109 Commits

Author	SHA1	Message	Date
なるみ	41d4001872	Add log	2021-12-22 01:59:25 +08:00
Yo-An Lin	1ab20e6397	Merge pull request #381 from narumiruna/maxamount ... strategy: rebalance: adjust quantity by max amount	2021-12-21 20:20:44 +08:00
なるみ	531805a449	Adjust quantity by max amount	2021-12-20 23:46:22 +08:00
Andy Cheng	e4bdb1de06	strategy: allow setting the interval and the window for trigger MA	2021-12-19 18:28:47 +08:00
Andy Cheng	4416a96194	doc: remove obsolete back-testing commission options	2021-12-17 14:41:40 +08:00
Andy Cheng	0e82bf630f	doc: update support strategy	2021-12-16 19:32:35 +08:00
Andy Cheng	debd5b3bf2	doc: issue #281	2021-12-16 18:35:44 +08:00
Andy Cheng	634b722044	doc: support strategy	2021-12-16 18:30:38 +08:00
Yo-An Lin	d531e041dd	Merge pull request #357 from narumiruna/rebalance ... feature: add portfolio rebalancing strategy	2021-12-14 12:01:07 +08:00
なるみ	f320d78f2f	Refactor	2021-12-14 02:18:08 +08:00
Andy Cheng	5a6ff7ebb7	doc: fix tg doc, needs no notification: block	2021-12-13 11:43:05 +08:00
なるみ	f494a0f514	Initial commit of rebalance strategy	2021-12-13 05:19:44 +08:00
Andy Cheng	8fdd8873c8	config: add pricealert-tg.yaml	2021-12-09 20:23:40 +08:00
c9s	f6937b03e0	adjust default grid parameters	2021-12-05 02:51:08 +08:00
c9s	df683bdf56	use position to calculate the pnl	2021-12-05 02:17:15 +08:00
c9s	e835e63c9b	add persistence settings to bollpp config	2021-10-18 00:57:23 +08:00
c9s	d6b707c832	bollpp: fix order quantity	2021-10-18 00:56:22 +08:00
c9s	0bd32094ee	bollpp: improve bolling ping pong maker	2021-10-18 00:42:01 +08:00
c9s	4c061439d3	rename buyandhold to pricedrop	2021-10-14 13:10:00 +08:00
c9s	7119378ac0	add bollpp config	2021-10-14 12:53:46 +08:00
c9s	6e7f12ca9f	rename trailingstop to emastop	2021-10-14 12:04:56 +08:00
c9s	764a8be46a	adjust grid backtest parameters	2021-10-13 10:43:56 +08:00
c9s	291a2edbaa	fix etf config format	2021-08-26 11:47:51 +08:00
c9s	14d6a71127	add etf config example	2021-08-26 11:37:20 +08:00
c9s	41daea9e05	config: update support example configs	2021-06-01 01:39:22 +08:00
c9s	b27a840607	add interval setting	2021-05-12 01:29:43 +08:00
c9s	4c1d2b60a9	add xbalance example	2021-05-12 01:18:18 +08:00
c9s	6c34ed2d71	increase date range	2021-05-08 01:04:48 +08:00
c9s	28b918b3f9	adjust balance config and grid parameters	2021-05-08 01:03:50 +08:00
c9s	3501e8f5fd	refactor backtest, add BootstrapBacktestEnvironment	2021-05-08 00:14:25 +08:00
c9s	7c57246070	add TWD balance	2021-05-05 16:59:30 +08:00
c9s	503ce42a8d	adjust backtest time range	2021-05-05 16:56:49 +08:00
Yo-An Lin	76bf6edffc	add more comments to the schedule parameters	2021-05-03 00:14:12 +08:00
c9s	885d6c1a9d	add schedule config for ethusdt and btcusdt	2021-05-03 00:10:29 +08:00
Yo-An Lin	4e75557c0f	update schedule config	2021-05-03 00:07:46 +08:00
c9s	103095a986	add schedule config example	2021-05-03 00:06:24 +08:00
c9s	5de221524f	adjust state and reset per day	2021-03-22 18:48:18 +08:00
c9s	e86f29b7cc	add gap strategy	2021-03-22 17:32:21 +08:00
c9s	814a77ea39	xmaker: improve balance checking	2021-03-21 12:55:33 +08:00
c9s	e22a2caade	add basic risk control to the xmaker config	2021-03-21 12:55:33 +08:00
c9s	bc620601f6	add xmaker config files	2021-03-21 12:55:33 +08:00
Larry850806	a77bd1d74c	Remove unused symbols in backtest	2021-03-03 14:43:49 +08:00
c9s	83111c9eb9	test exponential scale with reverse range	2021-02-28 12:12:03 +08:00
c9s	3c9bcd8c9d	add more margin order side effect alias	2021-02-28 12:00:51 +08:00
c9s	99f236d2e0	integrate quantity scale into support strategy and grid strategy	2021-02-28 11:57:25 +08:00
c9s	b158884708	add long flag to the sample config	2021-02-20 11:52:56 +08:00
c9s	b207663732	add config for testing support strategy	2021-02-20 10:32:43 +08:00
c9s	f8378957ee	add more checks for bollgrid ... related to #93	2021-02-13 16:03:31 +08:00
Yo-An Lin	7aa6b60fbc	Update and rename movingstop.yaml to trailingstop.yaml	2020-12-31 17:18:25 +08:00
Yo-An Lin	ff5378bc51	Update grid-usdttwd.yaml	2020-12-31 14:02:10 +08:00