Commit Graph

7438 Commits

Author SHA1 Message Date
zenix
3695644f97 fix: capitalization of drift variable 2022-10-31 18:50:27 +09:00
zenix
5b7712503f fix: pendingLock on orderPendingCounter delete 2022-10-31 11:05:55 +09:00
grorge
a5555cf35a feat: cancel order for exit roi take profit and loss 2022-10-28 17:56:07 +08:00
なるみ
532f3c11e7 fix backtest 2022-10-28 15:33:08 +08:00
zenix
b2e867e51c fix: unlimited length of indicators, add draw elapsed to drift 2022-10-27 17:35:50 +09:00
zenix
493b81f16c fix: remove redundant notification 2022-10-27 17:35:50 +09:00
zenix
ce86544c43 optimize: drift strategy to use market trade signals 2022-10-27 17:35:50 +09:00
zenix
a15d125679 fix: instead of aggTrade, use market trade to match kline result 2022-10-27 17:35:50 +09:00
zenix
a8d60b251f fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore. 2022-10-27 17:35:50 +09:00
zenix
17825fbde1 fix: rate settings in telegram, make elliottwave draw async 2022-10-27 17:35:50 +09:00
zenix
3d672ea518 fix: comment format, dbg logs in session 2022-10-27 17:35:50 +09:00
zenix
d247e1cb97 fix: show error message when aggTrade is used in backtesting 2022-10-27 17:35:50 +09:00
zenix
e021cdd060 rename: lock to mu 2022-10-27 17:35:50 +09:00
zenix
675f84dccf fix: SerialMarketDataStore together with backtests 2022-10-27 17:35:50 +09:00
Andy Cheng
faee87d2ad feature/dynamicExposure: dynamicExposure as a common package 2022-10-21 17:20:31 +08:00
Andy Cheng
df05cf65d2 feature/dynamicSpread: dynamicSpread as a common package 2022-10-21 16:15:55 +08:00
Andy Cheng
7de9975336 indicator/linreg: LinReg indicator 2022-10-21 16:14:47 +08:00
austin362667
6e29359c85 strategy:irr: fix logical error 2022-10-19 22:08:44 +08:00
austin362667
778a3d8be1 strategy:irr: clean up
strategy:irr: clean up

strategy:irr: clean up

strategy:irr: clean up
2022-10-19 17:29:05 +08:00
austin362667
614209e9fd strategy:irr fix kline time syncing 2022-10-19 17:10:33 +08:00
austin362667
612261c48c strategy:irr add klines box mean reversion 2022-10-19 16:02:20 +08:00
austin362667
303e2c8413 strategy:irr: redesign to maker strategy 2022-10-19 16:02:20 +08:00
austin362667
42d87adeec strategy:irr: rollback to interval time ticker 2022-10-19 16:02:20 +08:00
austin362667
7974ee8fd3 strategy:irr: seperate alphas 2022-10-19 16:02:20 +08:00
austin362667
58bdb9b194 strategy:irr remove alpha ranking 2022-10-19 16:02:20 +08:00
austin362667
2b397940b8 strategy:irr fix draw goroutine 2022-10-19 16:02:20 +08:00
austin362667
150c37995e strategy:irr redesign trigger 2022-10-19 16:02:20 +08:00
austin362667
a3dd93dd9a strategy:irr: add backtest/realtime ability 2022-10-19 16:02:20 +08:00
Andy Cheng
7dd951e39c
Merge pull request #996 from andycheng123/fix/general-order-executor
fix/general-order-executor: do not check for base balance for futures
2022-10-18 19:14:18 +08:00
Andy Cheng
06c95a4735 fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder() 2022-10-18 18:59:04 +08:00
Zenix
4dad96755a
Merge pull request #995 from zenixls2/feature/async_telegram_notify
feature: telegram notify to become async
2022-10-17 19:08:41 +09:00
Zenix
798079070c
Merge pull request #993 from zenixls2/fix/indicator_for_1s
fix: indicator timeframe 1s
2022-10-17 18:53:05 +09:00
Zenix
6f0c4fdfd2
Merge pull request #994 from zenixls2/feature/binance_aggTrade
feature: add aggTrade for binance
2022-10-17 18:50:15 +09:00
zenix
8a66e5b218 feature: telegram notify to become async 2022-10-17 18:38:03 +09:00
zenix
9213caf9c5 feature: add aggTrade for binance 2022-10-17 17:01:46 +09:00
Yo-An Lin
79c93e9a0f
Merge pull request #991 from andycheng123/fix/risk
fix/risk: remove balance check in CalculateBaseQuantity()
2022-10-17 15:33:10 +08:00
zenix
09c85d346c feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster 2022-10-17 15:14:36 +08:00
zenix
ffae290060 fix: indicator timeframe 1s 2022-10-17 14:23:40 +09:00
Andy Cheng
d350806cdc fix/risk: remove balance check in the futures part of CalculateBaseQuantity() 2022-10-17 12:07:58 +08:00
austin362667
763bb45842 interval: avoid syncing 1s klines as default from backtest config syncSecKLines 2022-10-14 23:14:30 +08:00
austin362667
18acd668a7 interval: finalize 1s support
interval: finalize 1s support

interval: finalize 1s support
2022-10-14 23:14:30 +08:00
austin362667
905c1f25ee interval: add 1s support
interval: add 1s support

interval: add 1s support

interval: fix 1s for backtesting
2022-10-14 23:14:30 +08:00
Yo-An Lin
ab8624cd98
Merge pull request #990 from c9s/narumi/rename
fix: change variable names
2022-10-14 02:27:26 +08:00
なるみ
9330b9fde5 change variable names 2022-10-13 18:18:02 +08:00
c9s
1d9cc54ea7
add v1.42.0 release note 2022-10-12 16:35:44 +08:00
c9s
b03687e07a
bump version to v1.42.0 2022-10-12 16:35:43 +08:00
c9s
b18c35ceb9
update command doc files 2022-10-12 16:35:43 +08:00
c9s
7204e2550b
pull out shutdown timeout context 2022-10-11 14:23:02 +08:00
Andy Cheng
82877101dc
Merge pull request #987 from andycheng123/fix/supertrend-strategy
fix: supertrend-strategy: LinReg baseline slope wrongly calculated
2022-10-07 16:44:42 +08:00
Andy Cheng
aa492a05a1 fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal 2022-10-07 13:48:16 +08:00