Commit Graph

1070 Commits

Author SHA1 Message Date
c9s
10eba876c4
bbgo: simplify order symbol filtering condition 2023-02-17 19:24:08 +08:00
c9s
cf1be9fc6f
bbgo: process pending order update for active order book 2023-02-17 19:15:00 +08:00
c9s
5bbe4ecd57
bbgo: check isolation context for log message 2023-02-08 17:39:02 +08:00
c9s
3c69556424
bbgo: fix graceful shutdown call 2023-02-08 17:30:33 +08:00
c9s
857b5d0f30
grid2: integrate prometheus metrics 2023-01-10 20:15:51 +08:00
なるみ
5ccdab34be add RSI to StandardIndicatorSet 2023-01-05 18:36:09 +08:00
c9s
6bcf5f8f82
bbgo: improve active order book printing 2022-12-23 18:19:00 +08:00
Yo-An Lin
8bcfb78bc0
Merge pull request #1030 from c9s/feature/grid2
WIP: Feature/grid2
2022-12-23 12:59:43 +08:00
c9s
f92ba9cbf1
grid2: implement recover func loading 2022-12-20 17:33:53 +08:00
Yo-An Lin
2b20ff4da9
Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
2022-12-20 14:55:48 +08:00
c9s
fcd7a20b78
bbgo,grid2: add place order error log 2022-12-15 18:54:02 +08:00
Andy Cheng
e39b94cf51 bbgo/standard_indicator_set: embed BOLL's SMA initialization into the constructor literal 2022-12-15 17:50:05 +08:00
c9s
35297b9bbf bbgo: fix backtesting flag setter 2022-12-06 02:40:22 +08:00
c9s
a6205e0d1d bbgo: add EnablePrune option 2022-12-06 00:28:38 +08:00
c9s
beb862be44 bbgo: add TradeStore prune func and its tests 2022-12-06 00:15:09 +08:00
c9s
6408224663 bbgo: add TradeStore prune 2022-12-05 23:54:20 +08:00
c9s
5c83044297 bbgo: let tradeStore be able to collect trades from stream 2022-12-05 19:23:27 +08:00
c9s
537e9e14ec add GetOrderTrades method to TradeStore
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-12-05 19:00:39 +08:00
c9s
dd2d48fde0
bbgo: handle order cancel event 2022-12-04 11:39:43 +08:00
c9s
4b0db6b3af
bbgo: fix quantity adjustment 2022-11-27 00:25:29 +08:00
c9s
50d5449b9a
fix types.NewZeroAssetError panic error 2022-11-27 00:24:24 +08:00
Andy Cheng
37a2fedf15 strategy/linregmaker: dynamic qty uses linreg slope ratio 2022-11-22 18:24:04 +08:00
zenix
a6e0edbb3c fix: naming of prepare function of openPosition and add comments 2022-11-21 12:16:11 +09:00
zenix
109f4d0e3e fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor 2022-11-21 12:16:11 +09:00
zenix
27800e95bd feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter 2022-11-21 12:16:11 +09:00
c9s
04855b023a
bbgo: listen to both order signal and the wait time channel 2022-11-02 12:55:13 +08:00
c9s
3704f3f897
bbgo: emit sigchan when new order is added or an order is removed 2022-11-02 12:42:09 +08:00
c9s
9bf070172a
bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion 2022-11-02 12:34:04 +08:00
c9s
8707fcaa97
bbgo: drop FastCancelActiveOrderBook 2022-11-02 12:31:35 +08:00
c9s
1120821977
add activeOrderBook.Symbol check 2022-11-02 12:27:36 +08:00
c9s
7b9edd0456
all: rename cancelNoWait to fastCancel 2022-11-02 12:25:34 +08:00
Yo-An Lin
999d7b3799
Merge pull request #997 from zenixls2/fix/serialMarketDataStore 2022-10-31 18:00:39 +08:00
grorge
a5555cf35a feat: cancel order for exit roi take profit and loss 2022-10-28 17:56:07 +08:00
zenix
493b81f16c fix: remove redundant notification 2022-10-27 17:35:50 +09:00
zenix
a15d125679 fix: instead of aggTrade, use market trade to match kline result 2022-10-27 17:35:50 +09:00
zenix
a8d60b251f fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore. 2022-10-27 17:35:50 +09:00
zenix
17825fbde1 fix: rate settings in telegram, make elliottwave draw async 2022-10-27 17:35:50 +09:00
zenix
3d672ea518 fix: comment format, dbg logs in session 2022-10-27 17:35:50 +09:00
zenix
d247e1cb97 fix: show error message when aggTrade is used in backtesting 2022-10-27 17:35:50 +09:00
zenix
e021cdd060 rename: lock to mu 2022-10-27 17:35:50 +09:00
zenix
675f84dccf fix: SerialMarketDataStore together with backtests 2022-10-27 17:35:50 +09:00
Andy Cheng
06c95a4735 fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder() 2022-10-18 18:59:04 +08:00
Yo-An Lin
79c93e9a0f
Merge pull request #991 from andycheng123/fix/risk
fix/risk: remove balance check in CalculateBaseQuantity()
2022-10-17 15:33:10 +08:00
zenix
09c85d346c feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster 2022-10-17 15:14:36 +08:00
Andy Cheng
d350806cdc fix/risk: remove balance check in the futures part of CalculateBaseQuantity() 2022-10-17 12:07:58 +08:00
austin362667
763bb45842 interval: avoid syncing 1s klines as default from backtest config syncSecKLines 2022-10-14 23:14:30 +08:00
c9s
7204e2550b
pull out shutdown timeout context 2022-10-11 14:23:02 +08:00
Andy Cheng
5ad247c8fe fix/order-executor: check for short position 2022-10-07 13:28:24 +08:00
Andy Cheng
7a80b90dac fix/order-executor: ClosePosition() works on futures position 2022-10-07 13:06:32 +08:00
c9s
e92219194f
bbgo: configure persistence facade into the isolation context 2022-10-05 18:48:12 +08:00
c9s
673304bcf1
bbgo: refactor ConfigurePersistence 2022-10-05 18:46:26 +08:00
c9s
4caa457fbe
bbgo: pull out ConfigurePersistence method to simple function 2022-10-05 18:42:55 +08:00
c9s
a8d9911e36
bbgo: refactor isolation and add more tests 2022-10-04 17:23:43 +08:00
c9s
2b953ad2d1
bbgo: make PersistenceServiceFacade private 2022-10-03 18:46:02 +08:00
c9s
8a50474ad1
all: add context parameter to Sync() 2022-10-03 18:45:24 +08:00
c9s
ce318fff3b
add persistenceServiceFacade to isolation 2022-10-03 18:40:49 +08:00
c9s
60956e0157
bbgo: add NewContextWithDefaultIsolation 2022-10-03 18:39:45 +08:00
c9s
198683d141
bbgo: add NewContextWithIsolation function 2022-10-03 18:39:07 +08:00
c9s
f7e76c0518
all: remove bbgo.Persistence 2022-10-03 18:37:53 +08:00
c9s
4a37273065
bbgo: remove Persistence injection 2022-10-03 16:31:04 +08:00
c9s
315f7da8f4
bbgo: remove context suffix from the isolation struct 2022-10-03 16:22:41 +08:00
c9s
59287b5116
all: support context isolation 2022-10-03 16:01:08 +08:00
c9s
a940e88016
add IsolationContext 2022-10-03 15:33:46 +08:00
c9s
77ca1a9c75
bbgo: register onShutdown from the trader 2022-10-03 15:33:46 +08:00
c9s
76b0f5518d
bbgo: let trader handles the shutdown handlers 2022-10-03 15:33:46 +08:00
zenix
58736b1b2d refactor: extract stoploss, fix highest/lowest in trailingExit 2022-09-29 20:15:10 +09:00
zenix
5086af2886 fix: reduce Quantity precheck, drift condition, ewo refactor 2022-09-28 20:06:37 +09:00
c9s
bfc4cc0db1
bbgo: check options.price when limit order taker ratio is given 2022-09-24 01:27:28 +08:00
c9s
14c941c9f3
bbgo: add submitOrder retry limit 2022-09-24 01:25:28 +08:00
c9s
90303b38e2
remove unused NotifyFunc 2022-09-24 01:15:18 +08:00
zenix
fdbcaef2ca fix: use ZeroAssetError, refactor 2022-09-22 20:26:18 +09:00
zenix
ac2f7decdf fix: dup naming, remove Leverage from drift field 2022-09-22 13:48:01 +09:00
zenix
fd875c7060 fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior 2022-09-22 13:01:26 +09:00
Yo-An Lin
17b5e3566a
Merge pull request #960 from c9s/refactor/notification
improve: improve the existing notification switch settings
2022-09-20 12:25:06 +08:00
Yo-An Lin
1086845522
Merge pull request #961 from frin1/fix/exit_protective_stop_loss-repay
Feature: Add auto-repay to exit_protective_stop_loss
2022-09-20 12:04:24 +08:00
Fredrik
2dfa27d934 Add auto-repay 2022-09-19 21:39:13 +02:00
c9s
4387b078c0
bbgo: add basic notification switch 2022-09-19 19:28:29 +08:00
c9s
75b61ea285
bbgo: add NotificationSwitches 2022-09-19 19:25:18 +08:00
c9s
b067d67eab
bbgo: drop legacy notification routing 2022-09-19 19:22:08 +08:00
Yo-An Lin
29376defa3
Merge pull request #958 from c9s/strategy/pivotshort
WIP: strategy/pivotshort: more improvements
2022-09-19 17:27:31 +08:00
c9s
c8f5bf8b08
bbgo: check e.session.Margin flag 2022-09-19 16:00:12 +08:00
c9s
b3ae4929be
bbgo: make the max borrowing error message clear 2022-09-19 14:56:13 +08:00
Yo-An Lin
cddc70fb0d
Merge pull request #957 from c9s/fix/submit-order-notify
bbgo: remove submitOrder notification
2022-09-19 14:23:38 +08:00
c9s
1c23881da9
bbgo: check closing flag to avoid double closing 2022-09-19 13:23:23 +08:00
c9s
05defc3aad
bbgo: fix base amount borrow check 2022-09-19 13:12:49 +08:00
c9s
d4398bbbf9
bbgo: add more simple slice types to FilterSimpleArgs 2022-09-19 13:07:56 +08:00
c9s
e48ae215e5
bbgo: remove Notifiability from the order executor 2022-09-19 09:51:48 +08:00
Yo-An Lin
8e8979645d
Merge pull request #956 from c9s/improve/max-borrowable
improve: bbgo: use margin asset borrowable amount to adjust the quantity
2022-09-19 09:47:23 +08:00
c9s
5800eab165
bbgo: remove submitOrder notification 2022-09-19 09:40:52 +08:00
c9s
59b1e52439
bbgo: remove submitOrder notification 2022-09-19 09:38:57 +08:00
c9s
1d1d5d497f
bbgo: init call to updateMarginAssetMaxBorrowable 2022-09-19 09:25:54 +08:00
c9s
8180153e9c
bbgo: use margin asset borrowable amount to adjust the quantity 2022-09-19 09:10:59 +08:00
Yo-An Lin
39c347f0a0
Merge pull request #950 from c9s/strategy/pivotshort
strategy/pivotshort
2022-09-17 18:14:41 +08:00
Zenix
44de961ea1
Merge pull request #942 from zenixls2/feature/modifiable
feature: add modify tg command. fix wdrift ma length
2022-09-16 15:23:38 +09:00
c9s
be40ed7410
bbgo: refactor marginAssetUpdater 2022-09-16 12:19:30 +08:00
c9s
d4f74822ad
bbgo/exit_protective_stop_loss: use types.KLineWith 2022-09-16 11:20:39 +08:00
c9s
2f575488c2
pivotshort: fix log format and notification 2022-09-16 11:18:11 +08:00
c9s
427723dcaf
bbgo: improve trendEMA condition 2022-09-16 01:20:48 +08:00
zenix
b66bcb1f67 fix: add more test cases on reflect.Value.Set 2022-09-14 20:11:38 +09:00
c9s
3ab5d35b77
bbgo: fix macdIndicators map initialization 2022-09-14 18:44:38 +08:00