Commit Graph

7771 Commits

Author SHA1 Message Date
c9s
811e624302
indicator: simplify and refactor atr2 2023-05-30 13:50:59 +08:00
c9s
f65d6267fc
indicator: refactor ATRStream 2023-05-30 13:50:59 +08:00
c9s
da15f47f17
indicator: refactor Float64Series and improve RMA2 2023-05-30 13:50:59 +08:00
c9s
1bf44720e2
indicator: update and clean up rma2 2023-05-30 13:50:59 +08:00
c9s
1450d193a4
indicator: refactor/add float64 series 2023-05-30 13:50:59 +08:00
c9s
e094f422fc
indicator: rename v2 indicator file 2023-05-30 13:50:59 +08:00
c9s
68570e1eeb
indicator: move EWMA2 to ewma2.go 2023-05-30 13:50:59 +08:00
c9s
8c7962f07f
indicator: move out subtract stream 2023-05-30 13:50:59 +08:00
c9s
f067c92733
floats: document LSM 2023-05-30 13:50:59 +08:00
c9s
e91142f4e9
indicator: rename func to floats.FindPivot 2023-05-30 13:15:47 +08:00
c9s
89aa63dd64
floats: add floats LSM 2023-05-30 13:15:47 +08:00
Yo-An Lin
67fe27774c
Merge pull request #1179 from c9s/c9s/refactor-indicator
FEATURE: new indicator API design
2023-05-29 17:06:16 +08:00
c9s
5ef7da8422
grid2: fix precheck 2023-05-26 16:09:07 +08:00
c9s
5bf204b890
indicator: support histrical price push 2023-05-26 15:18:43 +08:00
c9s
9fac61351d
all: rename Minus() to Sub() 2023-05-26 15:06:52 +08:00
c9s
648e99f52a
all: refactor and rename indicator.MACD to indicator.MACDLegacy 2023-05-26 15:06:52 +08:00
Yo-An Lin
a7a4660b2e
Merge pull request #1180 from c9s/c9s/grid2-params-fix
FIX: [grid2] fix base quote investment check
2023-05-26 14:58:57 +08:00
c9s
273659a870
grid2: update comment 2023-05-26 14:51:06 +08:00
c9s
8c09c9668a
grid2: improve base quote investment check 2023-05-26 14:49:56 +08:00
c9s
171e0678b6
indicator: remove underscore var 2023-05-25 22:19:14 +08:00
c9s
a994235300
indicator: move doc 2023-05-25 22:18:54 +08:00
c9s
bcf77141ca
all: re-design and refactor indicator api 2023-05-25 22:17:50 +08:00
Yo-An Lin
cf5d71b4bc
Merge pull request #1176 from c9s/c9s/grid2/base-quote
FIX: [grid2] fix base + quote calculation and add baseGridNumber config field
2023-05-25 14:45:45 +08:00
c9s
f7a5c84768
all: reformat code 2023-05-25 14:01:22 +08:00
c9s
8e426ca4bf
grid2: add last price == sell price case 2023-05-25 13:31:47 +08:00
Zenix
8aa1f668d1
Merge pull request #1177 from zenixls2/fix/indicator_minor_fix
fix: some types and operations in SeriesExtended are not supported
2023-05-24 21:03:01 +09:00
zenix
508f42663d fix: some types in SeriesExtended are not supported 2023-05-24 19:47:36 +09:00
Yo-An Lin
862848721f
Fix placeSell condition 2023-05-24 17:52:14 +08:00
c9s
26cbd60a66
grid2: add one more test case for base + quote 2023-05-23 17:36:01 +08:00
c9s
1cf788c925
grid2: fix base + quote order placement and add test case 2023-05-23 17:34:03 +08:00
c9s
d5cf53ee94
grid2: fix comparison 2023-05-22 18:20:34 +08:00
c9s
ce2bd7ca7d
grid2: override placeSell if BaseGridNumber is defined 2023-05-22 18:13:51 +08:00
c9s
2046ccc791
grid2: pull out sell boolean var 2023-05-22 18:10:51 +08:00
c9s
0c6ef38ea3
grid2: apply baseGridNumber 2023-05-22 18:08:39 +08:00
Yo-An Lin
14849afe4e
Merge pull request #1172 from c9s/c9s/grid2/base-quote
FEATURE: [grid2] truncate base quantity for quote+base mode
2023-05-22 17:31:49 +08:00
c9s
f11d869d02
grid2: sub 1 only when num > 0 2023-05-22 17:26:22 +08:00
c9s
6ae5d2f33a
grid2: round down before the quantity calculation 2023-05-22 17:25:00 +08:00
c9s
a083ec8395
grid2: check numberOfSellOrders == 0 2023-05-22 17:20:16 +08:00
c9s
c93a3d14b3
grid2: round up minBaseQuantity 2023-05-19 16:46:17 +08:00
c9s
4c13171cb0
grid2: add more test for spec 2023-05-19 16:42:26 +08:00
c9s
3a2dbc934b
grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case 2023-05-19 16:37:44 +08:00
c9s
0c4cd7049f
grid2: rewrite the base+quote algo 2023-05-19 15:04:17 +08:00
c9s
86a99b5902
grid2: truncate max base quantity 2023-05-19 13:56:01 +08:00
c9s
c5e7a78067
types: add RoundDownQuantityByPrecision 2023-05-18 18:26:14 +08:00
c9s
0bb697bc1e
maxapi: move NewGetMarginLoanHistoryRequest method to the bottom of the file 2023-05-18 18:26:03 +08:00
Yo-An Lin
df842a04ee
Merge pull request #1171 from c9s/feature/bitget
FEATURE: Add types.StrInt64 for decoding integer in JSON string format
2023-05-18 18:19:12 +08:00
c9s
2fe915f73a
types: add MarshalJSON method on strint64 2023-05-18 18:08:40 +08:00
c9s
9c6de12e19
types: add StrInt64 type for unmarshalling integer in string 2023-05-18 17:32:15 +08:00
Yo-An Lin
10311f5c93
Merge pull request #1169 from c9s/feature/bitget
WIP: FEATURE: add bitget exchange support
2023-05-18 16:24:26 +08:00
c9s
b32d890860
bitgetapi: add GetFillsRequest 2023-05-18 15:59:16 +08:00