lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 08:15:15 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity
5,380 Commits 60 Branches 138 Tags 189 MiB
3a24a48cde
Commit Graph

5380 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
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 2022-08-18 13:43:48 +08:00
c9s
6d1fbca4fa
update command doc files 2022-08-18 13:43:48 +08:00
c9s
18e0fbb0a0
update release note 2022-08-18 13:43:22 +08:00
Yo-An Lin
37987b1427
Merge pull request #883 from andycheng123/release/v1.39.0 
Release/v1.39.0
 2022-08-18 11:50:55 +08:00
Andy Cheng
911b506ac4 add v1.39.0 release note 2022-08-17 18:59:26 +08:00
Andy Cheng
f990947370 bump version to v1.39.0 2022-08-17 18:59:26 +08:00
Andy Cheng
ffcaf0271b update command doc files 2022-08-17 18:59:26 +08:00
Yo-An Lin
c786d7d395
Merge pull request #882 from c9s/improve/autoborrow 
strategy/autoborrow: add debt re-balancing
 2022-08-17 17:17:45 +08:00
c9s
93ab26fbf7
doc: add instruction for creating branch 2022-08-17 17:00:00 +08:00
c9s
94e2e28edd
strategy/autoborrow: add debt re-balancing 2022-08-17 16:45:10 +08:00
c9s
c6e4fcf0c2
binance: fix QueryOrderTrades 2022-08-17 16:08:11 +08:00
c9s
b4e71dd5bb
binance: implement QueryOrderTrades method 2022-08-17 16:08:09 +08:00
c9s
53b8fd488e
types: add trade stats omitempty tag option 2022-08-17 16:07:47 +08:00
c9s
df8a4bef93
bbgo: remove unused trade store symbol argument 2022-08-17 16:02:42 +08:00
c9s
fa34a0ee70
binance: handle order status expired 2022-08-17 16:02:11 +08:00
Andy Cheng
cd09ee0e34
Merge pull request #877 from andycheng123/improve/supertrend-strategy 
strategy/supertrend: update example config
 2022-08-16 15:38:21 +08:00
Andy Cheng
b5beadceb4 exhange/binance: exclude unrealized pnl from balance calculation 2022-08-16 15:06:13 +08:00
Raphanus Lo
b4e32a9ba7 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.
 2022-08-16 14:55:39 +08:00
Zenix
2e9f554f9e
Merge pull request #878 from zenixls2/drift_rebase 
Drift rebase
 2022-08-16 15:35:42 +09:00
Yo-An Lin
0fa8692679
Merge pull request #875 from ankion/fix_pivotshort_trendema 
pivotshort: trendema add initial date
 2022-08-16 14:31:17 +08:00
Andy Cheng
0b5f2c308e exchange/binance: fix missing github.com/adshao/go-binance/v2 2022-08-16 14:21:48 +08:00
zenix
17d6b2465c fix: drift add back symbol in InstanceID 2022-08-16 12:50:30 +09:00
zenix
14aa667d59 fix: drift pnl and cumpnl 2022-08-16 12:45:40 +09:00
zenix
9f8b8d97d0 fix: drift empty pnl. exit condition 2022-08-16 12:30:29 +09:00
Andy Cheng
9cf29b6cc6 exchange/binance: get locked balance of futures account 2022-08-16 10:55:45 +08:00
zenix
71d3b926ec fix: go1.7 2022-08-15 21:46:13 +09:00
zenix
e3309ad709 fix: redundant params 2022-08-15 21:28:14 +09:00
zenix
c1d9df8cdb feature: export drift1m, remove take profit, add profit report for listing pnl by date 2022-08-15 21:06:46 +09:00
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
2f75dda6ee fix: highest price and lowest price reset, condition gets crossed 2022-08-15 21:05:08 +09:00
zenix
ba532bd98c fix: takeProfitFactor NaN 2022-08-15 21:04:48 +09:00
zenix
e34b0c6c30 fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m 2022-08-15 21:04:31 +09:00
zenix
3f48811dd4 feature: create simpleinteract and remove command in notification 2022-08-15 21:04:15 +09:00
zenix
0cc3c5d485 feature: output config to telegram 2022-08-15 21:04:01 +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
zenix
008814992f fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype 2022-08-15 21:02:59 +09:00
zenix
d11738b6b5 feature: add smart cancel to drift 2022-08-15 21:02:43 +09:00
Andy Cheng
f288e47270 strategy/supertrend: update example config 2022-08-15 18:10:56 +08:00
c9s
5fdbd7bba3 set go module to 1.17 2022-08-15 15:10:25 +08:00
Andy Cheng
f2f9e8c2bf
Merge pull request #876 from andycheng123/fix/risk 
Fix: risk.AvailableQuote() should use Net() to get net value
 2022-08-13 13:42:13 +08:00
Andy Cheng
3da86556b5 risk: AvailableQuote() should use Net() to get net value 2022-08-13 13:28:45 +08:00
Yo-An Lin
dad562db97
Merge pull request #874 from ankion/fix_binance_futures 
Fix binance futures
 2022-08-12 01:43:15 +08:00
ankion
65218d8920 pivotshort: trendema add length check 2022-08-12 00:54:40 +08:00
Andy Cheng
62d450b92d
Merge pull request #872 from andycheng123/fix/trailing-stop 
fix: trailing stop properly works on both long and short positions
 2022-08-11 17:37:07 +08:00
Andy Cheng
88ca021b3d
Merge pull request #873 from andycheng123/improve/retry-submit-order 
improve: generalorderexecutor retries submit/cancel order once
 2022-08-11 17:27:29 +08:00
Andy Cheng
8527d4996e trailingstop: add default case 2022-08-11 17:23:42 +08:00