Andy Cheng
|
44469ed3aa
|
strategy: supertrend position control
|
2022-05-30 16:26:17 +08:00 |
|
Andy Cheng
|
07fe68d740
|
strategy: Validate()
|
2022-05-30 16:22:13 +08:00 |
|
Andy Cheng
|
0e1e5369f2
|
strategy: leverage parameter
|
2022-05-30 16:07:36 +08:00 |
|
Andy Cheng
|
1d24379c17
|
strategy: refactor supertrend sconfig
|
2022-05-30 14:52:51 +08:00 |
|
Andy Cheng
|
39b0013513
|
strategy: supertrend strategy tp/sl
|
2022-05-27 18:24:08 +08:00 |
|
Andy Cheng
|
bf26076112
|
strategy: prototype of supertrend strategy
|
2022-05-27 14:36:48 +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 |
|
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 |
|
c9s
|
1054dd00e1
|
backtest-report: update page title
|
2022-05-19 10:31:37 +08:00 |
|
c9s
|
15e6e810c7
|
integrate backtest report in the build flow
|
2022-05-19 10:24:09 +08:00 |
|
Yo-An Lin
|
d299932f5f
|
Merge pull request #626 from c9s/feature/backtest-report
use types.Interval instead of string
|
2022-05-19 10:05:50 +08:00 |
|
c9s
|
40b3192e55
|
use config.GetAccount to avoid error
|
2022-05-19 10:04:03 +08:00 |
|
c9s
|
13bf5d69a3
|
use types.Interval instead of string
|
2022-05-19 10:04:03 +08:00 |
|