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Author	SHA1	Message	Date
c9s	8cd646668a	bbgo: use enumer to generate enumer parser	2022-09-02 14:16:16 +08:00
c9s	3d32faff46	backtest: add fee mode config	2022-09-02 14:16:15 +08:00
Yo-An Lin	38dbd17664	Merge pull request #912 from zenixls2/fix/klineHandlerBacktest ... fix backtest output	2022-09-02 14:15:04 +08:00
zenix	acd057cf3e	fix: set exchangeDataSource to pointer in backtest to prevent pass by copy in for loop	2022-09-02 12:32:38 +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
Yo-An Lin	5217947a83	Merge pull request #907 from c9s/dependabot/npm_and_yarn/contracts/minimist-1.2.6 ... build(deps): bump minimist from 1.2.5 to 1.2.6 in /contracts	2022-08-31 13:01:21 +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
dependabot[bot]	d2d1e46e3b	build(deps): bump minimist from 1.2.5 to 1.2.6 in /contracts ... Bumps [minimist](https://github.com/substack/minimist) from 1.2.5 to 1.2.6. - [Release notes](https://github.com/substack/minimist/releases) - [Commits](https://github.com/substack/minimist/compare/1.2.5...1.2.6) --- updated-dependencies: - dependency-name: minimist dependency-type: indirect ... Signed-off-by: dependabot[bot] <support@github.com>	2022-08-31 04:51:28 +00:00
zenix	a28b257568	fix: debug code	2022-08-31 13:01:00 +09:00
Raphanus Lo	0b6cc6d3cd	strategy: bollmaker: sensitivity factor of BB width ratio	2022-08-31 04:31:17 +08:00
Yo-An Lin	c8f3dae34a	Merge pull request #906 from c9s/dependabot/npm_and_yarn/apps/backtest-report/moment-2.29.4	2022-08-31 02:30:16 +08:00
dependabot[bot]	3a829c1638	build(deps): bump moment from 2.29.3 to 2.29.4 in /apps/backtest-report ... Bumps [moment](https://github.com/moment/moment) from 2.29.3 to 2.29.4. - [Release notes](https://github.com/moment/moment/releases) - [Changelog](https://github.com/moment/moment/blob/develop/CHANGELOG.md) - [Commits](https://github.com/moment/moment/compare/2.29.3...2.29.4) --- updated-dependencies: - dependency-name: moment dependency-type: direct:production ... Signed-off-by: dependabot[bot] <support@github.com>	2022-08-30 18:19:37 +00:00
Yo-An Lin	3aa9636d98	Merge pull request #904 from c9s/strategy/pivotshort-failed-break-high ... strategy/pivotshort: add failed break high	2022-08-31 02:13:14 +08:00
c9s	51972e9e28	bbgo: fix indicator load key duplicate issue	2022-08-31 01:45:06 +08:00
c9s	70fb6d19a9	indicator: rename PivotHigh value field	2022-08-31 01:44:51 +08:00
c9s	8fcc3ee368	indicator: update pivot low and pivot high indicator	2022-08-31 01:44:38 +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
zenix	b52598d1ad	fix: fixedpoint MarshalJson on inf	2022-08-30 21:55:16 +09:00
zenix	51d7c1b9ad	fix: currentTime in backtest not updated	2022-08-30 21:12:23 +09:00
zenix	be1f6e7242	fix: add description on the limit taker behavior	2022-08-30 21:07:49 +09:00
zenix	c2d5a5961f	fix: legacy fixedpoint inf handling, refactor backtest kline consuming	2022-08-30 21:02:21 +09:00
zenix	20ee3fdfbb	fix: nan in sortino and sharpe	2022-08-30 12:42:50 +09:00
zenix	c73f4018d0	fix: null pointer error on NextKLine	2022-08-30 12:09:39 +09:00
Yo-An Lin	251d1b7095	Merge pull request #899 from c9s/fix/local-timezone ... fix: fix localtime zone issue for the web-based backtest report	2022-08-30 00:57:24 +08:00
Raphanus Lo	6314a31554	strategy: bollmaker: dynamic spread by weighted Bollinger width ratio	2022-08-29 21:41:34 +08:00
zenix	ecc959835a	fix: cache params and kline until next kline 1m appears	2022-08-29 19:46:58 +09:00
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	179a9b1ddb	fix: ensure that orders.tsv are rendered in local timezone	2022-08-26 19:09:11 +08:00
Yo-An Lin	f17249ba89	Merge pull request #898 from c9s/refactor/pivotshort ... Refactor/pivotshort	2022-08-26 19:09:00 +08:00
c9s	17ba1c142d	bbgo: fix support take profit field type	2022-08-26 18:12:42 +08:00
c9s	fb9a4994c0	bbgo: add supportTakeProfit method to the core exit methods	2022-08-26 18:11:45 +08:00
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
c9s	a48471d4c8	pivotshort: refactor trend ema and stop ema	2022-08-26 17:52:46 +08:00
c9s	8b7f4c6222	bbgo: add ProtectiveStopLoss doc comment	2022-08-26 17:52:46 +08:00
Yo-An Lin	85ba5e234c	Merge pull request #897 from c9s/feature/extend-floats-funcs ... Feature/extend floats funcs	2022-08-26 17:25:00 +08:00
c9s	ba918f80ee	floats: add test case for Lower and Higher	2022-08-26 16:57:46 +08:00
c9s	f0ef60bb2b	floats: add reference link	2022-08-26 16:28:57 +08:00
c9s	9a0988db35	floats: port some functions from ta-lib ... see https://github.com/markcheno/go-talib/blob/master/talib.go	2022-08-26 16:25:31 +08:00
c9s	52d245ecf1	floats: move floats related functions and add crossover, crossunder funcs	2022-08-26 16:15:39 +08:00
Raphanus Lo	a2ab9db4eb	strategy: bollmaker: fix nil pointer	2022-08-25 23:43:31 +08:00
Yo-An Lin	f05e1d1da6	Merge pull request #895 from c9s/refactor/floats ... refactor: move float slice/map to a single package	2022-08-25 18:44:03 +08:00
c9s	5953fe49d1	all: move float slice/map to a single package	2022-08-25 17:31:42 +08:00
Raphanus Lo	de4f3721a2	backtest: avoid inifite float64 JSON serializing issue	2022-08-25 15:45:08 +08:00
Raphanus Lo	de59c1bd13	backtest: reformat sharpe/sortino report	2022-08-25 15:45:08 +08:00