2823 Commits

Author	SHA1	Message	Date
c9s	2ddff59de6	add report header	2022-05-10 01:10:36 +08:00
c9s	f4991dbbfa	fix time printing	2022-05-10 01:09:40 +08:00
c9s	f6d95a49be	print start time and end time	2022-05-10 01:07:30 +08:00
c9s	5b443f0aeb	add start time and end time to the report struct	2022-05-10 01:06:16 +08:00
c9s	b11c4c7337	turn off UseTickerPrice when in the back-testing environment	2022-05-09 19:42:39 +08:00
c9s	6965baa8dd	cmd: add directory error checking	2022-05-09 19:40:49 +08:00
c9s	bff73a3a80	format backtest report session name	2022-05-09 19:27:02 +08:00
c9s	428e208120	cmd: add backtest --session option to make it backward compatible	2022-05-09 19:14:24 +08:00
c9s	0780dafdc3	add IsBackTesting method for checking environment mode	2022-05-09 18:58:09 +08:00
zenix	2311fbd95c	feature: add cci indicator	2022-05-09 19:55:14 +09:00
c9s	234932bc0c	add kline dumper	2022-05-09 18:03:03 +08:00
c9s	6f16f32e16	optimize single exchange back-test	2022-05-09 17:03:01 +08:00
zenix	c81af9ce91	fix: binance futures sync issue	2022-05-09 15:04:51 +09:00
c9s	3af08abef2	ftx: fix ftx api get markets request	2022-05-08 18:36:25 +08:00
Yo-An Lin	278eb937ac	Merge pull request #593 from narumiruna/simplify-request ... glassnode: simplify NewAuthenticatedRequest	2022-05-06 22:11:30 +08:00
Andy Cheng	c9ba81fcbb	strategy: Update bollmaker to support new strategy controller	2022-05-06 16:52:00 +08:00
Yo-An Lin	c3c35c2240	Merge pull request #575 from c9s/feature/binance-margin-load-api ... feature: binance: add get deposit address request	2022-05-06 11:53:50 +08:00
c9s	82c7c024ce	bbgo: add persistence Sync api	2022-05-05 18:18:38 +08:00
c9s	f3691489dd	add state key as the prefix	2022-05-05 18:18:38 +08:00
c9s	6635fd749d	xmaker: migrate xmaker persistence	2022-05-05 15:05:38 +08:00
c9s	10a7928580	extract NewProfitStats method	2022-05-05 14:48:50 +08:00
c9s	c3db85443e	bollmaker: add Deprecated note	2022-05-05 14:47:06 +08:00
c9s	3140b7e2ef	bollmaker: remove unnecessary log	2022-05-05 14:41:11 +08:00
c9s	019e6a2a88	improve legacy state handling and move fnv	2022-05-05 14:39:29 +08:00
c9s	7378c63cb7	cmd: call SaveState and LoadState for normal run	2022-05-05 14:28:42 +08:00
c9s	57c43936d6	ignore service.ErrPersistenceNotExists error	2022-05-05 14:04:44 +08:00
c9s	57a9647401	add more test case and simplify return stmt	2022-05-05 13:16:46 +08:00
c9s	4cf1f0a91a	add func type StructFieldIterator	2022-05-05 13:06:02 +08:00
c9s	30c85d2969	pull out callID method call	2022-05-05 13:05:01 +08:00
c9s	21f81dec29	implement reflect-based persistence restore and load	2022-05-05 12:53:48 +08:00
なるみ	98a35a485f	glassnode: use requestgen.BaseAPIClient	2022-05-05 11:05:27 +08:00
c9s	18eab1fbd3	move graceful shutdown to a single file	2022-05-05 09:56:21 +08:00
c9s	58e8da914e	bollmaker: migrating state.position to strategy.position	2022-05-05 09:54:50 +08:00
c9s	3f734e6236	bump version to v1.32.0	2022-05-05 09:04:04 +08:00
なるみ	9c66930537	glassnode: simplify NewAuthenticatedRequest	2022-05-05 01:39:57 +08:00
c9s	f65ecbdbb5	max: add net asset field to max's balance	2022-05-04 21:43:59 +08:00
c9s	2a02c4928c	move balance test	2022-05-04 21:40:16 +08:00
c9s	8ec47a4aaa	add interest field to Asset	2022-05-04 21:38:18 +08:00
c9s	e903bd5f69	add Balance.Add method	2022-05-04 21:33:22 +08:00
c9s	d5b203a925	render borrowed in the attachment	2022-05-04 19:32:29 +08:00
c9s	573f8bb221	use net asset to calculate inUSD	2022-05-04 19:26:26 +08:00
c9s	ef419f75ab	net asset should sub interest	2022-05-04 19:13:55 +08:00
c9s	5dd969fa6f	compile and update migration package	2022-05-04 19:13:55 +08:00
c9s	30c9d251fe	change column to net_asset_in_* to avoid confusion	2022-05-04 19:13:55 +08:00
c9s	5662c5c680	use findUSDMarketPrice to get btc price	2022-05-04 17:56:03 +08:00
c9s	413c5c0479	add comment for the price cal	2022-05-04 17:47:34 +08:00
c9s	08a1819bd3	fix price in usd	2022-05-04 17:45:28 +08:00
c9s	4404098bf9	fix balance map add	2022-05-04 17:39:35 +08:00
c9s	75adb8f3c3	fix usd prices caculation	2022-05-04 17:27:58 +08:00
c9s	36c764efa9	refactor balance, asset and remove price cache check	2022-05-04 17:17:09 +08:00
c9s	f33e8a3de2	calculate netAsset if it's zero	2022-05-04 17:08:42 +08:00
c9s	1844035abb	fix asset calculation	2022-05-04 16:56:31 +08:00
c9s	c4e1cd9480	binanceapi: add GetForceLiquidationRecordRequest api	2022-05-04 16:27:28 +08:00
c9s	2008f179a2	binance: add GetDepositHistoryRequest	2022-05-04 16:27:28 +08:00
c9s	ed8ff89f34	binance: add type alias from github.com/adshao/go-binance/v2	2022-05-04 16:27:28 +08:00
c9s	434434c8d9	binanceapi: add withdraw request	2022-05-04 16:27:28 +08:00
c9s	0fd560d699	binance: add NewGetDepositAddressRequest api	2022-05-04 16:27:28 +08:00
c9s	c3c1666154	binance: add get deposit address request	2022-05-04 16:27:28 +08:00
Yo-An Lin	8cf9218dce	Merge pull request #584 from c9s/add-nav-columns ... feature: record nav values into db	2022-05-04 16:25:04 +08:00
c9s	450517d159	bbgo: do not write trade when writing position	2022-05-04 16:21:53 +08:00
c9s	0e417f6f71	xnav: rename assets to allAssets	2022-05-04 16:21:53 +08:00
c9s	0061a5910b	use the same price time	2022-05-04 16:21:53 +08:00
c9s	754d10c3d0	use interval instead of duration	2022-05-04 16:21:53 +08:00
c9s	d78e0c607a	xnav: pass session to the record assets method call	2022-05-04 16:21:53 +08:00
c9s	6ed6f15b75	interact: use debug log instead of info	2022-05-04 16:21:53 +08:00
c9s	40c2de3259	fix: remove zeroed fields	2022-05-04 16:21:53 +08:00
c9s	8a93f0921f	add more margin info columns	2022-05-04 14:40:52 +08:00
c9s	01273f7c4c	compile and update migration package	2022-05-04 14:40:52 +08:00
c9s	5cd7e61006	xnav: support asset recording	2022-05-04 14:23:46 +08:00
c9s	95f7d85183	bbgo: pass price time into the asset conversion function	2022-05-04 14:23:46 +08:00
c9s	3b25db31df	types: extend balance map methods	2022-05-04 14:22:51 +08:00
c9s	5a00e2fe20	add account service test	2022-05-03 23:36:44 +08:00
なるみ	aa29fde9e3	indicator: add test case for boll	2022-05-03 22:28:40 +08:00
c9s	2c70509ee8	add recordAsset method	2022-05-03 19:26:52 +08:00
c9s	d93fd3cc48	service: insert asset fields	2022-05-03 17:51:47 +08:00
c9s	2fba2c335b	types: check borrowed fields	2022-05-03 17:44:31 +08:00
c9s	e0086a45cb	update asset borrowed, netAsset, priceInUSD fields	2022-05-03 17:40:57 +08:00
Yo-An Lin	9c08bea065	Fix accounts field	2022-05-03 17:32:10 +08:00
c9s	e1dcc7c6d3	types: extend asset struct fields	2022-05-03 16:54:39 +08:00
c9s	c9c16f1e47	show missing exchange name in the back-test config	2022-05-03 16:46:38 +08:00
Yo-An Lin	9689ec079d	Merge pull request #581 from c9s/add-sync-exchange-option ... feature: add --sync-exchange option to override backtest sync exchanges	2022-05-03 12:55:44 +08:00
c9s	270d82e818	bump version to v1.31.4	2022-05-03 12:43:28 +08:00
Yo-An Lin	159c972d8b	Merge pull request #582 from c9s/rename-backtest-account-to-accounts ... improve: backtest: rename backtest.account to backtest.accounts	2022-05-03 12:41:32 +08:00
Yo-An Lin	81ce9218b5	Merge pull request #580 from c9s/fix/okex-rate-limit ... fix: fix okex rate limit	2022-05-03 12:40:46 +08:00
c9s	946bbdbca3	backtest: rename backtest.account to backtest.accounts	2022-05-03 12:18:40 +08:00
c9s	f2edd24029	add --sync-exchange option to override backtest sync exchanges	2022-05-03 12:12:39 +08:00
c9s	eb10889d35	okex: fix okex rate limit	2022-05-03 12:11:50 +08:00
c9s	b611a42bd9	kucoin: fix kucoin rate limit	2022-05-03 12:11:02 +08:00
c9s	d742aea633	okex: fix kline query	2022-05-03 11:14:53 +08:00
c9s	351426ecdd	bump version to v1.31.3	2022-05-02 11:56:23 +08:00
c9s	fa2eb87268	fix: sync can be nil	2022-05-02 11:55:40 +08:00
c9s	9875b52372	bump version to v1.31.2	2022-05-02 10:40:21 +08:00
c9s	2bdcf2266d	fix default sync logic	2022-05-02 10:39:59 +08:00
Yo-An Lin	faccc64377	Merge pull request #576 from zenixls2/update/ewoDgtrd ... feature: add atr stoploss on ewoDgtrd strategy	2022-05-01 01:42:00 +08:00
c9s	ba1370a05d	bump version to v1.31.1	2022-05-01 01:23:27 +08:00
c9s	eb10244e40	compile and update migration package	2022-05-01 01:23:27 +08:00
Yo-An Lin	9ec5ca710c	Merge pull request #578 from c9s/c9s-patch-1 ... fix: use time.UTC instead of time.Local	2022-05-01 01:18:19 +08:00
c9s	2897f5af93	bump version to v1.31.1	2022-05-01 01:16:14 +08:00
c9s	ce54e917a2	compile and update migration package	2022-05-01 01:16:10 +08:00
c9s	486cf50a9c	bbgo: fix init band width setup	2022-05-01 01:12:57 +08:00
Yo-An Lin	a954f0e595	use time.UTC instead of time.Local	2022-04-29 14:06:22 +08:00
zenix	4eab82ee7b	feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc	2022-04-28 20:09:15 +09:00
なるみ	c67bfc9a71	move glassnode to datasource	2022-04-27 18:16:54 +08:00
なるみ	0ec8ec6498	glassnode: query futures open interest	2022-04-27 18:16:54 +08:00
なるみ	b87eda3bbb	move files to glassnodeapi	2022-04-27 18:16:54 +08:00
c9s	044470377b	avoid using the iterator variable	2022-04-27 17:13:58 +08:00
c9s	1f736d1f5e	binance: update stream order fields	2022-04-27 14:43:39 +08:00
c9s	ce6fd387be	remove unused ConvertTrades	2022-04-27 14:29:58 +08:00
c9s	1c1fbb1633	bbgo: document strategy id and pnl field	2022-04-27 13:30:07 +08:00
c9s	5edaa9708c	bbgo: fix margin order/trade sync	2022-04-27 13:25:42 +08:00
c9s	c9fd4c9a1d	bump version to v1.31.0	2022-04-27 13:02:18 +08:00
Yo-An Lin	14a29df975	Merge pull request #565 from c9s/fix/trade-sync ... fix: service: correct QueryLast query	2022-04-27 12:40:05 +08:00
c9s	6630d3f56b	service: correct QueryLast query	2022-04-27 11:42:31 +08:00
Andy Cheng	8c353421d8	interact: Remove status from strategy signature	2022-04-26 21:05:26 +08:00
Andy Cheng	1a13826505	interact: refactor generateStrategyButtonsForm()	2022-04-26 19:11:50 +08:00
Yo-An Lin	9588064f19	Merge pull request #561 from zenixls2/fix/ma ... fix: window update in indicators. add: CA, TMA	2022-04-26 18:56:32 +08:00
Yo-An Lin	44e51e966a	Merge pull request #563 from c9s/rockhopper-upgrade ... upgrade rockhopper	2022-04-26 18:56:10 +08:00
c9s	085ba1e323	compile and update migration package	2022-04-26 18:48:27 +08:00
Andy Cheng	eb1beb05d1	interact: rename functions to private functions	2022-04-26 18:32:41 +08:00
Andy Cheng	7326a1b21d	strategy: fix wrong string formatting syntax	2022-04-26 18:29:22 +08:00
Andy Cheng	6b62f27155	feature: make callback vars start with lowercase	2022-04-26 18:29:22 +08:00
Andy Cheng	61b6755518	interact: GetStrategySignatures() returns map[string]SingleExchangeStrategy instead of slice of strategy signatures	2022-04-26 18:29:22 +08:00
Andy Cheng	7b3e369766	feature: use LocalActiveOrderBook for cancelling open orders for strategy controller in support strategy	2022-04-26 18:29:22 +08:00
Andy Cheng	26a5114182	feature: adapt callbackgen style strategy controller in support strategy	2022-04-26 18:29:22 +08:00
Andy Cheng	cf8603e30b	feature: use NewFromFloat	2022-04-26 18:29:22 +08:00
Andy Cheng	324c7ea432	feature: logging with strategy symbol	2022-04-26 18:29:22 +08:00
Andy Cheng	f6ec931bed	feature: use callbackgen	2022-04-26 18:29:22 +08:00
Andy Cheng	cbf6bf78bc	feature: make FilterStrategyByInterface a simple function	2022-04-26 18:29:22 +08:00
Andy Cheng	ecc63f743f	feature: split strategy controller interface into several smaller ones	2022-04-26 18:29:21 +08:00
Andy Cheng	389752161d	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
Andy Cheng	64766c48f3	feature: revert position closer and position reader back	2022-04-26 18:29:21 +08:00
Andy Cheng	78a8c2aaaf	feature: mix embeded struct and callback in strategy controller	2022-04-26 18:29:21 +08:00
Andy Cheng	57fdc9b120	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
Andy Cheng	6228cddbec	feature: adapt new strategy controller in interact	2022-04-26 18:29:21 +08:00
Andy Cheng	bb2bce4721	feature: strategy controller	2022-04-26 18:29:21 +08:00
Andy Cheng	85ffe9a2de	feature: prototype of strategy controller struct	2022-04-26 18:29:21 +08:00
Andy Cheng	73c2c84cab	feature: prototype of strategy controller struct	2022-04-26 18:29:21 +08:00
Andy Cheng	5799709e3e	pkg: add empty strategy controller file	2022-04-26 18:29:21 +08:00
c9s	23dd60728e	binance: fix error check	2022-04-26 16:51:41 +08:00
c9s	6c29e10caf	binance: improve binary error check	2022-04-26 16:43:40 +08:00
zenix	b3741771e3	fix: window update in indicators. add: cumulative average, triangular moving average	2022-04-26 17:32:31 +09:00
c9s	109fdd6511	aggregate totalBorrowed	2022-04-26 16:13:07 +08:00
c9s	2933db20cd	types: show borrowed balance	2022-04-26 16:07:27 +08:00
c9s	cbec4ac199	binance: improve query trades conditions for start time and end time	2022-04-26 15:58:12 +08:00
c9s	16227cea2f	autoborrow: call tryToRepayAnyDebt when margin level is low	2022-04-26 15:44:13 +08:00
c9s	b97588f153	autoborrow: fix max total borrow condition	2022-04-26 15:33:01 +08:00
Zenix	a8f0c71a53	Merge pull request #545 from zenixls2/feature/ma_series ... feature: add some new ma indicators	2022-04-25 21:01:17 +09:00
c9s	069db1d0cb	replace margin ratio with margin level	2022-04-25 19:15:47 +08:00
c9s	333378a52a	autoborrow: change debugf to infof	2022-04-25 19:10:22 +08:00
c9s	7b2398ce39	autoborrow: use margin level instead of margin ratio	2022-04-25 19:05:16 +08:00
c9s	095f25f30b	fix TestSortTradesAscending	2022-04-25 19:01:03 +08:00
c9s	2732fb413f	bbgo: remove slack debug option	2022-04-25 18:56:19 +08:00
c9s	638d839975	autoborrow: add more logs and warning color for slack message	2022-04-25 18:46:23 +08:00
c9s	a30aac6653	autoborrow: add slack notification	2022-04-25 18:12:08 +08:00
c9s	2290d132b1	autoborrow: assign s.ExchangeSession	2022-04-25 17:54:16 +08:00
c9s	f8fd13c576	add test for TestSortTradesAscending	2022-04-25 17:53:04 +08:00
c9s	a2553ee020	autoborrow: call check and borrow	2022-04-25 17:45:16 +08:00
c9s	78639dab5a	improve order layout	2022-04-25 17:27:27 +08:00
c9s	a57a238e09	bbgo: add more sync options	2022-04-25 17:18:42 +08:00
c9s	76012f0b71	max: deposit request currency field is optional	2022-04-25 16:27:07 +08:00
c9s	fae3b6a215	fix BOLL method	2022-04-25 15:31:12 +08:00
Yo-An Lin	b94b9e1b73	Merge pull request #437 from jessy1092/enhance-boll-indicator ... indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL	2022-04-25 13:43:02 +08:00
c9s	18da434e92	all: use thread-safe GetAccount method to get account	2022-04-23 15:43:11 +08:00
c9s	5c2274c55c	put sign check back	2022-04-23 15:27:28 +08:00
c9s	7b66d36f15	autoborrow: remove extra sign check	2022-04-23 15:27:28 +08:00
c9s	743ad0455f	add autoborrow strategy	2022-04-23 15:27:28 +08:00
c9s	fd247cf7d7	cmd: add autoborrow to built-in	2022-04-23 15:00:53 +08:00
c9s	c70317af2b	add autoborrow strategy	2022-04-23 15:00:04 +08:00
c9s	cf055c3f7d	bbgo: improve account updating	2022-04-23 12:51:07 +08:00
c9s	9e48a850bd	bbgo: call queryAccount to update account	2022-04-23 12:51:07 +08:00
c9s	a1c9bd7ec8	all: add AccountTypeIsolatedMargin	2022-04-23 12:51:07 +08:00
c9s	98a696a7d0	all: calculate MarginTolerance	2022-04-23 12:51:07 +08:00
c9s	76733898db	binance: add QueryMarginAssetMaxBorrowable api	2022-04-23 12:51:07 +08:00
c9s	9f9f13dfe2	add MarginBorrowRepay interface	2022-04-23 12:51:07 +08:00
c9s	37b5d80f6f	add margin repay and borrow api	2022-04-23 12:51:07 +08:00
c9s	c2d1ef0fc8	add margin borrow endpoint	2022-04-23 12:51:07 +08:00
c9s	a8fdd8006c	binance: add transferCrossMarginAccount method	2022-04-23 12:51:07 +08:00
c9s	ecc19e1efd	binance: assign more margin fields to account	2022-04-23 12:51:07 +08:00
c9s	cf2e8c9f0a	all: extend balance field for margin	2022-04-23 12:51:07 +08:00
c9s	fbe1906e70	binance: add more fields to the balance struct	2022-04-23 12:51:07 +08:00
c9s	304cc89f68	binance: always sort trades back	2022-04-23 12:51:07 +08:00
c9s	2f5f02523f	fix typpo	2022-04-23 00:10:27 +08:00
zenix	3d86330428	fix: python test code in indicator	2022-04-22 19:11:07 +09:00
zenix	c18f684afd	test: add test cases for dema, hull, tema, till, vidya and zlema indicators	2022-04-22 19:02:26 +09:00
Yo-An Lin	6f810bf081	Merge pull request #553 from c9s/feature/max-order-history-api ... refactor: rewrite max private trade query request with requestgen	2022-04-22 13:12:20 +08:00
zenix	5dc69a6175	fix: fix change, feature: implement vidya and till	2022-04-21 19:28:11 +09:00
c9s	9e06053c3b	max: rewrite and rename private trade request	2022-04-21 14:56:20 +08:00
c9s	f9908f2931	rewrite private trade request	2022-04-21 14:52:44 +08:00
Yo-An Lin	96d2844487	Merge pull request #552 from c9s/feature/max-order-history-api ... improve: use max order history api for sync	2022-04-21 14:34:38 +08:00
c9s	8e2a993370	max: improve max closed orders syncing	2022-04-21 14:11:49 +08:00
c9s	93b10f20ac	maxapi: fix fromID to uint64	2022-04-21 13:18:00 +08:00
c9s	e754b68cdf	maxapi: fix http timeout	2022-04-21 13:17:43 +08:00
Yo-An Lin	e91f15b2ea	Merge pull request #546 from c9s/feature/max-order-history-api ... feature: add max order history api	2022-04-21 00:46:30 +08:00
c9s	0410ef1305	maxapi: refactor rewards api	2022-04-21 00:18:34 +08:00
austin362667	1163b89807	factorzoo: fix correlation	2022-04-20 18:10:27 +08:00
austin362667	71a032a29b	factorzoo: clean up ... factorzoo: clean up factorzoo: clean up	2022-04-20 18:10:27 +08:00
austin362667	da51d56624	cmd: add built-in factorzoo strategy	2022-04-20 18:10:27 +08:00
austin362667	fdbb2be45c	factorzoo: add cross-sectional factors model strategy	2022-04-20 18:10:27 +08:00
austin362667	a1fa23121d	factorzoo: add correlation indicator	2022-04-20 18:10:27 +08:00
c9s	8b9383ecfa	maxapi: refactor withdrawal request	2022-04-20 16:38:08 +08:00