c9s
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df902b236c
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pivotshort: add vwma condition
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2022-08-31 12:59:48 +08:00 |
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dependabot[bot]
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d2d1e46e3b
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build(deps): bump minimist from 1.2.5 to 1.2.6 in /contracts
Bumps [minimist](https://github.com/substack/minimist) from 1.2.5 to 1.2.6.
- [Release notes](https://github.com/substack/minimist/releases)
- [Commits](https://github.com/substack/minimist/compare/1.2.5...1.2.6)
---
updated-dependencies:
- dependency-name: minimist
dependency-type: indirect
...
Signed-off-by: dependabot[bot] <support@github.com>
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2022-08-31 04:51:28 +00:00 |
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zenix
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a28b257568
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fix: debug code
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2022-08-31 13:01:00 +09:00 |
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Raphanus Lo
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0b6cc6d3cd
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strategy: bollmaker: sensitivity factor of BB width ratio
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2022-08-31 04:31:17 +08:00 |
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Yo-An Lin
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c8f3dae34a
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Merge pull request #906 from c9s/dependabot/npm_and_yarn/apps/backtest-report/moment-2.29.4
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2022-08-31 02:30:16 +08:00 |
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dependabot[bot]
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3a829c1638
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build(deps): bump moment from 2.29.3 to 2.29.4 in /apps/backtest-report
Bumps [moment](https://github.com/moment/moment) from 2.29.3 to 2.29.4.
- [Release notes](https://github.com/moment/moment/releases)
- [Changelog](https://github.com/moment/moment/blob/develop/CHANGELOG.md)
- [Commits](https://github.com/moment/moment/compare/2.29.3...2.29.4)
---
updated-dependencies:
- dependency-name: moment
dependency-type: direct:production
...
Signed-off-by: dependabot[bot] <support@github.com>
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2022-08-30 18:19:37 +00:00 |
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Yo-An Lin
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3aa9636d98
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Merge pull request #904 from c9s/strategy/pivotshort-failed-break-high
strategy/pivotshort: add failed break high
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2022-08-31 02:13:14 +08:00 |
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c9s
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51972e9e28
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bbgo: fix indicator load key duplicate issue
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2022-08-31 01:45:06 +08:00 |
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c9s
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70fb6d19a9
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indicator: rename PivotHigh value field
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2022-08-31 01:44:51 +08:00 |
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c9s
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8fcc3ee368
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indicator: update pivot low and pivot high indicator
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2022-08-31 01:44:38 +08:00 |
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c9s
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9d97eedc0e
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pivotshort: add failedBreakHigh
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2022-08-31 00:37:17 +08:00 |
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c9s
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ca1e9e9657
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pivotshort: remove the legacy support take profit
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2022-08-31 00:37:12 +08:00 |
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zenix
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b52598d1ad
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fix: fixedpoint MarshalJson on inf
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2022-08-30 21:55:16 +09:00 |
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zenix
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51d7c1b9ad
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fix: currentTime in backtest not updated
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2022-08-30 21:12:23 +09:00 |
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zenix
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be1f6e7242
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fix: add description on the limit taker behavior
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2022-08-30 21:07:49 +09:00 |
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zenix
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c2d5a5961f
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fix: legacy fixedpoint inf handling, refactor backtest kline consuming
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2022-08-30 21:02:21 +09:00 |
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zenix
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20ee3fdfbb
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fix: nan in sortino and sharpe
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2022-08-30 12:42:50 +09:00 |
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zenix
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c73f4018d0
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fix: null pointer error on NextKLine
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2022-08-30 12:09:39 +09:00 |
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Yo-An Lin
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251d1b7095
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Merge pull request #899 from c9s/fix/local-timezone
fix: fix localtime zone issue for the web-based backtest report
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2022-08-30 00:57:24 +08:00 |
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Raphanus Lo
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6314a31554
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strategy: bollmaker: dynamic spread by weighted Bollinger width ratio
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2022-08-29 21:41:34 +08:00 |
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zenix
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ecc959835a
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fix: cache params and kline until next kline 1m appears
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2022-08-29 19:46:58 +09:00 |
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zenix
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1eb03c3dba
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fix: taker price, matching engine kline emit order and process order, nan in sortino and sharpe
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2022-08-29 14:11:02 +09:00 |
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c9s
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179a9b1ddb
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fix: ensure that orders.tsv are rendered in local timezone
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2022-08-26 19:09:11 +08:00 |
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Yo-An Lin
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f17249ba89
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Merge pull request #898 from c9s/refactor/pivotshort
Refactor/pivotshort
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2022-08-26 19:09:00 +08:00 |
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c9s
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17ba1c142d
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bbgo: fix support take profit field type
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2022-08-26 18:12:42 +08:00 |
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c9s
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fb9a4994c0
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bbgo: add supportTakeProfit method to the core exit methods
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2022-08-26 18:11:45 +08:00 |
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c9s
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11854db51a
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pivotshort: move SupportTakeProfit to the core api
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2022-08-26 18:09:46 +08:00 |
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c9s
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c8c7211e75
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pivotshort: fix resistance short subscribe
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2022-08-26 17:55:59 +08:00 |
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c9s
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a48471d4c8
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pivotshort: refactor trend ema and stop ema
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2022-08-26 17:52:46 +08:00 |
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c9s
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8b7f4c6222
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bbgo: add ProtectiveStopLoss doc comment
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2022-08-26 17:52:46 +08:00 |
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Yo-An Lin
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85ba5e234c
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Merge pull request #897 from c9s/feature/extend-floats-funcs
Feature/extend floats funcs
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2022-08-26 17:25:00 +08:00 |
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c9s
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ba918f80ee
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floats: add test case for Lower and Higher
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2022-08-26 16:57:46 +08:00 |
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c9s
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f0ef60bb2b
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floats: add reference link
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2022-08-26 16:28:57 +08:00 |
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c9s
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9a0988db35
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floats: port some functions from ta-lib
see https://github.com/markcheno/go-talib/blob/master/talib.go
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2022-08-26 16:25:31 +08:00 |
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c9s
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52d245ecf1
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floats: move floats related functions and add crossover, crossunder funcs
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2022-08-26 16:15:39 +08:00 |
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Raphanus Lo
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a2ab9db4eb
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strategy: bollmaker: fix nil pointer
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2022-08-25 23:43:31 +08:00 |
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Yo-An Lin
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f05e1d1da6
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Merge pull request #895 from c9s/refactor/floats
refactor: move float slice/map to a single package
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2022-08-25 18:44:03 +08:00 |
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c9s
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5953fe49d1
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all: move float slice/map to a single package
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2022-08-25 17:31:42 +08:00 |
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Raphanus Lo
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de4f3721a2
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backtest: avoid inifite float64 JSON serializing issue
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2022-08-25 15:45:08 +08:00 |
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Raphanus Lo
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de59c1bd13
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backtest: reformat sharpe/sortino report
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2022-08-25 15:45:08 +08:00 |
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Raphanus Lo
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ad1b9a53a1
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backtest: calculate realized Sharpe & Sortino ratios
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2022-08-25 15:45:08 +08:00 |
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Andy Cheng
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e2774ed2b5
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Merge pull request #880 from andycheng123/improve/supertrend-strategy-report
Improve: strategy-supertrend output acc. profit report to tsv file
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2022-08-25 14:25:03 +08:00 |
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Andy Cheng
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d543ca3318
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Merge pull request #894 from andycheng123/improve/bollmaker-dynamicspread
Improve: bollmaker preloads dynamic spreads
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2022-08-25 13:58:22 +08:00 |
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Andy Cheng
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fcaa6466b6
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strategy/bollmaker: preload dynamic spreads
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2022-08-25 13:44:38 +08:00 |
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c9s
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702ce5220b
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autoborrow: improve debtRatio repay
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2022-08-25 11:05:31 +08:00 |
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Yo-An Lin
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066b0ca30e
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Merge pull request #892 from c9s/feature/pivot-right-window
feature: add pivot low right window support
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2022-08-24 19:44:44 +08:00 |
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c9s
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2e71e63fae
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all: fix interval window struct usage
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2022-08-24 18:17:37 +08:00 |
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c9s
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d71fd362b7
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indicator: rename KLinePriceMapper to KLineValueMapper
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2022-08-24 17:53:22 +08:00 |
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c9s
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09cc91bab8
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bbgo: update VWMA and add VWMA to the indicator method
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2022-08-24 17:45:43 +08:00 |
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c9s
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469c6bfb28
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bbgo: move rightWindow to the IntervalWindow struct
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2022-08-24 17:43:28 +08:00 |
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