Commit Graph

1137 Commits

Author SHA1 Message Date
Andy Cheng
66f0f3e113 strategy/linregmaker: remove useTickerPrice 2022-11-24 17:06:14 +08:00
Andy Cheng
8c57dec793 strategy/linregmaker: parameter of check main trend interval 2022-11-24 16:51:37 +08:00
Andy Cheng
41e27a8e38 strategy/linregmaker: default value of spread 2022-11-23 17:44:40 +08:00
Andy Cheng
0f0549fa42 strategy/linregmaker: dynamic exposure works on both direction 2022-11-23 17:23:18 +08:00
Andy Cheng
fbc949a133 strategy/linregmaker: validate basic config parameters 2022-11-23 16:58:24 +08:00
Andy Cheng
cc124d4264 strategy/linregmaker: works w/o dynamic qty 2022-11-23 16:53:08 +08:00
Andy Cheng
e776c9e5ea strategy/linregmaker: use session standard indicator set 2022-11-23 12:28:38 +08:00
Andy Cheng
37a2fedf15 strategy/linregmaker: dynamic qty uses linreg slope ratio 2022-11-22 18:24:04 +08:00
Andy Cheng
dd0f13e742 strategy/linregmaker: misc 2022-11-22 11:35:32 +08:00
Andy Cheng
f121218ede strategy/linregmaker: prototype 2022-11-21 13:46:13 +08:00
Andy Cheng
8a81e68e27 strategy/linregmaker: add dynamic quantity 2022-11-18 16:42:51 +08:00
Andy Cheng
9be9ea2a47 strategy/linregmaker: add AllowOppositePosition and FasterDecreaseRatio 2022-11-18 15:12:38 +08:00
Andy Cheng
48c6326ac1 strategy/linregmaker: draft 2022-11-17 17:59:23 +08:00
zenix
09c85d346c feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster 2022-10-17 15:14:36 +08:00
なるみ
9330b9fde5 change variable names 2022-10-13 18:18:02 +08:00
Andy Cheng
aa492a05a1 fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal 2022-10-07 13:48:16 +08:00
Yo-An Lin
4d42a61607
Merge pull request #976 from austin362667/austin362667/harmonic
strategy: add harmonic shark pattern recognition
2022-10-05 00:37:23 +08:00
austin362667
600b17460d strategy:irr fix drawing defer close IO issue 2022-10-04 18:47:14 +08:00
austin362667
22ef28bc39 strategy:harmonic fix drawing defer close IO issue 2022-10-04 18:44:42 +08:00
austin362667
3c52e9e145 strategy: refactor draw lib 2022-10-04 15:23:48 +08:00
austin362667
26d640ff3b strategy: fix irr 2022-10-04 15:23:48 +08:00
austin362667
ec60c708c3 strategy: upgrade harmonic persistence sync 2022-10-04 15:22:52 +08:00
austin362667
60e51e1470 strategy: refactor harmonic draw lib 2022-10-04 15:20:17 +08:00
austin362667
f1ae7b5f30 strategy: add harmonic shark pattern recognition
strategy: add harmonic shark pattern recognition
2022-10-04 15:20:17 +08:00
c9s
8a50474ad1
all: add context parameter to Sync() 2022-10-03 18:45:24 +08:00
c9s
f7e76c0518
all: remove bbgo.Persistence 2022-10-03 18:37:53 +08:00
c9s
59287b5116
all: support context isolation 2022-10-03 16:01:08 +08:00
zenix
5c1d0f95e2 fix/drift_stoploss 2022-10-03 14:00:18 +09:00
zenix
8e82e24c05 fix: drift close position with retry limit 2022-09-29 20:31:10 +09:00
zenix
58736b1b2d refactor: extract stoploss, fix highest/lowest in trailingExit 2022-09-29 20:15:10 +09:00
zenix
5086af2886 fix: reduce Quantity precheck, drift condition, ewo refactor 2022-09-28 20:06:37 +09:00
c9s
7b47a51fae
irr: fix strategy id 2022-09-28 17:07:13 +08:00
Yo-An Lin
1b531b66a2
Merge pull request #959 from austin362667/austin362667/factorzoo
stratgy: add irr
2022-09-28 17:05:03 +08:00
Yo-An Lin
bf7829973a
Merge pull request #968 from zenixls2/refactor/dump_param
feature: add config dump / param dump / param modify for elliottwave
2022-09-28 16:50:36 +08:00
zenix
b2875eedc5 feature: add config dump / param dump / param modify for elliottwave, refactor param dump 2022-09-27 20:26:59 +09:00
zenix
ad4ee93033 fix: wrong tag in drift 2022-09-26 20:16:27 +09:00
Yo-An Lin
8d92d43710
Merge pull request #955 from narumiruna/improve-marketcap
FEATURE: marketcap: reduce frequency of querying data from coinmarketcap
2022-09-24 01:54:30 +08:00
zenix
fdbcaef2ca fix: use ZeroAssetError, refactor 2022-09-22 20:26:18 +09:00
なるみ
4b1f7c65ce reduce frequency of querying data from coinmarketcap 2022-09-22 14:12:18 +08:00
zenix
ac2f7decdf fix: dup naming, remove Leverage from drift field 2022-09-22 13:48:01 +09:00
zenix
fd875c7060 fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior 2022-09-22 13:01:26 +09:00
c9s
247a22c4fe
xmaker: fix profit stats notification 2022-09-20 15:09:22 +08:00
austin362667
beb13449cb strategy: refactor oneliner to irr 2022-09-20 10:32:57 +08:00
austin362667
4f99110d2b stratgy: add oneliner 2022-09-20 10:32:57 +08:00
Yo-An Lin
29376defa3
Merge pull request #958 from c9s/strategy/pivotshort
WIP: strategy/pivotshort: more improvements
2022-09-19 17:27:31 +08:00
c9s
f9f2df29e7
types: use passed time to reset today pnl 2022-09-19 09:33:18 +08:00
Yo-An Lin
3230088f9f
Merge pull request #953 from zenixls2/fix/drift
fix: drift minus weight, preloaded kline not enough
2022-09-17 18:15:44 +08:00
Yo-An Lin
39c347f0a0
Merge pull request #950 from c9s/strategy/pivotshort
strategy/pivotshort
2022-09-17 18:14:41 +08:00
zenix
7044b0d8ea fix: drift minus weight, preloaded kline not enough 2022-09-16 19:11:36 +09:00
Zenix
44de961ea1
Merge pull request #942 from zenixls2/feature/modifiable
feature: add modify tg command. fix wdrift ma length
2022-09-16 15:23:38 +09:00