85 Commits

Author	SHA1	Message	Date
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	2bbb36031c	fix: index range in float64slice and wrong formula given by investopedia, test: add cci test	2022-05-10 17:15:26 +09:00
zenix	2311fbd95c	feature: add cci indicator	2022-05-09 19:55:14 +09:00
なるみ	aa29fde9e3	indicator: add test case for boll	2022-05-03 22:28:40 +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
zenix	b3741771e3	fix: window update in indicators. add: cumulative average, triangular moving average	2022-04-26 17:32:31 +09:00
Zenix	a8f0c71a53	Merge pull request #545 from zenixls2/feature/ma_series ... feature: add some new ma indicators	2022-04-25 21:01:17 +09:00
zenix	3d86330428	fix: python test code in indicator	2022-04-22 19:11:07 +09:00
zenix	c18f684afd	test: add test cases for dema, hull, tema, till, vidya and zlema indicators	2022-04-22 19:02:26 +09:00
zenix	5dc69a6175	fix: fix change, feature: implement vidya and till	2022-04-21 19:28:11 +09:00
zenix	22d8c2efff	feature: add some new ma indicators	2022-04-19 19:22:22 +09:00
なるみ	1d363f65a9	indicator: use rma indicator in atr	2022-04-19 13:45:23 +08:00
なるみ	167f9d3eaf	indicator: make parameters of update method consistent	2022-04-19 13:45:23 +08:00
なるみ	2896527c56	indicator: add rolling moving average	2022-04-18 11:43:05 +08:00
なるみ	7b4c68f766	indicator: add average true range indicator	2022-04-17 17:30:49 +08:00
Fredrik	f866787c21	improved indicators	2022-04-14 23:43:04 +02:00
Zenix	b57c94fe12	Merge pull request #505 from zenixls2/feature/series ... feature: add pinescript series interface	2022-04-13 11:13:56 +09:00
なるみ	0de03e37fc	Rename AbsoluteValues to Abs	2022-04-11 23:39:25 +08:00
zenix	af61952e40	fix: series not been updated	2022-04-11 17:04:56 +09:00
zenix	be0755d755	fix: simplify stoch indicator using float64slice. add ToReverseArray	2022-04-11 17:04:56 +09:00
zenix	339d36d61b	feature: add mean, abs, sum, toArray, and dot operations on series. implement Float64Slice as series	2022-04-11 17:04:56 +09:00
zenix	7778f9b590	feature: add NextCross function for future cross point prediction. modify line api to use index instead of timestamp as x.	2022-04-11 17:04:56 +09:00
zenix	e171101d90	fix: ad NaN error. feature: Line indicator init functions. feature: indicator manual	2022-04-11 17:04:56 +09:00
zenix	567e7bd214	add ad,macd,rsi,sma,stoch,vwap,vwma to Series interface	2022-04-11 17:04:56 +09:00
zenix	fac61f27dc	feature: add pinescript series interface	2022-04-11 17:04:56 +09:00
なるみ	18aa60077b	Make VWAP better	2022-03-29 17:18:04 +08:00
なるみ	e92a872059	Fix test case	2022-03-29 02:45:33 +08:00
なるみ	e68d5f0536	Rename variables	2022-03-29 02:40:08 +08:00
なるみ	42d6bf03b5	Rename functions	2022-03-29 02:36:34 +08:00
なるみ	2a6f1f410d	Simplify	2022-03-29 02:21:22 +08:00
なるみ	b074f03507	Add RSI indicator	2022-03-29 02:10:35 +08:00
zenix	8648528435	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
zenix	9978a3cf90	fix unmarshal behavior to gain more precision	2022-02-15 12:01:39 +09:00
zenix	b8bf2af14d	fixedpoint for exchange and indicators, some fixes in types	2022-02-15 12:01:38 +09:00
zenix	e221f54397	add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value ... change pnl report to use fixedpoint fix: migrate kline to use fixedpoint	2022-02-15 12:00:39 +09:00
c9s	cb189d885c	fix backtest for limit maker order and bollpp strategy	2022-01-08 02:18:44 +08:00
c9s	8b93aeeeb2	fix ewma truncation	2021-12-22 00:54:13 +08:00
austin362667	f9cf71cef3	indicator: add kline close volatility ... indicator: add kline close volatility	2021-12-19 14:20:09 +08:00
なるみ	b144d8e107	feature: add volume weighted moving average indicator	2021-12-17 14:36:39 +08:00
TonyQ	3e45035ab1	database: sqlite3 issue fix ... database: upgrade gosqllite3 version for increasing variable amount limit types: update kline starttime/endtime field to prevent sqlite3 time parsing issue. fix #215	2021-12-15 14:34:31 +08:00
c9s	513a799ced	fix ewma calculation	2021-11-22 02:14:44 +08:00
c9s	540722e430	adjust ewma truncate size	2021-11-22 01:17:08 +08:00
Kakashi Liu	8938478d93	Truncate emwa slice to be the same size as given kLines	2021-10-19 21:38:12 +08:00
c9s	3581c1768c	fix SMA indicator value length check	2021-10-14 14:22:07 +08:00
c9s	01bdef502b	indicator: rename consts for max ma values	2021-06-28 14:33:27 +08:00
c9s	4ccbb82237	indicator: truncate values if length exceeded	2021-06-28 14:33:23 +08:00
なるみ	2052d05bb3	Move Float64Slice to types	2021-05-22 20:20:48 +08:00
なるみ	0377a7321e	Rename KD to STOCH	2021-05-22 05:52:10 +08:00
なるみ	b9ced0955d	Fix test	2021-05-22 05:36:38 +08:00
なるみ	ec6cbb05aa	Add kd_test.go	2021-05-22 05:00:27 +08:00