79 Commits

Author	SHA1	Message	Date
c9s	a900c72032	types/position: drop approximateAverageCost	2024-08-22 11:19:54 +08:00
c9s	5515f588e3	all: add parameter index to the Last method	2023-05-31 19:35:44 +08:00
c9s	027fe9f5e1	drift: adopt the fastOrderExecutor	2023-05-16 16:39:04 +08:00
c9s	20cd73e6ad	xfunding: fix transfer and refactoring more methods	2023-03-23 12:58:10 +08:00
zenix	a6e0edbb3c	fix: naming of prepare function of openPosition and add comments	2022-11-21 12:16:11 +09:00
zenix	109f4d0e3e	fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor	2022-11-21 12:16:11 +09:00
zenix	27800e95bd	feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter	2022-11-21 12:16:11 +09:00
c9s	7b9edd0456	all: rename cancelNoWait to fastCancel	2022-11-02 12:25:34 +08:00
zenix	5b7712503f	fix: pendingLock on orderPendingCounter delete	2022-10-31 11:05:55 +09:00
zenix	b2e867e51c	fix: unlimited length of indicators, add draw elapsed to drift	2022-10-27 17:35:50 +09:00
zenix	493b81f16c	fix: remove redundant notification	2022-10-27 17:35:50 +09:00
zenix	ce86544c43	optimize: drift strategy to use market trade signals	2022-10-27 17:35:50 +09:00
zenix	17825fbde1	fix: rate settings in telegram, make elliottwave draw async	2022-10-27 17:35:50 +09:00
zenix	675f84dccf	fix: SerialMarketDataStore together with backtests	2022-10-27 17:35:50 +09:00
c9s	8a50474ad1	all: add context parameter to Sync()	2022-10-03 18:45:24 +08:00
c9s	59287b5116	all: support context isolation	2022-10-03 16:01:08 +08:00
zenix	5c1d0f95e2	fix/drift_stoploss	2022-10-03 14:00:18 +09:00
zenix	8e82e24c05	fix: drift close position with retry limit	2022-09-29 20:31:10 +09:00
zenix	58736b1b2d	refactor: extract stoploss, fix highest/lowest in trailingExit	2022-09-29 20:15:10 +09:00
zenix	5086af2886	fix: reduce Quantity precheck, drift condition, ewo refactor	2022-09-28 20:06:37 +09:00
Yo-An Lin	bf7829973a	Merge pull request #968 from zenixls2/refactor/dump_param ... feature: add config dump / param dump / param modify for elliottwave	2022-09-28 16:50:36 +08:00
zenix	b2875eedc5	feature: add config dump / param dump / param modify for elliottwave, refactor param dump	2022-09-27 20:26:59 +09:00
zenix	ad4ee93033	fix: wrong tag in drift	2022-09-26 20:16:27 +09:00
zenix	fdbcaef2ca	fix: use ZeroAssetError, refactor	2022-09-22 20:26:18 +09:00
zenix	ac2f7decdf	fix: dup naming, remove Leverage from drift field	2022-09-22 13:48:01 +09:00
zenix	fd875c7060	fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior	2022-09-22 13:01:26 +09:00
zenix	7044b0d8ea	fix: drift minus weight, preloaded kline not enough	2022-09-16 19:11:36 +09:00
zenix	d40b34e4d6	feature: add modify tg command. fix wdrift ma length	2022-09-14 11:08:10 +09:00
zenix	36a5579660	fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status	2022-09-06 19:08:05 +09:00
zenix	67e57b49eb	fix: move sourceselector to bbgo folder	2022-09-06 14:43:05 +09:00
zenix	1d0893b699	fix: enable interval parsing for non-whitelisted time spans	2022-09-06 14:26:17 +09:00
zenix	81084ddea6	feature: SerialMarketDataStore from session	2022-09-05 19:32:35 +09:00
c9s	5953fe49d1	all: move float slice/map to a single package	2022-08-25 17:31:42 +08:00
zenix	6b6a24a655	feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation	2022-08-23 17:22:45 +09:00
zenix	17d6b2465c	fix: drift add back symbol in InstanceID	2022-08-16 12:50:30 +09:00
zenix	14aa667d59	fix: drift pnl and cumpnl	2022-08-16 12:45:40 +09:00
zenix	9f8b8d97d0	fix: drift empty pnl. exit condition	2022-08-16 12:30:29 +09:00
zenix	c1d9df8cdb	feature: export drift1m, remove take profit, add profit report for listing pnl by date	2022-08-15 21:06:46 +09:00
zenix	da28750313	feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift	2022-08-15 21:05:29 +09:00
zenix	2f75dda6ee	fix: highest price and lowest price reset, condition gets crossed	2022-08-15 21:05:08 +09:00
zenix	ba532bd98c	fix: takeProfitFactor NaN	2022-08-15 21:04:48 +09:00
zenix	e34b0c6c30	fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m	2022-08-15 21:04:31 +09:00
zenix	0cc3c5d485	feature: output config to telegram	2022-08-15 21:04:01 +09:00
zenix	6a4eec71d6	feature: create simpleinteract and remove command in notification	2022-08-15 21:03:48 +09:00
zenix	90e596f463	feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering	2022-08-15 21:03:14 +09:00
zenix	008814992f	fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype	2022-08-15 21:02:59 +09:00
zenix	d11738b6b5	feature: add smart cancel to drift	2022-08-15 21:02:43 +09:00
Yo-An Lin	62aff676da	Revert "feature: add smart cancel to drift"	2022-08-09 16:25:36 +08:00
zenix	5be6e822e9	fix: highest price and lowest price reset, condition gets crossed	2022-08-09 13:26:56 +09:00
zenix	2c4e03a102	fix: takeProfitFactor NaN	2022-08-09 13:26:56 +09:00