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Author SHA1 Message Date
Andy Cheng
19d4033aaa strategy/linregmaker: adj config 2022-11-30 13:00:29 +08:00
Yo-An Lin
4825fb8d0e
Merge pull request #1016 from zenixls2/doc/series_extend 
doc: add series extend documentation
 2022-11-30 11:11:08 +08:00
zenix
0cb9bc2c7b doc: add series extend documentation 2022-11-29 16:25:12 +09:00
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
71137620bd strategy/linregmaker: qty calculation for backtest 2022-11-25 16:39:15 +08:00
Yo-An Lin
98f70756be
Merge pull request #1013 from a-dwarf/main 
feature: bbgo completion
 2022-11-25 14:55:18 +08:00
Andy Cheng
02a67a3de8 strategy/linregmaker: initial trend 2022-11-25 12:38:28 +08:00
Andy Cheng
5c60ad0e41 strategy/linregmaker: re-organize strategy logic 2022-11-25 12:27:47 +08:00
a dwarf
daab130735 upgrade cobra 2022-11-25 10:37:54 +08:00
Yo-An Lin
e451667bc6
Merge pull request #1014 from c9s/remove-ftx 
all: remove ftx
 2022-11-24 21:16:31 +08:00
a dwarf
a8cd36fdf0 move bbgo completion to topics 2022-11-24 17:21:24 +08:00
Andy Cheng
66f0f3e113 strategy/linregmaker: remove useTickerPrice 2022-11-24 17:06:14 +08:00
c9s
170c3b8c41
all: remove ftx 2022-11-24 17:05:20 +08:00
Yo-An Lin
16b4702248
Merge pull request #1011 from andycheng123/strategy/supertrend-config 
strategy/supertrend: update supertrend config
 2022-11-24 16:57:08 +08:00
Yo-An Lin
e43e56a9fe
Merge pull request #1008 from zenixls2/feature/speedup_live_trading 
improve: speed-up live trade
 2022-11-24 16:55:16 +08:00
Andy Cheng
8c57dec793 strategy/linregmaker: parameter of check main trend interval 2022-11-24 16:51:37 +08:00
a dwarf
70e45ccf93
Create bbgo_completion.md 
bbgo Completion
 2022-11-24 16:13:16 +08:00
a dwarf
d14d441ff8
upgrade cobra 
bbgo Completion only supports unix-like operating systems
 2022-11-24 16:05:02 +08:00
Andy Cheng
41e27a8e38 strategy/linregmaker: default value of spread 2022-11-23 17:44:40 +08:00
Andy Cheng
0f0549fa42 strategy/linregmaker: dynamic exposure works on both direction 2022-11-23 17:23:18 +08:00
Andy Cheng
fbc949a133 strategy/linregmaker: validate basic config parameters 2022-11-23 16:58:24 +08:00
Andy Cheng
cc124d4264 strategy/linregmaker: works w/o dynamic qty 2022-11-23 16:53:08 +08:00
Andy Cheng
e776c9e5ea strategy/linregmaker: use session standard indicator set 2022-11-23 12:28:38 +08:00
Andy Cheng
37a2fedf15 strategy/linregmaker: dynamic qty uses linreg slope ratio 2022-11-22 18:24:04 +08:00
Andy Cheng
6af39e2e40 strategy/supertrend: update supertrend config 2022-11-22 11:39:15 +08:00
Andy Cheng
dd0f13e742 strategy/linregmaker: misc 2022-11-22 11:35:32 +08:00
Andy Cheng
f121218ede strategy/linregmaker: prototype 2022-11-21 13:46:13 +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
Yo-An Lin
026d712f75
doc: remove FTX from Supported Exchange 2022-11-20 21:01:37 +08:00
Yo-An Lin
da4a701092
Remove FTX 2022-11-20 21:00:58 +08:00
Andy Cheng
8a81e68e27 strategy/linregmaker: add dynamic quantity 2022-11-18 16:42:51 +08:00
Andy Cheng
9be9ea2a47 strategy/linregmaker: add AllowOppositePosition and FasterDecreaseRatio 2022-11-18 15:12:38 +08:00
Andy Cheng
48c6326ac1 strategy/linregmaker: draft 2022-11-17 17:59:23 +08:00
Yo-An Lin
26d3289a4b
Merge pull request #1009 from zenixls2/feature/profit_factor_optimizer 2022-11-10 19:13:19 +08:00
zenix
7aaea257df feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance 2022-11-10 18:17:35 +09:00
Austin Liu
7d03c69406 strategy:harmonic: fix 2022-11-03 15:14:56 +08:00
austin362667
c8aa4ae400 strategy: improve harmonic by adding HMM filter to denoise shark signal 
strategy: improve harmonic by adding HMM filter to denoise shark signal
 2022-11-03 15:14:56 +08:00
Yo-An Lin
b80ac89486
Merge pull request #1004 from austin362667/austin362667/irr 
strategy:irr rollback to original nirr and consume kline
 2022-11-03 13:48:22 +08:00
Austin Liu
6c8addc4ee strategy:irr: refactor fast cancel from no wait 2022-11-02 16:51:06 +08:00
Austin Liu
5467c8ef01 strategy:irr rollback to original nirr and consume kline 2022-11-02 16:48:50 +08:00
Yo-An Lin
335b90a97c
Merge pull request #989 from austin362667/austin362667/irr 
strategy:irr: a mean reversion based on box of klines in same direction
 2022-11-02 12:59:23 +08:00
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