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76489873ee
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Author SHA1 Message Date
Raphanus Lo
76489873ee config: add example for order fee-amount protection 2022-08-02 13:49:09 +08:00
Raphanus Lo
ed7df4ddbe exchange: order fee-amount protection 
Reduce the order amount to prevent submit rejection because of balance exceeding.

  submit_amount = original_amount / (1 + fee_rate)

Currently supported only by FTX Pro.
 2022-08-02 13:35:24 +08:00
Yo-An Lin
609508288c
Merge pull request #856 from COLDTURNIP/fix/ftx_default_fee 
exchange: FTX default fee
 2022-07-31 13:16:01 +08:00
Yo-An Lin
961a783b80
Merge pull request #857 from COLDTURNIP/fix/optimizer_objective_total_equity 
optimizer: calculate equity diff from whole assets instead of first symbol
 2022-07-31 13:15:35 +08:00
Raphanus Lo
5ef34a3b61 optimizer: calculate equity diff from whole assets instead of first symbol 2022-07-31 12:52:21 +08:00
c9s
55a128ea90
pivotshort: use bbgo notify instead of just info log 2022-07-30 18:14:53 +08:00
c9s
8873101752
pivotshort: move trendEMA log 2022-07-30 18:02:28 +08:00
c9s
adb8a2a713
remove ping / pong debug 2022-07-30 16:27:43 +08:00
c9s
efaf8e9559
pivotshort: add more logs 2022-07-30 13:14:29 +08:00
Raphanus Lo
23dc8a9ce3 exchange: FTX default fee 2022-07-29 21:49:04 +08:00
c9s
bd754e1714
pivotshort: use infof log 2022-07-29 16:13:57 +08:00
Yo-An Lin
8302620377
Merge pull request #854 from frin1/fix/pivotshort-autorepay 
fix: added SideEffectTypeAutoRepay to pivotshort take-profit order
 2022-07-29 16:07:13 +08:00
Fredrik
b324149db2 added SideEffectTypeAutoRepay to supportTakeProfit 2022-07-29 09:41:35 +02:00
c9s
4fd15ae6c4
add v1.38.0 release note 2022-07-29 14:42:03 +08:00
c9s
a132e789da
bump version to v1.38.0 2022-07-29 14:42:03 +08:00
c9s
6a9b10d59e
update command doc files 2022-07-29 14:42:03 +08:00
Yo-An Lin
ae6c6c90a7
Merge pull request #849 from COLDTURNIP/feature/optimizer_output_asset_diff 
optimizer: print equity diff in final report
 2022-07-28 18:56:41 +08:00
Yo-An Lin
a32ef8ca9a
Merge pull request #850 from COLDTURNIP/feature/optimizer_predict_grid_number 
optimizer: calculate total number of grids before testing
 2022-07-28 18:54:21 +08:00
Yo-An Lin
75047d50ce
Merge pull request #851 from zenixls2/stablize/drift 
stabilize drift
 2022-07-28 18:53:23 +08:00
zenix
d46267aff9 feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml 2022-07-28 19:34:12 +09:00
Raphanus Lo
16814138a1 optimizer: calculate total number of grids before testing 2022-07-28 12:36:44 +08:00
Raphanus Lo
3c0d5727e6 optimizer: print equity diff in final report 2022-07-28 12:31:17 +08:00
c9s
30978ecbd4
pivotshort: check TrendEMA pointer 2022-07-28 11:29:27 +08:00
Yo-An Lin
05f6581bcd
Merge pull request #848 from c9s/strategy/pivotshort 
strategy/pivotshort: refactor trendEMA and add maxGradient config
 2022-07-28 10:36:29 +08:00
c9s
d61047cd26
pivotshort: add maxGradient config to trendEMA 2022-07-28 10:27:16 +08:00
c9s
93593ffa06
bbgo: add close position tag log 2022-07-28 10:27:04 +08:00
c9s
a791b455b8
types: fix average profit/loss overflow issue 2022-07-28 10:26:48 +08:00
c9s
5fa2606357
pivotshort: rename kLineClosedStop to fakeBreakStop 2022-07-28 09:29:10 +08:00
Yo-An Lin
5e276ddd75
Merge pull request #847 from c9s/strategy/pivotshort 
strategy/pivotshort: fine-tune and add more trade stats metrics
 2022-07-28 09:02:56 +08:00
c9s
abd99a1d93
types: fix IntervalProfits struct tag 2022-07-27 19:26:16 +08:00
c9s
03541ca746
types: record the position open time 2022-07-27 19:25:30 +08:00
c9s
56bfa22dbe
types: add position openedAt time field 2022-07-27 19:25:30 +08:00
c9s
9f06be14aa
types: calculate MaximumConsecutiveLosses and MaximumConsecutiveProfits 2022-07-27 19:25:29 +08:00
c9s
151d907457
use debug log for trendEMA 2022-07-27 19:22:56 +08:00
c9s
c65456e44b
pivotshort: refactor and add trendEMA to resistance short 2022-07-27 19:22:56 +08:00
c9s
2719c86400
pivotshort: drop unused tail function 2022-07-27 19:22:56 +08:00
c9s
5821dd02cb
pivotshort: fix log format 2022-07-27 19:22:56 +08:00
c9s
9b35c789ee
pivotshort: add total quantity to the notification 2022-07-27 19:22:55 +08:00
c9s
b067c02cf0
pivotshort: fix resistance order quantity calculation 2022-07-27 19:22:55 +08:00
c9s
a9eef3fb93
pivotshort: fix pivot low usage 2022-07-27 19:22:55 +08:00
Yo-An Lin
3aeb6912c9
Merge pull request #846 from c9s/strategy/pivotshort 
strategy/pivotshort: refactor breaklow + add fake break stop
 2022-07-27 12:18:50 +08:00
c9s
4c6fe11796
pivotshort: rename ClosedKLineStop to fake break stop 2022-07-27 12:04:54 +08:00
c9s
7438798390
bbgo: add ClosedKLineStop trigger 2022-07-27 11:47:12 +08:00
c9s
f323e91a56
pivotshort: fix resistance short 2022-07-27 11:30:32 +08:00
Yo-An Lin
4fd571d712
Merge pull request #813 from zenixls2/feature/drift_study 
feature: drift study
 2022-07-27 11:29:48 +08:00
zenix
84c7c0596d fix: fix drift naming style, fix kline Copy -> Set 2022-07-27 12:17:33 +09:00
zenix
3f33111182 fix: rename kline Copy to Set 2022-07-27 10:55:15 +09:00
c9s
3fbc634d81
bbgo: narrow down indicator interface type 2022-07-27 02:21:25 +08:00
c9s
3adeb46c65
config: update pivotshort default config 2022-07-27 01:58:19 +08:00
c9s
feef912930
indicator: pivot low reformat 2022-07-27 01:58:05 +08:00