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6,760 Commits 59 Branches 138 Tags 188 MiB
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465 Commits

Author SHA1 Message Date
c9s
8e3bfe8499 grid2: consider base sell quantity reduction 2022-12-05 19:37:42 +08:00
c9s
c5fb15dc22 grid2: update test grid configuration 2022-12-05 18:12:38 +08:00
c9s
19e0a20c67 grid2: fill fixedpoint.Zero for stats 2022-12-04 21:43:40 +08:00
c9s
bce004106c grid2: check price 2022-12-04 18:21:43 +08:00
c9s
9d62720111 grid2: add log for trigger price 2022-12-04 18:17:05 +08:00
c9s
50f3ca80cf config: add doc for stopLossPrice 2022-12-04 18:12:01 +08:00
c9s
e0a69a89c8 config: add stopLossPrice config to the default grid2 config 2022-12-04 18:02:30 +08:00
c9s
4f3a160bbf grid2: add stopLossPrice handler 2022-12-04 18:01:58 +08:00
c9s
5f0c45093c config: add triggerPrice doc to config 2022-12-04 17:58:32 +08:00
c9s
e1f7d8b965 add data/bbgo_test.sql to git lfs 2022-12-04 17:48:43 +08:00
c9s
5344b3d768
grid2: add TestStrategy_calculateProfit test 2022-12-04 17:35:35 +08:00
c9s
92733411a3
config: add notification settings to grid2 2022-12-04 15:34:24 +08:00
c9s
175ab289e2
config: add more doc comment 2022-12-03 16:52:58 +08:00
c9s
24910f0b22
config: add earnBase option to config 2022-12-03 16:49:46 +08:00
c9s
5f7ad125c6
grid2: add earnBase option 2022-12-03 16:03:01 +08:00
c9s
28d47ba055
grid2: update config for compound mode 2022-12-03 15:22:15 +08:00
c9s
c0573210b3
grid2: log grid info 2022-12-03 14:58:53 +08:00
c9s
de398ef146
config: update grid2 max config 2022-12-03 12:31:09 +08:00
c9s
f5bb22c82d
config: update grid2 config files 2022-12-03 11:16:29 +08:00
c9s
3fc65122b6
config: update grid2 config 2022-12-02 13:46:09 +08:00
c9s
e385b589b6
config: add grid2 config 2022-12-02 00:10:00 +08:00
Andy Cheng
19d4033aaa strategy/linregmaker: adj config 2022-11-30 13:00:29 +08:00
Andy Cheng
71137620bd strategy/linregmaker: qty calculation for backtest 2022-11-25 16:39:15 +08:00
Andy Cheng
8c57dec793 strategy/linregmaker: parameter of check main trend interval 2022-11-24 16:51:37 +08:00
Andy Cheng
41e27a8e38 strategy/linregmaker: default value of spread 2022-11-23 17:44:40 +08:00
Andy Cheng
0f0549fa42 strategy/linregmaker: dynamic exposure works on both direction 2022-11-23 17:23:18 +08:00
Andy Cheng
cc124d4264 strategy/linregmaker: works w/o dynamic qty 2022-11-23 16:53:08 +08:00
Andy Cheng
37a2fedf15 strategy/linregmaker: dynamic qty uses linreg slope ratio 2022-11-22 18:24:04 +08:00
Andy Cheng
6af39e2e40 strategy/supertrend: update supertrend config 2022-11-22 11:39:15 +08:00
Andy Cheng
dd0f13e742 strategy/linregmaker: misc 2022-11-22 11:35:32 +08:00
Andy Cheng
f121218ede strategy/linregmaker: prototype 2022-11-21 13:46:13 +08:00
austin362667
c8aa4ae400 strategy: improve harmonic by adding HMM filter to denoise shark signal 
strategy: improve harmonic by adding HMM filter to denoise shark signal
 2022-11-03 15:14:56 +08:00
Austin Liu
5467c8ef01 strategy:irr rollback to original nirr and consume kline 2022-11-02 16:48:50 +08:00
Yo-An Lin
335b90a97c
Merge pull request #989 from austin362667/austin362667/irr 
strategy:irr: a mean reversion based on box of klines in same direction
 2022-11-02 12:59:23 +08:00
なるみ
ba7985690f
Merge pull request #1000 from c9s/narumi/rebalance/backtest 
fix: rebalance: fix backtest
 2022-11-01 21:02:54 +08:00
なるみ
532f3c11e7 fix backtest 2022-10-28 15:33:08 +08:00
zenix
b2e867e51c fix: unlimited length of indicators, add draw elapsed to drift 2022-10-27 17:35:50 +09:00
zenix
ce86544c43 optimize: drift strategy to use market trade signals 2022-10-27 17:35:50 +09:00
zenix
17825fbde1 fix: rate settings in telegram, make elliottwave draw async 2022-10-27 17:35:50 +09:00
zenix
675f84dccf fix: SerialMarketDataStore together with backtests 2022-10-27 17:35:50 +09:00
austin362667
778a3d8be1 strategy:irr: clean up 
strategy:irr: clean up

strategy:irr: clean up

strategy:irr: clean up
 2022-10-19 17:29:05 +08:00
austin362667
612261c48c strategy:irr add klines box mean reversion 2022-10-19 16:02:20 +08:00
austin362667
303e2c8413 strategy:irr: redesign to maker strategy 2022-10-19 16:02:20 +08:00
austin362667
42d87adeec strategy:irr: rollback to interval time ticker 2022-10-19 16:02:20 +08:00
austin362667
7974ee8fd3 strategy:irr: seperate alphas 2022-10-19 16:02:20 +08:00
austin362667
150c37995e strategy:irr redesign trigger 2022-10-19 16:02:20 +08:00
austin362667
a3dd93dd9a strategy:irr: add backtest/realtime ability 2022-10-19 16:02:20 +08:00
なるみ
9330b9fde5 change variable names 2022-10-13 18:18:02 +08:00
c9s
c374a56110
config: fix config maker fee rate 2022-10-06 13:52:06 +08:00
c9s
350f6d7de2
config: fix maker fee rate config 2022-10-06 13:50:52 +08:00
Yo-An Lin
4d42a61607
Merge pull request #976 from austin362667/austin362667/harmonic 
strategy: add harmonic shark pattern recognition
 2022-10-05 00:37:23 +08:00
Yo-An Lin
06675d0ac8
Merge pull request #977 from austin362667/austin362667/irr 
strategy: fix irr
 2022-10-05 00:36:30 +08:00
c9s
a66d8df23a
update grid config for max 2022-10-04 17:37:33 +08:00
austin362667
3c52e9e145 strategy: refactor draw lib 2022-10-04 15:23:48 +08:00
austin362667
26d640ff3b strategy: fix irr 2022-10-04 15:23:48 +08:00
austin362667
60e51e1470 strategy: refactor harmonic draw lib 2022-10-04 15:20:17 +08:00
austin362667
f1ae7b5f30 strategy: add harmonic shark pattern recognition 
strategy: add harmonic shark pattern recognition
 2022-10-04 15:20:17 +08:00
zenix
5c1d0f95e2 fix/drift_stoploss 2022-10-03 14:00:18 +09:00
zenix
58736b1b2d refactor: extract stoploss, fix highest/lowest in trailingExit 2022-09-29 20:15:10 +09:00
zenix
5086af2886 fix: reduce Quantity precheck, drift condition, ewo refactor 2022-09-28 20:06:37 +09:00
Yo-An Lin
1b531b66a2
Merge pull request #959 from austin362667/austin362667/factorzoo 
stratgy: add irr
 2022-09-28 17:05:03 +08:00
Yo-An Lin
8d92d43710
Merge pull request #955 from narumiruna/improve-marketcap 
FEATURE: marketcap: reduce frequency of querying data from coinmarketcap
 2022-09-24 01:54:30 +08:00
なるみ
4b1f7c65ce reduce frequency of querying data from coinmarketcap 2022-09-22 14:12:18 +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
c9s
ecc93da0cb
update xmaker configuration 2022-09-21 01:16:39 +08:00
Yo-An Lin
17b5e3566a
Merge pull request #960 from c9s/refactor/notification 
improve: improve the existing notification switch settings
 2022-09-20 12:25:06 +08:00
austin362667
beb13449cb strategy: refactor oneliner to irr 2022-09-20 10:32:57 +08:00
austin362667
d7b9721224 oneliner: add config 2022-09-20 10:32:57 +08:00
c9s
3133d54957
config: update config for new notification switches settings 2022-09-19 19:32:16 +08:00
Yo-An Lin
3230088f9f
Merge pull request #953 from zenixls2/fix/drift 
fix: drift minus weight, preloaded kline not enough
 2022-09-17 18:15:44 +08:00
zenix
7044b0d8ea fix: drift minus weight, preloaded kline not enough 2022-09-16 19:11:36 +09:00
c9s
3d7fc75e4b
pivotshort: add MACDDivergence protection 2022-09-16 01:15:18 +08:00
Yo-An Lin
dc195e824b
Merge pull request #920 from austin362667/austin362667/factorzoo 
strategy: add trend trader
 2022-09-14 15:00:08 +08:00
なるみ
9b5f204cbe get marketcap values from coinmarketcap 2022-09-14 02:44:57 +08:00
c9s
8d4eb611f3
bbgo: add more open position doc comments 2022-09-12 23:48:40 +08:00
c9s
db94b2690a
bbgo: check base balance only for long position 2022-09-11 17:49:24 +08:00
c9s
b805b19286
config: move buyBelowNeutralSMA back 2022-09-11 17:47:37 +08:00
c9s
ad6f07a40c
config: reformat config comments 2022-09-11 17:38:26 +08:00
c9s
a425c940fa
bollmaker: add trendEMA support 2022-09-11 17:28:54 +08:00
Fredrik
e02840e08d Feature: draw pnl 2022-09-11 01:19:23 +02:00
Zenix
afad9cca47
Merge pull request #910 from zenixls2/feature/ewo_renew 
SerialMarketDataStore, elliottwave renewal
 2022-09-07 18:54:01 +09:00
austin362667
46b3fabfe3 strategy: add trend trader 
strategy: add trend treader

strategy: add trend treader
 2022-09-07 16:11:31 +08:00
austin362667
8b97e4c4e8 audacity: finalize strategy 2022-09-07 16:05:51 +08:00
austin362667
43a3e21a7b audacitymaker: rename perTrade 2022-09-07 16:05:51 +08:00
austin362667
1d727345ee strategy: redesign to audacitymaker 2022-09-07 16:05:51 +08:00
austin362667
1cc285985c config: add ktrade 2022-09-07 16:05:51 +08:00
zenix
1d0893b699 fix: enable interval parsing for non-whitelisted time spans 2022-09-06 14:26:17 +09:00
zenix
28802dd107 feature: re-implement heikinashi for elliottwave 2022-09-05 19:32:35 +09:00
zenix
ff7fd38372 feature: ewo add draw function 2022-09-05 19:32:35 +09:00
zenix
938dc3c497 feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca 2022-09-05 19:32:35 +09:00
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
zenix
6b6a24a655 feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation 2022-08-23 17:22:45 +09:00
Andy Cheng
cd09ee0e34
Merge pull request #877 from andycheng123/improve/supertrend-strategy 
strategy/supertrend: update example config
 2022-08-16 15:38:21 +08:00
zenix
9f8b8d97d0 fix: drift empty pnl. exit condition 2022-08-16 12:30:29 +09:00
zenix
e3309ad709 fix: redundant params 2022-08-15 21:28:14 +09:00
zenix
c1d9df8cdb feature: export drift1m, remove take profit, add profit report for listing pnl by date 2022-08-15 21:06:46 +09:00
zenix
da28750313 feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift 2022-08-15 21:05:29 +09:00
zenix
008814992f fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype 2022-08-15 21:02:59 +09:00
zenix
d11738b6b5 feature: add smart cancel to drift 2022-08-15 21:02:43 +09:00