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Author	SHA1	Message	Date
Yo-An Lin	424c235b43	Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread ... feature: bollmaker dynamic spread	2022-05-27 16:55:20 +08:00
Andy Cheng	6a5268de9b	strategy: update bollmaker config	2022-05-27 16:51:11 +08:00
Andy Cheng	98b794f265	strategy: DynamicSpreadSettings struct to make it more clean	2022-05-27 16:24:50 +08:00
Yo-An Lin	dee8611310	Merge pull request #634 from narumiruna/rebalance/place-limit-orders ... rebalance: place limit orders	2022-05-27 13:41:14 +08:00
なるみ	c99be984d1	rebalance: place limit orders	2022-05-26 17:28:48 +08:00
Yo-An Lin	b0ab6f1a6a	Merge pull request #632 from gaga5lala/gaga5lala/fix-setup-grid-script ... fix: setup-bollgrid.sh: respect exchange name from command line argument	2022-05-26 01:37:00 +08:00
Andy Cheng	f452f8eb94	strategy: update bollmaker config	2022-05-24 11:19:50 +08:00
gaga5lala	6a31623c10	setup script should respect exchange name from command line argument	2022-05-23 22:22:52 +08:00
c9s	dd30501615	add notice	2022-05-23 18:13:57 +08:00
c9s	46da8d94f1	update readme	2022-05-23 15:52:13 +08:00
c9s	0b082e5fe1	migrate javascript to typescript	2022-05-23 15:48:44 +08:00
c9s	d88e41c20c	remove unused client field	2022-05-23 15:48:44 +08:00
Yo-An Lin	9414b02fba	Update adding-new-exchange.md	2022-05-23 15:05:55 +08:00
c9s	35375c84c1	use requestgen.BaseAPIClient	2022-05-23 14:28:28 +08:00
Andy Cheng	944856eb72	strategy: fix typo	2022-05-23 12:58:45 +08:00
Andy Cheng	bb4d6e61b0	strategy: fix typo	2022-05-23 12:06:24 +08:00
Andy Cheng	64b1ec3780	strategy: update calculation of dynamic spread	2022-05-23 11:37:57 +08:00
c9s	42daf48fa6	backtest report: fix default interval issue	2022-05-22 03:07:31 +08:00
c9s	01d1ef2255	update grid config for testing	2022-05-22 02:40:52 +08:00
c9s	18fc68f6c6	backtest: fix order update_time update in the matching engine ... fixes: #631	2022-05-22 02:40:26 +08:00
c9s	f06ec76618	backtest: check quoteQuantity only when price is given	2022-05-22 01:19:43 +08:00
c9s	adc2216e1f	add backtest report screenshot	2022-05-20 19:37:32 +08:00
Yo-An Lin	7c98fdfb31	Merge pull request #630 from c9s/fix/kline-sync ... fix: fix duplicated kline sync issue and add unique index for kline tables	2022-05-20 19:05:10 +08:00
c9s	b9f0159537	add error handling	2022-05-20 18:57:41 +08:00
c9s	62de3a43ed	ci: add backtest sync test to ci flow	2022-05-20 18:07:58 +08:00
c9s	728190a78f	compile and update migration package	2022-05-20 16:36:38 +08:00
c9s	04f552b169	add unique index for sqlite	2022-05-20 16:36:25 +08:00
c9s	f9dd76d4cb	add migration script to add unique index for kline tables	2022-05-20 16:30:29 +08:00
c9s	d70a5d79b5	compile and update migration package	2022-05-20 16:29:45 +08:00
c9s	b8eb036556	simplify ftx kline sync call	2022-05-20 14:06:37 +08:00
c9s	b9b2b8727a	avoid emitting duplicated kline	2022-05-20 13:37:28 +08:00
c9s	b61af0db39	optimizer: add metrics label	2022-05-20 01:53:51 +08:00
c9s	95c9fe4502	return metrics as a optimizer result	2022-05-20 01:42:32 +08:00
c9s	5c92bc5d66	use UTC time for position	2022-05-20 01:27:05 +08:00
c9s	9b10f87b97	types: use UTC time for order tsv	2022-05-20 01:27:05 +08:00
Yo-An Lin	f38d165960	Merge pull request #628 from c9s/feature/optimizer ... fix: fix summary report intervals	2022-05-20 00:55:53 +08:00
c9s	369afa8ab1	merge used intervals	2022-05-20 00:50:58 +08:00
c9s	ec2f0cd0b1	fix trading view chart intervals	2022-05-20 00:48:15 +08:00
c9s	590748b71d	tsv writer already flush the content before close handle	2022-05-20 00:37:29 +08:00
Yo-An Lin	bdf31f0044	Merge pull request #627 from c9s/feature/optimizer ... feature: add grid optimizer	2022-05-19 20:51:47 +08:00
c9s	f984be8ced	add bollmaker_optimizer config	2022-05-19 20:39:09 +08:00
c9s	b4b4546220	sort metrics	2022-05-19 20:36:56 +08:00
c9s	b3da6caddb	optimizer: fix op builder	2022-05-19 20:31:25 +08:00
c9s	960f967c34	aggregate total profit and total unrealized profit	2022-05-19 18:45:45 +08:00
c9s	11ad34e9f7	add optimizer config	2022-05-19 18:27:05 +08:00
c9s	7056853ecd	implement grid optimizer and local process executor	2022-05-19 18:23:12 +08:00
c9s	32ce36fda7	implement json patch for optimizer	2022-05-19 17:27:59 +08:00
c9s	75dd07d818	assign default volume value to prevent crash	2022-05-19 12:43:52 +08:00
c9s	0a4c637209	fix chart reload issue	2022-05-19 12:02:42 +08:00
c9s	fd45f801e2	improve embed tool	2022-05-19 10:49:26 +08:00