c9s
|
8a50474ad1
|
all: add context parameter to Sync()
|
2022-10-03 18:45:24 +08:00 |
|
c9s
|
59287b5116
|
all: support context isolation
|
2022-10-03 16:01:08 +08:00 |
|
Raphanus Lo
|
8286356d3b
|
bollmaker: fix settings overriding
|
2022-09-12 00:27:11 +08:00 |
|
Raphanus Lo
|
cf16176f5e
|
bollmaker: fix backward compatibility of dynamic spread settings
|
2022-09-11 20:58:13 +08:00 |
|
c9s
|
a425c940fa
|
bollmaker: add trendEMA support
|
2022-09-11 17:28:54 +08:00 |
|
c9s
|
080b4dea95
|
bollmaker: add doc file for bollmaker
|
2022-09-11 16:56:05 +08:00 |
|
Raphanus Lo
|
0b6cc6d3cd
|
strategy: bollmaker: sensitivity factor of BB width ratio
|
2022-08-31 04:31:17 +08:00 |
|
Raphanus Lo
|
6314a31554
|
strategy: bollmaker: dynamic spread by weighted Bollinger width ratio
|
2022-08-29 21:41:34 +08:00 |
|
Raphanus Lo
|
a2ab9db4eb
|
strategy: bollmaker: fix nil pointer
|
2022-08-25 23:43:31 +08:00 |
|
Andy Cheng
|
fcaa6466b6
|
strategy/bollmaker: preload dynamic spreads
|
2022-08-25 13:44:38 +08:00 |
|
c9s
|
2e71e63fae
|
all: fix interval window struct usage
|
2022-08-24 18:17:37 +08:00 |
|
c9s
|
3bdc6c7f28
|
bollmaker: remove unused embedded struct
|
2022-08-10 23:46:24 +08:00 |
|
c9s
|
8986eeb3a4
|
bollmaker: apply kline filter closure
|
2022-07-26 12:08:47 +08:00 |
|
c9s
|
c252a7dcf9
|
bollmaker: fix log format issue
|
2022-07-26 12:08:47 +08:00 |
|
c9s
|
d26dd2f1da
|
bollmaker: remove status change setter
|
2022-07-26 12:08:47 +08:00 |
|
c9s
|
c3b6cb80c3
|
bollmaker: upgrade bollmaker exits methods
|
2022-07-26 12:08:47 +08:00 |
|
c9s
|
6ae0620730
|
bollmaker: integrate exits method to bollmaker
|
2022-07-26 12:08:47 +08:00 |
|
c9s
|
2ef8ecf3d9
|
indicator: clean up bollinger band indicator api usage
|
2022-07-14 14:26:08 +08:00 |
|
c9s
|
a5715c6aee
|
indicator: rewrite boll indicator with stddev indicator
|
2022-07-14 14:26:08 +08:00 |
|
c9s
|
53204f47ea
|
bollmaker: remove legacy state loading
|
2022-07-01 17:28:48 +08:00 |
|
c9s
|
527070d13d
|
all: rewrite and clean up graceful shutdown api
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
3150480db8
|
bollmaker: remove stopC
|
2022-06-22 16:30:29 +08:00 |
|
c9s
|
c26d0d7824
|
bollmaker: clean up commment
|
2022-06-22 16:20:59 +08:00 |
|
c9s
|
fa26d5260f
|
bollmaker: use bbgo.IsBackTesting
|
2022-06-22 16:18:50 +08:00 |
|
c9s
|
dbc6d4fb44
|
bollmaker: refactor ClosePosition method
|
2022-06-22 13:46:04 +08:00 |
|
c9s
|
6ef54bf2fb
|
call bbgo.Sync to sync persistence
|
2022-06-22 13:46:03 +08:00 |
|
Andy Cheng
|
cc7b8c83ed
|
bollmaker: remove redundant code for adapting new order executor api
|
2022-06-20 13:47:17 +08:00 |
|
c9s
|
b6d1b4309b
|
refactor and update the support strategy
|
2022-06-19 15:57:59 +08:00 |
|
c9s
|
cb9ce753e2
|
strategy/bollmaker: refactor and clean up
|
2022-06-19 13:40:10 +08:00 |
|
c9s
|
156219456b
|
all: clean up bbgo.Notifiability
|
2022-06-19 13:05:02 +08:00 |
|
c9s
|
eacd1f1ae6
|
all: rewrite notification api
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-19 12:29:36 +08:00 |
|
c9s
|
b209d94a9c
|
rename active order book constructor function
|
2022-06-06 06:57:25 +08:00 |
|
c9s
|
4dafa32e97
|
strategy: should always handle trade even if the strategy status is not running
|
2022-06-06 06:56:44 +08:00 |
|
c9s
|
3786fc64f1
|
rename LocalActiveOrderBook to just ActiveOrderBook
|
2022-06-06 05:43:38 +08:00 |
|
c9s
|
6936503cde
|
bollmaker: fix profit stats notification
|
2022-06-03 14:46:45 +08:00 |
|
c9s
|
4fc0687cf9
|
bollmaker: remove debug code
|
2022-06-03 03:14:19 +08:00 |
|
c9s
|
68d6e9e850
|
service: fix state loading (use correct ID method)
|
2022-06-03 03:10:50 +08:00 |
|
c9s
|
7fce6a0fca
|
bollmaker: call persistence.Sync when position is changed
|
2022-06-03 02:44:00 +08:00 |
|
c9s
|
50d7d235a4
|
bollmaker: pull out functions
|
2022-06-03 02:44:00 +08:00 |
|
c9s
|
1a85299204
|
bollmaker: make detectPriceTrend simple function
|
2022-06-03 02:44:00 +08:00 |
|
c9s
|
5277098f70
|
add api .UnrealizedProfit and .IsDust method on Position
|
2022-06-02 18:05:35 +08:00 |
|
c9s
|
6a25f30b39
|
add IsLong and IsShort method on Position
|
2022-06-02 17:58:18 +08:00 |
|
c9s
|
e2f339e641
|
bollmaker: fix short position order
|
2022-06-02 17:55:14 +08:00 |
|
Yo-An Lin
|
424c235b43
|
Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread
feature: bollmaker dynamic spread
|
2022-05-27 16:55:20 +08:00 |
|
Andy Cheng
|
98b794f265
|
strategy: DynamicSpreadSettings struct to make it more clean
|
2022-05-27 16:24:50 +08:00 |
|
Andy Cheng
|
944856eb72
|
strategy: fix typo
|
2022-05-23 12:58:45 +08:00 |
|
Andy Cheng
|
bb4d6e61b0
|
strategy: fix typo
|
2022-05-23 12:06:24 +08:00 |
|
Andy Cheng
|
64b1ec3780
|
strategy: update calculation of dynamic spread
|
2022-05-23 11:37:57 +08:00 |
|
c9s
|
13bf5d69a3
|
use types.Interval instead of string
|
2022-05-19 10:04:03 +08:00 |
|
Andy Cheng
|
b41cef4bd7
|
strategy: use scale for dynamic spread
|
2022-05-18 14:31:59 +08:00 |
|