lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-23 07:15:15 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity
5,023 Commits 60 Branches 138 Tags 189 MiB
58d23845ea
Commit Graph

5023 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
Yo-An Lin
58d23845ea
Merge pull request #821 from c9s/refactor/indicator-api 
refactor: refactor indicator api (canonicalize CalculateAndUpdate, PushK methods)
 2022-07-14 12:32:10 +08:00
c9s
975d0d6995
indicator: pull out emit update 2022-07-14 11:36:34 +08:00
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
3f800243a7
doc: update indicator doc 2022-07-14 09:34:48 +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
Yo-An Lin
ce3f7a3d51
Merge pull request #820 from c9s/feature/risk-cal-funcs 
feature: add risk functions
 2022-07-14 01:19:42 +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
c9s
ad597a7808
Merge commit 'f07a0a98280e993254673375c624e6702317eafd' 2022-07-13 19:33:36 +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
Yo-An Lin
a61a035099
Merge pull request #814 from zenixls2/fix/sma 2022-07-13 11:42:22 +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
c9s
7daa73917c
fix readme 2022-07-13 10:30:03 +08:00
Yo-An Lin
47c3d80d4f
Merge pull request #804 from c9s/strategy/pivotshort 
strategy/pivotshort:  merge exit method bind
 2022-07-12 23:38:30 +08:00
Yo-An Lin
8119afbb44
Merge branch 'main' into strategy/pivotshort 2022-07-12 23:38:23 +08:00
Yo-An Lin
36857bd142
Merge pull request #812 from c9s/refactor/backtest-report 
refactor: improve backtest report and fix issues
 2022-07-12 23:37:34 +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
e4bfc2bc52
remove unused state setters 2022-07-12 18:12:01 +08:00
c9s
92004ed34e
fix selectOrders filter 2022-07-12 18:11:26 +08:00
c9s
90aac7e469
backtest: add time range selector support to orders data and position data 2022-07-12 18:08:48 +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
a908135e87
ignore /localconfig 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