zenix
|
7aaea257df
|
feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance
|
2022-11-10 18:17:35 +09:00 |
|
Austin Liu
|
7d03c69406
|
strategy:harmonic: fix
|
2022-11-03 15:14:56 +08:00 |
|
austin362667
|
c8aa4ae400
|
strategy: improve harmonic by adding HMM filter to denoise shark signal
strategy: improve harmonic by adding HMM filter to denoise shark signal
|
2022-11-03 15:14:56 +08:00 |
|
Austin Liu
|
6c8addc4ee
|
strategy:irr: refactor fast cancel from no wait
|
2022-11-02 16:51:06 +08:00 |
|
Austin Liu
|
5467c8ef01
|
strategy:irr rollback to original nirr and consume kline
|
2022-11-02 16:48:50 +08:00 |
|
Yo-An Lin
|
335b90a97c
|
Merge pull request #989 from austin362667/austin362667/irr
strategy:irr: a mean reversion based on box of klines in same direction
|
2022-11-02 12:59:23 +08:00 |
|
c9s
|
04855b023a
|
bbgo: listen to both order signal and the wait time channel
|
2022-11-02 12:55:13 +08:00 |
|
c9s
|
3704f3f897
|
bbgo: emit sigchan when new order is added or an order is removed
|
2022-11-02 12:42:09 +08:00 |
|
c9s
|
9bf070172a
|
bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion
|
2022-11-02 12:34:04 +08:00 |
|
c9s
|
8707fcaa97
|
bbgo: drop FastCancelActiveOrderBook
|
2022-11-02 12:31:35 +08:00 |
|
c9s
|
1120821977
|
add activeOrderBook.Symbol check
|
2022-11-02 12:27:36 +08:00 |
|
c9s
|
7b9edd0456
|
all: rename cancelNoWait to fastCancel
|
2022-11-02 12:25:34 +08:00 |
|
なるみ
|
ba7985690f
|
Merge pull request #1000 from c9s/narumi/rebalance/backtest
fix: rebalance: fix backtest
|
2022-11-01 21:02:54 +08:00 |
|
Yo-An Lin
|
999d7b3799
|
Merge pull request #997 from zenixls2/fix/serialMarketDataStore
|
2022-10-31 18:00:39 +08:00 |
|
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 |
|
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 |
|
なるみ
|
9330b9fde5
|
change variable names
|
2022-10-13 18:18:02 +08:00 |
|
c9s
|
b03687e07a
|
bump version to v1.42.0
|
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
|
aa492a05a1
|
fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal
|
2022-10-07 13:48:16 +08:00 |
|
Andy Cheng
|
5ad247c8fe
|
fix/order-executor: check for short position
|
2022-10-07 13:28:24 +08:00 |
|
Andy Cheng
|
7a80b90dac
|
fix/order-executor: ClosePosition() works on futures position
|
2022-10-07 13:06:32 +08:00 |
|
c9s
|
a515fff053
|
backtest: add order quantity check
|
2022-10-06 15:08:44 +08:00 |
|
Yo-An Lin
|
39247bb9d8
|
Merge pull request #982 from c9s/refactor/isolation
refactor isolation context for persistence facade configuration
|
2022-10-05 22:31:49 +08:00 |
|
c9s
|
e92219194f
|
bbgo: configure persistence facade into the isolation context
|
2022-10-05 18:48:12 +08:00 |
|
c9s
|
673304bcf1
|
bbgo: refactor ConfigurePersistence
|
2022-10-05 18:46:26 +08:00 |
|
c9s
|
4caa457fbe
|
bbgo: pull out ConfigurePersistence method to simple function
|
2022-10-05 18:42:55 +08:00 |
|
Fredrik
|
8e83fc4ad7
|
fix optimizer limit
|
2022-10-05 08:51:30 +02:00 |
|
Yo-An Lin
|
4d42a61607
|
Merge pull request #976 from austin362667/austin362667/harmonic
strategy: add harmonic shark pattern recognition
|
2022-10-05 00:37:23 +08:00 |
|
Yo-An Lin
|
06675d0ac8
|
Merge pull request #977 from austin362667/austin362667/irr
strategy: fix irr
|
2022-10-05 00:36:30 +08:00 |
|
austin362667
|
600b17460d
|
strategy:irr fix drawing defer close IO issue
|
2022-10-04 18:47:14 +08:00 |
|
austin362667
|
22ef28bc39
|
strategy:harmonic fix drawing defer close IO issue
|
2022-10-04 18:44:42 +08:00 |
|
Yo-An Lin
|
ed8b78f839
|
Merge pull request #978 from c9s/refactor/isolation
refactor: refactor isolation and add more tests
|
2022-10-04 17:44:23 +08:00 |
|
c9s
|
070a92e3ae
|
max: fix max kline api
|
2022-10-04 17:25:29 +08:00 |
|
c9s
|
a8d9911e36
|
bbgo: refactor isolation and add more tests
|
2022-10-04 17:23:43 +08:00 |
|
austin362667
|
3c52e9e145
|
strategy: refactor draw lib
|
2022-10-04 15:23:48 +08:00 |
|
austin362667
|
26d640ff3b
|
strategy: fix irr
|
2022-10-04 15:23:48 +08:00 |
|
austin362667
|
ec60c708c3
|
strategy: upgrade harmonic persistence sync
|
2022-10-04 15:22:52 +08:00 |
|
austin362667
|
60e51e1470
|
strategy: refactor harmonic draw lib
|
2022-10-04 15:20:17 +08:00 |
|
austin362667
|
f1ae7b5f30
|
strategy: add harmonic shark pattern recognition
strategy: add harmonic shark pattern recognition
|
2022-10-04 15:20:17 +08:00 |
|
c9s
|
731e5569d0
|
telegramnotifier: fix err check
|
2022-10-03 21:14:46 +08:00 |
|
c9s
|
2b953ad2d1
|
bbgo: make PersistenceServiceFacade private
|
2022-10-03 18:46:02 +08:00 |
|
c9s
|
8a50474ad1
|
all: add context parameter to Sync()
|
2022-10-03 18:45:24 +08:00 |
|
c9s
|
ce318fff3b
|
add persistenceServiceFacade to isolation
|
2022-10-03 18:40:49 +08:00 |
|
c9s
|
60956e0157
|
bbgo: add NewContextWithDefaultIsolation
|
2022-10-03 18:39:45 +08:00 |
|
c9s
|
198683d141
|
bbgo: add NewContextWithIsolation function
|
2022-10-03 18:39:07 +08:00 |
|
c9s
|
f7e76c0518
|
all: remove bbgo.Persistence
|
2022-10-03 18:37:53 +08:00 |
|
c9s
|
4a37273065
|
bbgo: remove Persistence injection
|
2022-10-03 16:31:04 +08:00 |
|
c9s
|
315f7da8f4
|
bbgo: remove context suffix from the isolation struct
|
2022-10-03 16:22:41 +08:00 |
|
c9s
|
59287b5116
|
all: support context isolation
|
2022-10-03 16:01:08 +08:00 |
|
c9s
|
a940e88016
|
add IsolationContext
|
2022-10-03 15:33:46 +08:00 |
|
c9s
|
77ca1a9c75
|
bbgo: register onShutdown from the trader
|
2022-10-03 15:33:46 +08:00 |
|
c9s
|
76b0f5518d
|
bbgo: let trader handles the shutdown handlers
|
2022-10-03 15:33:46 +08:00 |
|
zenix
|
5c1d0f95e2
|
fix/drift_stoploss
|
2022-10-03 14:00:18 +09:00 |
|
zenix
|
8e82e24c05
|
fix: drift close position with retry limit
|
2022-09-29 20:31:10 +09:00 |
|
zenix
|
58736b1b2d
|
refactor: extract stoploss, fix highest/lowest in trailingExit
|
2022-09-29 20:15:10 +09:00 |
|
zenix
|
5086af2886
|
fix: reduce Quantity precheck, drift condition, ewo refactor
|
2022-09-28 20:06:37 +09:00 |
|
c9s
|
7b47a51fae
|
irr: fix strategy id
|
2022-09-28 17:07:13 +08:00 |
|
Yo-An Lin
|
1b531b66a2
|
Merge pull request #959 from austin362667/austin362667/factorzoo
stratgy: add irr
|
2022-09-28 17:05:03 +08:00 |
|
Yo-An Lin
|
bf7829973a
|
Merge pull request #968 from zenixls2/refactor/dump_param
feature: add config dump / param dump / param modify for elliottwave
|
2022-09-28 16:50:36 +08:00 |
|
Yo-An Lin
|
1fa542b895
|
Merge pull request #965 from c9s/fix/binance-futures-order-types
binance: fix futures order conversion
|
2022-09-28 16:49:29 +08:00 |
|
zenix
|
b2875eedc5
|
feature: add config dump / param dump / param modify for elliottwave, refactor param dump
|
2022-09-27 20:26:59 +09:00 |
|
zenix
|
ad4ee93033
|
fix: wrong tag in drift
|
2022-09-26 20:16:27 +09:00 |
|