Commit Graph

6399 Commits

Author SHA1 Message Date
c9s
8d78399335 grid2: fix order shifting 2022-12-04 19:48:12 +08:00
c9s
efcfcf7c18 grid2: add position reset 2022-12-04 18:42:03 +08:00
c9s
a5e6173038 grid2: fix openGrid method 2022-12-04 18:33:28 +08:00
c9s
943912f6bf grid2: add grid order debug logs 2022-12-04 18:32:17 +08:00
c9s
ea34b3a962 grid2: another fix 2022-12-04 18:28:34 +08:00
c9s
01b013fcc7 grid2: fix trigger price check for onStart handler 2022-12-04 18:27:21 +08:00
c9s
bce004106c grid2: check price 2022-12-04 18:21:43 +08:00
c9s
9d62720111 grid2: add log for trigger price 2022-12-04 18:17:05 +08:00
c9s
50f3ca80cf config: add doc for stopLossPrice 2022-12-04 18:12:01 +08:00
c9s
e0a69a89c8 config: add stopLossPrice config to the default grid2 config 2022-12-04 18:02:30 +08:00
c9s
4f3a160bbf grid2: add stopLossPrice handler 2022-12-04 18:01:58 +08:00
c9s
5f0c45093c config: add triggerPrice doc to config 2022-12-04 17:58:32 +08:00
c9s
43b6ef6243 doc: add doc for sqlite3 2022-12-04 17:56:10 +08:00
c9s
3d29c24e7b add bbgo_test.sqlite3 file 2022-12-04 17:53:20 +08:00
c9s
7abeb3c59e doc: update strategy testing doc 2022-12-04 17:51:28 +08:00
c9s
e1f7d8b965 add data/bbgo_test.sql to git lfs 2022-12-04 17:48:43 +08:00
c9s
bec1103a64
grid2: add more parameters to the test strategy 2022-12-04 17:36:35 +08:00
c9s
5344b3d768
grid2: add TestStrategy_calculateProfit test 2022-12-04 17:35:35 +08:00
c9s
427daba6d0
grid2: change fee rate validation 2022-12-04 15:56:35 +08:00
c9s
bbab8728e3
grid2: add orderQueryService for querying order trades 2022-12-04 15:43:27 +08:00
c9s
92733411a3
config: add notification settings to grid2 2022-12-04 15:34:24 +08:00
c9s
813f9c45a7
grid2: add order object into the profit structure 2022-12-04 15:24:59 +08:00
c9s
a8fe55c284
grid2: push profit into stats 2022-12-04 15:24:13 +08:00
c9s
bc4c22f633
grid2: pull out quoteQuantity 2022-12-04 15:15:16 +08:00
c9s
bf62fb7d2d
grid2: calculate grid profit 2022-12-04 15:01:52 +08:00
c9s
9506516ea3
grid2: add grid profit stats to the strategy 2022-12-04 14:45:04 +08:00
c9s
8d601a6cb4
grid2: add exchange session field 2022-12-04 14:24:04 +08:00
c9s
dc2ce372c4
grid2: reset grid field when it's closed 2022-12-04 14:23:00 +08:00
c9s
0ea6dfb158
grid2: add triggerPrice protection 2022-12-04 14:22:11 +08:00
c9s
5148fadf67
types: remove duplciated klineCallback type 2022-12-04 14:22:01 +08:00
c9s
7abc799da4
grid2: make openGrid and closeGrid as private method 2022-12-04 13:04:14 +08:00
c9s
c77bb83b95
grid2: move OpenGrid method and add KeepOrdersWhenShutdown 2022-12-04 12:58:01 +08:00
Yo-An Lin
3d0de0926c
Merge pull request #1017 from zenixls2/script/sync_time
feature: add sync_time.sh utility
2022-12-04 12:53:37 +08:00
c9s
7dc3c448bb
grid2: remove unused fields 2022-12-04 11:47:30 +08:00
c9s
c00d59806f
grid2: add closeGrid option 2022-12-04 11:47:01 +08:00
c9s
dd2d48fde0
bbgo: handle order cancel event 2022-12-04 11:39:43 +08:00
c9s
2977c80dd1
grid2: check profitSpread for profit 2022-12-03 16:59:47 +08:00
c9s
175ab289e2
config: add more doc comment 2022-12-03 16:52:58 +08:00
c9s
24910f0b22
config: add earnBase option to config 2022-12-03 16:49:46 +08:00
c9s
64d8a30ecc
grid2: add earnBase option 2022-12-03 16:40:40 +08:00
c9s
5f7ad125c6
grid2: add earnBase option 2022-12-03 16:03:01 +08:00
c9s
28d47ba055
grid2: update config for compound mode 2022-12-03 15:22:15 +08:00
c9s
6ed09c847d
grid2: add compound mode option 2022-12-03 15:21:03 +08:00
c9s
9bb628328c
grid2: use profit to buy more inventory 2022-12-03 15:18:47 +08:00
c9s
d5cf1a7311
grid2: log submitOrder 2022-12-03 15:17:31 +08:00
c9s
c0573210b3
grid2: log grid info 2022-12-03 14:58:53 +08:00
c9s
54ffc8cbcc
grid2: add order filled handler 2022-12-03 14:46:05 +08:00
Yo-An Lin
8a8314ec33
Merge pull request #1006 from c9s/feature/grid2
strategy: grid2 [part 1] - initializing grid orders
2022-12-03 13:01:22 +08:00
c9s
3d77a319fc
github: set default timeout 2022-12-03 12:42:48 +08:00
c9s
3521d42310
trendtrader: fix converge lint issue 2022-12-03 12:36:51 +08:00