c9s
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3786fc64f1
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rename LocalActiveOrderBook to just ActiveOrderBook
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2022-06-06 05:43:38 +08:00 |
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Yo-An Lin
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0478993e3e
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Merge pull request #672 from c9s/fix/local-active-book
fix and simplify LocalActiveOrderBook
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2022-06-05 21:50:14 +08:00 |
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c9s
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1e27caa5e2
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flashcrash: update local active book usage
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2022-06-05 21:45:43 +08:00 |
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c9s
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1d340256ea
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fix and simplify LocalActiveOrderBook
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2022-06-05 18:12:26 +08:00 |
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Yo-An Lin
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a2e2681901
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Merge pull request #671 from ankion/fix_futures_position
Fix futures position incorrect
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2022-06-05 17:07:18 +08:00 |
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Yo-An Lin
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2e847d29cb
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Merge pull request #670 from ksidenko/improve-backtest-report-ui
Improve backtest report ui
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2022-06-05 17:01:25 +08:00 |
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ankion
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53f3df5ccf
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futures position no need to deduct fees
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2022-06-05 16:33:08 +08:00 |
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ankion
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d90cf43d5a
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fix futures QuoteQuantity incorrect.
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2022-06-05 16:33:08 +08:00 |
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Сиденко Кирилл Сергеевич
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0ad62c5b58
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Improve backtest report ui
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2022-06-05 12:46:43 +07:00 |
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c9s
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016ddfd8cd
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pivotshort: also check isClosed
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2022-06-05 13:14:17 +08:00 |
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c9s
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f883d42c58
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pivotshort: avoid market sell again if position is already opened
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2022-06-05 13:13:23 +08:00 |
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c9s
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629ae39095
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fix var comparison
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2022-06-05 13:09:32 +08:00 |
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c9s
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defff9b01d
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pivotshort: add new found return value
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2022-06-05 13:04:48 +08:00 |
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c9s
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f39ba4854d
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pivotshort: add notify
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2022-06-05 12:58:12 +08:00 |
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c9s
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74ee92832b
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pivotshort: rename pivotBuffer to pivotLowPrices
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2022-06-05 12:56:40 +08:00 |
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c9s
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32f324761e
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pivotshort: market sell to open short
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2022-06-05 12:55:36 +08:00 |
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c9s
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4bd322feb4
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pivotshort: use notify and always collect trades
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2022-06-05 12:51:45 +08:00 |
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c9s
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e7078edacd
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pivotshort: add kline event handler and a todo
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2022-06-05 12:48:54 +08:00 |
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c9s
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b20e1335c2
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pivotshort: pull out market sell to a single method
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2022-06-05 12:47:15 +08:00 |
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c9s
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f0578c5fa2
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pivotshort: rename place order method
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2022-06-05 12:40:41 +08:00 |
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c9s
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46b766857a
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pivotshort: always collect trades after submitting orders
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2022-06-05 12:40:08 +08:00 |
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c9s
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b9c32c7f7e
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pivotshort: numLayers should be int
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2022-06-05 12:37:35 +08:00 |
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Yo-An Lin
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9f5575f1ef
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Merge pull request #669 from c9s/fix/kline-partial-sync
fix: fix partial kline sync
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2022-06-05 02:02:54 +08:00 |
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c9s
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4b582830f0
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remove timepoint map
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2022-06-05 01:57:40 +08:00 |
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c9s
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c20e3fee4b
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fix persistence unmarshalling issue
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2022-06-05 01:48:56 +08:00 |
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c9s
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221a2d9dc7
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fix persistence: calling type method on z zero value
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2022-06-05 01:09:31 +08:00 |
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c9s
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39fcf1a51b
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refactor sync command and add integration tests
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2022-06-05 01:01:59 +08:00 |
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c9s
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425f8674d2
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service: add kline partial sync
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2022-06-04 19:15:11 +08:00 |
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c9s
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bf4d8d345e
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service/backtest: implement backfill and time range scanner
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2022-06-04 11:47:55 +08:00 |
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c9s
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9083881442
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refactor exchange factory and solve the incorrect pkg import dependency from ftx
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2022-06-04 11:47:55 +08:00 |
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austin362667
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9b8239abba
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pivotshort: add symbol name
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2022-06-04 02:31:04 +08:00 |
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austin362667
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fcdc26e188
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pivotshort: add init place order
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2022-06-04 02:31:04 +08:00 |
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c9s
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6ceb54679a
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add websocket log prefix
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2022-06-04 00:39:24 +08:00 |
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c9s
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0b896e667f
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add GMTUSDT pivoshot config with binance margin
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2022-06-04 00:19:12 +08:00 |
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c9s
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40d44078dc
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explain ID and strategy struct
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2022-06-04 00:14:41 +08:00 |
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Yo-An Lin
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2d461582ea
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Merge pull request #667 from c9s/strategy/pivot
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2022-06-03 23:40:11 +08:00 |
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austin362667
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5ca651a9b4
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pivotshort: clean up field name
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2022-06-03 23:28:48 +08:00 |
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austin362667
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af2d88d9a3
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pivotshort: add immediate market sell
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2022-06-03 23:23:26 +08:00 |
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Yo-An Lin
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7efcae2bd1
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Merge pull request #660 from c9s/strategy/pivot
pivotshort: clean up strategy
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2022-06-03 20:25:10 +08:00 |
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c9s
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0c96d8ef82
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add doc doc/topics/developing-strategy.md
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2022-06-03 17:12:12 +08:00 |
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austin362667
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9dab39849b
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pivotshort: clean up
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2022-06-03 16:38:06 +08:00 |
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austin362667
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30be15dd34
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pivotshort: add repay margin side effect
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2022-06-03 15:48:49 +08:00 |
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austin362667
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2aac5bb273
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pivotshort: improve post order & add margin
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2022-06-03 15:48:49 +08:00 |
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c9s
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6936503cde
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bollmaker: fix profit stats notification
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2022-06-03 14:46:45 +08:00 |
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Yo-An Lin
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202605c19e
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Merge pull request #666 from c9s/fix/save-state-on-change
improve: apply default exchange fee rate
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2022-06-03 03:29:28 +08:00 |
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c9s
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3428aeba03
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apply default exchange fee rate
fixes #566
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2022-06-03 03:24:34 +08:00 |
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Yo-An Lin
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c8055e9278
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Merge pull request #664 from c9s/fix/save-state-on-change
fix: use the correct id for state loading
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2022-06-03 03:16:32 +08:00 |
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c9s
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4fc0687cf9
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bollmaker: remove debug code
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2022-06-03 03:14:19 +08:00 |
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c9s
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68d6e9e850
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service: fix state loading (use correct ID method)
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2022-06-03 03:10:50 +08:00 |
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c9s
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f7cdaff925
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persistence: add store and load test case
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2022-06-03 02:49:16 +08:00 |
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