:00
c9s
28027518f6
fix utils/generate-version-file.sh 2022-09-05 18:18:45 +08:00
Yo-An Lin
36a79336dd
Merge pull request #917 from c9s/fix/backtest-fee-mode
backtest: fix backtest fee mode when fee currency is not base or quote
2022-09-05 17:49:45 +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
Yo-An Lin
1bbd837e84
Update README.md 2022-09-05 17:09:42 +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
Yo-An Lin
843b81e132
Merge pull request #914 from LarryLuTW/patch-1
Fix typo
2022-09-04 13:43:54 +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
Yo-An Lin
fcb7a27f70
Merge pull request #911 from c9s/feature/backtest-report
feature: add fee mode to back-test matching engine
2022-09-02 15:09:04 +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
d9cce129a0
doc: add feeMode to the doc 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