142 Commits

Author	SHA1	Message	Date
zenix	574c5b77b1	fix: improve order tracking in ewo, and more filters for the noise	2022-04-13 21:10:07 +09:00
zenix	fcf29f7e11	fix: doing some performance tuning	2022-04-13 21:10:07 +09:00
zenix	66a401f93f	feature: add sample config for ewo	2022-04-13 21:10:07 +09:00
zenix	42a3737f2e	fix: use series in ewo to predict values	2022-04-13 21:10:07 +09:00
なるみ	83e37f52a8	Rebalance on kline closed	2022-03-24 12:50:40 +08:00
zenix	39572c5fe0	fix: remove maker/buyer/taker/sellerCommission	2022-03-07 14:32:00 +09:00
zenix	25b5eddc03	feature: add multiple exchange support in backtest ... fix: change doc, since --exchange removed from backtest fix: test for config changes	2022-03-07 13:18:56 +09:00
zenix	05521a98b6	add skeleton strategy. fix most of the tests. fix final asset value	2022-02-15 12:01:39 +09:00
Andy Cheng	41c3b860b0	strategy: rename callBackRatio to callbackRatio	2022-02-06 17:47:14 +08:00
Andy Cheng	16f811f48f	strategy: support strategy doc	2022-02-06 17:47:14 +08:00
c9s	c0b8c36222	config: update bollmaker config	2022-02-01 01:43:12 +08:00
c9s	f96c2e6271	bbgo: add activated flag on trailing stop order	2022-02-01 00:41:28 +08:00
c9s	c7ce59cd6f	config: add more doc to the config	2022-01-31 01:52:47 +08:00
c9s	36b0db6cc8	config: update schedule strategy config	2022-01-31 01:46:02 +08:00
c9s	bed03dbd17	schedule: refactor and improve schedule strategy with QuantityOrAmount struct	2022-01-31 01:42:21 +08:00
c9s	bcb33f6887	config: update trailing stop usage doc	2022-01-31 00:18:52 +08:00
c9s	f49b7165d8	bollmaker: fix MinNotional adjustment	2022-01-27 19:56:10 +08:00
c9s	eec26663c5	update bollmaker config	2022-01-27 19:17:00 +08:00
c9s	30a9a5849f	add user data stream sync config	2022-01-27 09:34:04 +08:00
c9s	78c8cb1362	add dynamicExposurePositionScale to the sample config	2022-01-27 08:52:27 +08:00
c9s	aaec79eec9	add sync config example	2022-01-27 08:43:44 +08:00
austin362667	904e7c03ad	strategy: cleanup funding strategy ... strategy: cleanup funding strategy	2022-01-15 08:28:02 +08:00
austin362667	d0e26c66e4	strategy: add funding strategy	2022-01-15 08:28:02 +08:00
c9s	c6a20b0d53	config/bollmaker.yaml: add persistence config	2022-01-09 23:45:33 +08:00
c9s	ba7328f025	config: move disableShort and add more description	2022-01-09 22:53:35 +08:00
c9s	10e21d5a8f	config: change default exchange	2022-01-09 22:49:54 +08:00
c9s	51aa45a077	config: add config doc	2022-01-09 22:48:34 +08:00
c9s	4cdb5b607b	rename bollpp to bollmaker	2022-01-09 01:20:47 +08:00
c9s	567f0c8b59	update bollpp config	2022-01-08 02:40:34 +08:00
c9s	1652c17e33	config: clean up xmaker config	2022-01-01 01:06:08 +08:00
c9s	dcdf33e2c9	xmaker: pull out notifyTrade to a single callback	2021-12-27 00:12:35 +08:00
c9s	05a0745d08	fix InitExchange for publicOnly session	2021-12-26 15:29:42 +08:00
c9s	30a7ca1ce1	rename gap to xgap	2021-12-26 15:13:51 +08:00
なるみ	41d4001872	Add log	2021-12-22 01:59:25 +08:00
Yo-An Lin	1ab20e6397	Merge pull request #381 from narumiruna/maxamount ... strategy: rebalance: adjust quantity by max amount	2021-12-21 20:20:44 +08:00
なるみ	531805a449	Adjust quantity by max amount	2021-12-20 23:46:22 +08:00
Andy Cheng	e4bdb1de06	strategy: allow setting the interval and the window for trigger MA	2021-12-19 18:28:47 +08:00
Andy Cheng	4416a96194	doc: remove obsolete back-testing commission options	2021-12-17 14:41:40 +08:00
Andy Cheng	0e82bf630f	doc: update support strategy	2021-12-16 19:32:35 +08:00
Andy Cheng	debd5b3bf2	doc: issue #281	2021-12-16 18:35:44 +08:00
Andy Cheng	634b722044	doc: support strategy	2021-12-16 18:30:38 +08:00
Yo-An Lin	d531e041dd	Merge pull request #357 from narumiruna/rebalance ... feature: add portfolio rebalancing strategy	2021-12-14 12:01:07 +08:00
なるみ	f320d78f2f	Refactor	2021-12-14 02:18:08 +08:00
Andy Cheng	5a6ff7ebb7	doc: fix tg doc, needs no notification: block	2021-12-13 11:43:05 +08:00
なるみ	f494a0f514	Initial commit of rebalance strategy	2021-12-13 05:19:44 +08:00
Andy Cheng	8fdd8873c8	config: add pricealert-tg.yaml	2021-12-09 20:23:40 +08:00
c9s	f6937b03e0	adjust default grid parameters	2021-12-05 02:51:08 +08:00
c9s	df683bdf56	use position to calculate the pnl	2021-12-05 02:17:15 +08:00
c9s	e835e63c9b	add persistence settings to bollpp config	2021-10-18 00:57:23 +08:00
c9s	d6b707c832	bollpp: fix order quantity	2021-10-18 00:56:22 +08:00