Commit Graph

37 Commits

Author SHA1 Message Date
c9s
8a50474ad1
all: add context parameter to Sync() 2022-10-03 18:45:24 +08:00
c9s
59287b5116
all: support context isolation 2022-10-03 16:01:08 +08:00
zenix
0ae6b6736c feature: use drift indicator to create basic strategy for study 2022-07-26 18:00:05 +09:00
c9s
1152fae346
ewoDgtrd: upgrade order executor api 2022-07-14 01:36:02 +08:00
c9s
527070d13d
all: rewrite and clean up graceful shutdown api 2022-06-30 15:49:18 +08:00
zenix
0141f81086 refactor: ewo use SeriesExtend 2022-06-29 22:02:50 +09:00
zenix
70f4676340 feature: extend indicators, extend seriesbase methods 2022-06-29 21:49:02 +09:00
zenix
0b8441f4a2 rename: ToArray -> Array, ToReverseArray -> Reverse 2022-06-29 11:13:43 +09:00
c9s
60d2ac1616
ewoDgtrd: clean up embedded struct 2022-06-22 15:37:02 +08:00
c9s
eacd1f1ae6
all: rewrite notification api
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 12:29:36 +08:00
zenix
a5ffca7fe8 fix: gosimple alert 2022-06-17 20:19:51 +09:00
zenix
bf6726a529 fix: output color output to stderr 2022-06-14 14:41:41 +09:00
zenix
28d01486ee clean: clean code, add comments, add more report on exit 2022-06-14 14:41:41 +09:00
zenix
0ff3d94919 refactor: ewo choose ma 2022-06-14 14:41:41 +09:00
zenix
b5b1719045 feature: filter signal by ewo histogram and 3*atr entry 2022-06-14 14:41:41 +09:00
c9s
aa2ba265f1
pivotshort: refactor and add more fix 2022-06-09 17:36:22 +08:00
zenix
9dd8dbbede feature: add drift indicator, split heikinashi's Queue 2022-06-08 01:21:18 +08:00
c9s
b209d94a9c
rename active order book constructor function 2022-06-06 06:57:25 +08:00
c9s
3786fc64f1
rename LocalActiveOrderBook to just ActiveOrderBook 2022-06-06 05:43:38 +08:00
zenix
e3a8ef4e69 fix: statistics on entry/exit on signal changes, fix position check 2022-05-30 12:45:52 +09:00
zenix
e81216e678 fix: TP compare direction in ewo, feature: add trade report fro ewo, fix: db lock on insertion in sqlite3 2022-05-25 16:11:19 +09:00
zenix
99122f44bc fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34 2022-05-24 23:05:01 +09:00
zenix
dbe0fbcd4c fix: split implementation, fix code comments, add explanation on ewo params 2022-05-24 16:19:00 +09:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
c9s
b4a79479fd
add pkg/strategy/ewoDgtrd/trylock_18.go 2022-05-17 01:33:24 +08:00
c9s
343434685b
rollback to go1.17 and make try lock backward compatible 2022-05-17 01:32:51 +08:00
zenix
641d08c3d2 fix: disable book tick log 2022-05-16 20:37:08 +09:00
zenix
382e6ee0fb fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo 2022-05-13 22:58:35 +09:00
zenix
2bea47003f feature: add InstanceID for report 2022-05-12 20:02:34 +09:00
zenix
71fe6c2d26 feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message 2022-05-12 19:43:04 +09:00
zenix
668328dd16 fix: message typo 2022-05-11 21:22:22 +08:00
zenix
51e2343299 fix: add more live logs to ewo 2022-05-11 21:22:22 +08:00
zenix
5fa9e930d3 fix: wrong balance, wrong bottom/peak, feature: stdev 2022-05-11 21:22:22 +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
c9s
18da434e92 all: use thread-safe GetAccount method to get account 2022-04-23 15:43:11 +08:00
zenix
2a942eab0e fix: rename EVWMP to VWEMP, fix backtesting fee 2022-04-15 19:12:11 +09:00
zenix
6f04789111 fix: rename packae name 2022-04-14 20:01:13 +09:00