Commit Graph

5432 Commits

Author SHA1 Message Date
c9s
469c6bfb28
bbgo: move rightWindow to the IntervalWindow struct 2022-08-24 17:43:28 +08:00
c9s
f43f9af20f
indicator: extract pivot calculator and pull out the function handler 2022-08-24 17:37:44 +08:00
c9s
d930065bea
bbgo: move stoch to the simple indicator set 2022-08-24 17:34:19 +08:00
c9s
1a9c9a6d30
indicator: fix pivot low window calculation 2022-08-24 17:34:01 +08:00
c9s
8a020c34e3
bbgo: add package doc to bbgo 2022-08-24 16:54:31 +08:00
c9s
0509f61c0e
ignore .chglog 2022-08-24 13:47:56 +08:00
c9s
d1f18e0e40
remove v2 folder 2022-08-24 13:28:03 +08:00
c9s
1e295ffc9c
ignore *_local.yaml 2022-08-24 13:27:11 +08:00
c9s
2e7fc9afdb
make: clean coverage.txt 2022-08-24 13:21:50 +08:00
c9s
e32eecb803
ignore all *.sqlite3 2022-08-24 13:19:24 +08:00
c9s
e42d0d5910
ignore profile*.png 2022-08-24 13:18:41 +08:00
c9s
47b3ddc70b
ignore otp.png 2022-08-24 13:18:19 +08:00
c9s
b6f5dacc78
ignore coverage.txt 2022-08-24 13:17:59 +08:00
c9s
ccbe869142
ignore .systemd.* 2022-08-24 13:17:19 +08:00
c9s
61014bd069
ignore .cpuprofile 2022-08-24 13:17:07 +08:00
c9s
bf09533a6d
make: run gofmt on the version file 2022-08-24 13:03:00 +08:00
c9s
68064bfe44
move and fix binance exchange api examples 2022-08-24 12:58:06 +08:00
c9s
90f077b78b
examples: delete the outdated create-self-trade example 2022-08-24 12:54:46 +08:00
c9s
0baac39489
examples: fix lint issues 2022-08-24 12:53:10 +08:00
c9s
88f243c91b
util: move math util functions to util 2022-08-24 11:34:55 +08:00
c9s
94615f7ecf
all: remove empty files 2022-08-23 02:25:02 +08:00
c9s
c86b29e6dc
all: resolve import cycle 2022-08-23 02:12:26 +08:00
c9s
0947c28294
all: move PrintConfig to pkg/util 2022-08-23 01:56:15 +08:00
c9s
2611012d28
types: move json struct to types package 2022-08-23 01:54:29 +08:00
c9s
3761d6c36b
add v1.39.2 release note 2022-08-20 00:10:01 +08:00
c9s
c0abae90a7
bump version to v1.39.2 2022-08-20 00:10:01 +08:00
c9s
4e09444dc5
update command doc files 2022-08-20 00:10:01 +08:00
c9s
5a4d71b073
strategy/autoborrow: fix reBalanceDebt check 2022-08-19 18:56:25 +08:00
Yo-An Lin
0764107199
Merge pull request #889 from c9s/fix/backtest-last-kline-sync
service/backtest: check and filter kline by its endTime
2022-08-19 18:42:41 +08:00
c9s
5d85ceeec4
service/backtest: filter klines that will be closed in the future 2022-08-19 17:55:48 +08:00
c9s
49728622bc
service/backtest: use second instead of milliseconds for filtering 2022-08-19 17:53:45 +08:00
c9s
5e1e0c7661
service/backtest: check and filter kline by its endTime 2022-08-19 17:28:55 +08:00
c9s
834487d568
strategy/schedule: add MaxBaseBalance config 2022-08-19 16:48:43 +08:00
c9s
4622f9f34e
autoborrow: add more verbose logs 2022-08-19 16:10:13 +08:00
Yo-An Lin
913343816c
Merge pull request #888 from c9s/fix/issue-887-sync
binance: fix futures/margin order sync issue
2022-08-19 15:37:14 +08:00
c9s
8827fc3ec6
binance: fix futures/margin order sync issue
fixes: #887
2022-08-19 15:28:24 +08:00
Zenix
bcd524361d
Merge pull request #886 from COLDTURNIP/feature/sortino_ratio
Add Sortino ratio
2022-08-19 16:14:46 +09:00
Yo-An Lin
039fc21505
Merge pull request #881 from zenixls2/feature/print_strategy_config
print strategy config
2022-08-19 15:13:50 +08:00
Raphanus Lo
747839212a feature: add Sortino ratio 2022-08-18 23:26:54 +08:00
zenix
5030b93285 fix: move canInt to dynamic 2022-08-18 18:05:52 +09:00
c9s
555295f305
add v1.39.1 release note 2022-08-18 16:44:53 +08:00
c9s
369fc8c4ea
bump version to v1.39.1 2022-08-18 16:44:53 +08:00
zenix
a958d4d092 fix: matching_test add TickSize 2022-08-18 17:38:27 +09:00
zenix
e1c2ed40ff fix: truncate price in backtest, don't truncate amount, add TruncatePrice function 2022-08-18 17:38:27 +09:00
zenix
66a2f55f9a fix: matching test by adding default stepSize on BTCUSDT 2022-08-18 17:38:27 +09:00
zenix
f7398f163a fix: inequality on quantites of balances and submitted orders in backtest 2022-08-18 17:38:27 +09:00
zenix
2720ee90b1 fix: equation of exit dump 2022-08-18 17:38:27 +09:00
zenix
e5c1152030 doc: add comment to strategy config printing func 2022-08-18 17:38:27 +09:00
zenix
5e7ea71613 feature: withdraw print config functionality from drift to be a general function 2022-08-18 17:38:27 +09:00
Yo-An Lin
c4a84840e2
Merge pull request #885 from c9s/fix/backtest-limit-taker
backtest: fix limit taker lock issue
2022-08-18 16:36:03 +08:00