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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Andy Cheng
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d350806cdc
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fix/risk: remove balance check in the futures part of CalculateBaseQuantity()
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2022-10-17 12:07:58 +08:00 |
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austin362667
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763bb45842
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interval: avoid syncing 1s klines as default from backtest config syncSecKLines
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2022-10-14 23:14:30 +08:00 |
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austin362667
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18acd668a7
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interval: finalize 1s support
interval: finalize 1s support
interval: finalize 1s support
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2022-10-14 23:14:30 +08:00 |
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austin362667
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905c1f25ee
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interval: add 1s support
interval: add 1s support
interval: add 1s support
interval: fix 1s for backtesting
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2022-10-14 23:14:30 +08:00 |
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Yo-An Lin
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ab8624cd98
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Merge pull request #990 from c9s/narumi/rename
fix: change variable names
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2022-10-14 02:27:26 +08:00 |
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なるみ
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9330b9fde5
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change variable names
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2022-10-13 18:18:02 +08:00 |
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c9s
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1d9cc54ea7
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add v1.42.0 release note
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2022-10-12 16:35:44 +08:00 |
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c9s
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b03687e07a
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bump version to v1.42.0
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2022-10-12 16:35:43 +08:00 |
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c9s
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b18c35ceb9
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update command doc files
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2022-10-12 16:35:43 +08:00 |
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c9s
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7204e2550b
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pull out shutdown timeout context
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2022-10-11 14:23:02 +08:00 |
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Andy Cheng
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82877101dc
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Merge pull request #987 from andycheng123/fix/supertrend-strategy
fix: supertrend-strategy: LinReg baseline slope wrongly calculated
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2022-10-07 16:44:42 +08:00 |
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Andy Cheng
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aa492a05a1
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fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal
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2022-10-07 13:48:16 +08:00 |
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Andy Cheng
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1744281d0f
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Merge pull request #986 from andycheng123/fix/protective-stop
fix: general order executor: ClosePosition() works on futures position
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2022-10-07 13:42:11 +08:00 |
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Andy Cheng
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5ad247c8fe
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fix/order-executor: check for short position
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2022-10-07 13:28:24 +08:00 |
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Andy Cheng
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7a80b90dac
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fix/order-executor: ClosePosition() works on futures position
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2022-10-07 13:06:32 +08:00 |
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Yo-An Lin
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34866ce7cc
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Merge pull request #983 from c9s/fix/add-quantity-check
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2022-10-06 15:39:45 +08:00 |
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c9s
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a515fff053
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backtest: add order quantity check
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2022-10-06 15:08:44 +08:00 |
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c9s
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c374a56110
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config: fix config maker fee rate
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2022-10-06 13:52:06 +08:00 |
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c9s
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350f6d7de2
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config: fix maker fee rate config
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2022-10-06 13:50:52 +08:00 |
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Yo-An Lin
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39247bb9d8
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Merge pull request #982 from c9s/refactor/isolation
refactor isolation context for persistence facade configuration
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2022-10-05 22:31:49 +08:00 |
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Yo-An Lin
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4c0fdee668
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Merge pull request #981 from frin1/fix/optimizer-limit-results
fix optimizer limit
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2022-10-05 18:50:00 +08:00 |
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c9s
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e92219194f
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bbgo: configure persistence facade into the isolation context
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2022-10-05 18:48:12 +08:00 |
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c9s
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673304bcf1
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bbgo: refactor ConfigurePersistence
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2022-10-05 18:46:26 +08:00 |
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c9s
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4caa457fbe
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bbgo: pull out ConfigurePersistence method to simple function
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2022-10-05 18:42:55 +08:00 |
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Fredrik
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8e83fc4ad7
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fix optimizer limit
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2022-10-05 08:51:30 +02:00 |
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Yo-An Lin
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4d42a61607
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Merge pull request #976 from austin362667/austin362667/harmonic
strategy: add harmonic shark pattern recognition
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2022-10-05 00:37:23 +08:00 |
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Yo-An Lin
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06675d0ac8
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Merge pull request #977 from austin362667/austin362667/irr
strategy: fix irr
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2022-10-05 00:36:30 +08:00 |
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austin362667
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600b17460d
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strategy:irr fix drawing defer close IO issue
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2022-10-04 18:47:14 +08:00 |
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austin362667
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22ef28bc39
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strategy:harmonic fix drawing defer close IO issue
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2022-10-04 18:44:42 +08:00 |
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Yo-An Lin
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ed8b78f839
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Merge pull request #978 from c9s/refactor/isolation
refactor: refactor isolation and add more tests
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2022-10-04 17:44:23 +08:00 |
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c9s
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a66d8df23a
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update grid config for max
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2022-10-04 17:37:33 +08:00 |
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Yo-An Lin
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8ad4837c09
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Merge pull request #979 from c9s/fix/maxapi
fix: fix max kline api
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2022-10-04 17:36:06 +08:00 |
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c9s
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070a92e3ae
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max: fix max kline api
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2022-10-04 17:25:29 +08:00 |
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c9s
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a8d9911e36
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bbgo: refactor isolation and add more tests
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2022-10-04 17:23:43 +08:00 |
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Yo-An Lin
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de3ebc23f1
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Update back-testing.md
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2022-10-04 16:44:54 +08:00 |
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austin362667
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3c52e9e145
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strategy: refactor draw lib
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2022-10-04 15:23:48 +08:00 |
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austin362667
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26d640ff3b
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strategy: fix irr
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2022-10-04 15:23:48 +08:00 |
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austin362667
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ec60c708c3
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strategy: upgrade harmonic persistence sync
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2022-10-04 15:22:52 +08:00 |
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