Commit Graph

959 Commits

Author SHA1 Message Date
c9s
59287b5116
all: support context isolation 2022-10-03 16:01:08 +08:00
c9s
a940e88016
add IsolationContext 2022-10-03 15:33:46 +08:00
c9s
77ca1a9c75
bbgo: register onShutdown from the trader 2022-10-03 15:33:46 +08:00
c9s
76b0f5518d
bbgo: let trader handles the shutdown handlers 2022-10-03 15:33:46 +08:00
zenix
58736b1b2d refactor: extract stoploss, fix highest/lowest in trailingExit 2022-09-29 20:15:10 +09:00
zenix
5086af2886 fix: reduce Quantity precheck, drift condition, ewo refactor 2022-09-28 20:06:37 +09:00
c9s
bfc4cc0db1
bbgo: check options.price when limit order taker ratio is given 2022-09-24 01:27:28 +08:00
c9s
14c941c9f3
bbgo: add submitOrder retry limit 2022-09-24 01:25:28 +08:00
c9s
90303b38e2
remove unused NotifyFunc 2022-09-24 01:15:18 +08:00
zenix
fdbcaef2ca fix: use ZeroAssetError, refactor 2022-09-22 20:26:18 +09:00
zenix
ac2f7decdf fix: dup naming, remove Leverage from drift field 2022-09-22 13:48:01 +09:00
zenix
fd875c7060 fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior 2022-09-22 13:01:26 +09:00
Yo-An Lin
17b5e3566a
Merge pull request #960 from c9s/refactor/notification
improve: improve the existing notification switch settings
2022-09-20 12:25:06 +08:00
Yo-An Lin
1086845522
Merge pull request #961 from frin1/fix/exit_protective_stop_loss-repay
Feature: Add auto-repay to exit_protective_stop_loss
2022-09-20 12:04:24 +08:00
Fredrik
2dfa27d934 Add auto-repay 2022-09-19 21:39:13 +02:00
c9s
4387b078c0
bbgo: add basic notification switch 2022-09-19 19:28:29 +08:00
c9s
75b61ea285
bbgo: add NotificationSwitches 2022-09-19 19:25:18 +08:00
c9s
b067d67eab
bbgo: drop legacy notification routing 2022-09-19 19:22:08 +08:00
Yo-An Lin
29376defa3
Merge pull request #958 from c9s/strategy/pivotshort
WIP: strategy/pivotshort: more improvements
2022-09-19 17:27:31 +08:00
c9s
c8f5bf8b08
bbgo: check e.session.Margin flag 2022-09-19 16:00:12 +08:00
c9s
b3ae4929be
bbgo: make the max borrowing error message clear 2022-09-19 14:56:13 +08:00
Yo-An Lin
cddc70fb0d
Merge pull request #957 from c9s/fix/submit-order-notify
bbgo: remove submitOrder notification
2022-09-19 14:23:38 +08:00
c9s
1c23881da9
bbgo: check closing flag to avoid double closing 2022-09-19 13:23:23 +08:00
c9s
05defc3aad
bbgo: fix base amount borrow check 2022-09-19 13:12:49 +08:00
c9s
d4398bbbf9
bbgo: add more simple slice types to FilterSimpleArgs 2022-09-19 13:07:56 +08:00
c9s
e48ae215e5
bbgo: remove Notifiability from the order executor 2022-09-19 09:51:48 +08:00
Yo-An Lin
8e8979645d
Merge pull request #956 from c9s/improve/max-borrowable
improve: bbgo: use margin asset borrowable amount to adjust the quantity
2022-09-19 09:47:23 +08:00
c9s
5800eab165
bbgo: remove submitOrder notification 2022-09-19 09:40:52 +08:00
c9s
59b1e52439
bbgo: remove submitOrder notification 2022-09-19 09:38:57 +08:00
c9s
1d1d5d497f
bbgo: init call to updateMarginAssetMaxBorrowable 2022-09-19 09:25:54 +08:00
c9s
8180153e9c
bbgo: use margin asset borrowable amount to adjust the quantity 2022-09-19 09:10:59 +08:00
Yo-An Lin
39c347f0a0
Merge pull request #950 from c9s/strategy/pivotshort
strategy/pivotshort
2022-09-17 18:14:41 +08:00
Zenix
44de961ea1
Merge pull request #942 from zenixls2/feature/modifiable
feature: add modify tg command. fix wdrift ma length
2022-09-16 15:23:38 +09:00
c9s
be40ed7410
bbgo: refactor marginAssetUpdater 2022-09-16 12:19:30 +08:00
c9s
d4f74822ad
bbgo/exit_protective_stop_loss: use types.KLineWith 2022-09-16 11:20:39 +08:00
c9s
2f575488c2
pivotshort: fix log format and notification 2022-09-16 11:18:11 +08:00
c9s
427723dcaf
bbgo: improve trendEMA condition 2022-09-16 01:20:48 +08:00
zenix
b66bcb1f67 fix: add more test cases on reflect.Value.Set 2022-09-14 20:11:38 +09:00
c9s
3ab5d35b77
bbgo: fix macdIndicators map initialization 2022-09-14 18:44:38 +08:00
c9s
7fd2b7472c
bbgo: integrate MACD indicator into standard indicator set 2022-09-14 18:33:06 +08:00
c9s
88696bc6d2
bbgo: add more interface implementation for order executor 2022-09-14 15:54:43 +08:00
Yo-An Lin
54782e763b
Merge pull request #947 from c9s/fix/acc-vol-stop
improve: accumulated volume stop method
2022-09-14 12:42:16 +08:00
c9s
1880553a65
bbgo: cumulated volume stop - compare shadow height 2022-09-14 12:32:36 +08:00
c9s
d022c80727
bbgo: add strict condition for CumulatedVolumeTakeProfit 2022-09-14 12:04:12 +08:00
zenix
aaa657dcc3 fix: move some modify implementation to dynamic 2022-09-14 12:38:22 +09:00
zenix
d40b34e4d6 feature: add modify tg command. fix wdrift ma length 2022-09-14 11:08:10 +09:00
c9s
b855267604
bbgo: wrap keyboard removal in defer func 2022-09-14 02:53:32 +08:00
c9s
1d1ec12417
bbgo: fix telegram message error, there must be one message to send 2022-09-14 02:51:07 +08:00
c9s
02dab542c4
bbgo: add USDTTWD price test case 2022-09-14 02:18:39 +08:00
c9s
c9b064f0ac
types: define PriceMap type 2022-09-14 02:18:39 +08:00