Andy Cheng
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f8777752a0
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Merge branch 'main' into improve/supertrend-strategy
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2022-07-07 10:33:30 +08:00 |
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Andy Cheng
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61174a7dfc
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strategy/supertrend: update config
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2022-07-07 10:14:15 +08:00 |
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Yo-An Lin
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e778db1f24
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Merge pull request #801 from c9s/feature/optimizer-metrics-tsv-format
feature: optimizer: support --tsv option and render tsv output
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2022-07-07 06:23:49 +08:00 |
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c9s
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ba74e83552
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optimizer: show *exec.ExitError
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2022-07-07 02:26:39 +08:00 |
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c9s
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81560746bd
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all: reformat code
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2022-07-07 02:26:39 +08:00 |
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c9s
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c9859c9238
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add more struct field tests
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2022-07-07 02:26:39 +08:00 |
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c9s
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30deaad079
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dynamic: add IterateFields
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2022-07-07 02:26:39 +08:00 |
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c9s
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3131786c02
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bbgo: fix trailing stop binding
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2022-07-07 02:26:39 +08:00 |
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c9s
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74593720a7
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add ExitMethodSet.Bind method
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2022-07-07 02:26:39 +08:00 |
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c9s
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d2637ce261
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trailing stop: apply ClosePosition parameter
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2022-07-07 02:26:39 +08:00 |
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c9s
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7b7d0690c7
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optimizer: support --tsv option and render tsv output
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2022-07-07 02:11:52 +08:00 |
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Yo-An Lin
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c20b3e991b
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Merge pull request #800 from c9s/fix/trailing-stop
fix: fix exit method for trailing stop
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2022-07-06 22:39:33 +08:00 |
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c9s
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81e05a3f2c
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add more struct field tests
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2022-07-06 22:01:35 +08:00 |
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c9s
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825022715d
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dynamic: add IterateFields
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2022-07-06 21:58:26 +08:00 |
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c9s
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b3e04a68da
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bbgo: fix trailing stop binding
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2022-07-06 21:50:38 +08:00 |
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Andy Cheng
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10355bf359
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strategy/supertrend: update config
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2022-07-06 19:05:02 +08:00 |
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Andy Cheng
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c43d4e0b24
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strategy/supertrend: func to get order side
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2022-07-06 18:11:09 +08:00 |
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c9s
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d86338d6e6
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update supertrend default back-test date range
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2022-07-06 17:51:35 +08:00 |
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c9s
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0440b1ab92
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config/pivotshort.yaml: change default date to 2022-01-01
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2022-07-06 17:40:50 +08:00 |
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Andy Cheng
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8aa5b706b6
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strategy/supertrend: fix double dema missing interval
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2022-07-06 17:05:38 +08:00 |
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Andy Cheng
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6c93c42ef6
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strategy/supertrend: pull double dema into a single file
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2022-07-06 16:45:19 +08:00 |
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Andy Cheng
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c62e7bbb58
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strategy/supertrend: refactor to smaller functions
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2022-07-06 16:26:30 +08:00 |
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Andy Cheng
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94cb1e6724
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strategy/supertrend: update config
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2022-07-06 15:12:16 +08:00 |
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Andy Cheng
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20955ad7da
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strategy/supertrend: update doc
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2022-07-06 14:27:50 +08:00 |
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Yo-An Lin
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a3f88bb3a9
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Update README.md
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2022-07-06 14:03:44 +08:00 |
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Yo-An Lin
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f9f64f7eea
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Merge pull request #798 from c9s/feature/trailingstop
fix: fix trailingstop and add long position test case
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2022-07-06 13:36:40 +08:00 |
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c9s
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3d9db2786d
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add trailing stop to the exit method
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2022-07-06 10:56:10 +08:00 |
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c9s
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b49f12300c
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add long position test for trailing stop
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 10:54:53 +08:00 |
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Andy Cheng
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1489759cf0
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strategy/supertrend: update doc
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2022-07-06 10:49:50 +08:00 |
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Yo-An Lin
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d3f0ca9f7a
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Merge pull request #797 from c9s/feature/trailingstop
feature: re-implement trailing stop and add mock test
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2022-07-06 03:14:06 +08:00 |
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c9s
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03481000cc
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reset activated flag when stop order is submitted
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 03:09:57 +08:00 |
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c9s
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2bc12c0522
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add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 03:04:01 +08:00 |
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c9s
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d140012fd5
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fix mockgen command
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 01:32:05 +08:00 |
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c9s
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f329af2c6b
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generate mocks for the exchange interface
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 01:31:12 +08:00 |
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Andy Cheng
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2de16ac7d1
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strategy/supertrend: fix missing Bind() of DEMA
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2022-07-05 17:11:58 +08:00 |
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Andy Cheng
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91077ce61d
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strategy/supertrend: add ExitMethod
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2022-07-05 16:55:48 +08:00 |
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Andy Cheng
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f0dc9d6147
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strategy/supertrend: add TradeStats
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2022-07-05 16:30:13 +08:00 |
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Andy Cheng
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5b3ba03042
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strategy/supertrend: preload indicators
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2022-07-05 16:25:02 +08:00 |
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c9s
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4de5b0bc9b
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add TrailingStop2
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2022-07-05 16:10:55 +08:00 |
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Andy Cheng
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0a0e5ac4d8
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strategy/supertrend: config switch for stop by different signals
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2022-07-05 15:59:35 +08:00 |
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c9s
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b643b8ed0d
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fix LowerShadowTakeProfit kline filter condition
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2022-07-05 12:15:31 +08:00 |
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c9s
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8ac21fa16e
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fix LowerShadowTakeProfit kline filter condition
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2022-07-05 12:14:53 +08:00 |
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c9s
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13fdea0978
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doc: add persistence section
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2022-07-05 11:49:48 +08:00 |
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c9s
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193703a9a0
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all: use tradeStats constructor
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2022-07-05 11:14:50 +08:00 |
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c9s
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bfd64813f8
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doc: update trade management and graceful shutdown
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2022-07-05 10:58:12 +08:00 |
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c9s
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941e1bfb0c
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doc: add notify api example
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2022-07-04 20:08:06 +08:00 |
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c9s
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fc8df941d0
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doc: add notification api usage
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2022-07-04 20:06:50 +08:00 |
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c9s
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858339b761
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doc: add more details to UserDataStream
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2022-07-04 13:38:09 +08:00 |
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c9s
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d62a13a62f
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doc: add Submitting Orders section
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2022-07-04 13:20:27 +08:00 |
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Yo-An Lin
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0b4044bbb6
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Merge pull request #796 from c9s/strategy/pivotshort
strategy/pivotshort: add supportTakeProfit method
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2022-07-04 12:26:32 +08:00 |
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