Commit Graph

5085 Commits

Author SHA1 Message Date
c9s
54affd2f99
pivotshort: quantity calculation -- sub debt 2022-07-22 11:47:48 +08:00
c9s
76def2fe9d
pull out AccountValueCalculator 2022-07-21 19:46:58 +08:00
c9s
15879adf3b
pivotshort: fix trade loss ratio 2022-07-21 13:17:46 +08:00
c9s
88c0f31e87
pivotshort: add trade loss to the quantity calculating 2022-07-21 13:05:46 +08:00
c9s
756fcb4807
pivotshort: fix min leverage protection 2022-07-21 13:04:19 +08:00
c9s
763ae1f62f
bbgo: fix missing var 2022-07-21 12:36:26 +08:00
c9s
1079757833
bbgo: bind market data store to market data stream when allocating new instance 2022-07-21 12:35:38 +08:00
c9s
de62d9dd67
bbgo: fix injection 2022-07-21 12:33:29 +08:00
c9s
7ce7a1b11c
config: update pivotshort config 2022-07-21 12:18:31 +08:00
c9s
c78ba6a539
bbgo: fix strategy struct field injection phase 2022-07-21 12:18:09 +08:00
c9s
b6d0482517
pivotshort: add more logs and check 2022-07-21 12:05:05 +08:00
Yo-An Lin
0a08cc21df
Merge pull request #825 from c9s/refactor/indicator-api
refactor: new indicator api
2022-07-21 11:53:17 +08:00
c9s
ea08a61e28
indicator/stoch: simplify CalculateAndUpdate 2022-07-21 01:35:27 +08:00
c9s
86c1619e50
indicator/stoch: move emitUpdate 2022-07-21 01:35:03 +08:00
c9s
9c89359a5f
indicator/stoch: move endTime check to pushK 2022-07-21 01:34:35 +08:00
c9s
6e043ba129
indicator/till: fix e1 check 2022-07-21 01:33:30 +08:00
c9s
946fb96b03
bbgo: reformat 2022-07-21 01:32:09 +08:00
c9s
02c978b812
bbgo: remove volatility from the standard indicator set 2022-07-21 01:31:42 +08:00
c9s
a821641dcf
indicator/atr: implement LoadK and BindK 2022-07-21 01:27:38 +08:00
c9s
0b9d6939f3
indicator/till: add zero time check 2022-07-21 01:22:28 +08:00
c9s
2523c2261b
indicator/till: refactor CalculateAndUpdate 2022-07-21 01:21:29 +08:00
c9s
9f937f529e
bbgo: refactor standard indicator 2022-07-21 01:05:08 +08:00
c9s
4300e00580
indicator/rma: move endTime update to PushK 2022-07-21 01:05:08 +08:00
Yo-An Lin
ed91fdc915
Merge pull request #831 from c9s/feature/defaulter
feature: api: add strategy defaulter interface
2022-07-19 17:55:24 +08:00
Yo-An Lin
b9bbff6991
Merge pull request #832 from c9s/fix/schedule
update: fix and update schedule strategy
2022-07-19 17:53:40 +08:00
c9s
88940a6a94
config: update schedule config for usdttwd market 2022-07-19 17:43:55 +08:00
c9s
6dc73f9096
config: update schedule config with back-test settings 2022-07-19 17:43:11 +08:00
c9s
ea4efccd89
schedule: use general order executor and fix notification message format 2022-07-19 17:38:32 +08:00
c9s
ab83805b34
bbgo: add StrategyShutdown interface 2022-07-19 17:13:35 +08:00
c9s
8af2f2f83f
add defaulter interface 2022-07-19 16:59:56 +08:00
c9s
808ba2fc02
bbgo: make slack-app-token optional 2022-07-19 11:41:49 +08:00
c9s
f72cf9bfff
pivotshort: fix quantity check 2022-07-19 11:25:27 +08:00
c9s
9302474d51
add 1m subscribe to RoiTakeProfit 2022-07-19 11:00:45 +08:00
c9s
1ca7e0d032
add trendEMA config to pivotshort config 2022-07-19 10:51:18 +08:00
c9s
7b3673d1d4
config: set default quantity 2022-07-19 10:49:27 +08:00
c9s
fc5b59dde6
add v1.37.0 release note 2022-07-19 09:48:22 +08:00
c9s
a6fc03efe5
bump version to v1.37.0 2022-07-19 09:48:21 +08:00
c9s
d2d62781fb
update command doc files 2022-07-19 09:48:21 +08:00
c9s
29fc58cb18
autoborrow: fix repay amount 2022-07-18 19:14:31 +08:00
Yo-An Lin
185b1fe864
Update README.md 2022-07-18 18:18:50 +08:00
Yo-An Lin
ec4ac54d06
Merge pull request #830 from COLDTURNIP/fix/backtest_index_lock
backtest: resolve data race on index.json
2022-07-18 17:17:48 +08:00
Raphanus Lo
13455e4ee1 backtest: resolve data race on index.json 2022-07-17 15:46:55 +08:00
c9s
6e4c28ed1b
disable marketTrade stop 2022-07-17 00:59:35 +08:00
c9s
2d0fbe4b99
fix ProtectiveStopLoss subscribe 2022-07-16 14:45:02 +08:00
Yo-An Lin
a11630782e
Merge pull request #829 from COLDTURNIP/feature/eliminate_grid_limit
optimizer: eliminate limitation of number of grid point
2022-07-15 23:30:22 +08:00
Raphanus Lo
620381f64b optimizer: eliminate limitation of number of grid point 2022-07-15 23:01:56 +08:00
c9s
44f3793db8
max: emit debt event and ad ratio event 2022-07-15 13:25:02 +08:00
c9s
26f5f36f7e
backtest: for types.OrderTypeStopMarket, use stop price to simulate the actual price for balance locking 2022-07-14 19:26:04 +08:00
c9s
a370a5e489
pivotshort: fix on start handler 2022-07-14 18:36:28 +08:00
c9s
89ffd94d98
update pivotlow on start 2022-07-14 18:35:58 +08:00