Commit Graph

5145 Commits

Author SHA1 Message Date
Andy Cheng
f8777752a0
Merge branch 'main' into improve/supertrend-strategy 2022-07-07 10:33:30 +08:00
Andy Cheng
61174a7dfc strategy/supertrend: update config 2022-07-07 10:14:15 +08:00
Yo-An Lin
e778db1f24
Merge pull request #801 from c9s/feature/optimizer-metrics-tsv-format
feature: optimizer: support --tsv option and render tsv output
2022-07-07 06:23:49 +08:00
c9s
ba74e83552
optimizer: show *exec.ExitError 2022-07-07 02:26:39 +08:00
c9s
81560746bd
all: reformat code 2022-07-07 02:26:39 +08:00
c9s
c9859c9238
add more struct field tests 2022-07-07 02:26:39 +08:00
c9s
30deaad079
dynamic: add IterateFields 2022-07-07 02:26:39 +08:00
c9s
3131786c02
bbgo: fix trailing stop binding 2022-07-07 02:26:39 +08:00
c9s
74593720a7
add ExitMethodSet.Bind method 2022-07-07 02:26:39 +08:00
c9s
d2637ce261
trailing stop: apply ClosePosition parameter 2022-07-07 02:26:39 +08:00
c9s
7b7d0690c7
optimizer: support --tsv option and render tsv output 2022-07-07 02:11:52 +08:00
Yo-An Lin
c20b3e991b
Merge pull request #800 from c9s/fix/trailing-stop
fix: fix exit method for trailing stop
2022-07-06 22:39:33 +08:00
c9s
81e05a3f2c
add more struct field tests 2022-07-06 22:01:35 +08:00
c9s
825022715d
dynamic: add IterateFields 2022-07-06 21:58:26 +08:00
c9s
b3e04a68da
bbgo: fix trailing stop binding 2022-07-06 21:50:38 +08:00
Andy Cheng
10355bf359 strategy/supertrend: update config 2022-07-06 19:05:02 +08:00
Andy Cheng
c43d4e0b24 strategy/supertrend: func to get order side 2022-07-06 18:11:09 +08:00
c9s
d86338d6e6
update supertrend default back-test date range 2022-07-06 17:51:35 +08:00
c9s
0440b1ab92
config/pivotshort.yaml: change default date to 2022-01-01 2022-07-06 17:40:50 +08:00
Andy Cheng
8aa5b706b6 strategy/supertrend: fix double dema missing interval 2022-07-06 17:05:38 +08:00
Andy Cheng
6c93c42ef6 strategy/supertrend: pull double dema into a single file 2022-07-06 16:45:19 +08:00
Andy Cheng
c62e7bbb58 strategy/supertrend: refactor to smaller functions 2022-07-06 16:26:30 +08:00
Andy Cheng
94cb1e6724 strategy/supertrend: update config 2022-07-06 15:12:16 +08:00
Andy Cheng
20955ad7da strategy/supertrend: update doc 2022-07-06 14:27:50 +08:00
Yo-An Lin
a3f88bb3a9
Update README.md 2022-07-06 14:03:44 +08:00
Yo-An Lin
f9f64f7eea
Merge pull request #798 from c9s/feature/trailingstop
fix: fix trailingstop and add long position test case
2022-07-06 13:36:40 +08:00
c9s
3d9db2786d
add trailing stop to the exit method 2022-07-06 10:56:10 +08:00
c9s
b49f12300c
add long position test for trailing stop
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 10:54:53 +08:00
Andy Cheng
1489759cf0 strategy/supertrend: update doc 2022-07-06 10:49:50 +08:00
Yo-An Lin
d3f0ca9f7a
Merge pull request #797 from c9s/feature/trailingstop
feature: re-implement trailing stop and add mock test
2022-07-06 03:14:06 +08:00
c9s
03481000cc
reset activated flag when stop order is submitted
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 03:09:57 +08:00
c9s
2bc12c0522
add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 03:04:01 +08:00
c9s
d140012fd5
fix mockgen command
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 01:32:05 +08:00
c9s
f329af2c6b
generate mocks for the exchange interface
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 01:31:12 +08:00
Andy Cheng
2de16ac7d1 strategy/supertrend: fix missing Bind() of DEMA 2022-07-05 17:11:58 +08:00
Andy Cheng
91077ce61d strategy/supertrend: add ExitMethod 2022-07-05 16:55:48 +08:00
Andy Cheng
f0dc9d6147 strategy/supertrend: add TradeStats 2022-07-05 16:30:13 +08:00
Andy Cheng
5b3ba03042 strategy/supertrend: preload indicators 2022-07-05 16:25:02 +08:00
c9s
4de5b0bc9b
add TrailingStop2 2022-07-05 16:10:55 +08:00
Andy Cheng
0a0e5ac4d8 strategy/supertrend: config switch for stop by different signals 2022-07-05 15:59:35 +08:00
c9s
b643b8ed0d
fix LowerShadowTakeProfit kline filter condition 2022-07-05 12:15:31 +08:00
c9s
8ac21fa16e
fix LowerShadowTakeProfit kline filter condition 2022-07-05 12:14:53 +08:00
c9s
13fdea0978
doc: add persistence section 2022-07-05 11:49:48 +08:00
c9s
193703a9a0
all: use tradeStats constructor 2022-07-05 11:14:50 +08:00
c9s
bfd64813f8
doc: update trade management and graceful shutdown 2022-07-05 10:58:12 +08:00
c9s
941e1bfb0c
doc: add notify api example 2022-07-04 20:08:06 +08:00
c9s
fc8df941d0
doc: add notification api usage 2022-07-04 20:06:50 +08:00
c9s
858339b761
doc: add more details to UserDataStream 2022-07-04 13:38:09 +08:00
c9s
d62a13a62f
doc: add Submitting Orders section 2022-07-04 13:20:27 +08:00
Yo-An Lin
0b4044bbb6
Merge pull request #796 from c9s/strategy/pivotshort
strategy/pivotshort: add supportTakeProfit method
2022-07-04 12:26:32 +08:00