980 Commits

Author	SHA1	Message	Date
Andy Cheng	37a2fedf15	strategy/linregmaker: dynamic qty uses linreg slope ratio	2022-11-22 18:24:04 +08:00
Andy Cheng	06c95a4735	fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()	2022-10-18 18:59:04 +08:00
Yo-An Lin	79c93e9a0f	Merge pull request #991 from andycheng123/fix/risk ... fix/risk: remove balance check in CalculateBaseQuantity()	2022-10-17 15:33:10 +08:00
zenix	09c85d346c	feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster	2022-10-17 15:14:36 +08:00
Andy Cheng	d350806cdc	fix/risk: remove balance check in the futures part of CalculateBaseQuantity()	2022-10-17 12:07:58 +08:00
austin362667	763bb45842	interval: avoid syncing 1s klines as default from backtest config syncSecKLines	2022-10-14 23:14:30 +08:00
c9s	7204e2550b	pull out shutdown timeout context	2022-10-11 14:23:02 +08:00
Andy Cheng	5ad247c8fe	fix/order-executor: check for short position	2022-10-07 13:28:24 +08:00
Andy Cheng	7a80b90dac	fix/order-executor: ClosePosition() works on futures position	2022-10-07 13:06:32 +08:00
c9s	e92219194f	bbgo: configure persistence facade into the isolation context	2022-10-05 18:48:12 +08:00
c9s	673304bcf1	bbgo: refactor ConfigurePersistence	2022-10-05 18:46:26 +08:00
c9s	4caa457fbe	bbgo: pull out ConfigurePersistence method to simple function	2022-10-05 18:42:55 +08:00
c9s	a8d9911e36	bbgo: refactor isolation and add more tests	2022-10-04 17:23:43 +08:00
c9s	2b953ad2d1	bbgo: make PersistenceServiceFacade private	2022-10-03 18:46:02 +08:00
c9s	8a50474ad1	all: add context parameter to Sync()	2022-10-03 18:45:24 +08:00
c9s	ce318fff3b	add persistenceServiceFacade to isolation	2022-10-03 18:40:49 +08:00
c9s	60956e0157	bbgo: add NewContextWithDefaultIsolation	2022-10-03 18:39:45 +08:00
c9s	198683d141	bbgo: add NewContextWithIsolation function	2022-10-03 18:39:07 +08:00
c9s	f7e76c0518	all: remove bbgo.Persistence	2022-10-03 18:37:53 +08:00
c9s	4a37273065	bbgo: remove Persistence injection	2022-10-03 16:31:04 +08:00
c9s	315f7da8f4	bbgo: remove context suffix from the isolation struct	2022-10-03 16:22:41 +08:00
c9s	59287b5116	all: support context isolation	2022-10-03 16:01:08 +08:00
c9s	a940e88016	add IsolationContext	2022-10-03 15:33:46 +08:00
c9s	77ca1a9c75	bbgo: register onShutdown from the trader	2022-10-03 15:33:46 +08:00
c9s	76b0f5518d	bbgo: let trader handles the shutdown handlers	2022-10-03 15:33:46 +08:00
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
c9s	bfc4cc0db1	bbgo: check options.price when limit order taker ratio is given	2022-09-24 01:27:28 +08:00
c9s	14c941c9f3	bbgo: add submitOrder retry limit	2022-09-24 01:25:28 +08:00
c9s	90303b38e2	remove unused NotifyFunc	2022-09-24 01:15:18 +08:00
zenix	fdbcaef2ca	fix: use ZeroAssetError, refactor	2022-09-22 20:26:18 +09:00
zenix	ac2f7decdf	fix: dup naming, remove Leverage from drift field	2022-09-22 13:48:01 +09:00
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
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
Yo-An Lin	1086845522	Merge pull request #961 from frin1/fix/exit_protective_stop_loss-repay ... Feature: Add auto-repay to exit_protective_stop_loss	2022-09-20 12:04:24 +08:00
Fredrik	2dfa27d934	Add auto-repay	2022-09-19 21:39:13 +02:00
c9s	4387b078c0	bbgo: add basic notification switch	2022-09-19 19:28:29 +08:00
c9s	75b61ea285	bbgo: add NotificationSwitches	2022-09-19 19:25:18 +08:00
c9s	b067d67eab	bbgo: drop legacy notification routing	2022-09-19 19:22:08 +08:00
Yo-An Lin	29376defa3	Merge pull request #958 from c9s/strategy/pivotshort ... WIP: strategy/pivotshort: more improvements	2022-09-19 17:27:31 +08:00
c9s	c8f5bf8b08	bbgo: check e.session.Margin flag	2022-09-19 16:00:12 +08:00
c9s	b3ae4929be	bbgo: make the max borrowing error message clear	2022-09-19 14:56:13 +08:00
Yo-An Lin	cddc70fb0d	Merge pull request #957 from c9s/fix/submit-order-notify ... bbgo: remove submitOrder notification	2022-09-19 14:23:38 +08:00
c9s	1c23881da9	bbgo: check closing flag to avoid double closing	2022-09-19 13:23:23 +08:00
c9s	05defc3aad	bbgo: fix base amount borrow check	2022-09-19 13:12:49 +08:00
c9s	d4398bbbf9	bbgo: add more simple slice types to FilterSimpleArgs	2022-09-19 13:07:56 +08:00
c9s	e48ae215e5	bbgo: remove Notifiability from the order executor	2022-09-19 09:51:48 +08:00
Yo-An Lin	8e8979645d	Merge pull request #956 from c9s/improve/max-borrowable ... improve: bbgo: use margin asset borrowable amount to adjust the quantity	2022-09-19 09:47:23 +08:00
c9s	5800eab165	bbgo: remove submitOrder notification	2022-09-19 09:40:52 +08:00
c9s	59b1e52439	bbgo: remove submitOrder notification	2022-09-19 09:38:57 +08:00