Commit Graph

465 Commits

Author SHA1 Message Date
c9s
a2fdc99741
xfunding: notify position ready 2023-03-29 21:40:18 +08:00
c9s
1e7afbc0c8
xfunding: fix position ready set call 2023-03-29 21:40:16 +08:00
c9s
4d59edc3d1
xfunding: add funding fee slack attachment support 2023-03-29 21:39:36 +08:00
c9s
8257c4ffbe
xfunding: fix ClosePosition call for futures 2023-03-29 18:28:25 +08:00
c9s
4d1f691300
xfunding: add syncFundingFeeRecords method 2023-03-26 14:54:27 +08:00
c9s
6349566ce9
config: add document to the xfunding options 2023-03-26 02:07:54 +08:00
c9s
1517076f6d
xfunding: implement syncSpotPosition 2023-03-24 03:20:04 +08:00
c9s
f3049de2ba
all: improve logging 2023-03-24 02:09:49 +08:00
c9s
209fb102fa
xfunding: add stringer support on PremiumIndex 2023-03-24 01:57:43 +08:00
c9s
1b5126c9a1
xfunding: add mutex 2023-03-23 17:36:30 +08:00
c9s
8b87a8706b
xfunding: add state for recording TotalBaseTransfer 2023-03-23 14:46:02 +08:00
c9s
20cd73e6ad
xfunding: fix transfer and refactoring more methods 2023-03-23 12:58:10 +08:00
c9s
b2c0a343f3
rename funding config file 2023-03-22 21:17:45 +08:00
narumi
0458858de0 fix position and profitstats 2023-03-14 19:27:41 +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
narumi
0690518dc7 add option to rebalance on start 2023-03-13 22:43:42 +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
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
0ea345a18c
improve/linregmaker: fix balance calculation in backtesting 2023-03-13 16:35:18 +08:00
narumi
74656e0e49 fix fixedmaker errors 2023-03-10 18:39:30 +08:00
narumi
a7cfd488ed add fixedmaker 2023-03-10 16:41:01 +08:00
narumi
94b946a993 add orderType parameter 2023-03-03 23:14:30 +08:00
narumi
904491e750 add orderType parameter 2023-03-02 18:11:43 +08:00
c9s
0b73520371
config: update config example 2023-02-07 14:15:17 +08:00
c9s
24f0f40fad
config: add autoRange config doc 2022-12-26 01:00:15 +08:00
c9s
fedb67171a
config: update grid2 config example 2022-12-23 18:18:45 +08:00
Yo-An Lin
2b20ff4da9
Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
2022-12-20 14:55:48 +08:00
Yo-An Lin
c230695a44
Update multi-session.yaml 2022-12-19 20:08:06 +08:00
c9s
565193ed69
config: add multi-session example 2022-12-19 20:04:17 +08:00
c9s
5d6669fde4
config: update grid2 config for sync 2022-12-19 19:00:52 +08:00
c9s
f4529171f3
config: turn on notification for grid2 2022-12-15 18:39:06 +08:00
c9s
ac8186d43d
grid2: debug submitOrder before sending them to the api 2022-12-15 18:30:28 +08:00
c9s
bc8d7e9968
grid2: add skipSpreadCheck option 2022-12-15 18:09:43 +08:00
Andy Cheng
8b1d19124f strategy/linregmaker: allow using amount for order qty calculation 2022-12-14 14:42:56 +08:00
Andy Cheng
c6f9b0feed strategy/linregmaker: update config 2022-12-13 17:37:47 +08:00
Andy Cheng
ff334ca13d strategy/linregmaker: calculated allowed margin when leveraged 2022-12-13 17:16:30 +08:00
Andy Cheng
79dcda5f52 strategy/linregmaker: add more trend reverse logs 2022-12-13 11:06:18 +08:00
Andy Cheng
a6956e50b7 strategy/linregmaker: add more logs 2022-12-12 18:23:49 +08:00
c9s
489b025702 grid2: refactor check spread 2022-12-07 12:24:52 +08:00
c9s
68e7d0ec24 grid2: add doc comment for gridNumber 2022-12-06 10:47:19 +08:00
c9s
c2e219e180 config: add fee rate to backtest settings 2022-12-06 10:35:16 +08:00
c9s
82a1009f35 config: add baseInvestment 2022-12-06 10:08:34 +08:00
c9s
e29f3c50e8 grid2: calculate TotalFee 2022-12-06 10:05:43 +08:00
c9s
d9e230a433 grid2: add TestBacktestStrategy skeleton for backtesting in unit test 2022-12-06 02:40:22 +08:00
c9s
aa5f2a032a grid2: call TruncatePrice on profitSpread 2022-12-06 02:13:32 +08:00
c9s
fda7abc1f2 config: update grid2 config sample 2022-12-05 19:46:48 +08:00
c9s
c4544cf8b2 grid2: improve debug logging 2022-12-05 19:42:36 +08:00