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2742 Commits

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Author SHA1 Message Date
TonyQ Wang
63962e0c1e
Update README.md 2021-12-22 22:28:10 +08:00
TonyQ
16862e7208 exchange/stream : implement booktickerupdate event for ftx and 
binance
 2021-12-22 21:01:11 +08:00
Yo-An Lin
b2ffcb7993
Merge pull request #387 from narumiruna/narumi/rebalance/validate 
strategy: rebalance: validate parameters
 2021-12-22 10:52:37 +08:00
なるみ
4a8be9cc1a Fix log 2021-12-22 02:04:44 +08:00
なるみ
2999e41ef0 Validate config 2021-12-22 01:59:38 +08:00
なるみ
41d4001872 Add log 2021-12-22 01:59:25 +08:00
c9s
388cfe0854 kucoin: fix go 1.17 compatibility issue 2021-12-22 01:45:07 +08:00
c9s
3b5015e1ca kucoin: integrate list tickers 2021-12-22 01:34:24 +08:00
c9s
0b6e66348e kucoin: implement query tickers 2021-12-22 01:28:16 +08:00
c9s
c32f3ab2f3 add generate_symbol_map.go generator 2021-12-22 01:28:16 +08:00
c9s
35754a9730 doc: update new-exchange.md doc 2021-12-22 01:28:16 +08:00
c9s
bd5e956892 add kucoin to the exchange factory 2021-12-22 01:28:16 +08:00
c9s
58212290ad types: update market structure for doc comment 2021-12-22 01:28:16 +08:00
c9s
fce71cb37e implement QueryAccounts and QueryMarkets 2021-12-22 01:28:16 +08:00
c9s
77418c9415 drop duplicated kucoin subaccount command 2021-12-22 01:28:16 +08:00
c9s
7d7b2bbd9e add fills command usage to doc 2021-12-22 01:28:16 +08:00
c9s
374721a59a add fills command 2021-12-22 01:28:16 +08:00
c9s
62fa6dd274 implement get fills request 2021-12-22 01:28:16 +08:00
c9s
bace225470 binance: fix, call set time service only when key and secret is given 2021-12-22 01:27:25 +08:00
c9s
8b93aeeeb2 fix ewma truncation 2021-12-22 00:54:13 +08:00
Yo-An Lin
53f6ea6490
Merge pull request #384 from tony1223/feature/record-account 
types: update account struct
 2021-12-22 00:04:30 +08:00
TonyQ
06fc821b3d types: update account struct 2021-12-21 23:59:02 +08:00
Yo-An Lin
e0844459b9
Merge pull request #380 from tony1223/bug/kline-scan 
backtest : finetune for kline scan logic to prevent hanging for
 2021-12-21 22:47:50 +08:00
Yo-An Lin
11818e99f5
Merge pull request #382 from tony1223/bug/ftx-kline-crash 
exchange/ftx: add more guard condition
 2021-12-21 20:52:37 +08:00
TonyQ
740989ca64 exchange/ftx: add more guard condition 2021-12-21 20:46:40 +08:00
TonyQ
f62235b94e backtest : finetune for kline scan logic to prevent hanging for 
query
 2021-12-21 20:44:20 +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
Yo-An Lin
e2367648b6
Merge pull request #379 from andycheng123/main 
strategy: support strategy update
 2021-12-21 17:27:31 +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
7c85f8caa4
doc: update support strategy doc 2021-12-19 17:58:15 +08:00
Andy Cheng
d281182432
strategy: fix support strategy criteria 2021-12-19 17:53:34 +08:00
Yo-An Lin
97f9285449
Merge pull request #376 from tony1223/bug/backtest-fix-auto-sync 
backtest : fix auto sync missing the part from last db kiline to
 2021-12-19 14:59:35 +08:00
Yo-An Lin
ac20f02b79
Merge pull request #378 from austin362667/feature/volatility-indicator 
feature: add kline close volatility indicator
 2021-12-19 14:58:41 +08:00
austin362667
f9cf71cef3 indicator: add kline close volatility 
indicator: add kline close volatility
 2021-12-19 14:20:09 +08:00
TonyQ
711575c6d0 backtest : fix auto sync missing the part from last db kiline to 
end time
 2021-12-19 12:14:18 +08:00
Yo-An Lin
b455d4a039 Merge pull request #371 from andycheng123/main 
doc: support strategy
 2021-12-17 15:42:40 +08:00
Yo-An Lin
279293b9b1 Merge pull request #373 from narumiruna/vwma 
feature: add volume weighted moving average indicator
 2021-12-17 15:38:33 +08:00
Andy Cheng
4416a96194 doc: remove obsolete back-testing commission options 2021-12-17 14:41:40 +08:00
なるみ
b144d8e107 feature: add volume weighted moving average indicator 2021-12-17 14:36:39 +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
Andy Cheng
5a238b8b0a doc: add description of commission rate option for backtesting 2021-12-16 17:12:38 +08:00
Yo-An Lin
573a845b94 Merge pull request #370 from tony1223/bug/215-sqlite-time-issue 
database: sqlite3 issue fix
 2021-12-15 14:40:29 +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
Yo-An Lin
3266571698 Merge pull request #369 from tony1223/feature/ftx-refine-kline-event 
exchange: make ftx kline event more reliable
 2021-12-15 11:34:26 +08:00
TonyQ
c0b9cc0f0b exchange: make ftx kline event more reliable 2021-12-15 11:23:07 +08:00
Yo-An Lin
05323f211f Merge pull request #368 from tony1223/feature/355-update-sync 
backtest : auto sync
 2021-12-15 01:39:19 +08:00
TonyQ
16933555b8 backtest : auto sync missing range 2021-12-15 01:26:05 +08:00