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7,049 Commits 60 Branches 138 Tags 189 MiB
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7049 Commits

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Author SHA1 Message Date
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
c9s
4d32a578d7
backtest: emit balance update if we got some quote back 2022-08-18 16:09:07 +08:00
c9s
bd8b362274
backtest: delay the order update after the balance unlock 2022-08-18 15:43:09 +08:00
c9s
3a24a48cde
backtest: fix execution price for stop limit taker orders 2022-08-18 15:26:09 +08:00
c9s
9f9fc098f4
backtest: clean up todo 2022-08-18 15:11:27 +08:00
c9s
6c4d5041ba
backtest: fix limit taker lock issue 2022-08-18 15:09:46 +08:00
c9s
d7dbfd7613
bump version to v1.39.0 2022-08-18 13:43:48 +08:00
c9s
6d1fbca4fa
update command doc files 2022-08-18 13:43:48 +08:00
c9s
18e0fbb0a0
update release note 2022-08-18 13:43:22 +08:00
Yo-An Lin
37987b1427
Merge pull request #883 from andycheng123/release/v1.39.0 
Release/v1.39.0
 2022-08-18 11:50:55 +08:00
Andy Cheng
911b506ac4 add v1.39.0 release note 2022-08-17 18:59:26 +08:00
Andy Cheng
f990947370 bump version to v1.39.0 2022-08-17 18:59:26 +08:00
Andy Cheng
ffcaf0271b update command doc files 2022-08-17 18:59:26 +08:00
Yo-An Lin
c786d7d395
Merge pull request #882 from c9s/improve/autoborrow 
strategy/autoborrow: add debt re-balancing
 2022-08-17 17:17:45 +08:00
c9s
93ab26fbf7
doc: add instruction for creating branch 2022-08-17 17:00:00 +08:00
c9s
94e2e28edd
strategy/autoborrow: add debt re-balancing 2022-08-17 16:45:10 +08:00
c9s
c6e4fcf0c2
binance: fix QueryOrderTrades 2022-08-17 16:08:11 +08:00
c9s
b4e71dd5bb
binance: implement QueryOrderTrades method 2022-08-17 16:08:09 +08:00
c9s
53b8fd488e
types: add trade stats omitempty tag option 2022-08-17 16:07:47 +08:00
c9s
df8a4bef93
bbgo: remove unused trade store symbol argument 2022-08-17 16:02:42 +08:00
c9s
fa34a0ee70
binance: handle order status expired 2022-08-17 16:02:11 +08:00
Andy Cheng
2b638d1f8f strategy/supertrend: use pkg/data/tsv for tsv output 2022-08-16 15:49:08 +08:00
Andy Cheng
cd09ee0e34
Merge pull request #877 from andycheng123/improve/supertrend-strategy 
strategy/supertrend: update example config
 2022-08-16 15:38:21 +08:00
Andy Cheng
b5beadceb4 exhange/binance: exclude unrealized pnl from balance calculation 2022-08-16 15:06:13 +08:00
Raphanus Lo
b4e32a9ba7 hoptimizer: manually early stop 
User is now able to stop trials by sending system signal (SIGINT & SIGTERM) and see the report earlier at any time.
 2022-08-16 14:55:39 +08:00
Andy Cheng
f7feb7e0fc strategy/supertrend: output acc. profit report to tsv file 2022-08-16 14:42:04 +08:00
Zenix
2e9f554f9e
Merge pull request #878 from zenixls2/drift_rebase 
Drift rebase
 2022-08-16 15:35:42 +09:00
Yo-An Lin
0fa8692679
Merge pull request #875 from ankion/fix_pivotshort_trendema 
pivotshort: trendema add initial date
 2022-08-16 14:31:17 +08:00
Andy Cheng
0b5f2c308e exchange/binance: fix missing github.com/adshao/go-binance/v2 2022-08-16 14:21:48 +08:00
zenix
17d6b2465c fix: drift add back symbol in InstanceID 2022-08-16 12:50:30 +09:00
zenix
14aa667d59 fix: drift pnl and cumpnl 2022-08-16 12:45:40 +09:00
zenix
9f8b8d97d0 fix: drift empty pnl. exit condition 2022-08-16 12:30:29 +09:00
Andy Cheng
9cf29b6cc6 exchange/binance: get locked balance of futures account 2022-08-16 10:55:45 +08:00
zenix
71d3b926ec fix: go1.7 2022-08-15 21:46:13 +09:00
zenix
e3309ad709 fix: redundant params 2022-08-15 21:28:14 +09:00
zenix
c1d9df8cdb feature: export drift1m, remove take profit, add profit report for listing pnl by date 2022-08-15 21:06:46 +09:00