c9s
|
4b0db6b3af
|
bbgo: fix quantity adjustment
|
2022-11-27 00:25:29 +08:00 |
|
c9s
|
50d5449b9a
|
fix types.NewZeroAssetError panic error
|
2022-11-27 00:24:24 +08:00 |
|
c9s
|
170c3b8c41
|
all: remove ftx
|
2022-11-24 17:05:20 +08:00 |
|
zenix
|
a6e0edbb3c
|
fix: naming of prepare function of openPosition and add comments
|
2022-11-21 12:16:11 +09:00 |
|
zenix
|
109f4d0e3e
|
fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor
|
2022-11-21 12:16:11 +09:00 |
|
zenix
|
27800e95bd
|
feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter
|
2022-11-21 12:16:11 +09:00 |
|
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 |
|