Commit Graph

52 Commits

Author SHA1 Message Date
c9s
5953fe49d1
all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
zenix
6b6a24a655 feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation 2022-08-23 17:22:45 +09:00
c9s
c86b29e6dc
all: resolve import cycle 2022-08-23 02:12:26 +08:00
c9s
0947c28294
all: move PrintConfig to pkg/util 2022-08-23 01:56:15 +08:00
zenix
5030b93285 fix: move canInt to dynamic 2022-08-18 18:05:52 +09:00
zenix
5e7ea71613 feature: withdraw print config functionality from drift to be a general function 2022-08-18 17:38:27 +09:00
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
zenix
71d3b926ec fix: go1.7 2022-08-15 21:46:13 +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
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
Yo-An Lin
62aff676da
Revert "feature: add smart cancel to drift" 2022-08-09 16:25:36 +08:00
zenix
5be6e822e9 fix: highest price and lowest price reset, condition gets crossed 2022-08-09 13:26:56 +09:00
zenix
2c4e03a102 fix: takeProfitFactor NaN 2022-08-09 13:26:56 +09:00
zenix
0e3aecb549 fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m 2022-08-09 13:26:56 +09:00
zenix
9704c09a09 feature: output config to telegram 2022-08-09 13:26:56 +09:00
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
zenix
214e7259ed fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype 2022-08-09 13:26:56 +09:00
zenix
53d4f21c30 feature: add smart cancel to drift 2022-08-09 13:26:56 +09:00
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
zenix
84c7c0596d fix: fix drift naming style, fix kline Copy -> Set 2022-07-27 12:17:33 +09:00
zenix
85f8b9510d fix: gofmt 2022-07-26 18:00:05 +09:00
zenix
4dd4c5823f fix: unlock lock to get latest price 2022-07-26 18:00:05 +09:00
zenix
2ceb24ad09 fix: panic on image drawing, reduce fee by smoothing the drift curve 2022-07-26 18:00:05 +09:00
zenix
553a55811c fix: buyPrice/sellPrice calculation on one order multiple trades 2022-07-26 18:00:05 +09:00
zenix
a8fe20ae3a fix: drift exit condition, trade_stats serialization in redis 2022-07-26 18:00:05 +09:00
zenix
a5039de6aa feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint 2022-07-26 18:00:05 +09:00
zenix
b6fb5e958d feature: deduct fee from entry, move StopLoss orders cleanup to the begin of close position function 2022-07-26 18:00:05 +09:00
zenix
ac5c7f5773 feature: add pnl / cummulative pnl graph, add continuous graph 2022-07-26 18:00:05 +09:00
zenix
62aac8ecc4 fix: indicator limits 2022-07-26 18:00:05 +09:00
zenix
0d65fe1b8a feature: trailing stop, print mean and modify normalization function of output graph 2022-07-26 18:00:05 +09:00
zenix
c6563aa9bd feature: add stoploss from stopPrice 2022-07-26 18:00:05 +09:00
zenix
9c73aa4adb fix: fine tune drift config. fix atr updating issue 2022-07-26 18:00:05 +09:00
zenix
b52208d7b6 fix: bug in wrong channel subscription in drift 2022-07-26 18:00:05 +09:00
zenix
7368069c7a fix: add persistence to drift 2022-07-26 18:00:05 +09:00
zenix
f2d37650a5 fix: drift bias on long entry position condition, make cancel faster 2022-07-26 18:00:05 +09:00
zenix
e097421b7b feature: export canvas path for drift strategy. fix exit/entry order and fix missing columns from json parsing 2022-07-26 18:00:05 +09:00
zenix
7310feb0de fix: highest price normalization in drift strategy 2022-07-26 18:00:05 +09:00
zenix
c51a99400d feature: add plot for series. add autocorrelation. add clone for indicators/series 2022-07-26 18:00:05 +09:00
zenix
69b45e90e9 add drift exit condition 2022-07-26 18:00:05 +09:00