c9s
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b9c32c7f7e
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pivotshort: numLayers should be int
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2022-06-05 12:37:35 +08:00 |
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Yo-An Lin
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9f5575f1ef
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Merge pull request #669 from c9s/fix/kline-partial-sync
fix: fix partial kline sync
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2022-06-05 02:02:54 +08:00 |
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c9s
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4b582830f0
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remove timepoint map
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2022-06-05 01:57:40 +08:00 |
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c9s
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c20e3fee4b
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fix persistence unmarshalling issue
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2022-06-05 01:48:56 +08:00 |
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c9s
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221a2d9dc7
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fix persistence: calling type method on z zero value
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2022-06-05 01:09:31 +08:00 |
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c9s
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39fcf1a51b
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refactor sync command and add integration tests
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2022-06-05 01:01:59 +08:00 |
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c9s
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425f8674d2
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service: add kline partial sync
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2022-06-04 19:15:11 +08:00 |
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c9s
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bf4d8d345e
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service/backtest: implement backfill and time range scanner
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2022-06-04 11:47:55 +08:00 |
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c9s
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9083881442
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refactor exchange factory and solve the incorrect pkg import dependency from ftx
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2022-06-04 11:47:55 +08:00 |
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austin362667
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9b8239abba
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pivotshort: add symbol name
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2022-06-04 02:31:04 +08:00 |
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austin362667
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fcdc26e188
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pivotshort: add init place order
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2022-06-04 02:31:04 +08:00 |
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c9s
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6ceb54679a
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add websocket log prefix
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2022-06-04 00:39:24 +08:00 |
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c9s
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0b896e667f
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add GMTUSDT pivoshot config with binance margin
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2022-06-04 00:19:12 +08:00 |
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c9s
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40d44078dc
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explain ID and strategy struct
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2022-06-04 00:14:41 +08:00 |
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Yo-An Lin
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2d461582ea
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Merge pull request #667 from c9s/strategy/pivot
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2022-06-03 23:40:11 +08:00 |
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austin362667
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5ca651a9b4
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pivotshort: clean up field name
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2022-06-03 23:28:48 +08:00 |
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austin362667
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af2d88d9a3
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pivotshort: add immediate market sell
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2022-06-03 23:23:26 +08:00 |
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Yo-An Lin
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7efcae2bd1
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Merge pull request #660 from c9s/strategy/pivot
pivotshort: clean up strategy
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2022-06-03 20:25:10 +08:00 |
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c9s
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0c96d8ef82
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add doc doc/topics/developing-strategy.md
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2022-06-03 17:12:12 +08:00 |
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austin362667
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9dab39849b
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pivotshort: clean up
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2022-06-03 16:38:06 +08:00 |
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austin362667
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30be15dd34
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pivotshort: add repay margin side effect
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2022-06-03 15:48:49 +08:00 |
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austin362667
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2aac5bb273
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pivotshort: improve post order & add margin
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2022-06-03 15:48:49 +08:00 |
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c9s
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6936503cde
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bollmaker: fix profit stats notification
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2022-06-03 14:46:45 +08:00 |
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Yo-An Lin
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202605c19e
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Merge pull request #666 from c9s/fix/save-state-on-change
improve: apply default exchange fee rate
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2022-06-03 03:29:28 +08:00 |
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c9s
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3428aeba03
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apply default exchange fee rate
fixes #566
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2022-06-03 03:24:34 +08:00 |
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Yo-An Lin
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c8055e9278
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Merge pull request #664 from c9s/fix/save-state-on-change
fix: use the correct id for state loading
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2022-06-03 03:16:32 +08:00 |
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c9s
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4fc0687cf9
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bollmaker: remove debug code
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2022-06-03 03:14:19 +08:00 |
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c9s
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68d6e9e850
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service: fix state loading (use correct ID method)
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2022-06-03 03:10:50 +08:00 |
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c9s
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f7cdaff925
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persistence: add store and load test case
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2022-06-03 02:49:16 +08:00 |
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c9s
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7fce6a0fca
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bollmaker: call persistence.Sync when position is changed
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2022-06-03 02:44:00 +08:00 |
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c9s
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50d7d235a4
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bollmaker: pull out functions
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2022-06-03 02:44:00 +08:00 |
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c9s
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1a85299204
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bollmaker: make detectPriceTrend simple function
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2022-06-03 02:44:00 +08:00 |
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Yo-An Lin
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89c2e7de1e
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Merge pull request #663 from c9s/fix/persistence-snapshot
test: add more test on Test_loadPersistenceFields
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2022-06-03 02:09:52 +08:00 |
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c9s
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75bd5ffe32
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ftx: fix kline time range check
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2022-06-03 02:05:06 +08:00 |
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c9s
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55e9c7ee25
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add more test on Test_loadPersistenceFields
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2022-06-03 01:57:39 +08:00 |
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Yo-An Lin
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5eec6180bb
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Merge pull request #661 from c9s/fix/persistence-snapshot
fix: drop IsZero
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2022-06-03 01:18:54 +08:00 |
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c9s
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0b6f7270ff
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fix: drop IsZero
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2022-06-03 01:15:08 +08:00 |
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c9s
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b1419a6f8b
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ftx: add balance poller
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2022-06-02 22:01:03 +08:00 |
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c9s
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3eb3a1f367
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fix: ftx: add limit to ftx kline query
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2022-06-02 21:51:22 +08:00 |
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c9s
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a7bd9239f2
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fix: pull out time.now variable
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2022-06-02 21:27:28 +08:00 |
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c9s
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32095e2741
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fix: call abs on base for IsDust method
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2022-06-02 21:06:52 +08:00 |
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c9s
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d27fee57ad
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fix: do not load all trades into memory
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2022-06-02 20:02:32 +08:00 |
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c9s
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d7c8b0b127
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autoborrow: render balance map as SlackAttachment
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2022-06-02 19:50:39 +08:00 |
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Yo-An Lin
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69c58ee38f
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Merge pull request #656 from c9s/refactor/sync
refactor: drop unused function
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2022-06-02 19:28:44 +08:00 |
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Yo-An Lin
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1d85fac209
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Merge pull request #657 from c9s/fix-issue-642
fix: bollmaker: fix short position order
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2022-06-02 19:28:25 +08:00 |
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c9s
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5277098f70
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add api .UnrealizedProfit and .IsDust method on Position
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2022-06-02 18:05:35 +08:00 |
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c9s
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6a25f30b39
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add IsLong and IsShort method on Position
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2022-06-02 17:58:18 +08:00 |
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c9s
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e2f339e641
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bollmaker: fix short position order
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2022-06-02 17:55:14 +08:00 |
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c9s
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a2c7ebe90c
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drop unused function
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2022-06-02 17:24:54 +08:00 |
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Yo-An Lin
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fc336141fd
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Merge pull request #655 from c9s/refactor/sync
fix: improve and fix kline sync
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2022-06-02 17:01:23 +08:00 |
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