c9s
|
f4474c6a6d
|
add check for sma caluclation
|
2020-10-28 17:48:16 +08:00 |
|
c9s
|
67446670ac
|
finalize swing strategy and fix trade reporter issue
|
2020-10-28 17:48:16 +08:00 |
|
c9s
|
c96845ff6a
|
add fields to slack notifier logs
|
2020-10-28 17:48:16 +08:00 |
|
c9s
|
b22e0370b3
|
drop legacy OrderProcessor and remove slack debug
|
2020-10-28 17:48:16 +08:00 |
|
c9s
|
468864302e
|
fix submit order quantity formatting
|
2020-10-28 17:48:16 +08:00 |
|
c9s
|
2680ad5072
|
refactor environment, market data store, injection and add swing strategy
|
2020-10-28 17:48:16 +08:00 |
|
c9s
|
7d7d2c2fc7
|
assign standard indicator set to the session
|
2020-10-28 11:15:50 +08:00 |
|
c9s
|
e2df24f31c
|
support standard indicatorset
|
2020-10-28 09:43:19 +08:00 |
|
c9s
|
50693ae845
|
implement ewma and sma
|
2020-10-28 09:13:57 +08:00 |
|
c9s
|
388346b284
|
move injectStrategyField to a single file
|
2020-10-27 20:42:48 +08:00 |
|
c9s
|
008e5c83f9
|
fix notification config check
|
2020-10-27 20:41:08 +08:00 |
|
c9s
|
e1c2f7cc3d
|
improve notifier signatures and fix slack Notify method
|
2020-10-27 20:13:10 +08:00 |
|
c9s
|
7905ba09d4
|
pull out fillStrategyNotifiability
|
2020-10-27 19:37:11 +08:00 |
|
c9s
|
ccc381143d
|
support pointer type filling
|
2020-10-27 19:33:11 +08:00 |
|
Yo-An Lin
|
1e5327a5e4
|
Update strategy.go
|
2020-10-27 15:51:36 +08:00 |
|
c9s
|
b3eaf832af
|
Add pricealert strategy for demonstrating notification
|
2020-10-27 13:54:39 +08:00 |
|
c9s
|
ab43de3efd
|
clean up comment for base order executor
|
2020-10-27 10:00:41 +08:00 |
|
c9s
|
ef598c3a0f
|
assign base order executor descendingly
|
2020-10-27 09:58:21 +08:00 |
|
c9s
|
8453e95300
|
configure channel routers
|
2020-10-27 09:38:29 +08:00 |
|
c9s
|
42f947506c
|
add route methods on Notifiability
|
2020-10-27 09:24:59 +08:00 |
|
c9s
|
ea05d998f2
|
load notification conf
|
2020-10-27 08:57:00 +08:00 |
|
c9s
|
c315b79bd7
|
add notification config
|
2020-10-27 08:48:47 +08:00 |
|
c9s
|
284a0676f7
|
remove unused confg package
|
2020-10-27 08:19:16 +08:00 |
|
c9s
|
955479486a
|
add symbol channel router and object channel router for notification
|
2020-10-27 08:19:16 +08:00 |
|
c9s
|
1d8e0bff5a
|
drop legacy NewDefaultEnvironment method
|
2020-10-27 08:19:16 +08:00 |
|
c9s
|
0fd9e8b95a
|
reset price field when market order is used
|
2020-10-26 22:08:16 +08:00 |
|
c9s
|
085d02bee4
|
clean up strategy code since we can loaded from the config
|
2020-10-26 22:04:48 +08:00 |
|
c9s
|
38c87bfecc
|
drop config dir
|
2020-10-26 21:46:38 +08:00 |
|
c9s
|
a1eeb55778
|
refactor and clean up bbgo config
|
2020-10-26 21:45:02 +08:00 |
|
c9s
|
c324a791f6
|
refactor and configure risk control order executor
|
2020-10-26 21:36:47 +08:00 |
|
c9s
|
59aa5c5ee2
|
implement RiskControlOrderExecutor
|
2020-10-26 18:28:34 +08:00 |
|
c9s
|
4e7c1a327b
|
pull out order formatter
|
2020-10-26 18:17:18 +08:00 |
|
c9s
|
a4b6a5f923
|
load order executor config
|
2020-10-26 17:57:28 +08:00 |
|
c9s
|
502e5bdc04
|
load exchange sessions dynamically
|
2020-10-26 17:00:17 +08:00 |
|
c9s
|
8274f6e97c
|
reformat OrderProcessor code
|
2020-10-26 16:45:09 +08:00 |
|
c9s
|
c9fa565c24
|
remove the legacy submit order method
|
2020-10-26 16:44:05 +08:00 |
|
c9s
|
359b3c56b4
|
move files
|
2020-10-26 16:15:30 +08:00 |
|
c9s
|
19f259111d
|
improve config loading by adding unmarshal yaml method
|
2020-10-26 15:33:25 +08:00 |
|
c9s
|
cd666fdf9e
|
pull out db parameter from the constructor
|
2020-10-26 15:06:39 +08:00 |
|
c9s
|
3aa40f3aab
|
disable viper config for now
|
2020-10-26 13:56:48 +08:00 |
|
c9s
|
332ca7ffe8
|
make trade sync optional
|
2020-10-26 13:48:59 +08:00 |
|
c9s
|
931c646fde
|
configure notifier and make slack notification optional
|
2020-10-26 13:40:43 +08:00 |
|
c9s
|
ac0a26b005
|
add build command
|
2020-10-26 13:27:07 +08:00 |
|
c9s
|
9017d2a9a7
|
add go os and arch name to the binary name
|
2020-10-26 11:41:21 +08:00 |
|
c9s
|
aa6ccbf905
|
refactor xpuremaker strategy
|
2020-10-26 10:08:58 +08:00 |
|
c9s
|
fbba9b12ce
|
xpuremaker: final clean up
|
2020-10-26 10:01:18 +08:00 |
|
c9s
|
145264aae4
|
cancel orders and re-submit maker orders
|
2020-10-26 00:26:17 +08:00 |
|
c9s
|
336fb4d25b
|
max: fix order cancel request payload
|
2020-10-25 22:41:54 +08:00 |
|
c9s
|
de11ef10f5
|
return created order objects from SubmitOrders method
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
fa30f6b52a
|
Support binance order update execution type convertion
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
391767953a
|
Fix binance trade transaction time convertion
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
308427416a
|
Add more exchange order features
- use uuid for client order id
- add stop limit and stop market order types
- add order convert functions
- improve submit orders
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
1e12de28da
|
Add xpuremaker skeleton
|
2020-10-25 18:32:46 +08:00 |
|
c9s
|
3721714f00
|
Support json unmarshaller for fixedpoint
|
2020-10-25 18:32:45 +08:00 |
|
c9s
|
944b673626
|
Add skeleton strategy
|
2020-10-25 18:32:43 +08:00 |
|
Yo-An Lin
|
9f416579ec
|
Merge pull request #25 from c9s/feature/go-compile-os-arch
feature: support go build with custom os and arch
|
2020-10-24 17:45:03 +08:00 |
|
c9s
|
916b3b0eca
|
early return if len of trades == 0
|
2020-10-24 16:32:54 +08:00 |
|
c9s
|
81653c6451
|
improve compile function for goos and goarch
|
2020-10-24 16:29:58 +08:00 |
|
c9s
|
2535a5803e
|
alias logrus into log
|
2020-10-24 15:43:55 +08:00 |
|
c9s
|
9ce9ecc910
|
compile local strategies into the wrapper binary
|
2020-10-24 15:38:13 +08:00 |
|
c9s
|
cd28fb8771
|
unmarshal imports into config
|
2020-10-23 14:49:54 +08:00 |
|
c9s
|
e1e8a16f97
|
rename Run to Execute to avoid confusion
|
2020-10-23 14:38:24 +08:00 |
|
c9s
|
bcc97c1906
|
cmd: rename slack-trading-channel to slack-channel
|
2020-10-23 14:29:02 +08:00 |
|
c9s
|
048374566c
|
move commands into pkg/cmd
|
2020-10-23 14:28:07 +08:00 |
|
c9s
|
0ec57cf404
|
add import section
|
2020-10-23 14:14:07 +08:00 |
|
c9s
|
407db84689
|
check runtime registered strategies
|
2020-10-23 14:13:16 +08:00 |
|
c9s
|
6e033461bb
|
use the time of the first trade as the report start time
|
2020-10-23 14:09:05 +08:00 |
|
c9s
|
c9f5d51556
|
confgi: fix []interface parsing issue
|
2020-10-23 14:01:45 +08:00 |
|
c9s
|
9127913370
|
improve parsing for one or more string slice
|
2020-10-23 13:50:17 +08:00 |
|
c9s
|
6b0f2b80d7
|
add multiple spec support
|
2020-10-23 00:21:03 +08:00 |
|
c9s
|
9c751f377a
|
import buyandhold strategy
|
2020-10-22 16:04:37 +08:00 |
|
c9s
|
aea6a7c03d
|
integrate AverageCostPnLReporter
|
2020-10-22 15:57:50 +08:00 |
|
c9s
|
897d882c35
|
update Notifiability interface
|
2020-10-22 14:45:15 +08:00 |
|
c9s
|
ea3e9e7d05
|
add per-session-based trade reporter
|
2020-10-22 10:54:03 +08:00 |
|
c9s
|
678e4ef4ab
|
add trade reporter
|
2020-10-22 10:47:54 +08:00 |
|
c9s
|
a714af739a
|
implement TradeReporter
|
2020-10-21 19:52:55 +08:00 |
|
c9s
|
b1a9a66dba
|
assign account and stream when allocating session object
|
2020-10-21 17:42:37 +08:00 |
|
c9s
|
1f71fa623c
|
add channel argument to the notify method
|
2020-10-21 17:10:47 +08:00 |
|
c9s
|
58265d14f9
|
move cmdutil package
|
2020-10-21 15:58:58 +08:00 |
|
c9s
|
81f2cb4ac4
|
support loading cross exchange strategies
|
2020-10-21 15:49:43 +08:00 |
|
c9s
|
606c59ad4d
|
connecting strategies with session name
|
2020-10-20 15:54:32 +08:00 |
|
c9s
|
324a493aad
|
improve config loader
|
2020-10-20 15:42:57 +08:00 |
|
c9s
|
4ee10de40f
|
add LoadedCrossExchangeStrategies loader api
|
2020-10-20 14:21:46 +08:00 |
|
c9s
|
f4066b18b3
|
wrap error to make the message clear
|
2020-10-20 14:15:12 +08:00 |
|
c9s
|
8cc5db7506
|
add baseQuantity
|
2020-10-20 14:14:21 +08:00 |
|
c9s
|
2fbf19455e
|
implement strategy yaml loader
|
2020-10-20 13:52:25 +08:00 |
|
c9s
|
a08aebaa17
|
bbgo: add SetTradeScanTime method
|
2020-10-20 13:11:04 +08:00 |
|
c9s
|
3b3df77ec3
|
clean up the legacy context struct
|
2020-10-20 12:24:30 +08:00 |
|
c9s
|
752fdf5c80
|
document WithCache function
|
2020-10-20 12:22:18 +08:00 |
|
c9s
|
2bbee6671a
|
make the first arg of WithCache as a key var
|
2020-10-20 12:18:29 +08:00 |
|
c9s
|
40c697275d
|
query market config with cache
|
2020-10-20 12:11:44 +08:00 |
|
c9s
|
180bfff558
|
loadedSymbols is not used in the init method
|
2020-10-20 11:49:18 +08:00 |
|
c9s
|
f6c1ed67e6
|
add CacheDir function
|
2020-10-20 11:48:44 +08:00 |
|
c9s
|
f62f3b8a02
|
define HomeDir and SourceDir helper functions
|
2020-10-20 11:46:44 +08:00 |
|
c9s
|
fc687f3174
|
max: implement kline event parser for websocket
|
2020-10-19 22:46:34 +08:00 |
|
c9s
|
d68564de28
|
improve logging
|
2020-10-19 22:26:43 +08:00 |
|
c9s
|
366036a35b
|
max: parse and convert trade update
|
2020-10-19 22:23:49 +08:00 |
|
c9s
|
822e4c2703
|
receive trade in value instead of pointer
|
2020-10-19 22:06:43 +08:00 |
|
c9s
|
292dd2492a
|
add comment for loadedSymbols
|
2020-10-19 22:02:05 +08:00 |
|
c9s
|
a4b872fc8b
|
clean up init and connect phase
|
2020-10-19 22:00:44 +08:00 |
|
c9s
|
6d6e79eab3
|
fix session initialization issue
|
2020-10-19 21:58:50 +08:00 |
|
c9s
|
b0b1d2bd49
|
max: fix currency conversion
|
2020-10-19 21:33:21 +08:00 |
|
c9s
|
c4490a119c
|
send order book to the update handler
|
2020-10-19 11:44:15 +08:00 |
|
c9s
|
50c6a675dd
|
add doc comment to StreamOrderBook
|
2020-10-19 10:44:11 +08:00 |
|
c9s
|
68279757fa
|
add kline accessor KLinesOfInterval
|
2020-10-18 20:44:12 +08:00 |
|
c9s
|
c1590786e8
|
integrate orderbook updates to market data store
|
2020-10-18 20:44:12 +08:00 |
|
c9s
|
75115774f6
|
rename kline store to market data store back
|
2020-10-18 20:44:12 +08:00 |
|
c9s
|
b7a450327c
|
rename files
|
2020-10-18 12:33:51 +08:00 |
|
c9s
|
f9940a9c2f
|
rename market data store to kline store
|
2020-10-18 12:32:43 +08:00 |
|
c9s
|
f826bb014a
|
make markets field private
|
2020-10-18 12:30:13 +08:00 |
|
c9s
|
dab264a4ad
|
add more accessors to exchange session, so that we can make it as an interface
|
2020-10-18 12:29:38 +08:00 |
|
c9s
|
168cb355fc
|
add accessor to MarketDataStore
|
2020-10-18 12:27:11 +08:00 |
|
c9s
|
7d7828a556
|
move commented code
|
2020-10-18 12:25:08 +08:00 |
|
c9s
|
d2ba9cc4c3
|
move backtest related component to backtest package
|
2020-10-18 12:24:21 +08:00 |
|
c9s
|
028aef9402
|
move marketdata store to store package
|
2020-10-18 12:23:00 +08:00 |
|
c9s
|
90515855eb
|
move MovingAverageIndicator
|
2020-10-18 11:37:01 +08:00 |
|
c9s
|
a1c027471e
|
remove more empty files
|
2020-10-18 11:35:40 +08:00 |
|
c9s
|
d011bf275e
|
move stock_test file and testdata
|
2020-10-18 11:34:36 +08:00 |
|
c9s
|
cbeb809b22
|
delete empty pnl file
|
2020-10-18 11:33:58 +08:00 |
|
c9s
|
c878de10bf
|
delete empty market.go file
|
2020-10-18 11:33:43 +08:00 |
|
c9s
|
0d9c0bd51b
|
move cost distribution to the accounting package
|
2020-10-18 11:33:13 +08:00 |
|
c9s
|
985e02c57a
|
delete empty file
|
2020-10-18 11:31:44 +08:00 |
|
c9s
|
73e17730d7
|
move account type into types package
|
2020-10-18 11:30:37 +08:00 |
|
MengZn
|
3bbf15bb7e
|
fix misspell
|
2020-10-18 00:36:52 +08:00 |
|
c9s
|
fe1a25d735
|
max: add resolution to the subscription
|
2020-10-18 00:09:37 +08:00 |
|
c9s
|
c224eb7af7
|
add kline to the market data store
|
2020-10-18 00:06:08 +08:00 |
|
c9s
|
530da665d3
|
fix max newAuthenticatedRequest for nil data
|
2020-10-18 00:05:54 +08:00 |
|
c9s
|
9ebccc72ba
|
add exchange session constructor
|
2020-10-17 23:51:44 +08:00 |
|
c9s
|
2d88f8e5f6
|
remove unused empty method convertDepthResponseToSnapshot
|
2020-10-17 23:49:14 +08:00 |
|
c9s
|
615da2e1d8
|
add logger with fields
|
2020-10-17 10:39:03 +08:00 |
|
c9s
|
25b4b22077
|
let strategy attach could be chained
|
2020-10-16 13:52:18 +08:00 |
|
c9s
|
4335cca0de
|
make it possible to attach multiple strategies in one call
|
2020-10-16 10:26:45 +08:00 |
|
c9s
|
27b582e948
|
move report struct
|
2020-10-16 10:21:37 +08:00 |
|
c9s
|
63ea81b648
|
simplify the calculator api
|
2020-10-16 10:19:53 +08:00 |
|
c9s
|
a6b99f6828
|
rename ProfitAndLossCalculator to AverageCostCalculator
|
2020-10-16 10:16:42 +08:00 |
|
c9s
|
ee86a71ebb
|
split files
|
2020-10-16 10:14:36 +08:00 |
|
c9s
|
98192ae91f
|
move Cmd to the strategy package
|
2020-10-16 10:09:42 +08:00 |
|
LeoZhan
|
c501fda4e2
|
refactor: remove redundant filename extension
|
2020-10-16 00:49:46 +08:00 |
|
c9s
|
7482fa52d6
|
add error check and logger
|
2020-10-15 23:38:00 +08:00 |
|
c9s
|
300609e3db
|
fix subscription initialization
|
2020-10-15 22:36:22 +08:00 |
|
c9s
|
113cc8ee48
|
query markets and assign into the exchange session
|
2020-10-15 21:04:02 +08:00 |
|
c9s
|
c167b2f303
|
add query markets to the exchagne interface
|
2020-10-14 11:02:50 +08:00 |
|
c9s
|
5112b83041
|
max: fix internal currency usage
|
2020-10-14 11:02:10 +08:00 |
|
c9s
|
c58375f57e
|
max: extend max exchange market information
|
2020-10-14 10:53:18 +08:00 |
|
c9s
|
6d00a7ba07
|
fix import
|
2020-10-14 10:39:50 +08:00 |
|
c9s
|
88461396f1
|
rearrange market config fields
|
2020-10-14 10:39:14 +08:00 |
|
c9s
|
2b41f76082
|
add maxPrice, minPrice and tickSize config
|
2020-10-14 10:34:33 +08:00 |
|
c9s
|
64c2170cd5
|
implement QueryMarkets on binance
|
2020-10-14 10:16:59 +08:00 |
|
c9s
|
f454136449
|
add exechange order executor and pull out Notifiability
|
2020-10-14 10:06:15 +08:00 |
|
c9s
|
a91f851ac7
|
pass types.SubmitOrder by value
|
2020-10-13 18:08:02 +08:00 |
|
c9s
|
ec23266cc2
|
implement buyandhold strategy to test the api design
|
2020-10-13 16:17:07 +08:00 |
|
c9s
|
d1b618850d
|
add context parameter to the strategy method
|
2020-10-13 14:50:59 +08:00 |
|
c9s
|
fe3ae14fc8
|
clean up
|
2020-10-13 11:23:22 +08:00 |
|
c9s
|
26f97b43e8
|
drop legacy backtest trader
|
2020-10-12 22:51:13 +08:00 |
|
c9s
|
4c20c9f4ff
|
replace LoadAccount with literal constructor
|
2020-10-12 22:49:27 +08:00 |
|
c9s
|
6398f049d0
|
bind market data store and query avg price before we start
|
2020-10-12 22:46:06 +08:00 |
|
c9s
|
bace7ac3a3
|
add environment connect integration tests
|
2020-10-12 17:33:02 +08:00 |
|
c9s
|
4ce716d6ad
|
binance: make asset parameter optional
|
2020-10-12 17:15:33 +08:00 |
|
c9s
|
92a5eac412
|
make currency parameter optional
|
2020-10-12 17:15:13 +08:00 |
|
c9s
|
64c9960882
|
use types.Exchange
|
2020-10-12 07:38:38 +08:00 |
|
c9s
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ea7b501c26
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add transfer history command for calculating baseline and show transfer records
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2020-10-11 20:08:54 +08:00 |
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c9s
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2d246c3f71
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move deposit type to global type and add max deposit history support
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2020-10-11 17:35:59 +08:00 |
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c9s
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3d5507a053
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move files into pkg
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2020-10-11 16:46:15 +08:00 |
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