Yo-An Lin
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47c3d80d4f
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Merge pull request #804 from c9s/strategy/pivotshort
strategy/pivotshort: merge exit method bind
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2022-07-12 23:38:30 +08:00 |
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Yo-An Lin
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8119afbb44
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Merge branch 'main' into strategy/pivotshort
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2022-07-12 23:38:23 +08:00 |
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Yo-An Lin
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36857bd142
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Merge pull request #812 from c9s/refactor/backtest-report
refactor: improve backtest report and fix issues
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2022-07-12 23:37:34 +08:00 |
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c9s
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f91e1afe95
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atrp: multiple 100 for percentage
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2022-07-12 22:54:47 +08:00 |
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c9s
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a51f26e3a7
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backtest: add gross profit and gross loss fields
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2022-07-12 19:50:28 +08:00 |
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c9s
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7d232f86b8
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remove duplicated dumper close
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2022-07-12 19:34:07 +08:00 |
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c9s
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24e009f333
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backtest: avoid writing same record into the file
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2022-07-12 18:46:09 +08:00 |
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c9s
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e4bfc2bc52
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remove unused state setters
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2022-07-12 18:12:01 +08:00 |
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c9s
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92004ed34e
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fix selectOrders filter
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2022-07-12 18:11:26 +08:00 |
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c9s
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90aac7e469
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backtest: add time range selector support to orders data and position data
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2022-07-12 18:08:48 +08:00 |
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c9s
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6ce9f6a2b7
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fix FilterSimpleArgs
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2022-07-12 17:55:15 +08:00 |
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c9s
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b521a7cf70
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pivotshort: fix resistance price update algo
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2022-07-12 17:45:47 +08:00 |
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c9s
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a908135e87
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ignore /localconfig
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2022-07-12 17:45:47 +08:00 |
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c9s
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da4b35bd31
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pivotshort: add 1m subscribe
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2022-07-12 17:45:47 +08:00 |
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Yo-An Lin
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1ef2c1d668
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Merge pull request #811 from andycheng123/fix/supertrend-strategy
strategy/supertrend: fix double dema initialization problem
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2022-07-12 13:13:19 +08:00 |
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c9s
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28d9aa6820
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autoborrow: show margin level when check
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2022-07-11 16:26:25 +08:00 |
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c9s
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3f15df4c0e
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autoborrow: fix repay balance check
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2022-07-11 16:22:21 +08:00 |
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c9s
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98aaa6ce43
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autoborrow: fix repay mech
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2022-07-11 16:20:45 +08:00 |
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Andy Cheng
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1b5dc309f0
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strategy/supertrend: fix double dema initialization problem
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2022-07-11 13:37:01 +08:00 |
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c9s
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af488dc87a
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add v1.36.0 release note
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2022-07-10 19:08:30 +08:00 |
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c9s
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2a9a34ae66
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bump version to v1.36.0
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2022-07-10 19:08:30 +08:00 |
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c9s
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9f4ccfbfb4
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update command doc files
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2022-07-10 19:08:30 +08:00 |
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c9s
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c62aafdf2b
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compile and update migration package
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2022-07-10 19:08:30 +08:00 |
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Zenix
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e633cedd3c
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Merge pull request #809 from zenixls2/feature/logistic_regression
feature: logistic regression
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2022-07-09 17:27:20 +09:00 |
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Yo-An Lin
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eacbd13e6b
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Merge pull request #810 from andycheng123/fix/supertrend-strategy
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2022-07-08 21:03:01 +08:00 |
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Yo-An Lin
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e6d9a8a84a
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Merge pull request #808 from c9s/fix/kline-with-filtering
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2022-07-08 21:02:28 +08:00 |
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c9s
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cc8821bb66
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update max order api path
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2022-07-08 20:47:51 +08:00 |
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c9s
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e9faf34b5e
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max: fix balance field for api
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2022-07-08 17:28:07 +08:00 |
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Andy Cheng
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761ed10110
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strategy/supertrend: update config
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2022-07-08 17:15:38 +08:00 |
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c9s
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59fcef0b6d
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supertrend: avoid using embedded struct on DoubleDema
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2022-07-08 17:13:12 +08:00 |
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Andy Cheng
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d73d7b4380
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Merge branch 'main' into fix/supertrend-strategy
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2022-07-08 16:45:26 +08:00 |
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c9s
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5bd292d0b2
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bbgo: add notify(profit)
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2022-07-08 16:43:32 +08:00 |
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Andy Cheng
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574e142cf9
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strategy/supertrend: use types.IntervalWindow instead of types.Interval
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2022-07-08 16:42:31 +08:00 |
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c9s
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79b70d4a31
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supertrend: fix interval window for exit methods
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2022-07-08 16:31:28 +08:00 |
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zenix
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0e64a14d7f
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feature: add entropy, cross entropy, sigmoid, softmax, and logistic regression
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2022-07-08 16:58:59 +09:00 |
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c9s
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46d6ecc663
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fix types.TradeStats usage
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2022-07-08 15:44:32 +08:00 |
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c9s
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581e4be218
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supertrend: clean up and update
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2022-07-08 15:41:28 +08:00 |
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c9s
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d7f83a45b3
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fix: check if interval is empty string
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2022-07-08 14:47:36 +08:00 |
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Andy Cheng
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72f18c1057
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Merge pull request #799 from andycheng123/improve/supertrend-strategy
Improve supertrend strategy
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2022-07-07 10:40:49 +08:00 |
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Andy Cheng
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f8777752a0
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Merge branch 'main' into improve/supertrend-strategy
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2022-07-07 10:33:30 +08:00 |
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Andy Cheng
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61174a7dfc
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strategy/supertrend: update config
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2022-07-07 10:14:15 +08:00 |
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Yo-An Lin
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e778db1f24
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Merge pull request #801 from c9s/feature/optimizer-metrics-tsv-format
feature: optimizer: support --tsv option and render tsv output
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2022-07-07 06:23:49 +08:00 |
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c9s
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ba74e83552
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optimizer: show *exec.ExitError
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2022-07-07 02:26:39 +08:00 |
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c9s
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81560746bd
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all: reformat code
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2022-07-07 02:26:39 +08:00 |
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c9s
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c9859c9238
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add more struct field tests
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2022-07-07 02:26:39 +08:00 |
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c9s
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30deaad079
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dynamic: add IterateFields
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2022-07-07 02:26:39 +08:00 |
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c9s
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3131786c02
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bbgo: fix trailing stop binding
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2022-07-07 02:26:39 +08:00 |
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c9s
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74593720a7
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add ExitMethodSet.Bind method
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2022-07-07 02:26:39 +08:00 |
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c9s
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d2637ce261
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trailing stop: apply ClosePosition parameter
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2022-07-07 02:26:39 +08:00 |
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c9s
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7b7d0690c7
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optimizer: support --tsv option and render tsv output
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2022-07-07 02:11:52 +08:00 |
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