1150 Commits

Author	SHA1	Message	Date
zenix	fdbcaef2ca	fix: use ZeroAssetError, refactor	2022-09-22 20:26:18 +09:00
なるみ	4b1f7c65ce	reduce frequency of querying data from coinmarketcap	2022-09-22 14:12:18 +08:00
zenix	ac2f7decdf	fix: dup naming, remove Leverage from drift field	2022-09-22 13:48:01 +09:00
zenix	fd875c7060	fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior	2022-09-22 13:01:26 +09:00
c9s	247a22c4fe	xmaker: fix profit stats notification	2022-09-20 15:09:22 +08:00
austin362667	beb13449cb	strategy: refactor oneliner to irr	2022-09-20 10:32:57 +08:00
austin362667	4f99110d2b	stratgy: add oneliner	2022-09-20 10:32:57 +08:00
Yo-An Lin	29376defa3	Merge pull request #958 from c9s/strategy/pivotshort ... WIP: strategy/pivotshort: more improvements	2022-09-19 17:27:31 +08:00
c9s	f9f2df29e7	types: use passed time to reset today pnl	2022-09-19 09:33:18 +08:00
Yo-An Lin	3230088f9f	Merge pull request #953 from zenixls2/fix/drift ... fix: drift minus weight, preloaded kline not enough	2022-09-17 18:15:44 +08:00
Yo-An Lin	39c347f0a0	Merge pull request #950 from c9s/strategy/pivotshort ... strategy/pivotshort	2022-09-17 18:14:41 +08:00
zenix	7044b0d8ea	fix: drift minus weight, preloaded kline not enough	2022-09-16 19:11:36 +09:00
Zenix	44de961ea1	Merge pull request #942 from zenixls2/feature/modifiable ... feature: add modify tg command. fix wdrift ma length	2022-09-16 15:23:38 +09:00
c9s	2f575488c2	pivotshort: fix log format and notification	2022-09-16 11:18:11 +08:00
c9s	9819f0941b	pivotshort: clean up debug comment	2022-09-16 01:24:01 +08:00
c9s	cd338f8fe2	pivotshort: add pivotWindow parameter	2022-09-16 01:23:15 +08:00
c9s	3d7fc75e4b	pivotshort: add MACDDivergence protection	2022-09-16 01:15:18 +08:00
c9s	e2dd7c7360	indicator: improve macd indicator update callback	2022-09-15 17:53:12 +08:00
c9s	539513ada0	pivotshort: fix breaklow parameters	2022-09-14 21:03:54 +08:00
c9s	53d622daf5	pivotshort: add the kline object to the notification	2022-09-14 19:08:54 +08:00
c9s	728cb6d56c	pivotshort: add one more kline pattern to check the break	2022-09-14 19:08:21 +08:00
c9s	67b526120a	indicator/macd: fix update callback and add log in pivotshort	2022-09-14 18:41:11 +08:00
c9s	82b4594984	pivotshort: remove unused trendEMA floats	2022-09-14 18:20:56 +08:00
c9s	ebf4abf54d	pivotshort: improve last high/low invalidation	2022-09-14 18:20:02 +08:00
Yo-An Lin	dc195e824b	Merge pull request #920 from austin362667/austin362667/factorzoo ... strategy: add trend trader	2022-09-14 15:00:08 +08:00
Yo-An Lin	a3034546f4	Merge pull request #945 from narumiruna/feature/marketcap/coinmarketcap ... FEATURE: marketcap: get marketcap values from coinmarketcap	2022-09-14 10:58:08 +08:00
zenix	d40b34e4d6	feature: add modify tg command. fix wdrift ma length	2022-09-14 11:08:10 +09:00
c9s	402ac58b53	pivotshort: fix pilotQuantity calculation	2022-09-14 03:10:48 +08:00
なるみ	7b218e65e2	remove unused field	2022-09-14 02:51:12 +08:00
なるみ	71ae75df73	fixup! get marketcap values from coinmarketcap	2022-09-14 02:47:12 +08:00
なるみ	e7a7e21b68	remove notifiability	2022-09-14 02:46:23 +08:00
なるみ	9b5f204cbe	get marketcap values from coinmarketcap	2022-09-14 02:44:57 +08:00
c9s	b4990f173d	xnav: fix negative usd value check	2022-09-14 02:20:54 +08:00
c9s	7617679651	pivotshort: add EarlyStopRatio config	2022-09-14 02:18:39 +08:00
c9s	fe9a546c65	pivotshort: improve notification	2022-09-14 02:18:39 +08:00
c9s	f0ea9a357a	pivotshort: add one more kline price compare condition	2022-09-14 02:18:39 +08:00
なるみ	0a07a70415	Merge pull request #943 from narumiruna/fix/marketcap-market-error ... FIX: fix market error	2022-09-13 23:45:41 +08:00
なるみ	9af58b07ec	fix market error	2022-09-13 23:35:29 +08:00
c9s	613b23eab5	pivotshort: add FastWindow parameter	2022-09-13 13:09:11 +08:00
c9s	e171932f07	pivotshort: fix fast high filtering	2022-09-13 11:57:38 +08:00
c9s	68d40de62c	pivotshort/failedbreakhigh: call OpenPosition method	2022-09-12 23:38:27 +08:00
c9s	b22a48cb8a	pivotshort: fix fast low pivot filtering	2022-09-12 23:32:53 +08:00
c9s	ba85e7e5ff	pivotshort: add fastWindow parameter	2022-09-12 23:26:40 +08:00
c9s	776f89b2f2	pivotshort: apply OpenPositionOptions to breakLow	2022-09-12 23:24:37 +08:00
c9s	04f7b96c6a	pivotshort: add fast pivot high filtering	2022-09-12 23:13:31 +08:00
c9s	e23ed8c783	pivotshort: add fastpivot	2022-09-12 23:13:31 +08:00
Raphanus Lo	8286356d3b	bollmaker: fix settings overriding	2022-09-12 00:27:11 +08:00
Raphanus Lo	cf16176f5e	bollmaker: fix backward compatibility of dynamic spread settings	2022-09-11 20:58:13 +08:00
c9s	a425c940fa	bollmaker: add trendEMA support	2022-09-11 17:28:54 +08:00
c9s	080b4dea95	bollmaker: add doc file for bollmaker	2022-09-11 16:56:05 +08:00
Yo-An Lin	3c4bad6124	Merge pull request #930 from andycheng123/fix/pivotshort-trendema ... Fix: Pivotshort	2022-09-11 16:53:02 +08:00
Fredrik	386ab1f6f3	refactor draw on supertrend	2022-09-11 09:48:08 +02:00
Fredrik	3a188aa66a	rename variables	2022-09-11 08:44:59 +02:00
Andy Cheng	98bd6ca1d2	strategy/pivotshort: make strategy controller work	2022-09-11 14:09:46 +08:00
Fredrik	e02840e08d	Feature: draw pnl	2022-09-11 01:19:23 +02:00
Yo-An Lin	d45bc9e509	Merge pull request #927 from c9s/refactor/submit-order ... refactor: simplify submit order	2022-09-11 02:58:47 +08:00
c9s	29105eb57f	all: simplify underlying exchange submitOrder method ... - Replace SubmitOrders with SubmitOrder - Accept only one submit order and return one created order - Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method	2022-09-09 18:41:06 +08:00
Yo-An Lin	e86df62daf	Merge pull request #925 from c9s/feature/open-position ... feature: order executor open position method	2022-09-09 17:58:12 +08:00
c9s	8dca24e9ee	all: solve cyclic import	2022-09-09 17:40:17 +08:00
c9s	2e95246687	bbgo: add OpenPosition method	2022-09-09 13:57:39 +08:00
c9s	90f3727d68	pivotshort: log submit order error	2022-09-08 23:19:14 +08:00
c9s	edc8c132d5	pivotshort: print stopEMA protection	2022-09-08 23:17:35 +08:00
Yo-An Lin	3e07f1fa86	Merge pull request #921 from andycheng123/improve/supertrend-strategy-profit-report ... strategy/supertrend: use ma by day instead of by trade	2022-09-08 12:15:50 +08:00
Andy Cheng	6ca1a80cf9	strategy/supertrend: use ma by day instead of by trade	2022-09-07 18:27:11 +08:00
Zenix	afad9cca47	Merge pull request #910 from zenixls2/feature/ewo_renew ... SerialMarketDataStore, elliottwave renewal	2022-09-07 18:54:01 +09:00
austin362667	46b3fabfe3	strategy: add trend trader ... strategy: add trend treader strategy: add trend treader	2022-09-07 16:11:31 +08:00
austin362667	8b97e4c4e8	audacity: finalize strategy	2022-09-07 16:05:51 +08:00
austin362667	713ead669e	audacity: stddev outlier func & all order change to maker	2022-09-07 16:05:51 +08:00
austin362667	43a3e21a7b	audacitymaker: rename perTrade	2022-09-07 16:05:51 +08:00
austin362667	132f700377	builtib: update strategy registery	2022-09-07 16:05:51 +08:00
austin362667	1d727345ee	strategy: redesign to audacitymaker	2022-09-07 16:05:51 +08:00
austin362667	833d30ce64	ktrade: add second try	2022-09-07 16:05:51 +08:00
austin362667	6a119bfca0	ktrade: remove ticker	2022-09-07 16:05:51 +08:00
austin362667	a18a06819e	ktrade: error handling ... ktrade: remove error handling ktrade: remove error handling ktrade: remove error handling ktrade: error handling	2022-09-07 16:05:51 +08:00
austin362667	49f7c3de46	ktrade: rounding instead of ceil/floor	2022-09-07 16:05:51 +08:00
austin362667	42d7117464	strategy: add ktrade	2022-09-07 16:05:51 +08:00
zenix	e7a5669018	fix: lowestPrice in elliottwave, add more logs	2022-09-07 15:02:38 +09:00
zenix	36a5579660	fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status	2022-09-06 19:08:05 +09:00
zenix	67e57b49eb	fix: move sourceselector to bbgo folder	2022-09-06 14:43:05 +09:00
zenix	b35bce1afd	fix: remove non-code file	2022-09-06 14:36:55 +09:00
zenix	1d0893b699	fix: enable interval parsing for non-whitelisted time spans	2022-09-06 14:26:17 +09:00
zenix	6c8902dd9c	fix: export kline query limit as a variable for preload decisions from strategy	2022-09-05 20:36:41 +09:00
zenix	28802dd107	feature: re-implement heikinashi for elliottwave	2022-09-05 19:32:35 +09:00
zenix	4a878b5596	fix: rename generalorderexecutor.cancel to gracefulcancelorder	2022-09-05 19:32:35 +09:00
zenix	ff7fd38372	feature: ewo add draw function	2022-09-05 19:32:35 +09:00
zenix	81084ddea6	feature: SerialMarketDataStore from session	2022-09-05 19:32:35 +09:00
zenix	938dc3c497	feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca	2022-09-05 19:32:35 +09:00
Zenix	57d283726a	Merge pull request #900 from zenixls2/fix/backtest ... fix: backtest	2022-09-01 11:57:05 +09:00
Yo-An Lin	58487aca4b	Merge pull request #908 from c9s/strategy/pivotshort-failed-break-high ... strategy/pivotshort: failed break high improvements	2022-08-31 13:56:59 +08:00
c9s	149b1e1444	pivotshort: add BreakInterval config	2022-08-31 13:00:32 +08:00
c9s	3598550d3f	pivotshort: vwma interval should be consistent	2022-08-31 13:00:25 +08:00
c9s	c7bff1695e	pivotshort: avoid using 1m interval to check break	2022-08-31 12:59:54 +08:00
c9s	df902b236c	pivotshort: add vwma condition	2022-08-31 12:59:48 +08:00
Raphanus Lo	0b6cc6d3cd	strategy: bollmaker: sensitivity factor of BB width ratio	2022-08-31 04:31:17 +08:00
c9s	9d97eedc0e	pivotshort: add failedBreakHigh	2022-08-31 00:37:17 +08:00
c9s	ca1e9e9657	pivotshort: remove the legacy support take profit	2022-08-31 00:37:12 +08:00
Raphanus Lo	6314a31554	strategy: bollmaker: dynamic spread by weighted Bollinger width ratio	2022-08-29 21:41:34 +08:00
zenix	1eb03c3dba	fix: taker price, matching engine kline emit order and process order, nan in sortino and sharpe	2022-08-29 14:11:02 +09:00
c9s	11854db51a	pivotshort: move SupportTakeProfit to the core api	2022-08-26 18:09:46 +08:00
c9s	c8c7211e75	pivotshort: fix resistance short subscribe	2022-08-26 17:55:59 +08:00