3744 Commits

Author	SHA1	Message	Date
c9s	5a4d71b073	strategy/autoborrow: fix reBalanceDebt check	2022-08-19 18:56:25 +08:00
c9s	5d85ceeec4	service/backtest: filter klines that will be closed in the future	2022-08-19 17:55:48 +08:00
c9s	49728622bc	service/backtest: use second instead of milliseconds for filtering	2022-08-19 17:53:45 +08:00
c9s	5e1e0c7661	service/backtest: check and filter kline by its endTime	2022-08-19 17:28:55 +08:00
c9s	834487d568	strategy/schedule: add MaxBaseBalance config	2022-08-19 16:48:43 +08:00
c9s	4622f9f34e	autoborrow: add more verbose logs	2022-08-19 16:10:13 +08:00
c9s	8827fc3ec6	binance: fix futures/margin order sync issue ... fixes: #887	2022-08-19 15:28:24 +08:00
Zenix	bcd524361d	Merge pull request #886 from COLDTURNIP/feature/sortino_ratio ... Add Sortino ratio	2022-08-19 16:14:46 +09:00
Yo-An Lin	039fc21505	Merge pull request #881 from zenixls2/feature/print_strategy_config ... print strategy config	2022-08-19 15:13:50 +08:00
Raphanus Lo	747839212a	feature: add Sortino ratio	2022-08-18 23:26:54 +08:00
zenix	5030b93285	fix: move canInt to dynamic	2022-08-18 18:05:52 +09:00
c9s	369fc8c4ea	bump version to v1.39.1	2022-08-18 16:44:53 +08:00
zenix	a958d4d092	fix: matching_test add TickSize	2022-08-18 17:38:27 +09:00
zenix	e1c2ed40ff	fix: truncate price in backtest, don't truncate amount, add TruncatePrice function	2022-08-18 17:38:27 +09:00
zenix	66a2f55f9a	fix: matching test by adding default stepSize on BTCUSDT	2022-08-18 17:38:27 +09:00
zenix	f7398f163a	fix: inequality on quantites of balances and submitted orders in backtest	2022-08-18 17:38:27 +09:00
zenix	2720ee90b1	fix: equation of exit dump	2022-08-18 17:38:27 +09:00
zenix	e5c1152030	doc: add comment to strategy config printing func	2022-08-18 17:38:27 +09:00
zenix	5e7ea71613	feature: withdraw print config functionality from drift to be a general function	2022-08-18 17:38:27 +09:00
c9s	4d32a578d7	backtest: emit balance update if we got some quote back	2022-08-18 16:09:07 +08:00
c9s	bd8b362274	backtest: delay the order update after the balance unlock	2022-08-18 15:43:09 +08:00
c9s	3a24a48cde	backtest: fix execution price for stop limit taker orders	2022-08-18 15:26:09 +08:00
c9s	9f9fc098f4	backtest: clean up todo	2022-08-18 15:11:27 +08:00
c9s	6c4d5041ba	backtest: fix limit taker lock issue	2022-08-18 15:09:46 +08:00
c9s	d7dbfd7613	bump version to v1.39.0	2022-08-18 13:43:48 +08:00
Andy Cheng	f990947370	bump version to v1.39.0	2022-08-17 18:59:26 +08:00
c9s	94e2e28edd	strategy/autoborrow: add debt re-balancing	2022-08-17 16:45:10 +08:00
c9s	c6e4fcf0c2	binance: fix QueryOrderTrades	2022-08-17 16:08:11 +08:00
c9s	b4e71dd5bb	binance: implement QueryOrderTrades method	2022-08-17 16:08:09 +08:00
c9s	53b8fd488e	types: add trade stats omitempty tag option	2022-08-17 16:07:47 +08:00
c9s	df8a4bef93	bbgo: remove unused trade store symbol argument	2022-08-17 16:02:42 +08:00
c9s	fa34a0ee70	binance: handle order status expired	2022-08-17 16:02:11 +08:00
Andy Cheng	cd09ee0e34	Merge pull request #877 from andycheng123/improve/supertrend-strategy ... strategy/supertrend: update example config	2022-08-16 15:38:21 +08:00
Andy Cheng	b5beadceb4	exhange/binance: exclude unrealized pnl from balance calculation	2022-08-16 15:06:13 +08:00
Raphanus Lo	b4e32a9ba7	hoptimizer: manually early stop ... User is now able to stop trials by sending system signal (SIGINT & SIGTERM) and see the report earlier at any time.	2022-08-16 14:55:39 +08:00
Zenix	2e9f554f9e	Merge pull request #878 from zenixls2/drift_rebase ... Drift rebase	2022-08-16 15:35:42 +09:00
Yo-An Lin	0fa8692679	Merge pull request #875 from ankion/fix_pivotshort_trendema ... pivotshort: trendema add initial date	2022-08-16 14:31:17 +08:00
Andy Cheng	0b5f2c308e	exchange/binance: fix missing github.com/adshao/go-binance/v2	2022-08-16 14:21:48 +08:00
zenix	17d6b2465c	fix: drift add back symbol in InstanceID	2022-08-16 12:50:30 +09:00
zenix	14aa667d59	fix: drift pnl and cumpnl	2022-08-16 12:45:40 +09:00
zenix	9f8b8d97d0	fix: drift empty pnl. exit condition	2022-08-16 12:30:29 +09:00
Andy Cheng	9cf29b6cc6	exchange/binance: get locked balance of futures account	2022-08-16 10:55:45 +08:00
zenix	71d3b926ec	fix: go1.7	2022-08-15 21:46:13 +09:00
zenix	c1d9df8cdb	feature: export drift1m, remove take profit, add profit report for listing pnl by date	2022-08-15 21:06:46 +09:00
zenix	da28750313	feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift	2022-08-15 21:05:29 +09:00
zenix	2f75dda6ee	fix: highest price and lowest price reset, condition gets crossed	2022-08-15 21:05:08 +09:00
zenix	ba532bd98c	fix: takeProfitFactor NaN	2022-08-15 21:04:48 +09:00
zenix	e34b0c6c30	fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m	2022-08-15 21:04:31 +09:00
zenix	0cc3c5d485	feature: output config to telegram	2022-08-15 21:04:01 +09:00
zenix	6a4eec71d6	feature: create simpleinteract and remove command in notification	2022-08-15 21:03:48 +09:00