264 Commits

Author	SHA1	Message	Date
zenix	c1d9df8cdb	feature: export drift1m, remove take profit, add profit report for listing pnl by date	2022-08-15 21:06:46 +09:00
Andy Cheng	c6407e92c8	strategy/supertrend: supertrend indicator adapted new indicator API	2022-08-08 13:07:59 +08:00
zenix	d46267aff9	feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml	2022-07-28 19:34:12 +09:00
Yo-An Lin	3aeb6912c9	Merge pull request #846 from c9s/strategy/pivotshort ... strategy/pivotshort: refactor breaklow + add fake break stop	2022-07-27 12:18:50 +08:00
Yo-An Lin	4fd571d712	Merge pull request #813 from zenixls2/feature/drift_study ... feature: drift study	2022-07-27 11:29:48 +08:00
c9s	feef912930	indicator: pivot low reformat	2022-07-27 01:58:05 +08:00
c9s	4fd318701d	indicator: fix slice	2022-07-27 01:43:36 +08:00
c9s	0e18aa68f7	indicator: fix length slice calculation	2022-07-27 01:32:37 +08:00
c9s	5dd14feb42	indicator: fix pivot low indicator	2022-07-27 01:30:43 +08:00
c9s	578e4b2801	indicator: fix pivot low indicator	2022-07-27 00:58:05 +08:00
c9s	2822e39e7b	pivotshort: remove the legacy preloadPivot	2022-07-26 19:00:09 +08:00
c9s	f460a7901d	indicator: refactor macd indicator	2022-07-26 19:00:09 +08:00
c9s	3959e288fd	all: refactor standard indicator helper and fix tests	2022-07-26 18:35:50 +08:00
c9s	2459dbd384	indicator: refactor hull indicator	2022-07-26 18:26:52 +08:00
c9s	808d742efc	bbgo: add CCI helper	2022-07-26 18:07:43 +08:00
c9s	f5e64e8e70	bbgo: add ATR, ATRP, EMV to the standard indicator set	2022-07-26 18:07:43 +08:00
c9s	46afc54559	bbgo: refactor standard indicator set	2022-07-26 18:07:43 +08:00
c9s	94efa8890b	rename inf.go to interface.go	2022-07-26 18:07:43 +08:00
c9s	82673e501b	indicator: fix test cases	2022-07-26 18:07:43 +08:00
c9s	16c62eab2b	indicator/pivotlow: drop the legacy CalculateAndUpdate	2022-07-26 17:33:09 +08:00
c9s	0df321c880	indicator: drop the legacy CalculateAndUpdate for standard indicators	2022-07-26 17:30:41 +08:00
c9s	8bf9b280fc	add low indicator	2022-07-26 17:27:38 +08:00
c9s	eeab328648	indicator: rewrite pivotlow indicator	2022-07-26 17:00:17 +08:00
zenix	2ceb24ad09	fix: panic on image drawing, reduce fee by smoothing the drift curve	2022-07-26 18:00:05 +09:00
zenix	d2dee44647	fix: ewma copy	2022-07-26 18:00:05 +09:00
zenix	f2d37650a5	fix: drift bias on long entry position condition, make cancel faster	2022-07-26 18:00:05 +09:00
zenix	55704fdd21	fix: Reverse length, alma comment	2022-07-26 18:00:05 +09:00
zenix	586f1ff269	fix: clone on sma	2022-07-26 18:00:05 +09:00
zenix	c51a99400d	feature: add plot for series. add autocorrelation. add clone for indicators/series	2022-07-26 18:00:05 +09:00
c9s	44c3e5a6f7	indicator: split pivot low indicator	2022-07-26 16:50:45 +08:00
c9s	ea08a61e28	indicator/stoch: simplify CalculateAndUpdate	2022-07-21 01:35:27 +08:00
c9s	86c1619e50	indicator/stoch: move emitUpdate	2022-07-21 01:35:03 +08:00
c9s	9c89359a5f	indicator/stoch: move endTime check to pushK	2022-07-21 01:34:35 +08:00
c9s	6e043ba129	indicator/till: fix e1 check	2022-07-21 01:33:30 +08:00
c9s	a821641dcf	indicator/atr: implement LoadK and BindK	2022-07-21 01:27:38 +08:00
c9s	0b9d6939f3	indicator/till: add zero time check	2022-07-21 01:22:28 +08:00
c9s	2523c2261b	indicator/till: refactor CalculateAndUpdate	2022-07-21 01:21:29 +08:00
c9s	9f937f529e	bbgo: refactor standard indicator	2022-07-21 01:05:08 +08:00
c9s	4300e00580	indicator/rma: move endTime update to PushK	2022-07-21 01:05:08 +08:00
c9s	dd3bd6a325	indicator: rewrite VWMA calculator	2022-07-14 15:57:17 +08:00
c9s	2ef8ecf3d9	indicator: clean up bollinger band indicator api usage	2022-07-14 14:26:08 +08:00
c9s	a5715c6aee	indicator: rewrite boll indicator with stddev indicator	2022-07-14 14:26:08 +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	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
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	f91e1afe95	atrp: multiple 100 for percentage	2022-07-12 22:54:47 +08:00
zenix	70f4676340	feature: extend indicators, extend seriesbase methods	2022-06-29 21:49:02 +09:00
c9s	b9cbb9d478	skeleton: add detailed comment to the skeleton	2022-06-22 23:18:11 +08:00
zenix	55fa4cc8f1	fix: apply gofmt on all files, add revive action	2022-06-17 16:06:59 +09:00
Andy Cheng	5c8cc397f9	Merge pull request #720 from andycheng123/fix/supertrend ... fix: fix strategy supertrend	2022-06-17 10:26:09 +08:00
zenix	126974cd79	feature: dmi add test, fix: rma with Adjust setting (follow the implementation of pandas.DataFrame.ewm)	2022-06-16 19:55:14 +09:00
zenix	0a4379eec9	feature: add dmi indicator	2022-06-16 19:26:16 +09:00
zenix	0377ecd42d	fix: ssf less indent	2022-06-16 13:02:00 +09:00
zenix	f4c4d631f8	feature: add Ehler's Super smoother filter	2022-06-15 20:09:33 +09:00
Andy Cheng	ae935971f4	indicator: fix wrong supertrend signal due to atr window not satisfied yet	2022-06-15 12:23:41 +08:00
Zenix	92b21e8fe6	Merge pull request #707 from zenixls2/feature/alma ... feature: add basic implementation of alma indicator	2022-06-15 09:00:42 +09:00
c9s	5210b97a23	xmaker: update klines to boll indicator	2022-06-15 01:17:41 +08:00
zenix	f2c5ef296a	feature: alma indicator add test	2022-06-14 17:51:06 +09:00
zenix	686d1dcaac	feature: add basic implementation of alma indicator	2022-06-14 16:56:37 +09:00
c9s	fba0a20cda	fix pivot indicator: filter out zero lows and highs	2022-06-10 15:17:06 +08:00
c9s	e17535e651	pivotshort: fix position close bugs	2022-06-09 12:34:23 +08:00
zenix	8361689974	fix: check for div zero in drift indicator	2022-06-08 11:07:26 +09:00
zenix	9dd8dbbede	feature: add drift indicator, split heikinashi's Queue	2022-06-08 01:21:18 +08:00
Andy Cheng	39615c8981	indicator: get supertrend signal	2022-06-07 16:44:15 +08:00
Andy Cheng	14e70007d9	indicator: supertrend	2022-06-07 16:44:15 +08:00
zenix	a2a186cfbb	feature: add emv indicator, fix: sma	2022-05-31 16:28:38 +09:00
austin362667	f1c0ef4e07	indicator: refactor move pivot	2022-05-17 19:18:21 +08:00
zenix	382e6ee0fb	fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo	2022-05-13 22:58:35 +09:00
zenix	2bbb36031c	fix: index range in float64slice and wrong formula given by investopedia, test: add cci test	2022-05-10 17:15:26 +09:00
zenix	2311fbd95c	feature: add cci indicator	2022-05-09 19:55:14 +09:00
なるみ	aa29fde9e3	indicator: add test case for boll	2022-05-03 22:28:40 +08:00
zenix	4eab82ee7b	feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc	2022-04-28 20:09:15 +09:00
zenix	b3741771e3	fix: window update in indicators. add: cumulative average, triangular moving average	2022-04-26 17:32:31 +09:00
Zenix	a8f0c71a53	Merge pull request #545 from zenixls2/feature/ma_series ... feature: add some new ma indicators	2022-04-25 21:01:17 +09:00
zenix	3d86330428	fix: python test code in indicator	2022-04-22 19:11:07 +09:00
zenix	c18f684afd	test: add test cases for dema, hull, tema, till, vidya and zlema indicators	2022-04-22 19:02:26 +09:00
zenix	5dc69a6175	fix: fix change, feature: implement vidya and till	2022-04-21 19:28:11 +09:00
zenix	22d8c2efff	feature: add some new ma indicators	2022-04-19 19:22:22 +09:00
なるみ	1d363f65a9	indicator: use rma indicator in atr	2022-04-19 13:45:23 +08:00
なるみ	167f9d3eaf	indicator: make parameters of update method consistent	2022-04-19 13:45:23 +08:00
なるみ	2896527c56	indicator: add rolling moving average	2022-04-18 11:43:05 +08:00
なるみ	7b4c68f766	indicator: add average true range indicator	2022-04-17 17:30:49 +08:00
Fredrik	f866787c21	improved indicators	2022-04-14 23:43:04 +02:00
Zenix	b57c94fe12	Merge pull request #505 from zenixls2/feature/series ... feature: add pinescript series interface	2022-04-13 11:13:56 +09:00
なるみ	0de03e37fc	Rename AbsoluteValues to Abs	2022-04-11 23:39:25 +08:00
zenix	af61952e40	fix: series not been updated	2022-04-11 17:04:56 +09:00
zenix	be0755d755	fix: simplify stoch indicator using float64slice. add ToReverseArray	2022-04-11 17:04:56 +09:00
zenix	339d36d61b	feature: add mean, abs, sum, toArray, and dot operations on series. implement Float64Slice as series	2022-04-11 17:04:56 +09:00
zenix	7778f9b590	feature: add NextCross function for future cross point prediction. modify line api to use index instead of timestamp as x.	2022-04-11 17:04:56 +09:00
zenix	e171101d90	fix: ad NaN error. feature: Line indicator init functions. feature: indicator manual	2022-04-11 17:04:56 +09:00
zenix	567e7bd214	add ad,macd,rsi,sma,stoch,vwap,vwma to Series interface	2022-04-11 17:04:56 +09:00
zenix	fac61f27dc	feature: add pinescript series interface	2022-04-11 17:04:56 +09:00
なるみ	18aa60077b	Make VWAP better	2022-03-29 17:18:04 +08:00
なるみ	e92a872059	Fix test case	2022-03-29 02:45:33 +08:00
なるみ	e68d5f0536	Rename variables	2022-03-29 02:40:08 +08:00
なるみ	42d6bf03b5	Rename functions	2022-03-29 02:36:34 +08:00
なるみ	2a6f1f410d	Simplify	2022-03-29 02:21:22 +08:00
なるみ	b074f03507	Add RSI indicator	2022-03-29 02:10:35 +08:00
zenix	8648528435	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
zenix	9978a3cf90	fix unmarshal behavior to gain more precision	2022-02-15 12:01:39 +09:00
zenix	b8bf2af14d	fixedpoint for exchange and indicators, some fixes in types	2022-02-15 12:01:38 +09:00
zenix	e221f54397	add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value ... change pnl report to use fixedpoint fix: migrate kline to use fixedpoint	2022-02-15 12:00:39 +09:00
c9s	cb189d885c	fix backtest for limit maker order and bollpp strategy	2022-01-08 02:18:44 +08:00
c9s	8b93aeeeb2	fix ewma truncation	2021-12-22 00:54:13 +08:00
austin362667	f9cf71cef3	indicator: add kline close volatility ... indicator: add kline close volatility	2021-12-19 14:20:09 +08:00
なるみ	b144d8e107	feature: add volume weighted moving average indicator	2021-12-17 14:36:39 +08:00
TonyQ	3e45035ab1	database: sqlite3 issue fix ... database: upgrade gosqllite3 version for increasing variable amount limit types: update kline starttime/endtime field to prevent sqlite3 time parsing issue. fix #215	2021-12-15 14:34:31 +08:00
c9s	513a799ced	fix ewma calculation	2021-11-22 02:14:44 +08:00
c9s	540722e430	adjust ewma truncate size	2021-11-22 01:17:08 +08:00
Kakashi Liu	8938478d93	Truncate emwa slice to be the same size as given kLines	2021-10-19 21:38:12 +08:00
c9s	3581c1768c	fix SMA indicator value length check	2021-10-14 14:22:07 +08:00
c9s	01bdef502b	indicator: rename consts for max ma values	2021-06-28 14:33:27 +08:00
c9s	4ccbb82237	indicator: truncate values if length exceeded	2021-06-28 14:33:23 +08:00
なるみ	2052d05bb3	Move Float64Slice to types	2021-05-22 20:20:48 +08:00
なるみ	0377a7321e	Rename KD to STOCH	2021-05-22 05:52:10 +08:00
なるみ	b9ced0955d	Fix test	2021-05-22 05:36:38 +08:00
なるみ	ec6cbb05aa	Add kd_test.go	2021-05-22 05:00:27 +08:00
なるみ	b82fbbb2ab	Add pop, max, min, sum, mean and tail methods to Float64Slice	2021-05-22 03:28:25 +08:00
なるみ	c58e252ff2	Add stochastic oscillator indicator	2021-05-22 03:24:09 +08:00
なるみ	f1d88188e8	Fix test case	2021-05-12 14:39:10 +08:00
Yo-An Lin	3b61a16a81	Merge pull request #227 from narumiruna/feature/add-ad-indicator	2021-05-12 09:22:09 +08:00
なるみ	7cc5485bff	Add ad indicator	2021-05-10 20:39:27 +08:00
なるみ	f82a344964	Rename test function	2021-05-10 18:16:12 +08:00
なるみ	67f66153ab	Add obv test	2021-05-10 17:46:46 +08:00
なるみ	a2d7a40147	Add obv indicator	2021-05-10 17:17:50 +08:00
なるみ	52248fcf2e	feature: add MACD indicator (#219)	2021-05-09 00:56:44 +08:00
なるみ	3f39131d76	feature: add volume weighted average price (vwap) indicator (#211)	2021-05-08 02:09:45 +08:00
c9s	0222c33330	fix kline tail method	2020-12-08 10:26:20 +08:00
c9s	9eaf69388c	add fixedpoint json marshaling	2020-12-07 23:03:06 +08:00
c9s	c5d002a0b0	fix market data kline registration	2020-12-05 13:32:41 +08:00
c9s	900f822559	improve and fix ewma calculation	2020-12-05 13:32:41 +08:00
c9s	b188901ed0	fix ewma calculation	2020-12-05 13:32:41 +08:00
c9s	22771288eb	fix sma kline window check	2020-12-03 20:42:26 +08:00
c9s	177607e5fb	fix ewma kline window check	2020-12-03 20:42:00 +08:00
c9s	f4aee5234a	add updater to indicators	2020-12-03 18:14:16 +08:00
c9s	d226ec2e01	change field names to lower case so that we can use shorter name for the accessors	2020-12-02 22:21:13 +08:00
c9s	04a7c7a2cc	add stddev accessor	2020-11-10 16:55:35 +08:00
c9s	8e0b5d11a7	add max grid config and fix max price formatting	2020-10-31 20:38:20 +08:00