c9s
|
40040ff399
|
bump version to v1.44.1
|
2023-03-15 13:22:35 +08:00 |
|
c9s
|
af847f76ec
|
update command doc files
|
2023-03-15 13:22:34 +08:00 |
|
なるみ
|
7d91fd01d8
|
Merge pull request #1109 from c9s/narumi/rebalance/fix-order-executor-not-found
fix: rebalance: fix positions and profit stats map
|
2023-03-15 12:25:19 +08:00 |
|
Yo-An Lin
|
c37bc27217
|
Merge pull request #1110 from andycheng123/fix/bollmaker
FIX: [bollmaker] MinProfitActivationRate is disabled if it's not set
|
2023-03-15 11:18:35 +08:00 |
|
Andy Cheng
|
0a6c41cfe7
|
fix/bollmaker: fix s.MinProfitActivationRate condition
|
2023-03-15 11:06:26 +08:00 |
|
Andy Cheng
|
ca4890425c
|
fix/bollmaker: MinProfitActivationRate is disabled if it's not set
|
2023-03-15 10:57:18 +08:00 |
|
kbearXD
|
78071dc2c7
|
Merge pull request #1107 from c9s/feature/maxapi/support-time-range
FEATURE: make MAX QueryTrades support start_time, end_time
|
2023-03-14 21:12:59 +08:00 |
|
narumi
|
0458858de0
|
fix position and profitstats
|
2023-03-14 19:27:41 +08:00 |
|
chiahung
|
da48e0fc85
|
make end_time down to start_time + 3 days if end_time > start_time + 3 days
|
2023-03-14 18:39:36 +08:00 |
|
chiahung
|
e0b445f1c1
|
FEATURE: make MAX QueryTrades support start_time, end_time
|
2023-03-14 16:32:00 +08:00 |
|
kbearXD
|
ee4388406e
|
Merge pull request #1097 from c9s/feature/grids/recover-from-trades
FEATURE: get filled orders when bbgo down
|
2023-03-14 15:15:32 +08:00 |
|
chiahung
|
dce1e4c7d4
|
rename buildSyncOrderMap to SyncOrderMap
|
2023-03-14 14:35:15 +08:00 |
|
なるみ
|
cddf3570f2
|
Merge pull request #1104 from c9s/narumi/rebalance/balance
fix: rebalance: adjust max amount by balance
|
2023-03-14 14:06:31 +08:00 |
|
chiahung
|
9da8c39d2c
|
avoid re-query same order
|
2023-03-14 13:46:46 +08:00 |
|
chiahung
|
4af8523144
|
new struct PinOrderMap
|
2023-03-14 10:47:25 +08:00 |
|
chiahung
|
7af4e3bf8a
|
FEATURE: get filled orders when bbgo down
|
2023-03-14 10:47:23 +08:00 |
|
c9s
|
60d7d20ced
|
grid2: fix newline for the message format
|
2023-03-14 00:29:13 +08:00 |
|
なるみ
|
add9372eba
|
use mid price to calculate weight
|
2023-03-13 15:30:33 +00:00 |
|
narumi
|
0690518dc7
|
add option to rebalance on start
|
2023-03-13 22:43:42 +08:00 |
|
narumi
|
640001ffa1
|
check minimal order quantity
|
2023-03-13 22:39:22 +08:00 |
|
narumi
|
c9f6995701
|
fix OrderExecutorMap's SumbitOrders
|
2023-03-13 22:39:04 +08:00 |
|
narumi
|
0b7f42c382
|
adjust max amount by balance
|
2023-03-13 22:39:01 +08:00 |
|
c9s
|
a5641f6c73
|
add v1.44.0 release note
|
2023-03-13 22:04:23 +08:00 |
|
c9s
|
b58dcaba79
|
bump version to v1.44.0
|
2023-03-13 22:04:23 +08:00 |
|
c9s
|
18b401e100
|
update command doc files
|
2023-03-13 22:04:23 +08:00 |
|
Yo-An Lin
|
4b3f00fe79
|
Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max
grid2: use newClientOrderID only for max
|
2023-03-13 21:47:02 +08:00 |
|
Yo-An Lin
|
07ebd83a62
|
Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit
Improve/linregmaker minprofit
|
2023-03-13 21:31:28 +08:00 |
|
c9s
|
35ceda8408
|
grid2: use newClientOrderID only for max
|
2023-03-13 21:27:13 +08:00 |
|
gx578007
|
4b540fce88
|
Merge pull request #1100 from c9s/bhwu/grid2/specify-client-order-id
FIX: [grid2] specify client order id explicitly
|
2023-03-13 18:51:27 +08:00 |
|
gx578007
|
83ba32bf2f
|
mock SubmitOrders by DoAndReturn
|
2023-03-13 18:43:52 +08:00 |
|
kbearXD
|
57d420fd6c
|
Merge pull request #1098 from c9s/fix/precision/format-string
FIX: fix format string float point issue
|
2023-03-13 16:44:06 +08:00 |
|
Andy Cheng
|
360173ac2b
|
fix/linregmaker: fix syntax error
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
cb412dc13f
|
improve/bollmaker: add MinProfitActivationRate
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
5fc459d404
|
improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
dd87d716ce
|
improve/linregmaker: fix end date of linregmaker config
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
6e854f8027
|
improve/linregmaker: add MinProfitSpread
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
3c14382c3c
|
improve/linregmaker: fix StandardIndicatorSet initialization problem
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
a607f230d6
|
improve/linregmaker: more log for can buy sell
|
2023-03-13 16:35:19 +08:00 |
|
Andy Cheng
|
0ea345a18c
|
improve/linregmaker: fix balance calculation in backtesting
|
2023-03-13 16:35:18 +08:00 |
|
なるみ
|
94828e6f55
|
Merge pull request #1103 from c9s/narumi/rebalance/graceful-cancel
strategy: rebalance: graceful cancel
|
2023-03-13 12:14:28 +08:00 |
|
chiahung
|
51a52d1c18
|
comment out negative precision for dnum
|
2023-03-13 11:28:40 +08:00 |
|
narumi
|
4559a35f31
|
graceful cancel in rebalance strategy
|
2023-03-13 00:49:49 +08:00 |
|
c9s
|
b050ae4098
|
grid2: fix log format
|
2023-03-11 16:03:13 +08:00 |
|
なるみ
|
5ea007ab39
|
Merge pull request #1102 from c9s/narumi/fixedmaker
fix: strategy: fix fixedmaker
|
2023-03-10 19:07:15 +08:00 |
|
narumi
|
74656e0e49
|
fix fixedmaker errors
|
2023-03-10 18:39:30 +08:00 |
|
gx578007
|
16b30960cc
|
FIX: [grid2] specify client order id explicitly
|
2023-03-10 18:29:53 +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 |
|
Yo-An Lin
|
31e299baf2
|
Merge pull request #1101 from c9s/narumi/fixedmaker
strategy: add fixedmaker
|
2023-03-10 17:24:01 +08:00 |
|
Yo-An Lin
|
c84fbc75f1
|
Merge pull request #1099 from c9s/bhwu/grid2/handle-dup-orderid
FIX: [grid2] avoid handling one orderID twice
|
2023-03-10 17:19:24 +08:00 |
|