5943 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
c9s	7fec736e7a	grid2: add GridProfitStats	2022-12-02 00:09:59 +08:00
c9s	4c8db08ccc	grid2: fix require quote and require base calculation	2022-12-02 00:09:59 +08:00
c9s	2c373959a8	grid2: add investment check	2022-12-02 00:09:59 +08:00
c9s	68b1fce634	grid2: get the last trade price and apply generalOrderExecutor	2022-12-02 00:09:59 +08:00
c9s	a42c1799e2	grid2: define PinCalculator type	2022-12-02 00:09:58 +08:00
c9s	a8cbe0e488	grid2: pull out calculate pins call	2022-12-02 00:09:58 +08:00
c9s	32b6299b93	grid2: pull out CalculatePins	2022-12-02 00:09:58 +08:00
c9s	1fa5186002	grid2: allocate grid object	2022-12-02 00:09:58 +08:00
c9s	84c3d386ca	grid2: implement find next higher/lower pin	2022-12-02 00:09:58 +08:00
c9s	629cea0f44	grid2: fix ExtendUpperPrice and its tests	2022-12-02 00:09:58 +08:00
c9s	4fb2230e5d	grid2: improve number func	2022-12-02 00:09:58 +08:00
c9s	f46fc7ee80	grid2: fix tests	2022-12-02 00:09:58 +08:00
c9s	4ddbeff7e4	grid2: fix Test_calculateArithmeticPins	2022-12-02 00:09:58 +08:00
c9s	f98c00b7aa	grid2: fix extendLowerPrice method and tests	2022-12-02 00:09:58 +08:00
c9s	75c088eb9c	refactor calculateArithmeticPins	2022-12-02 00:09:58 +08:00
c9s	725c624281	grid2: rewrite ExtendUpperPrice	2022-12-02 00:09:58 +08:00
c9s	533587ffd2	grid2: update lowerPrice	2022-12-02 00:09:58 +08:00
c9s	d6f751c027	grid2: improve ExtendLowerPrice	2022-12-02 00:09:58 +08:00
c9s	e675a084e2	grid2: refactor spread, height methods	2022-12-02 00:09:58 +08:00
c9s	2761cff2bf	grid2: add pin tests	2022-12-02 00:09:57 +08:00
c9s	21a1d550e3	grid2: add grid struct	2022-12-02 00:09:57 +08:00
c9s	cb612a22b1	add grid2 strategy	2022-12-02 00:09:57 +08:00
Yo-An Lin	4825fb8d0e	Merge pull request #1016 from zenixls2/doc/series_extend ... doc: add series extend documentation	2022-11-30 11:11:08 +08:00
zenix	0cb9bc2c7b	doc: add series extend documentation	2022-11-29 16:25:12 +09:00
c9s	4b0db6b3af	bbgo: fix quantity adjustment	2022-11-27 00:25:29 +08:00
c9s	50d5449b9a	fix types.NewZeroAssetError panic error	2022-11-27 00:24:24 +08:00
Yo-An Lin	98f70756be	Merge pull request #1013 from a-dwarf/main ... feature: bbgo completion	2022-11-25 14:55:18 +08:00
a dwarf	daab130735	upgrade cobra	2022-11-25 10:37:54 +08:00
Yo-An Lin	e451667bc6	Merge pull request #1014 from c9s/remove-ftx ... all: remove ftx	2022-11-24 21:16:31 +08:00
a dwarf	a8cd36fdf0	move bbgo completion to topics	2022-11-24 17:21:24 +08:00
c9s	170c3b8c41	all: remove ftx	2022-11-24 17:05:20 +08:00
Yo-An Lin	16b4702248	Merge pull request #1011 from andycheng123/strategy/supertrend-config ... strategy/supertrend: update supertrend config	2022-11-24 16:57:08 +08:00
Yo-An Lin	e43e56a9fe	Merge pull request #1008 from zenixls2/feature/speedup_live_trading ... improve: speed-up live trade	2022-11-24 16:55:16 +08:00
a dwarf	70e45ccf93	Create bbgo_completion.md ... bbgo Completion	2022-11-24 16:13:16 +08:00
a dwarf	d14d441ff8	upgrade cobra ... bbgo Completion only supports unix-like operating systems	2022-11-24 16:05:02 +08:00
Andy Cheng	6af39e2e40	strategy/supertrend: update supertrend config	2022-11-22 11:39:15 +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
Yo-An Lin	026d712f75	doc: remove FTX from Supported Exchange	2022-11-20 21:01:37 +08:00
Yo-An Lin	da4a701092	Remove FTX	2022-11-20 21:00:58 +08:00
Yo-An Lin	26d3289a4b	Merge pull request #1009 from zenixls2/feature/profit_factor_optimizer	2022-11-10 19:13:19 +08:00
zenix	7aaea257df	feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance	2022-11-10 18:17:35 +09:00
Austin Liu	7d03c69406	strategy:harmonic: fix	2022-11-03 15:14:56 +08:00
austin362667	c8aa4ae400	strategy: improve harmonic by adding HMM filter to denoise shark signal ... strategy: improve harmonic by adding HMM filter to denoise shark signal	2022-11-03 15:14:56 +08:00
Yo-An Lin	b80ac89486	Merge pull request #1004 from austin362667/austin362667/irr ... strategy:irr rollback to original nirr and consume kline	2022-11-03 13:48:22 +08:00
Austin Liu	6c8addc4ee	strategy:irr: refactor fast cancel from no wait	2022-11-02 16:51:06 +08:00
Austin Liu	5467c8ef01	strategy:irr rollback to original nirr and consume kline	2022-11-02 16:48:50 +08:00
Yo-An Lin	335b90a97c	Merge pull request #989 from austin362667/austin362667/irr ... strategy:irr: a mean reversion based on box of klines in same direction	2022-11-02 12:59:23 +08:00
c9s	04855b023a	bbgo: listen to both order signal and the wait time channel	2022-11-02 12:55:13 +08:00