c9s
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5fe0f5a299
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pull out bollinger settings
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2022-06-22 13:46:04 +08:00 |
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c9s
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b75da154a8
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rsmaker: remove legacy state struct
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2022-06-22 13:46:04 +08:00 |
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c9s
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16eeeb852c
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rsmaker: drop the legacy persistence state
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2022-06-22 13:46:04 +08:00 |
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c9s
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3e5d252c10
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rsmaker: clean up and remove unused code
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-22 13:46:04 +08:00 |
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c9s
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2cd44b194a
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pivotshort: remove persistence from pivotshort
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2022-06-22 13:46:04 +08:00 |
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c9s
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46691d5ae1
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strategy/xbalance: update xbalance persistence usage
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2022-06-22 13:46:04 +08:00 |
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c9s
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3112b40634
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support: remove unused const
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2022-06-22 13:46:03 +08:00 |
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c9s
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6ef54bf2fb
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call bbgo.Sync to sync persistence
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2022-06-22 13:46:03 +08:00 |
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Yo-An Lin
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5b239ad8ee
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Merge pull request #755 from c9s/improve/persistence-api
improve: bbgo: call global persistence facade to sync data
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2022-06-21 15:53:13 +08:00 |
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c9s
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c4ac2a23c4
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remove pre-commit from ci
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2022-06-21 15:27:48 +08:00 |
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c9s
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06de735df0
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ci: add pip to cache
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2022-06-21 14:46:50 +08:00 |
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Yo-An Lin
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41a3d92b6d
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Merge pull request #754 from andycheng123/refactor/optimizer-config
optimizer: refactor max num of process in optimizer configs
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2022-06-21 14:38:41 +08:00 |
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c9s
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7c9ad535fd
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bbgo: call global persistence facade to sync data
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2022-06-21 14:32:43 +08:00 |
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Andy Cheng
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689a12d80d
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optimizer: refactor max num of process config
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2022-06-21 14:18:28 +08:00 |
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Yo-An Lin
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612df45c5e
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Merge pull request #750 from c9s/refactor/persistence-singleton
refactor: persistence singleton and improve backtest cancel performance
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2022-06-21 14:01:14 +08:00 |
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c9s
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9b82de596b
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refine optimizer executor config structure
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2022-06-21 12:31:42 +08:00 |
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Yo-An Lin
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16682596df
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Merge pull request #753 from andycheng123/improve/optimizer-config
optimizer: add max num of thread in config
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2022-06-21 12:18:33 +08:00 |
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Andy Cheng
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edfdb5b888
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optimizer: add max num of thread in config
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2022-06-21 11:51:20 +08:00 |
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YC
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70319692c8
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Merge pull request #752 from c9s/upgrade-nextjs-11-to-12
Upgrade nextjs from 11 to 12
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2022-06-21 11:12:42 +08:00 |
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ycdesu
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4fa89e261d
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upgrade all packages
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2022-06-21 10:22:41 +08:00 |
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ycdesu
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a41364bb21
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yarn upgrade --force --latest
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2022-06-21 10:22:41 +08:00 |
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ycdesu
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84986e1178
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remove postcss
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2022-06-21 10:22:41 +08:00 |
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ycdesu
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6d0a24ccb7
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upgrade nextjs from 11 to 12
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2022-06-21 10:22:41 +08:00 |
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Yo-An Lin
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92882c9da2
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Merge pull request #751 from c9s/fix/lint-issues
fix: reformat go code
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2022-06-21 01:30:07 +08:00 |
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c9s
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9f2b810fd3
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reformat go code
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2022-06-21 01:25:47 +08:00 |
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Yo-An Lin
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d53176acdf
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Merge pull request #746 from andycheng123/improve/pivotshort-control
pivotshort: add strategy controller
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2022-06-21 01:24:47 +08:00 |
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Yo-An Lin
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223b3dd95f
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Merge pull request #747 from andycheng123/improve/supertrend-strategy
strategy/supertrend: use new order executor api
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2022-06-21 01:23:53 +08:00 |
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c9s
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19d8013f49
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bbgo: optimize order cancel for back-testing
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2022-06-21 01:12:16 +08:00 |
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c9s
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58c819bd75
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bbgo: pull out PersistenceServiceFacade to singleton
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2022-06-21 01:05:13 +08:00 |
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Yo-An Lin
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0e877b789e
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Merge pull request #748 from andycheng123/improve/bollmaker
bollmaker: remove redundant code for adapting new order executor api
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2022-06-21 00:26:41 +08:00 |
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Yo-An Lin
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74e8540550
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Merge pull request #749 from c9s/improve/optimizer-local-proc
improve: add parallel local process executor for optimizer
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2022-06-20 21:47:06 +08:00 |
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Yo-An Lin
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574e579b1a
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Merge pull request #639 from c9s/strategy/rsmaker
strategy: rsmaker: initial idea prototype
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2022-06-20 17:28:40 +08:00 |
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austin362667
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2f18ea230a
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rsmaker: refactor active OB
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2022-06-20 17:23:13 +08:00 |
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austin362667
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dd859390d9
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rsmaker: add bulit-in strategy
rsmaker: clean up
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2022-06-20 17:23:13 +08:00 |
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austin362667
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c227272542
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rsmaker: add bulit-in strategy
rsmaker: clean up
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2022-06-20 17:23:13 +08:00 |
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c9s
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6afe2de9f7
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optimizer: add parallel local process worker support for optimizer
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2022-06-20 17:18:05 +08:00 |
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c9s
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626934a059
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move out label copy and params copy to the outside of the loop
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2022-06-20 15:27:01 +08:00 |
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c9s
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9be38e2421
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optimizer: support multi metric value functions
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-20 14:52:40 +08:00 |
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Andy Cheng
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cc7b8c83ed
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bollmaker: remove redundant code for adapting new order executor api
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2022-06-20 13:47:17 +08:00 |
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Andy Cheng
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aa9296e8d5
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strategy/supertrend: use new order executor api
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2022-06-20 13:39:07 +08:00 |
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c9s
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6669db4264
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optimizer: refactor Execute method
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-20 11:54:55 +08:00 |
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Andy Cheng
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24844052d2
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pivotshort: add strategy controller
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2022-06-20 11:39:18 +08:00 |
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c9s
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dd087b287d
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optimizer: refactor LocalProcessExecutor and pull out config test
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-20 11:20:26 +08:00 |
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c9s
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3a072181bc
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optimizer: close config file handle
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2022-06-20 11:07:48 +08:00 |
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Yo-An Lin
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695d948097
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Merge pull request #745 from c9s/fix/depth-test
fix: depth: do not test depth buffer when race is on
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2022-06-20 10:27:27 +08:00 |
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c9s
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d1b8710102
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add export symbol comment
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2022-06-20 10:21:42 +08:00 |
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c9s
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ee89a1c382
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depth: do not test depth buffer when race is on
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2022-06-20 02:49:07 +08:00 |
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Yo-An Lin
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4cb0b1c571
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Merge pull request #744 from c9s/refactor/support
refactor: refactor and update the support strategy
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2022-06-20 02:08:32 +08:00 |
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c9s
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2a1beddba4
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support: fix support strategy stop order update
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2022-06-19 17:49:38 +08:00 |
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c9s
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6e562e2ede
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increase batch insert size to 1000 for klines
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-19 17:41:52 +08:00 |
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