Commit Graph

78 Commits

Author SHA1 Message Date
narumi
7114016bc9 clamp skew 2023-03-18 23:31:03 +08:00
chiahung
51a52d1c18 comment out negative precision for dnum 2023-03-13 11:28:40 +08:00
chiahung
8c9ed0538f add more test case 2023-03-10 17:55:55 +08:00
chiahung
291a6f273a fix test error 2023-03-10 17:32:35 +08:00
chiahung
36f48bc604 FIX: fix format string float point issue 2023-03-10 15:27:50 +08:00
c9s
1d8df08a74
fixedpoint: fix fixedpoint rounding 2023-03-01 22:21:24 +08:00
c9s
051755ec54
fixedpoint: add Floor test 2022-12-02 00:09:59 +08:00
c9s
991dc4121c
fixedpoint: add Floor() method on dnum 2022-12-02 00:09:59 +08:00
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
Zenix
afad9cca47
Merge pull request #910 from zenixls2/feature/ewo_renew
SerialMarketDataStore, elliottwave renewal
2022-09-07 18:54:01 +09:00
c9s
56c53958cd
fixedpoint: positive tester and negative tester 2022-09-07 15:11:07 +08:00
c9s
c62330b2c1
fixedpoint: add counter func 2022-09-07 14:05:44 +08:00
c9s
668180f8aa
fixedpoint: add reducer and its tests 2022-09-07 14:00:26 +08:00
c9s
e161f4ec1a
fixedpoint: add sort interface support on fixedpoint 2022-09-07 12:35:09 +08:00
c9s
e0e279f756
fixedpoint: add reducer 2022-09-07 12:28:13 +08:00
zenix
36a5579660 fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status 2022-09-06 19:08:05 +09:00
Raphanus Lo
338c4ea170 fix: fixedpoint UnarshalJson on inf for decimal support 2022-09-02 15:02:46 +08:00
Raphanus Lo
750bdc82b5 fix: fixedpoint UnarshalJson on inf 2022-09-02 14:17:51 +08:00
zenix
b52598d1ad fix: fixedpoint MarshalJson on inf 2022-08-30 21:55:16 +09:00
zenix
c2d5a5961f fix: legacy fixedpoint inf handling, refactor backtest kline consuming 2022-08-30 21:02:21 +09:00
c9s
9f06be14aa
types: calculate MaximumConsecutiveLosses and MaximumConsecutiveProfits 2022-07-27 19:25:29 +08:00
zenix
2568a81dfe fix: binance time sync, exchange interval query interface, yaml for fixedpoint 2022-07-26 16:42:34 +09:00
zenix
a5ffca7fe8 fix: gosimple alert 2022-06-17 20:19:51 +09:00
zenix
ba1342cbc3 feature: add pre-commit 2022-06-17 16:07:00 +09:00
zenix
55fa4cc8f1 fix: apply gofmt on all files, add revive action 2022-06-17 16:06:59 +09:00
なるみ
50fbf0727e types: move valuemap and floatmap to types 2022-06-16 16:44:27 +08:00
なるみ
5799497a09 marketp: add marketcap strategy 2022-06-16 16:44:02 +08:00
なるみ
0a602bc259 rebalance: add ValueMap 2022-06-16 10:44:13 +08:00
zenix
a65374d686 fix: fixedpoint percentage bound check 2022-06-13 11:05:55 +09:00
c9s
b79e4f2fb8
fixedpoint: add marshalYAML interface support 2022-06-10 00:42:48 +08:00
zenix
1f27ef653b fix: exception on parsing empty string in dnum 2022-03-07 12:46:03 +09:00
zenix
f101e93311 fix: dnum panic, precision loss in parsing string in legacy 2022-02-28 15:50:31 +09:00
c9s
9c45e6693f fix formatString 2022-02-25 18:25:44 +08:00
c9s
99b025dd5c add FormatString test case and fix FormatString 2022-02-25 18:03:28 +08:00
zenix
20cccf57e5 fix: NumFractionalDigits in legacy fixedpoint and dnum fixedpoint 2022-02-17 12:45:06 +09:00
zenix
a3a262783f fix: set backtest cancel Delta to be 1e-11 2022-02-15 18:59:10 +09:00
zenix
7455279517 fix: #400 for int64 formating when exp <= 0 2022-02-15 18:24:21 +09:00
zenix
8648528435 fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests 2022-02-15 14:55:19 +09:00
zenix
eb70410f80 add back legacy implementation 2022-02-15 12:01:39 +09:00
zenix
cdba7924b4 fix backtest panic when cancel fail on the last order 2022-02-15 12:01:39 +09:00
zenix
fad85d0992 fix binance test, outptu for support and xgap strategies 2022-02-15 12:01:39 +09:00
zenix
05521a98b6 add skeleton strategy. fix most of the tests. fix final asset value 2022-02-15 12:01:39 +09:00
zenix
9978a3cf90 fix unmarshal behavior to gain more precision 2022-02-15 12:01:39 +09:00
zenix
abc1d535d8 fix bollmaker, fix pnl issues 2022-02-15 12:01:39 +09:00
zenix
105b085786 fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint 2022-02-15 12:01:39 +09:00
zenix
2ccc449657 fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint 2022-02-15 12:01:39 +09:00
zenix
b8bf2af14d fixedpoint for exchange and indicators, some fixes in types 2022-02-15 12:01:38 +09:00
zenix
e221f54397 add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value
change pnl report to use fixedpoint

fix: migrate kline to use fixedpoint
2022-02-15 12:00:39 +09:00
c9s
f0d4236169 all: fix and improve kucoin orderbook stream 2021-12-25 19:34:27 +08:00
c9s
759b6a812b techsignal: fix funding rate diff 2021-10-17 22:26:04 +08:00