Commit Graph

7456 Commits

Author SHA1 Message Date
c9s
baf431d7b6
riskcontrol: log on release position order 2023-07-12 16:17:22 +08:00
c9s
d6ade1f2fd
autoborrow: use context timeout handling 2023-07-12 15:07:51 +08:00
c9s
7781d5c70f
autoborrow: few improvements:
- return debt once and update the account
- add alert slack mentions
2023-07-12 15:01:15 +08:00
c9s
c54031b0e8
Merge pull request #1229 from c9s/c9s/indicator-cci-v2 2023-07-11 14:14:17 +08:00
c9s
b1c1caa6af
tri: load test data from static file 2023-07-11 14:07:07 +08:00
c9s
ce481ba52d
rewrite cci indicator in v2 indicator 2023-07-11 14:07:07 +08:00
c9s
32cd19b852
Merge pull request #1230 from c9s/c9s/indicator-sma-example 2023-07-11 11:17:04 +08:00
Andy Cheng
6b55936e62
Merge branch 'feature/profit-tracker' of github.com:andycheng123/bbgo into feature/profit-tracker
# Conflicts:
#	pkg/report/profit_report.go
2023-07-11 11:15:52 +08:00
Andy Cheng
e161deba25
improve/profitStatsTracker: use SMA v2 2023-07-11 11:13:13 +08:00
Andy Cheng
6e54972304
improve/profitStatsTracker: use CsvFormatter interface 2023-07-11 10:48:29 +08:00
Andy Cheng
1a90cd0322
improve/profitStatsTracker: rename InitOld() to InitLegacy() 2023-07-11 10:48:29 +08:00
Andy Cheng
928a77cb8b
improve/profitStatsTracker: use strconv instead of Sprintf() 2023-07-11 10:48:29 +08:00
Andy Cheng
2a80d708af
ref/profitStatsTracker: TradeCollector is move to core pkg 2023-07-11 10:48:29 +08:00
Andy Cheng
4c1639cf00
fix/profitStatsTracker: market is initiated after strategy Subscribe() 2023-07-11 10:48:28 +08:00
Andy Cheng
2ccce12cbf
improve/profitStatsTracker: temporarily remove lines relate to time in profit stats 2023-07-11 10:48:28 +08:00
Andy Cheng
ae7ae27d82
improve/profitStatsTracker: rename ProfitTracker to ProfitStatsTracker 2023-07-11 10:48:28 +08:00
Andy Cheng
bcbb27de79
improve/profitTracker: subscribe kline in strategy Subscribe() 2023-07-11 10:48:28 +08:00
Andy Cheng
80170e0397
improve/profitTracker: do not bind in order executor 2023-07-11 10:48:28 +08:00
Andy Cheng
bfeb43fc1c
fix/profitTracker: fix typo in config 2023-07-11 10:48:28 +08:00
Andy Cheng
5513330816
feature/profitTracker: fix bugs 2023-07-11 10:48:28 +08:00
Andy Cheng
027acfe3b5
feature/profitTracker: integrate profit report with profit tracker 2023-07-11 10:48:28 +08:00
Andy Cheng
a197352c6e
feature/profitTracker: use profitTracker in Supertrend strategy 2023-07-11 10:48:28 +08:00
Andy Cheng
57cdbb1d77
feature/profitTracker: add AddTrade() 2023-07-11 10:48:28 +08:00
Andy Cheng
d5e194ca80
feature/profitTracker: prototype 2023-07-11 10:48:27 +08:00
Andy Cheng
0cb76c9169
improve/profitStatsTracker: use CsvFormatter interface 2023-07-11 10:38:41 +08:00
c9s
ee9a3269b6
indicator/v2: add SMA example 2023-07-11 10:31:20 +08:00
c9s
66dd5507d1
rename SMA2 to just SMA 2023-07-11 10:31:20 +08:00
Andy Cheng
561c332541
improve/profitStatsTracker: rename InitOld() to InitLegacy() 2023-07-11 10:24:07 +08:00
Andy Cheng
feb9f3a2d5
improve/profitStatsTracker: use strconv instead of Sprintf() 2023-07-11 10:21:38 +08:00
c9s
4648b5434e
add binance markets json for test data 2023-07-11 10:13:01 +08:00
c9s
1da94f55e9
Merge pull request #1226 from c9s/c9s/base-strategy
REFACTOR: pull out base strategy struct
2023-07-10 17:50:12 +08:00
c9s
c640d5c132
Merge pull request #1228 from c9s/c9s/move-v2-indicator
REFACTOR: move v2 indicators to the indicator/v2 package
2023-07-10 17:44:16 +08:00
c9s
630b0d476d
scmaker: use dot import to use v2 indicator DSL 2023-07-10 17:17:46 +08:00
c9s
5853434aec
all: move v2 indicator to indicator/v2 2023-07-10 17:17:46 +08:00
c9s
967f82e935
Merge pull request #1227 from c9s/c9s/rsicross-strategy
FEATURE: add rsicross strategy
2023-07-10 17:10:15 +08:00
Andy Cheng
22ea3192c1
ref/profitStatsTracker: TradeCollector is move to core pkg 2023-07-10 16:33:27 +08:00
Andy Cheng
3935d5fec7
fix/profitStatsTracker: market is initiated after strategy Subscribe() 2023-07-10 16:32:36 +08:00
Andy Cheng
1289d4c4ca
improve/profitStatsTracker: temporarily remove lines relate to time in profit stats 2023-07-10 16:32:36 +08:00
Andy Cheng
5a8a2e8631
improve/profitStatsTracker: rename ProfitTracker to ProfitStatsTracker 2023-07-10 16:32:35 +08:00
Andy Cheng
e13115737b
improve/profitTracker: subscribe kline in strategy Subscribe() 2023-07-10 16:32:35 +08:00
Andy Cheng
e589a95c97
improve/profitTracker: do not bind in order executor 2023-07-10 16:32:35 +08:00
Andy Cheng
54c5c81266
fix/profitTracker: fix typo in config 2023-07-10 16:32:35 +08:00
Andy Cheng
07104aa68a
feature/profitTracker: fix bugs 2023-07-10 16:32:35 +08:00
Andy Cheng
747f60b0d5
feature/profitTracker: integrate profit report with profit tracker 2023-07-10 16:32:35 +08:00
Andy Cheng
2c054e07e9
feature/profitTracker: use profitTracker in Supertrend strategy 2023-07-10 16:32:35 +08:00
Andy Cheng
a311930215
feature/profitTracker: add AddTrade() 2023-07-10 16:32:35 +08:00
Andy Cheng
aabd7edd7b
feature/profitTracker: prototype 2023-07-10 16:32:35 +08:00
c9s
f71fcdee23
Merge pull request #1225 from c9s/c9s/nested-persistence
FEATURE: support nested persistence
2023-07-10 15:29:24 +08:00
c9s
3293866a6c
common: pull out RiskController 2023-07-10 15:27:36 +08:00
c9s
3b6cff8dc7
strategy: move risk control to common.Strategy 2023-07-10 15:24:07 +08:00