Austin Liu
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7d03c69406
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strategy:harmonic: fix
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2022-11-03 15:14:56 +08:00 |
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austin362667
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c8aa4ae400
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strategy: improve harmonic by adding HMM filter to denoise shark signal
strategy: improve harmonic by adding HMM filter to denoise shark signal
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2022-11-03 15:14:56 +08:00 |
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Yo-An Lin
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b80ac89486
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Merge pull request #1004 from austin362667/austin362667/irr
strategy:irr rollback to original nirr and consume kline
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2022-11-03 13:48:22 +08:00 |
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Austin Liu
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6c8addc4ee
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strategy:irr: refactor fast cancel from no wait
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2022-11-02 16:51:06 +08:00 |
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Austin Liu
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5467c8ef01
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strategy:irr rollback to original nirr and consume kline
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2022-11-02 16:48:50 +08:00 |
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Yo-An Lin
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335b90a97c
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Merge pull request #989 from austin362667/austin362667/irr
strategy:irr: a mean reversion based on box of klines in same direction
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2022-11-02 12:59:23 +08:00 |
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c9s
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04855b023a
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bbgo: listen to both order signal and the wait time channel
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2022-11-02 12:55:13 +08:00 |
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c9s
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3704f3f897
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bbgo: emit sigchan when new order is added or an order is removed
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2022-11-02 12:42:09 +08:00 |
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c9s
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9bf070172a
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bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion
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2022-11-02 12:34:04 +08:00 |
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c9s
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8707fcaa97
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bbgo: drop FastCancelActiveOrderBook
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2022-11-02 12:31:35 +08:00 |
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c9s
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1120821977
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add activeOrderBook.Symbol check
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2022-11-02 12:27:36 +08:00 |
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c9s
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7b9edd0456
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all: rename cancelNoWait to fastCancel
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2022-11-02 12:25:34 +08:00 |
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なるみ
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ba7985690f
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Merge pull request #1000 from c9s/narumi/rebalance/backtest
fix: rebalance: fix backtest
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2022-11-01 21:02:54 +08:00 |
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Yo-An Lin
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999d7b3799
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Merge pull request #997 from zenixls2/fix/serialMarketDataStore
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2022-10-31 18:00:39 +08:00 |
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Yo-An Lin
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237c2d223b
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Merge pull request #1001 from grorge123/grorge123/roiStopLoss_cancel_order
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2022-10-31 17:57:26 +08:00 |
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zenix
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3695644f97
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fix: capitalization of drift variable
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2022-10-31 18:50:27 +09:00 |
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zenix
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5b7712503f
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fix: pendingLock on orderPendingCounter delete
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2022-10-31 11:05:55 +09:00 |
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grorge
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a5555cf35a
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feat: cancel order for exit roi take profit and loss
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2022-10-28 17:56:07 +08:00 |
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なるみ
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532f3c11e7
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fix backtest
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2022-10-28 15:33:08 +08:00 |
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zenix
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b2e867e51c
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fix: unlimited length of indicators, add draw elapsed to drift
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2022-10-27 17:35:50 +09:00 |
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zenix
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493b81f16c
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fix: remove redundant notification
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2022-10-27 17:35:50 +09:00 |
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zenix
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ce86544c43
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optimize: drift strategy to use market trade signals
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2022-10-27 17:35:50 +09:00 |
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zenix
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a15d125679
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fix: instead of aggTrade, use market trade to match kline result
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2022-10-27 17:35:50 +09:00 |
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zenix
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a8d60b251f
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fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore.
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2022-10-27 17:35:50 +09:00 |
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zenix
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17825fbde1
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fix: rate settings in telegram, make elliottwave draw async
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2022-10-27 17:35:50 +09:00 |
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zenix
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3d672ea518
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fix: comment format, dbg logs in session
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2022-10-27 17:35:50 +09:00 |
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zenix
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d247e1cb97
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fix: show error message when aggTrade is used in backtesting
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2022-10-27 17:35:50 +09:00 |
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zenix
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e021cdd060
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rename: lock to mu
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2022-10-27 17:35:50 +09:00 |
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zenix
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675f84dccf
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fix: SerialMarketDataStore together with backtests
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2022-10-27 17:35:50 +09:00 |
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austin362667
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6e29359c85
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strategy:irr: fix logical error
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2022-10-19 22:08:44 +08:00 |
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austin362667
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778a3d8be1
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strategy:irr: clean up
strategy:irr: clean up
strategy:irr: clean up
strategy:irr: clean up
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2022-10-19 17:29:05 +08:00 |
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austin362667
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614209e9fd
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strategy:irr fix kline time syncing
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2022-10-19 17:10:33 +08:00 |
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austin362667
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612261c48c
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strategy:irr add klines box mean reversion
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2022-10-19 16:02:20 +08:00 |
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austin362667
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303e2c8413
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strategy:irr: redesign to maker strategy
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2022-10-19 16:02:20 +08:00 |
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austin362667
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42d87adeec
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strategy:irr: rollback to interval time ticker
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2022-10-19 16:02:20 +08:00 |
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austin362667
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7974ee8fd3
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strategy:irr: seperate alphas
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2022-10-19 16:02:20 +08:00 |
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austin362667
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58bdb9b194
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strategy:irr remove alpha ranking
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2022-10-19 16:02:20 +08:00 |
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austin362667
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2b397940b8
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strategy:irr fix draw goroutine
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2022-10-19 16:02:20 +08:00 |
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austin362667
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150c37995e
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strategy:irr redesign trigger
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2022-10-19 16:02:20 +08:00 |
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austin362667
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a3dd93dd9a
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strategy:irr: add backtest/realtime ability
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2022-10-19 16:02:20 +08:00 |
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Andy Cheng
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7dd951e39c
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Merge pull request #996 from andycheng123/fix/general-order-executor
fix/general-order-executor: do not check for base balance for futures
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2022-10-18 19:14:18 +08:00 |
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Andy Cheng
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06c95a4735
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fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()
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2022-10-18 18:59:04 +08:00 |
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Zenix
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4dad96755a
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Merge pull request #995 from zenixls2/feature/async_telegram_notify
feature: telegram notify to become async
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2022-10-17 19:08:41 +09:00 |
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Zenix
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798079070c
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Merge pull request #993 from zenixls2/fix/indicator_for_1s
fix: indicator timeframe 1s
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2022-10-17 18:53:05 +09:00 |
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Zenix
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6f0c4fdfd2
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Merge pull request #994 from zenixls2/feature/binance_aggTrade
feature: add aggTrade for binance
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2022-10-17 18:50:15 +09:00 |
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zenix
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8a66e5b218
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feature: telegram notify to become async
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2022-10-17 18:38:03 +09:00 |
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zenix
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9213caf9c5
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feature: add aggTrade for binance
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2022-10-17 17:01:46 +09:00 |
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Yo-An Lin
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79c93e9a0f
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Merge pull request #991 from andycheng123/fix/risk
fix/risk: remove balance check in CalculateBaseQuantity()
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2022-10-17 15:33:10 +08:00 |
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zenix
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09c85d346c
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feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster
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2022-10-17 15:14:36 +08:00 |
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zenix
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ffae290060
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fix: indicator timeframe 1s
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2022-10-17 14:23:40 +09:00 |
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