Commit Graph

6787 Commits

Author SHA1 Message Date
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
Yo-An Lin
34866ce7cc
Merge pull request #983 from c9s/fix/add-quantity-check 2022-10-06 15:39:45 +08:00
c9s
a515fff053
backtest: add order quantity check 2022-10-06 15:08:44 +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
39247bb9d8
Merge pull request #982 from c9s/refactor/isolation
refactor isolation context for persistence facade configuration
2022-10-05 22:31:49 +08:00
Yo-An Lin
4c0fdee668
Merge pull request #981 from frin1/fix/optimizer-limit-results
fix optimizer limit
2022-10-05 18:50:00 +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
Fredrik
8e83fc4ad7 fix optimizer limit 2022-10-05 08:51:30 +02:00
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
austin362667
600b17460d strategy:irr fix drawing defer close IO issue 2022-10-04 18:47:14 +08:00
austin362667
22ef28bc39 strategy:harmonic fix drawing defer close IO issue 2022-10-04 18:44:42 +08:00
Yo-An Lin
ed8b78f839
Merge pull request #978 from c9s/refactor/isolation
refactor: refactor isolation and add more tests
2022-10-04 17:44:23 +08:00
c9s
a66d8df23a
update grid config for max 2022-10-04 17:37:33 +08:00
Yo-An Lin
8ad4837c09
Merge pull request #979 from c9s/fix/maxapi
fix: fix max kline api
2022-10-04 17:36:06 +08:00
c9s
070a92e3ae
max: fix max kline api 2022-10-04 17:25:29 +08:00
c9s
a8d9911e36
bbgo: refactor isolation and add more tests 2022-10-04 17:23:43 +08:00
Yo-An Lin
de3ebc23f1
Update back-testing.md 2022-10-04 16:44:54 +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
ec60c708c3 strategy: upgrade harmonic persistence sync 2022-10-04 15:22:52 +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
Yo-An Lin
04453c23ea
Merge pull request #974 from c9s/refactor/isolation
refactor persistence for isolation
2022-10-04 11:28:48 +08:00
c9s
731e5569d0
telegramnotifier: fix err check 2022-10-03 21:14:46 +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
Yo-An Lin
ef6a22d142
Merge pull request #973 from c9s/refactor/shutdown-handler
refactor/feature: add isolation context support
2022-10-03 16:40:01 +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
5ed706fad5
Merge pull request #972 from zenixls2/fix/drift_stoploss
fix/drift_stoploss
2022-10-03 15:19:30 +09:00
zenix
5c1d0f95e2 fix/drift_stoploss 2022-10-03 14:00:18 +09:00
Yo-An Lin
294a58cbfd
Merge pull request #970 from zenixls2/fix/drift_position
refactor: extract stoploss, fix highest/lowest in trailingExit
2022-09-30 18:20:29 +08:00
zenix
8e82e24c05 fix: drift close position with retry limit 2022-09-29 20:31:10 +09:00
zenix
58736b1b2d refactor: extract stoploss, fix highest/lowest in trailingExit 2022-09-29 20:15:10 +09:00
Yo-An Lin
ffdf2a69a4
Merge pull request #969 from zenixls2/fix/precheck_reduceQuantity
fix: reduce Quantity precheck, drift condition, ewo refactor
2022-09-28 19:59:36 +08:00
zenix
5086af2886 fix: reduce Quantity precheck, drift condition, ewo refactor 2022-09-28 20:06:37 +09:00
c9s
7b47a51fae
irr: fix strategy id 2022-09-28 17:07:13 +08:00