2108 Commits

Author	SHA1	Message	Date
c9s	701e80d0d8	bollmaker: pull out trailing stop order logics into SmartStops struct	2022-01-31 01:07:00 +08:00
c9s	67bc5d523a	bollmaker: refactor trailing stop snippet	2022-01-31 00:44:04 +08:00
c9s	0667c138ab	backtest: fix duplicate trade emit issue	2022-01-30 03:05:19 +08:00
c9s	e595b9acb2	backtest: should panic if last price is zero	2022-01-30 02:41:00 +08:00
c9s	6566db1624	accounting: filter duplicated trades when backtesting	2022-01-30 02:40:38 +08:00
c9s	e1fc0e7b8d	bollmaker: remove redundant log and fix return	2022-01-30 02:00:42 +08:00
c9s	ec8129ab87	backtest: fix market order fee calculation	2022-01-30 02:00:30 +08:00
c9s	20938895a8	bollmaker: merge skip condition	2022-01-30 01:40:33 +08:00
c9s	a185f3fdbe	bollmaker: improve trailing stop order log	2022-01-30 01:37:36 +08:00
c9s	78855d552a	backtest: fix backtest trade for market order	2022-01-30 01:37:24 +08:00
c9s	9adc3a9243	bollmaker: always collect trades and check balance	2022-01-30 01:21:36 +08:00
c9s	2255f3ed0a	bollmaker: check dust order for stop	2022-01-29 17:44:42 +08:00
c9s	99af5d3971	bollmaker: implement TrailingStopController	2022-01-29 02:22:20 +08:00
c9s	584dd3e279	bollmaker: add TradeInBand option	2022-01-28 01:29:12 +08:00
c9s	f49b7165d8	bollmaker: fix MinNotional adjustment	2022-01-27 19:56:10 +08:00
c9s	a6cbb2fb2d	bollmaker: rewrite trend detection	2022-01-27 18:51:51 +08:00
c9s	547f4c400a	cmd: call BindSync when running strategy	2022-01-27 18:19:25 +08:00
c9s	3b630c0bca	bbgo: pull out writer closure	2022-01-27 18:13:15 +08:00
c9s	cb507edf44	bbgo: add BindSync method on environment	2022-01-27 18:12:15 +08:00
c9s	30a9a5849f	add user data stream sync config	2022-01-27 09:34:04 +08:00
c9s	44efbce8eb	cmd: change trades cmd time range to just 1 day	2022-01-27 09:26:24 +08:00
c9s	c3c2822c82	cmd/trades: avoid passing since and until at the same time	2022-01-27 08:57:31 +08:00
c9s	880d806736	cmd: add --no-sync option to the run command	2022-01-27 08:30:31 +08:00
c9s	70f02a1c19	cmd: handle user config sync options in the run command	2022-01-27 08:21:19 +08:00
c9s	0d0d8b05bf	bbgo/scale: test out of domain	2022-01-27 02:39:33 +08:00
c9s	1ef5a37225	bbgo/scale: check domain range	2022-01-27 02:32:26 +08:00
c9s	4f6e04323f	bollmaker: add more logs	2022-01-27 02:25:23 +08:00
c9s	aea8f97ab9	bollmaker: add Test_calculateBandPercentage test	2022-01-27 02:22:26 +08:00
c9s	f9d650cd23	bollmaker: add DynamicExposurePositionScale	2022-01-27 02:04:57 +08:00
c9s	09213b14f3	bbgo: add negative range test for PercentageScale	2022-01-27 01:47:01 +08:00
c9s	49f671ef54	add PercentageScale and its tests	2022-01-27 01:40:54 +08:00
c9s	e82379a668	bollmaker: add QuantityOrAmount struct	2022-01-27 01:10:39 +08:00
c9s	28075173ec	bump version to v1.27.0	2022-01-27 00:32:18 +08:00
c9s	cfc17acd20	config: use looseFormatTime type for since field	2022-01-27 00:24:19 +08:00
c9s	ab07768a6d	cmd: apply config to sync	2022-01-27 00:17:11 +08:00
c9s	59cc4d7243	max: improve max closed order query	2022-01-27 00:02:35 +08:00
Yo-An Lin	d79cce30e3	Merge pull request #443 from austin362667/refactor/futures-account ... binance: add futures broker	2022-01-26 14:11:48 +08:00
c9s	b2c4cd91a7	avoid using UnixMilli	2022-01-26 14:09:35 +08:00
c9s	a29198f733	bbgo: fix LooseFormatTime.UnmarshalYAML	2022-01-25 01:18:56 +08:00
c9s	8f0e80499b	types: fix MillisecondTimestamp parsing	2022-01-25 01:14:06 +08:00
c9s	007207e24f	all: use types.LooseFormatTime to parse loose format date time string	2022-01-25 00:24:12 +08:00
c9s	5f7676f0c1	bbgo: add sync config	2022-01-25 00:06:25 +08:00
c9s	6286c50f7a	max: always sort trades	2022-01-24 23:59:10 +08:00
c9s	0bf6e533e0	kucoin: fix closed orders query	2022-01-24 23:56:48 +08:00
c9s	f284c35b81	max: ensure orders are sorted ascendingly	2022-01-24 23:54:58 +08:00
c9s	04a15340bc	max: add warning for the uneffected conditions	2022-01-24 23:51:53 +08:00
c9s	50871c1b61	max: fix order query limiter call and order state for query	2022-01-24 23:45:56 +08:00
c9s	0c0a12781a	max: fix max exchange closed order sync	2022-01-24 23:18:52 +08:00
c9s	e8fd1486b1	binance: fix binance closed order sync	2022-01-23 16:19:13 +08:00
austin362667	5a4adf4d72	binance: add futures broker	2022-01-23 15:26:15 +08:00