c9s
|
bbf01275cc
|
indicator/sma: clean CalculateAndUpdate and make cache field private
|
2022-07-14 11:34:53 +08:00 |
|
c9s
|
7696c9f21e
|
indicator: improve rma preload
|
2022-07-14 10:54:46 +08:00 |
|
c9s
|
da4dbf4800
|
indicator: macd: add link for macd https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram
|
2022-07-14 10:45:22 +08:00 |
|
c9s
|
0b07fb5a83
|
indicator/macd: drop the legacy func calculateMACD
|
2022-07-14 10:36:16 +08:00 |
|
c9s
|
a7b7ed6610
|
rename to KLineClosedEmitter
|
2022-07-14 10:33:10 +08:00 |
|
c9s
|
77264342ce
|
indicator: add KLineLoader interface
|
2022-07-14 10:31:38 +08:00 |
|
c9s
|
cb481c660f
|
fix all indicators for KLineCalculateUpdater interface
|
2022-07-14 10:28:53 +08:00 |
|
c9s
|
e6c634690b
|
indicator: clean up ewma's CalculateAndUpdate
|
2022-07-14 09:29:54 +08:00 |
|
c9s
|
8d8d9a7c59
|
indicator/rsi: make update callback field private
|
2022-07-14 09:18:43 +08:00 |
|
c9s
|
b2538b6960
|
indicator: make callback field private
|
2022-07-14 09:18:43 +08:00 |
|
c9s
|
2a3118a086
|
indicator: clean up and update calculator method names
|
2022-07-14 09:18:42 +08:00 |
|
c9s
|
c27f416dbc
|
indicator: canonicalize the CalculateAndUpdate method call
also fix the xmaker boll indicator preloading
|
2022-07-14 09:18:42 +08:00 |
|
c9s
|
1152fae346
|
ewoDgtrd: upgrade order executor api
|
2022-07-14 01:36:02 +08:00 |
|
c9s
|
5bbccacc89
|
risk: rename func
|
2022-07-14 00:07:49 +08:00 |
|
c9s
|
c7424479bb
|
risk: add tests
|
2022-07-14 00:03:47 +08:00 |
|
c9s
|
8985a7a635
|
risk: add risk function tests
|
2022-07-13 23:56:22 +08:00 |
|
c9s
|
7932688aa7
|
add risk calculator functions
|
2022-07-13 23:45:47 +08:00 |
|
Yo-An Lin
|
affe46655f
|
Merge pull request #818 from COLDTURNIP/fix/backtest_correct_final_asset
backtest: correct final asset calculation
|
2022-07-13 23:02:19 +08:00 |
|
Yo-An Lin
|
01d50496a1
|
Merge pull request #817 from COLDTURNIP/fix/optimizer_initial_storage
optimizer: prepare database before executing backtests
|
2022-07-13 23:01:59 +08:00 |
|
Raphanus Lo
|
36bdacf3a3
|
backtest: correct final asset calculation
|
2022-07-13 17:20:48 +08:00 |
|
Raphanus Lo
|
4985c760be
|
optimizer: prepare database before executing backtests
|
2022-07-13 15:28:11 +08:00 |
|
Yo-An Lin
|
b9729b0c4f
|
Merge pull request #816 from c9s/refactor/backtest-report
strategy/pivotshort: add trendEMA
|
2022-07-13 13:45:15 +08:00 |
|
Yo-An Lin
|
647182e575
|
Merge pull request #815 from COLDTURNIP/fix/optimizer_progress_bar_counter
optimizer: correct progress bar counter & ETA calculation
|
2022-07-13 13:35:34 +08:00 |
|
c9s
|
cecb278aa1
|
autoborrow: use info logger for the margin level info
|
2022-07-13 13:34:59 +08:00 |
|
Raphanus Lo
|
363c7b6ef6
|
optimizer: correct progress bar counter & ETA calculation
|
2022-07-13 11:44:04 +08:00 |
|
zenix
|
d1689a3b14
|
fix: add error message on wrong sizeof klines passed in calculateSMA
|
2022-07-13 12:33:57 +09:00 |
|
zenix
|
4e2adcf29e
|
fix: sma calculation, length, and add test case
|
2022-07-13 12:28:41 +09:00 |
|
c9s
|
ee163eb441
|
pivotshort: add trendEMA protection
|
2022-07-13 11:09:57 +08:00 |
|
c9s
|
f5f6fabe07
|
pivotshort: add trendEMA and add stopEMA subscribe
|
2022-07-13 10:49:52 +08:00 |
|
Yo-An Lin
|
8119afbb44
|
Merge branch 'main' into strategy/pivotshort
|
2022-07-12 23:38:23 +08:00 |
|
c9s
|
f91e1afe95
|
atrp: multiple 100 for percentage
|
2022-07-12 22:54:47 +08:00 |
|
c9s
|
a51f26e3a7
|
backtest: add gross profit and gross loss fields
|
2022-07-12 19:50:28 +08:00 |
|
c9s
|
7d232f86b8
|
remove duplicated dumper close
|
2022-07-12 19:34:07 +08:00 |
|
c9s
|
24e009f333
|
backtest: avoid writing same record into the file
|
2022-07-12 18:46:09 +08:00 |
|
c9s
|
6ce9f6a2b7
|
fix FilterSimpleArgs
|
2022-07-12 17:55:15 +08:00 |
|
c9s
|
b521a7cf70
|
pivotshort: fix resistance price update algo
|
2022-07-12 17:45:47 +08:00 |
|
c9s
|
da4b35bd31
|
pivotshort: add 1m subscribe
|
2022-07-12 17:45:47 +08:00 |
|
Yo-An Lin
|
1ef2c1d668
|
Merge pull request #811 from andycheng123/fix/supertrend-strategy
strategy/supertrend: fix double dema initialization problem
|
2022-07-12 13:13:19 +08:00 |
|
c9s
|
28d9aa6820
|
autoborrow: show margin level when check
|
2022-07-11 16:26:25 +08:00 |
|
c9s
|
3f15df4c0e
|
autoborrow: fix repay balance check
|
2022-07-11 16:22:21 +08:00 |
|
c9s
|
98aaa6ce43
|
autoborrow: fix repay mech
|
2022-07-11 16:20:45 +08:00 |
|
Andy Cheng
|
1b5dc309f0
|
strategy/supertrend: fix double dema initialization problem
|
2022-07-11 13:37:01 +08:00 |
|
c9s
|
2a9a34ae66
|
bump version to v1.36.0
|
2022-07-10 19:08:30 +08:00 |
|
c9s
|
c62aafdf2b
|
compile and update migration package
|
2022-07-10 19:08:30 +08:00 |
|
Zenix
|
e633cedd3c
|
Merge pull request #809 from zenixls2/feature/logistic_regression
feature: logistic regression
|
2022-07-09 17:27:20 +09:00 |
|
Yo-An Lin
|
eacbd13e6b
|
Merge pull request #810 from andycheng123/fix/supertrend-strategy
|
2022-07-08 21:03:01 +08:00 |
|
Yo-An Lin
|
e6d9a8a84a
|
Merge pull request #808 from c9s/fix/kline-with-filtering
|
2022-07-08 21:02:28 +08:00 |
|
c9s
|
cc8821bb66
|
update max order api path
|
2022-07-08 20:47:51 +08:00 |
|
c9s
|
e9faf34b5e
|
max: fix balance field for api
|
2022-07-08 17:28:07 +08:00 |
|
c9s
|
59fcef0b6d
|
supertrend: avoid using embedded struct on DoubleDema
|
2022-07-08 17:13:12 +08:00 |
|
Andy Cheng
|
d73d7b4380
|
Merge branch 'main' into fix/supertrend-strategy
|
2022-07-08 16:45:26 +08:00 |
|
c9s
|
5bd292d0b2
|
bbgo: add notify(profit)
|
2022-07-08 16:43:32 +08:00 |
|
Andy Cheng
|
574e142cf9
|
strategy/supertrend: use types.IntervalWindow instead of types.Interval
|
2022-07-08 16:42:31 +08:00 |
|
c9s
|
79b70d4a31
|
supertrend: fix interval window for exit methods
|
2022-07-08 16:31:28 +08:00 |
|
zenix
|
0e64a14d7f
|
feature: add entropy, cross entropy, sigmoid, softmax, and logistic regression
|
2022-07-08 16:58:59 +09:00 |
|
c9s
|
46d6ecc663
|
fix types.TradeStats usage
|
2022-07-08 15:44:32 +08:00 |
|
c9s
|
581e4be218
|
supertrend: clean up and update
|
2022-07-08 15:41:28 +08:00 |
|
c9s
|
d7f83a45b3
|
fix: check if interval is empty string
|
2022-07-08 14:47:36 +08:00 |
|
Andy Cheng
|
f8777752a0
|
Merge branch 'main' into improve/supertrend-strategy
|
2022-07-07 10:33:30 +08:00 |
|
Yo-An Lin
|
e778db1f24
|
Merge pull request #801 from c9s/feature/optimizer-metrics-tsv-format
feature: optimizer: support --tsv option and render tsv output
|
2022-07-07 06:23:49 +08:00 |
|
c9s
|
ba74e83552
|
optimizer: show *exec.ExitError
|
2022-07-07 02:26:39 +08:00 |
|
c9s
|
81560746bd
|
all: reformat code
|
2022-07-07 02:26:39 +08:00 |
|
c9s
|
c9859c9238
|
add more struct field tests
|
2022-07-07 02:26:39 +08:00 |
|
c9s
|
30deaad079
|
dynamic: add IterateFields
|
2022-07-07 02:26:39 +08:00 |
|
c9s
|
3131786c02
|
bbgo: fix trailing stop binding
|
2022-07-07 02:26:39 +08:00 |
|
c9s
|
74593720a7
|
add ExitMethodSet.Bind method
|
2022-07-07 02:26:39 +08:00 |
|
c9s
|
d2637ce261
|
trailing stop: apply ClosePosition parameter
|
2022-07-07 02:26:39 +08:00 |
|
c9s
|
7b7d0690c7
|
optimizer: support --tsv option and render tsv output
|
2022-07-07 02:11:52 +08:00 |
|
c9s
|
81e05a3f2c
|
add more struct field tests
|
2022-07-06 22:01:35 +08:00 |
|
c9s
|
825022715d
|
dynamic: add IterateFields
|
2022-07-06 21:58:26 +08:00 |
|
c9s
|
b3e04a68da
|
bbgo: fix trailing stop binding
|
2022-07-06 21:50:38 +08:00 |
|
Andy Cheng
|
c43d4e0b24
|
strategy/supertrend: func to get order side
|
2022-07-06 18:11:09 +08:00 |
|
Andy Cheng
|
8aa5b706b6
|
strategy/supertrend: fix double dema missing interval
|
2022-07-06 17:05:38 +08:00 |
|
Andy Cheng
|
6c93c42ef6
|
strategy/supertrend: pull double dema into a single file
|
2022-07-06 16:45:19 +08:00 |
|
Andy Cheng
|
c62e7bbb58
|
strategy/supertrend: refactor to smaller functions
|
2022-07-06 16:26:30 +08:00 |
|
c9s
|
3d9db2786d
|
add trailing stop to the exit method
|
2022-07-06 10:56:10 +08:00 |
|
c9s
|
b49f12300c
|
add long position test for trailing stop
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-06 10:54:53 +08:00 |
|
c9s
|
03481000cc
|
reset activated flag when stop order is submitted
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-06 03:09:57 +08:00 |
|
c9s
|
2bc12c0522
|
add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-06 03:04:01 +08:00 |
|
c9s
|
d140012fd5
|
fix mockgen command
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-06 01:32:05 +08:00 |
|
c9s
|
f329af2c6b
|
generate mocks for the exchange interface
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-06 01:31:12 +08:00 |
|
Andy Cheng
|
2de16ac7d1
|
strategy/supertrend: fix missing Bind() of DEMA
|
2022-07-05 17:11:58 +08:00 |
|
Andy Cheng
|
91077ce61d
|
strategy/supertrend: add ExitMethod
|
2022-07-05 16:55:48 +08:00 |
|
Andy Cheng
|
f0dc9d6147
|
strategy/supertrend: add TradeStats
|
2022-07-05 16:30:13 +08:00 |
|
Andy Cheng
|
5b3ba03042
|
strategy/supertrend: preload indicators
|
2022-07-05 16:25:02 +08:00 |
|
c9s
|
4de5b0bc9b
|
add TrailingStop2
|
2022-07-05 16:10:55 +08:00 |
|
Andy Cheng
|
0a0e5ac4d8
|
strategy/supertrend: config switch for stop by different signals
|
2022-07-05 15:59:35 +08:00 |
|
c9s
|
b643b8ed0d
|
fix LowerShadowTakeProfit kline filter condition
|
2022-07-05 12:15:31 +08:00 |
|
c9s
|
8ac21fa16e
|
fix LowerShadowTakeProfit kline filter condition
|
2022-07-05 12:14:53 +08:00 |
|
c9s
|
193703a9a0
|
all: use tradeStats constructor
|
2022-07-05 11:14:50 +08:00 |
|
Yo-An Lin
|
0b4044bbb6
|
Merge pull request #796 from c9s/strategy/pivotshort
strategy/pivotshort: add supportTakeProfit method
|
2022-07-04 12:26:32 +08:00 |
|
c9s
|
c258d522e6
|
backtest: update backtest.Exchange currentTime
|
2022-07-04 02:38:42 +08:00 |
|
c9s
|
82f9fc139c
|
backtest: refactor exchange field, clean up startTime and endTime deps
|
2022-07-04 02:34:46 +08:00 |
|
c9s
|
8fc17f9c0b
|
backtest: move QueryOrder method
|
2022-07-04 02:29:18 +08:00 |
|
c9s
|
a31f61736a
|
backtest: pull out userDataStream to backtestEx.BindUserData
|
2022-07-04 02:27:29 +08:00 |
|
c9s
|
ecd4df86f9
|
backtest: assign user data stream to backtest.Exchange before we call EmitStart
|
2022-07-04 02:21:14 +08:00 |
|
c9s
|
449b2d8220
|
backtest: fix order update emit binding
|
2022-07-04 02:20:50 +08:00 |
|
c9s
|
3a37154737
|
pivotshort: fix supportTakeProfit binding
|
2022-07-04 02:20:15 +08:00 |
|
Yo-An Lin
|
6fe980a2a3
|
Merge pull request #793 from LarryLuTW/larry/fix-pnl-market
Fix pnl command
|
2022-07-04 01:42:32 +08:00 |
|
Fredrik
|
771f578efd
|
optimizer/fix: prevent from crashing if missing SummaryReport
|
2022-07-03 13:16:41 +02:00 |
|
c9s
|
81f9639c85
|
pivotshort: bind supportTakeProfit method
|
2022-07-03 17:22:29 +08:00 |
|
c9s
|
278fbb7b51
|
pivotshort: fix support take profit method
|
2022-07-03 17:13:01 +08:00 |
|
c9s
|
74cac6e977
|
pivotshort: adjust layer price calculation
|
2022-07-03 15:44:37 +08:00 |
|
c9s
|
a408b20eda
|
fix resistance price calculation
|
2022-07-03 15:26:05 +08:00 |
|
c9s
|
1e8ac0d08a
|
pivotshort: improve price grouping
|
2022-07-02 18:51:17 +08:00 |
|
LarryLuTW
|
a0e8359d23
|
add market for calculator
|
2022-07-02 17:45:24 +08:00 |
|
c9s
|
f940bb8e0a
|
implement SupportTakeProfit method
|
2022-07-02 13:21:27 +08:00 |
|
c9s
|
ac1b5e4df4
|
check market in the NewPositionFromMarket
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-02 12:43:57 +08:00 |
|
c9s
|
004e6b0e0b
|
pivotshort: fix findNextResistancePriceAndPlaceOrders
|
2022-07-02 00:28:41 +08:00 |
|
c9s
|
f1867b02c3
|
pivotshort: fix message
|
2022-07-01 18:10:39 +08:00 |
|
c9s
|
9a11fd59ed
|
pivotshort: fix open close price compare
|
2022-07-01 17:43:51 +08:00 |
|
c9s
|
178913dd1b
|
reformat code
|
2022-07-01 17:32:59 +08:00 |
|
c9s
|
b158c44b95
|
fix profit stats notification
|
2022-07-01 17:32:40 +08:00 |
|
c9s
|
4bb9fb7e1b
|
fix profit stats wording
|
2022-07-01 17:32:01 +08:00 |
|
c9s
|
53204f47ea
|
bollmaker: remove legacy state loading
|
2022-07-01 17:28:48 +08:00 |
|
c9s
|
04df515aea
|
pivotshort: clean up and force kline direction
|
2022-07-01 17:26:45 +08:00 |
|
c9s
|
9374125712
|
pivotshort: pull out break low logics
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-01 17:22:09 +08:00 |
|
c9s
|
7f5e92d1b5
|
cancel order when shutdown
|
2022-07-01 16:29:03 +08:00 |
|
c9s
|
c792da2164
|
pivotshort: improve balance check for margin
|
2022-07-01 15:41:50 +08:00 |
|
c9s
|
09ba2d31c3
|
pivortshort: run placeResistanceOrders with margin borrow buy
|
2022-07-01 15:34:21 +08:00 |
|
c9s
|
1af18a5fac
|
pivotshort: fix breakLow handle event
|
2022-07-01 15:30:06 +08:00 |
|
c9s
|
8851e67356
|
dynamic: add doc comment to CallMatch
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-01 13:10:53 +08:00 |
|
c9s
|
910c17a567
|
dynamic: implement CallWithMatch for dynamic calls
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-01 13:09:30 +08:00 |
|
c9s
|
503d851c9d
|
pivotshort: move resistance short to a single file
|
2022-07-01 01:24:34 +08:00 |
|
c9s
|
454036b166
|
use types.KLineWith to wrap callbacks
|
2022-07-01 01:06:10 +08:00 |
|
c9s
|
a4af4776d2
|
pivotshort: use active orderbook to maintain the resistance orders
|
2022-07-01 00:57:19 +08:00 |
|
c9s
|
fa98f3fda2
|
fix position.IsOpened method
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-30 18:29:59 +08:00 |
|
c9s
|
3e6b975c2c
|
pivotshort: refactor ResistanceShort entry method
|
2022-06-30 18:29:02 +08:00 |
|
c9s
|
6aa6e57d96
|
add ema condition to the lower shadow take profit
|
2022-06-30 17:42:23 +08:00 |
|
Andy Cheng
|
1573a9acf3
|
strategy/supertrend: add linear regression as filter
|
2022-06-30 16:35:00 +08:00 |
|
c9s
|
903d773025
|
dynamic: invert if
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
b15e8d0ce4
|
all: refactor exit method set and fix dynamic call/merge
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
e2ab363e64
|
dynamic: add CallStructFieldsMethod for map struct field call
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
527070d13d
|
all: rewrite and clean up graceful shutdown api
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
7d5474e3dd
|
pivotshort: call MergeStructValues to update the field value
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
cf0ca70d24
|
move and rename isSymbolBasedStrategy
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
3013eeccc7
|
move dynamic stuff to the pkg/dynamic package
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
a74decc47d
|
add more test case for reflect
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
fa917b0b77
|
bbgo: implmenet reflectMergeStructFields so that we can merge field values
|
2022-06-30 15:49:17 +08:00 |
|
c9s
|
ab3341d5ae
|
pivotshort: make preload pivot as a pure function
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2022-06-30 15:49:17 +08:00 |
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c9s
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9733eec280
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pivotshort: move pure funcs to the bottom
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2022-06-30 15:49:17 +08:00 |
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c9s
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38767cd2df
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move private methods to the bottom
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2022-06-30 15:49:17 +08:00 |
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c9s
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ee45f154a1
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pivotshort: rename bounce short to resistance short
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2022-06-30 15:49:17 +08:00 |
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zenix
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0141f81086
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refactor: ewo use SeriesExtend
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2022-06-29 22:02:50 +09:00 |
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zenix
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70f4676340
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feature: extend indicators, extend seriesbase methods
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2022-06-29 21:49:02 +09:00 |
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zenix
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69533c0397
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feature: add sharpe function implementation
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2022-06-29 20:10:20 +09:00 |
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zenix
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d8d77cec1e
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feature: add skew, covariance and variance
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2022-06-29 20:10:20 +09:00 |
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zenix
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1e31c4fb04
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feature: add correlation for series
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2022-06-29 20:10:20 +09:00 |
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zenix
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36127a6332
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feature: implement omega, sharp, sortino related functions
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2022-06-29 20:10:20 +09:00 |
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zenix
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b26d3005a3
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feature: add pct_change implementation in indicator
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2022-06-29 20:10:20 +09:00 |
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Yo-An Lin
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ccfaf0e070
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Merge pull request #784 from c9s/strategy/pivotshort
strategy: pivotshort: fix stopEMA
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2022-06-29 17:04:24 +08:00 |
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c9s
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4bb2e4a25f
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fix stopEMA range check
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2022-06-29 16:59:50 +08:00 |
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Andy Cheng
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6222ceef9a
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Merge pull request #785 from andycheng123/improve/optimizer-progressbar
optimizer: add progressbar
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2022-06-29 16:28:03 +08:00 |
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Andy Cheng
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a029509b63
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optimizer: add progressbar
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2022-06-29 16:17:43 +08:00 |
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c9s
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83d6f4764c
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types: fix profit factor calculation
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-29 15:37:18 +08:00 |
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c9s
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84083f56b7
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bbgo: add ExchangeSession param to the subscribe method
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2022-06-29 15:16:56 +08:00 |
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c9s
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cb1c5634a2
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pivotshort: remove redundant notification
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2022-06-29 15:14:24 +08:00 |
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Zenix
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6b6686caa8
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Merge pull request #778 from zenixls2/feature/series_extend
feature: add seriesExtend
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2022-06-29 12:35:48 +09:00 |
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c9s
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38920dfc7a
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pivotshort: fix kline history loading
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2022-06-29 11:23:05 +08:00 |
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zenix
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0b8441f4a2
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rename: ToArray -> Array, ToReverseArray -> Reverse
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2022-06-29 11:13:43 +09:00 |
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c9s
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fc3e76204a
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bbgo: add todo for the reflect Subscribe call
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2022-06-29 02:03:00 +08:00 |
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c9s
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95c2711b0d
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bbgo: call Subscribe method dynamically
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2022-06-29 02:02:23 +08:00 |
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c9s
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16f2a06b1f
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all: move exit methods to the bbgo core
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-29 01:58:15 +08:00 |
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c9s
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cfc4fd1f81
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add doc for CumulatedVolumeTakeProfit
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2022-06-29 01:39:33 +08:00 |
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c9s
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3d4f765678
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rename protectionStopLoss to protectiveStopLoss
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2022-06-29 01:31:56 +08:00 |
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c9s
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37413e4355
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pivotshort: fix bounce ratio calculation
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2022-06-28 23:47:34 +08:00 |
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c9s
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b32cfef2fd
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backtest: set order price for market order
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2022-06-28 23:47:34 +08:00 |
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c9s
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609b6a7a50
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add ref link to trade stats
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2022-06-28 23:47:34 +08:00 |
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c9s
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32c76105b0
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types: add total net profit field to trade states
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-28 23:47:34 +08:00 |
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c9s
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1617005114
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pivotshort: fix pivotshort trigger condition
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2022-06-28 23:47:34 +08:00 |
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zenix
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12757a0458
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feature: add seriesExtend
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2022-06-28 21:11:07 +09:00 |
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c9s
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1156e15cfe
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backtest: add order cancel test case
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-28 18:25:51 +08:00 |
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c9s
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c0f8bb9a2d
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backtest: do not change the backtest order price
- apply the last price on the executed trade
- add more tests
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2022-06-28 17:43:51 +08:00 |
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c9s
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81ed5bff4f
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backtest: refactor calculateNativeOrderFee and add test case
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2022-06-28 15:29:01 +08:00 |
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c9s
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abee61cdc4
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backtest: fix stop order backtest, add more test cases and assertions
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2022-06-28 14:35:06 +08:00 |
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c9s
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09e98eed82
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backtest: handle stop market and add test case
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 20:49:55 +08:00 |
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c9s
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34900776f6
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pivotshort: reformat code
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2022-06-27 19:54:58 +08:00 |
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c9s
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10d5a8a4f2
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backtest: fix stop limit order matching
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 19:48:14 +08:00 |
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c9s
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2784408b8b
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add submit order tag
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2022-06-27 18:17:57 +08:00 |
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c9s
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b97ec7bb1e
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pivotshort: remove unused struct
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2022-06-27 18:14:12 +08:00 |
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c9s
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dfdfd6b85e
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types: use pointer receiver for submit order
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 15:56:09 +08:00 |
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c9s
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94ad8a5096
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gross loss and gross profit
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2022-06-27 14:40:49 +08:00 |
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Yo-An Lin
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fc5a753933
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Merge pull request #764 from c9s/strategy/pivotshort
strategy/pivotshort: refactor exit methods and add protection stop exit method
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2022-06-27 00:20:11 +08:00 |
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c9s
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d46954a4b1
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fix SimplePriceMatching test
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 00:13:57 +08:00 |
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c9s
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1557423229
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pivotshort: improve useQuantityOrBaseBalance and add bounce short check
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2022-06-26 19:45:37 +08:00 |
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c9s
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4d862a4286
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pivotshort: remove market trade debug
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2022-06-26 19:29:01 +08:00 |
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c9s
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e1a9df0a2d
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pivotshort: add safety check
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2022-06-26 19:20:46 +08:00 |
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c9s
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3604bae933
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pivotshort: pull out stop price check to a single method
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2022-06-26 19:06:16 +08:00 |
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c9s
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ef31e90728
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pivotshort: clean up
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 16:32:48 +08:00 |
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c9s
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e9b87f6f1e
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pivotshort: refactor exit methods
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 16:31:48 +08:00 |
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c9s
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47677e303f
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pivotshort: refactor take profit and stop loss methods
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 16:13:58 +08:00 |
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c9s
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4c02d8f729
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implement QueryOrder on the backtest exchange
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2022-06-26 16:10:10 +08:00 |
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c9s
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88059016b4
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add position roi tests
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 16:03:42 +08:00 |
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c9s
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0715437cc5
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fix lastRecordTime
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 13:23:04 +08:00 |
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c9s
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25fb684fd1
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types: add ROI method on position
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 13:11:19 +08:00 |
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なるみ
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cbb3effc42
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glassnode: add QueryOptions
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2022-06-25 20:25:42 +08:00 |
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なるみ
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99d6c0550d
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glassnode: add Request struct
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2022-06-25 19:59:00 +08:00 |
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なるみ
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5ce5571b5e
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glassnode: delete all requests
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2022-06-25 19:59:00 +08:00 |
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c9s
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4e670c67a8
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pivotshort: change ratio calculation
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2022-06-25 18:13:50 +08:00 |
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c9s
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66f923ad0d
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backtest: add kline fixture generator
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-25 17:55:31 +08:00 |
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