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
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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
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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
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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
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query
2021-12-21 20:44:20 +08:00
Yo-An Lin
1ab20e6397
Merge pull request #381 from narumiruna/maxamount
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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
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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
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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
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feature: add kline close volatility indicator
2021-12-19 14:58:41 +08:00
austin362667
f9cf71cef3
indicator: add kline close volatility
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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
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end time
2021-12-19 12:14:18 +08:00
Yo-An Lin
b455d4a039
Merge pull request #371 from andycheng123/main
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doc: support strategy
2021-12-17 15:42:40 +08:00
Yo-An Lin
279293b9b1
Merge pull request #373 from narumiruna/vwma
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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
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database: sqlite3 issue fix
2021-12-15 14:40:29 +08:00
TonyQ
3e45035ab1
database: sqlite3 issue fix
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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
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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
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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
Yo-An Lin
592059fc73
Merge pull request #364 from austin362667/query-trades
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binance: read orders & trades and add related conversions
2021-12-15 01:04:55 +08:00
austin362667
ccd607ba28
binance: remove unsupported comments
2021-12-15 01:01:05 +08:00
austin362667
7f96fa8dde
binance: add multierr
2021-12-15 01:01:05 +08:00
austin362667
bb592663ab
binance: removed unsupport isolated futures trade
2021-12-15 01:01:05 +08:00
austin362667
a0130affe4
binance: add query orders & trades
2021-12-15 01:01:05 +08:00
Yo-An Lin
f315d9f348
Merge pull request #367 from austin362667/main
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binance: remove comments not support isolated futures
2021-12-15 00:59:42 +08:00
TonyQ
20b03fe4a5
exchange: fix ftx for wrong last kline issue
2021-12-15 00:07:54 +08:00
austin362667
839bb6d0e8
binance: remove comments cuz not support isolated futures
2021-12-14 20:41:55 +08:00
Yo-An Lin
59241038f9
Update README.md
2021-12-14 18:26:46 +08:00
Yo-An Lin
6c6eb252cc
Merge pull request #363 from tony1223/feature/355-ftx-backtest
2021-12-14 16:09:16 +08:00
TonyQ
8eb3eede82
fix backtest (with review)
2021-12-14 16:02:54 +08:00
Yo-An Lin
d531e041dd
Merge pull request #357 from narumiruna/rebalance
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feature: add portfolio rebalancing strategy
2021-12-14 12:01:07 +08:00
Yo-An Lin
e09c526d72
Merge pull request #360 from tony1223/feature/302-record-assets-review
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account: add nav_history_details and account_service for #302
2021-12-14 11:56:58 +08:00
TonyQ
51e23b6a0c
Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review
2021-12-14 10:39:51 +08:00
TonyQ
4eb5a099ae
account: add nav_history_details and account_service for #302
2021-12-14 08:09:18 +08:00
なるみ
f320d78f2f
Refactor
2021-12-14 02:18:08 +08:00
Yo-An Lin
7fcbc1edcf
Merge pull request #359 from austin362667/submit-order
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binance: support submit futures order
2021-12-13 23:30:30 +08:00
austin362667
d3526b2c71
binance: add SubmitFuturesOrder and related conversions
2021-12-13 23:19:14 +08:00
austin362667
36c6d39612
bbgo: add session Futures & types: add FuturesExchange
2021-12-13 23:16:58 +08:00
