Commit Graph

790 Commits

Author SHA1 Message Date
c9s
7d5474e3dd
pivotshort: call MergeStructValues to update the field value 2022-06-30 15:49:18 +08:00
c9s
ab3341d5ae
pivotshort: make preload pivot as a pure function 2022-06-30 15:49:17 +08:00
c9s
9733eec280
pivotshort: move pure funcs to the bottom 2022-06-30 15:49:17 +08:00
c9s
38767cd2df
move private methods to the bottom 2022-06-30 15:49:17 +08:00
c9s
ee45f154a1
pivotshort: rename bounce short to resistance short 2022-06-30 15:49:17 +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
Yo-An Lin
ccfaf0e070
Merge pull request #784 from c9s/strategy/pivotshort
strategy: pivotshort: fix stopEMA
2022-06-29 17:04:24 +08:00
c9s
4bb2e4a25f
fix stopEMA range check 2022-06-29 16:59:50 +08:00
c9s
cb1c5634a2
pivotshort: remove redundant notification 2022-06-29 15:14:24 +08:00
Zenix
6b6686caa8
Merge pull request #778 from zenixls2/feature/series_extend
feature: add seriesExtend
2022-06-29 12:35:48 +09:00
c9s
38920dfc7a
pivotshort: fix kline history loading 2022-06-29 11:23:05 +08:00
zenix
0b8441f4a2 rename: ToArray -> Array, ToReverseArray -> Reverse 2022-06-29 11:13:43 +09:00
c9s
16f2a06b1f
all: move exit methods to the bbgo core
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-29 01:58:15 +08:00
c9s
cfc4fd1f81
add doc for CumulatedVolumeTakeProfit 2022-06-29 01:39:33 +08:00
c9s
3d4f765678
rename protectionStopLoss to protectiveStopLoss 2022-06-29 01:31:56 +08:00
c9s
37413e4355 pivotshort: fix bounce ratio calculation 2022-06-28 23:47:34 +08:00
c9s
1617005114 pivotshort: fix pivotshort trigger condition 2022-06-28 23:47:34 +08:00
c9s
34900776f6
pivotshort: reformat code 2022-06-27 19:54:58 +08:00
c9s
10d5a8a4f2
backtest: fix stop limit order matching
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 19:48:14 +08:00
c9s
2784408b8b
add submit order tag 2022-06-27 18:17:57 +08:00
c9s
b97ec7bb1e
pivotshort: remove unused struct 2022-06-27 18:14:12 +08:00
c9s
1557423229
pivotshort: improve useQuantityOrBaseBalance and add bounce short check 2022-06-26 19:45:37 +08:00
c9s
4d862a4286
pivotshort: remove market trade debug 2022-06-26 19:29:01 +08:00
c9s
e1a9df0a2d
pivotshort: add safety check 2022-06-26 19:20:46 +08:00
c9s
3604bae933
pivotshort: pull out stop price check to a single method 2022-06-26 19:06:16 +08:00
c9s
ef31e90728
pivotshort: clean up
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:32:48 +08:00
c9s
e9b87f6f1e
pivotshort: refactor exit methods
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:31:48 +08:00
c9s
47677e303f
pivotshort: refactor take profit and stop loss methods
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:13:58 +08:00
c9s
4e670c67a8
pivotshort: change ratio calculation 2022-06-25 18:13:50 +08:00
c9s
2c96d079b8
skeleton: fix log WithField comment 2022-06-22 23:32:31 +08:00
c9s
2c5b553d21
skeleton: add notation 2022-06-22 23:29:29 +08:00
c9s
2550528f60
skeleton: add notification sample 2022-06-22 23:28:49 +08:00
c9s
dcbeace40e
skeleton: update more comments 2022-06-22 23:24:11 +08:00
c9s
b9cbb9d478
skeleton: add detailed comment to the skeleton 2022-06-22 23:18:11 +08:00
c9s
fa7177426f
cmd/pnl: fix trade table query 2022-06-22 18:19:11 +08:00
c9s
3150480db8
bollmaker: remove stopC 2022-06-22 16:30:29 +08:00
c9s
c26d0d7824
bollmaker: clean up commment 2022-06-22 16:20:59 +08:00
c9s
fa26d5260f
bollmaker: use bbgo.IsBackTesting 2022-06-22 16:18:50 +08:00
c9s
60d2ac1616
ewoDgtrd: clean up embedded struct 2022-06-22 15:37:02 +08:00
c9s
5d72ffaa0f
rsmaker: remove embedded bbgo.Persistence 2022-06-22 13:52:40 +08:00
c9s
51a2f14af7
rsmaker: remove unused vars 2022-06-22 13:52:18 +08:00
c9s
bae685d63d
rsmaker: refactor ClosePosition method 2022-06-22 13:51:36 +08:00
c9s
09d0a9bbc7
pivotshort: clean up ClosePosition method 2022-06-22 13:46:04 +08:00
c9s
dbc6d4fb44
bollmaker: refactor ClosePosition method 2022-06-22 13:46:04 +08:00
c9s
b3160815ff
dca: use order executor to close position 2022-06-22 13:46:04 +08:00
c9s
929ffc3e5e
dca: clean up 2022-06-22 13:46:04 +08:00
c9s
a5cb8355d4
dca: rewrite dca with the new order executor 2022-06-22 13:46:04 +08:00
c9s
5fe0f5a299
pull out bollinger settings 2022-06-22 13:46:04 +08:00
c9s
b75da154a8
rsmaker: remove legacy state struct 2022-06-22 13:46:04 +08:00