3468 Commits

Author	SHA1	Message	Date
c9s	4345cef8d7	util: use marshal instead of marshal indent	2022-07-23 12:16:06 +08:00
c9s	ea08a61e28	indicator/stoch: simplify CalculateAndUpdate	2022-07-21 01:35:27 +08:00
c9s	86c1619e50	indicator/stoch: move emitUpdate	2022-07-21 01:35:03 +08:00
c9s	9c89359a5f	indicator/stoch: move endTime check to pushK	2022-07-21 01:34:35 +08:00
c9s	6e043ba129	indicator/till: fix e1 check	2022-07-21 01:33:30 +08:00
c9s	946fb96b03	bbgo: reformat	2022-07-21 01:32:09 +08:00
c9s	02c978b812	bbgo: remove volatility from the standard indicator set	2022-07-21 01:31:42 +08:00
c9s	a821641dcf	indicator/atr: implement LoadK and BindK	2022-07-21 01:27:38 +08:00
c9s	0b9d6939f3	indicator/till: add zero time check	2022-07-21 01:22:28 +08:00
c9s	2523c2261b	indicator/till: refactor CalculateAndUpdate	2022-07-21 01:21:29 +08:00
c9s	9f937f529e	bbgo: refactor standard indicator	2022-07-21 01:05:08 +08:00
c9s	4300e00580	indicator/rma: move endTime update to PushK	2022-07-21 01:05:08 +08:00
Yo-An Lin	ed91fdc915	Merge pull request #831 from c9s/feature/defaulter ... feature: api: add strategy defaulter interface	2022-07-19 17:55:24 +08:00
c9s	ea4efccd89	schedule: use general order executor and fix notification message format	2022-07-19 17:38:32 +08:00
c9s	ab83805b34	bbgo: add StrategyShutdown interface	2022-07-19 17:13:35 +08:00
c9s	8af2f2f83f	add defaulter interface	2022-07-19 16:59:56 +08:00
c9s	808ba2fc02	bbgo: make slack-app-token optional	2022-07-19 11:41:49 +08:00
c9s	f72cf9bfff	pivotshort: fix quantity check	2022-07-19 11:25:27 +08:00
c9s	9302474d51	add 1m subscribe to RoiTakeProfit	2022-07-19 11:00:45 +08:00
c9s	a6fc03efe5	bump version to v1.37.0	2022-07-19 09:48:21 +08:00
c9s	29fc58cb18	autoborrow: fix repay amount	2022-07-18 19:14:31 +08:00
Raphanus Lo	13455e4ee1	backtest: resolve data race on index.json	2022-07-17 15:46:55 +08:00
c9s	6e4c28ed1b	disable marketTrade stop	2022-07-17 00:59:35 +08:00
c9s	2d0fbe4b99	fix ProtectiveStopLoss subscribe	2022-07-16 14:45:02 +08:00
Raphanus Lo	620381f64b	optimizer: eliminate limitation of number of grid point	2022-07-15 23:01:56 +08:00
c9s	44f3793db8	max: emit debt event and ad ratio event	2022-07-15 13:25:02 +08:00
c9s	26f5f36f7e	backtest: for types.OrderTypeStopMarket, use stop price to simulate the actual price for balance locking	2022-07-14 19:26:04 +08:00
c9s	a370a5e489	pivotshort: fix on start handler	2022-07-14 18:36:28 +08:00
c9s	89ffd94d98	update pivotlow on start	2022-07-14 18:35:58 +08:00
Yo-An Lin	191e00adeb	Merge pull request #827 from c9s/strategy/pivotshort ... strategy/pivotshort: improve quantity calculation for margin and futures	2022-07-14 18:16:48 +08:00
c9s	c4332fcac2	pivotshort: add leverage settings	2022-07-14 17:44:33 +08:00
c9s	adb96cac39	pivotshort: check maximum margin leverage	2022-07-14 17:38:11 +08:00
c9s	0284d090d8	all: move getExchangeAttributes	2022-07-14 17:36:16 +08:00
c9s	6c91af2392	pivotshort: improve useQuantityOrBaseBalance	2022-07-14 17:36:03 +08:00
c9s	0ba529cb45	pivotshort: replace orders if the active orders is empty	2022-07-14 16:34:03 +08:00
c9s	8fb216ce52	pivotshort: when resistance order is filled, reset the current resistance price	2022-07-14 16:28:30 +08:00
c9s	dd3bd6a325	indicator: rewrite VWMA calculator	2022-07-14 15:57:17 +08:00
c9s	2ef8ecf3d9	indicator: clean up bollinger band indicator api usage	2022-07-14 14:26:08 +08:00
c9s	a5715c6aee	indicator: rewrite boll indicator with stddev indicator	2022-07-14 14:26:08 +08:00
c9s	975d0d6995	indicator: pull out emit update	2022-07-14 11:36:34 +08:00
c9s	bbf01275cc	indicator/sma: clean CalculateAndUpdate and make cache field private	2022-07-14 11:34:53 +08:00
c9s	7696c9f21e	indicator: improve rma preload	2022-07-14 10:54:46 +08:00
c9s	da4dbf4800	indicator: macd: add link for macd https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram	2022-07-14 10:45:22 +08:00
c9s	0b07fb5a83	indicator/macd: drop the legacy func calculateMACD	2022-07-14 10:36:16 +08:00
c9s	a7b7ed6610	rename to KLineClosedEmitter	2022-07-14 10:33:10 +08:00
c9s	77264342ce	indicator: add KLineLoader interface	2022-07-14 10:31:38 +08:00
c9s	cb481c660f	fix all indicators for KLineCalculateUpdater interface	2022-07-14 10:28:53 +08:00
c9s	e6c634690b	indicator: clean up ewma's CalculateAndUpdate	2022-07-14 09:29:54 +08:00
c9s	8d8d9a7c59	indicator/rsi: make update callback field private	2022-07-14 09:18:43 +08:00
c9s	b2538b6960	indicator: make callback field private	2022-07-14 09:18:43 +08:00