Yo-An Lin
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85ba5e234c
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Merge pull request #897 from c9s/feature/extend-floats-funcs
Feature/extend floats funcs
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2022-08-26 17:25:00 +08:00 |
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c9s
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ba918f80ee
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floats: add test case for Lower and Higher
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2022-08-26 16:57:46 +08:00 |
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c9s
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f0ef60bb2b
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floats: add reference link
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2022-08-26 16:28:57 +08:00 |
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c9s
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9a0988db35
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floats: port some functions from ta-lib
see https://github.com/markcheno/go-talib/blob/master/talib.go
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2022-08-26 16:25:31 +08:00 |
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c9s
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52d245ecf1
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floats: move floats related functions and add crossover, crossunder funcs
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2022-08-26 16:15:39 +08:00 |
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Raphanus Lo
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a2ab9db4eb
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strategy: bollmaker: fix nil pointer
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2022-08-25 23:43:31 +08:00 |
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Yo-An Lin
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f05e1d1da6
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Merge pull request #895 from c9s/refactor/floats
refactor: move float slice/map to a single package
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2022-08-25 18:44:03 +08:00 |
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c9s
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5953fe49d1
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all: move float slice/map to a single package
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2022-08-25 17:31:42 +08:00 |
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Raphanus Lo
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de4f3721a2
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backtest: avoid inifite float64 JSON serializing issue
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2022-08-25 15:45:08 +08:00 |
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Raphanus Lo
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de59c1bd13
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backtest: reformat sharpe/sortino report
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2022-08-25 15:45:08 +08:00 |
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Raphanus Lo
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ad1b9a53a1
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backtest: calculate realized Sharpe & Sortino ratios
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2022-08-25 15:45:08 +08:00 |
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Andy Cheng
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e2774ed2b5
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Merge pull request #880 from andycheng123/improve/supertrend-strategy-report
Improve: strategy-supertrend output acc. profit report to tsv file
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2022-08-25 14:25:03 +08:00 |
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Andy Cheng
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d543ca3318
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Merge pull request #894 from andycheng123/improve/bollmaker-dynamicspread
Improve: bollmaker preloads dynamic spreads
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2022-08-25 13:58:22 +08:00 |
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Andy Cheng
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fcaa6466b6
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strategy/bollmaker: preload dynamic spreads
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2022-08-25 13:44:38 +08:00 |
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c9s
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702ce5220b
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autoborrow: improve debtRatio repay
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2022-08-25 11:05:31 +08:00 |
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Yo-An Lin
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066b0ca30e
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Merge pull request #892 from c9s/feature/pivot-right-window
feature: add pivot low right window support
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2022-08-24 19:44:44 +08:00 |
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c9s
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2e71e63fae
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all: fix interval window struct usage
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2022-08-24 18:17:37 +08:00 |
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c9s
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d71fd362b7
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indicator: rename KLinePriceMapper to KLineValueMapper
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2022-08-24 17:53:22 +08:00 |
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c9s
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09cc91bab8
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bbgo: update VWMA and add VWMA to the indicator method
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2022-08-24 17:45:43 +08:00 |
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c9s
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469c6bfb28
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bbgo: move rightWindow to the IntervalWindow struct
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2022-08-24 17:43:28 +08:00 |
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c9s
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f43f9af20f
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indicator: extract pivot calculator and pull out the function handler
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2022-08-24 17:37:44 +08:00 |
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c9s
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d930065bea
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bbgo: move stoch to the simple indicator set
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2022-08-24 17:34:19 +08:00 |
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c9s
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1a9c9a6d30
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indicator: fix pivot low window calculation
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2022-08-24 17:34:01 +08:00 |
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c9s
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8a020c34e3
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bbgo: add package doc to bbgo
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2022-08-24 16:54:31 +08:00 |
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Zenix
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3a98ae00b9
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Merge pull request #890 from zenixls2/feature/wdrift
weighted drift
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2022-08-24 16:59:25 +09:00 |
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Andy Cheng
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6176c06002
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strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct
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2022-08-24 13:58:30 +08:00 |
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c9s
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0509f61c0e
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ignore .chglog
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2022-08-24 13:47:56 +08:00 |
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c9s
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d1f18e0e40
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remove v2 folder
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2022-08-24 13:28:03 +08:00 |
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c9s
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1e295ffc9c
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ignore *_local.yaml
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2022-08-24 13:27:11 +08:00 |
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c9s
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2e7fc9afdb
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make: clean coverage.txt
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2022-08-24 13:21:50 +08:00 |
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c9s
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e32eecb803
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ignore all *.sqlite3
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2022-08-24 13:19:24 +08:00 |
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c9s
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e42d0d5910
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ignore profile*.png
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2022-08-24 13:18:41 +08:00 |
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c9s
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47b3ddc70b
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ignore otp.png
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2022-08-24 13:18:19 +08:00 |
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c9s
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b6f5dacc78
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ignore coverage.txt
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2022-08-24 13:17:59 +08:00 |
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c9s
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ccbe869142
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ignore .systemd.*
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2022-08-24 13:17:19 +08:00 |
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c9s
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61014bd069
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ignore .cpuprofile
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2022-08-24 13:17:07 +08:00 |
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c9s
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bf09533a6d
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make: run gofmt on the version file
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2022-08-24 13:03:00 +08:00 |
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c9s
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68064bfe44
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move and fix binance exchange api examples
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2022-08-24 12:58:06 +08:00 |
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c9s
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90f077b78b
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examples: delete the outdated create-self-trade example
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2022-08-24 12:54:46 +08:00 |
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c9s
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0baac39489
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examples: fix lint issues
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2022-08-24 12:53:10 +08:00 |
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c9s
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88f243c91b
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util: move math util functions to util
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2022-08-24 11:34:55 +08:00 |
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Andy Cheng
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978db22c0a
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strategy/supertrend: accumulated daily profit uses its own window config
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2022-08-24 11:23:48 +08:00 |
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Andy Cheng
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592eae8c3c
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strategy/supertrend: output by interval
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2022-08-23 18:43:13 +08:00 |
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zenix
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6b6a24a655
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feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation
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2022-08-23 17:22:45 +09:00 |
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c9s
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94615f7ecf
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all: remove empty files
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2022-08-23 02:25:02 +08:00 |
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c9s
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c86b29e6dc
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all: resolve import cycle
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2022-08-23 02:12:26 +08:00 |
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c9s
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0947c28294
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all: move PrintConfig to pkg/util
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2022-08-23 01:56:15 +08:00 |
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c9s
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2611012d28
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types: move json struct to types package
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2022-08-23 01:54:29 +08:00 |
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c9s
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3761d6c36b
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add v1.39.2 release note
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2022-08-20 00:10:01 +08:00 |
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c9s
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c0abae90a7
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bump version to v1.39.2
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2022-08-20 00:10:01 +08:00 |
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