Commit Graph

109 Commits

Author SHA1 Message Date
c9s
2822e39e7b
pivotshort: remove the legacy preloadPivot 2022-07-26 19:00:09 +08:00
Yo-An Lin
9bf48e9de4
Merge pull request #822 from c9s/fix/api-upgrade
refactor: ewoDgtrd: upgrade order executor api
2022-07-26 14:33:06 +08:00
c9s
ea4efccd89
schedule: use general order executor and fix notification message format 2022-07-19 17:38:32 +08:00
Yo-An Lin
191e00adeb
Merge pull request #827 from c9s/strategy/pivotshort
strategy/pivotshort: improve quantity calculation for margin and futures
2022-07-14 18:16:48 +08:00
c9s
c4332fcac2
pivotshort: add leverage settings 2022-07-14 17:44:33 +08:00
c9s
2a3118a086
indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
c9s
1152fae346
ewoDgtrd: upgrade order executor api 2022-07-14 01:36:02 +08:00
c9s
81560746bd
all: reformat code 2022-07-07 02:26:39 +08:00
c9s
74593720a7
add ExitMethodSet.Bind method 2022-07-07 02:26:39 +08:00
c9s
2bc12c0522
add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 03:04:01 +08:00
c9s
193703a9a0
all: use tradeStats constructor 2022-07-05 11:14:50 +08:00
c9s
3a37154737
pivotshort: fix supportTakeProfit binding 2022-07-04 02:20:15 +08:00
c9s
81f9639c85
pivotshort: bind supportTakeProfit method 2022-07-03 17:22:29 +08:00
c9s
278fbb7b51
pivotshort: fix support take profit method 2022-07-03 17:13:01 +08:00
c9s
f940bb8e0a
implement SupportTakeProfit method 2022-07-02 13:21:27 +08:00
c9s
9374125712
pivotshort: pull out break low logics
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-01 17:22:09 +08:00
c9s
7f5e92d1b5
cancel order when shutdown 2022-07-01 16:29:03 +08:00
c9s
c792da2164
pivotshort: improve balance check for margin 2022-07-01 15:41:50 +08:00
c9s
1af18a5fac
pivotshort: fix breakLow handle event 2022-07-01 15:30:06 +08:00
c9s
503d851c9d
pivotshort: move resistance short to a single file 2022-07-01 01:24:34 +08:00
c9s
454036b166
use types.KLineWith to wrap callbacks 2022-07-01 01:06:10 +08:00
c9s
a4af4776d2
pivotshort: use active orderbook to maintain the resistance orders 2022-07-01 00:57:19 +08:00
c9s
3e6b975c2c
pivotshort: refactor ResistanceShort entry method 2022-06-30 18:29:02 +08:00
c9s
b15e8d0ce4
all: refactor exit method set and fix dynamic call/merge
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-30 15:49:18 +08:00
c9s
527070d13d
all: rewrite and clean up graceful shutdown api 2022-06-30 15:49:18 +08:00
c9s
7d5474e3dd
pivotshort: call MergeStructValues to update the field value 2022-06-30 15:49:18 +08:00
c9s
ab3341d5ae
pivotshort: make preload pivot as a pure function 2022-06-30 15:49:17 +08:00
c9s
9733eec280
pivotshort: move pure funcs to the bottom 2022-06-30 15:49:17 +08:00
c9s
38767cd2df
move private methods to the bottom 2022-06-30 15:49:17 +08:00
c9s
ee45f154a1
pivotshort: rename bounce short to resistance short 2022-06-30 15:49:17 +08:00
c9s
4bb2e4a25f
fix stopEMA range check 2022-06-29 16:59:50 +08:00
c9s
cb1c5634a2
pivotshort: remove redundant notification 2022-06-29 15:14:24 +08:00
c9s
38920dfc7a
pivotshort: fix kline history loading 2022-06-29 11:23:05 +08:00
c9s
16f2a06b1f
all: move exit methods to the bbgo core
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-29 01:58:15 +08:00
c9s
37413e4355 pivotshort: fix bounce ratio calculation 2022-06-28 23:47:34 +08:00
c9s
1617005114 pivotshort: fix pivotshort trigger condition 2022-06-28 23:47:34 +08:00
c9s
10d5a8a4f2
backtest: fix stop limit order matching
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 19:48:14 +08:00
c9s
2784408b8b
add submit order tag 2022-06-27 18:17:57 +08:00
c9s
b97ec7bb1e
pivotshort: remove unused struct 2022-06-27 18:14:12 +08:00
c9s
1557423229
pivotshort: improve useQuantityOrBaseBalance and add bounce short check 2022-06-26 19:45:37 +08:00
c9s
4d862a4286
pivotshort: remove market trade debug 2022-06-26 19:29:01 +08:00
c9s
3604bae933
pivotshort: pull out stop price check to a single method 2022-06-26 19:06:16 +08:00
c9s
e9b87f6f1e
pivotshort: refactor exit methods
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:31:48 +08:00
c9s
47677e303f
pivotshort: refactor take profit and stop loss methods
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:13:58 +08:00
c9s
4e670c67a8
pivotshort: change ratio calculation 2022-06-25 18:13:50 +08:00
c9s
09d0a9bbc7
pivotshort: clean up ClosePosition method 2022-06-22 13:46:04 +08:00
c9s
3e5d252c10
rsmaker: clean up and remove unused code
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-22 13:46:04 +08:00
c9s
2cd44b194a
pivotshort: remove persistence from pivotshort 2022-06-22 13:46:04 +08:00
c9s
6ef54bf2fb
call bbgo.Sync to sync persistence 2022-06-22 13:46:03 +08:00
Andy Cheng
24844052d2 pivotshort: add strategy controller 2022-06-20 11:39:18 +08:00