Commit Graph

4470 Commits

Author SHA1 Message Date
c9s
3786fc64f1
rename LocalActiveOrderBook to just ActiveOrderBook 2022-06-06 05:43:38 +08:00
Yo-An Lin
0478993e3e
Merge pull request #672 from c9s/fix/local-active-book
fix and simplify LocalActiveOrderBook
2022-06-05 21:50:14 +08:00
c9s
1e27caa5e2
flashcrash: update local active book usage 2022-06-05 21:45:43 +08:00
c9s
1d340256ea
fix and simplify LocalActiveOrderBook 2022-06-05 18:12:26 +08:00
Yo-An Lin
a2e2681901
Merge pull request #671 from ankion/fix_futures_position
Fix futures position incorrect
2022-06-05 17:07:18 +08:00
Yo-An Lin
2e847d29cb
Merge pull request #670 from ksidenko/improve-backtest-report-ui
Improve backtest report ui
2022-06-05 17:01:25 +08:00
ankion
53f3df5ccf futures position no need to deduct fees 2022-06-05 16:33:08 +08:00
ankion
d90cf43d5a fix futures QuoteQuantity incorrect. 2022-06-05 16:33:08 +08:00
Сиденко Кирилл Сергеевич
0ad62c5b58 Improve backtest report ui 2022-06-05 12:46:43 +07:00
c9s
016ddfd8cd
pivotshort: also check isClosed 2022-06-05 13:14:17 +08:00
c9s
f883d42c58
pivotshort: avoid market sell again if position is already opened 2022-06-05 13:13:23 +08:00
c9s
629ae39095
fix var comparison 2022-06-05 13:09:32 +08:00
c9s
defff9b01d
pivotshort: add new found return value 2022-06-05 13:04:48 +08:00
c9s
f39ba4854d
pivotshort: add notify 2022-06-05 12:58:12 +08:00
c9s
74ee92832b
pivotshort: rename pivotBuffer to pivotLowPrices 2022-06-05 12:56:40 +08:00
c9s
32f324761e
pivotshort: market sell to open short 2022-06-05 12:55:36 +08:00
c9s
4bd322feb4
pivotshort: use notify and always collect trades 2022-06-05 12:51:45 +08:00
c9s
e7078edacd
pivotshort: add kline event handler and a todo 2022-06-05 12:48:54 +08:00
c9s
b20e1335c2
pivotshort: pull out market sell to a single method 2022-06-05 12:47:15 +08:00
c9s
f0578c5fa2
pivotshort: rename place order method 2022-06-05 12:40:41 +08:00
c9s
46b766857a
pivotshort: always collect trades after submitting orders 2022-06-05 12:40:08 +08:00
c9s
b9c32c7f7e
pivotshort: numLayers should be int 2022-06-05 12:37:35 +08:00
Yo-An Lin
9f5575f1ef
Merge pull request #669 from c9s/fix/kline-partial-sync
fix: fix partial kline sync
2022-06-05 02:02:54 +08:00
c9s
4b582830f0
remove timepoint map 2022-06-05 01:57:40 +08:00
c9s
c20e3fee4b
fix persistence unmarshalling issue 2022-06-05 01:48:56 +08:00
c9s
221a2d9dc7
fix persistence: calling type method on z zero value 2022-06-05 01:09:31 +08:00
c9s
39fcf1a51b
refactor sync command and add integration tests 2022-06-05 01:01:59 +08:00
c9s
425f8674d2
service: add kline partial sync 2022-06-04 19:15:11 +08:00
c9s
bf4d8d345e
service/backtest: implement backfill and time range scanner 2022-06-04 11:47:55 +08:00
c9s
9083881442
refactor exchange factory and solve the incorrect pkg import dependency from ftx 2022-06-04 11:47:55 +08:00
austin362667
9b8239abba pivotshort: add symbol name 2022-06-04 02:31:04 +08:00
austin362667
fcdc26e188 pivotshort: add init place order 2022-06-04 02:31:04 +08:00
c9s
6ceb54679a
add websocket log prefix 2022-06-04 00:39:24 +08:00
c9s
0b896e667f
add GMTUSDT pivoshot config with binance margin 2022-06-04 00:19:12 +08:00
c9s
40d44078dc
explain ID and strategy struct 2022-06-04 00:14:41 +08:00
Yo-An Lin
2d461582ea
Merge pull request #667 from c9s/strategy/pivot 2022-06-03 23:40:11 +08:00
austin362667
5ca651a9b4 pivotshort: clean up field name 2022-06-03 23:28:48 +08:00
austin362667
af2d88d9a3 pivotshort: add immediate market sell 2022-06-03 23:23:26 +08:00
Yo-An Lin
7efcae2bd1
Merge pull request #660 from c9s/strategy/pivot
pivotshort: clean up strategy
2022-06-03 20:25:10 +08:00
c9s
0c96d8ef82
add doc doc/topics/developing-strategy.md 2022-06-03 17:12:12 +08:00
austin362667
9dab39849b pivotshort: clean up 2022-06-03 16:38:06 +08:00
austin362667
30be15dd34 pivotshort: add repay margin side effect 2022-06-03 15:48:49 +08:00
austin362667
2aac5bb273 pivotshort: improve post order & add margin 2022-06-03 15:48:49 +08:00
c9s
6936503cde
bollmaker: fix profit stats notification 2022-06-03 14:46:45 +08:00
Yo-An Lin
202605c19e
Merge pull request #666 from c9s/fix/save-state-on-change
improve: apply default exchange fee rate
2022-06-03 03:29:28 +08:00
c9s
3428aeba03
apply default exchange fee rate
fixes #566
2022-06-03 03:24:34 +08:00
Yo-An Lin
c8055e9278
Merge pull request #664 from c9s/fix/save-state-on-change
fix: use the correct id for state loading
2022-06-03 03:16:32 +08:00
c9s
4fc0687cf9
bollmaker: remove debug code 2022-06-03 03:14:19 +08:00
c9s
68d6e9e850
service: fix state loading (use correct ID method) 2022-06-03 03:10:50 +08:00
c9s
f7cdaff925
persistence: add store and load test case 2022-06-03 02:49:16 +08:00