Commit Graph

3816 Commits

Author SHA1 Message Date
Yo-An Lin
b94b9e1b73
Merge pull request #437 from jessy1092/enhance-boll-indicator
indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL
2022-04-25 13:43:02 +08:00
Yo-An Lin
a663a891bf
Merge pull request #559 from c9s/feature/binance-margin-api
feature: autoborrow strategy
2022-04-25 13:38:35 +08:00
c9s
18da434e92 all: use thread-safe GetAccount method to get account 2022-04-23 15:43:11 +08:00
c9s
5c2274c55c put sign check back 2022-04-23 15:27:28 +08:00
c9s
7b66d36f15 autoborrow: remove extra sign check 2022-04-23 15:27:28 +08:00
c9s
743ad0455f add autoborrow strategy 2022-04-23 15:27:28 +08:00
c9s
fd247cf7d7 cmd: add autoborrow to built-in 2022-04-23 15:00:53 +08:00
c9s
c70317af2b add autoborrow strategy 2022-04-23 15:00:04 +08:00
Yo-An Lin
c3cc34d770
Merge pull request #555 from c9s/feature/binance-margin-api
feature: binance margin api integration
2022-04-23 14:58:43 +08:00
なるみ
36ff360cfc
Merge pull request #557 from narumiruna/fix-attribute
python: fix attribute, modify annotations and add test cases
2022-04-23 14:57:29 +08:00
c9s
cf055c3f7d bbgo: improve account updating 2022-04-23 12:51:07 +08:00
c9s
9e48a850bd bbgo: call queryAccount to update account 2022-04-23 12:51:07 +08:00
c9s
a1c9bd7ec8 all: add AccountTypeIsolatedMargin 2022-04-23 12:51:07 +08:00
c9s
98a696a7d0 all: calculate MarginTolerance 2022-04-23 12:51:07 +08:00
c9s
76733898db binance: add QueryMarginAssetMaxBorrowable api 2022-04-23 12:51:07 +08:00
c9s
9f9f13dfe2 add MarginBorrowRepay interface 2022-04-23 12:51:07 +08:00
c9s
37b5d80f6f add margin repay and borrow api 2022-04-23 12:51:07 +08:00
c9s
c2d1ef0fc8 add margin borrow endpoint 2022-04-23 12:51:07 +08:00
c9s
a8fdd8006c binance: add transferCrossMarginAccount method 2022-04-23 12:51:07 +08:00
c9s
ecc19e1efd binance: assign more margin fields to account 2022-04-23 12:51:07 +08:00
c9s
cf2e8c9f0a all: extend balance field for margin 2022-04-23 12:51:07 +08:00
c9s
fbe1906e70 binance: add more fields to the balance struct 2022-04-23 12:51:07 +08:00
c9s
304cc89f68 binance: always sort trades back 2022-04-23 12:51:07 +08:00
c9s
2f5f02523f fix typpo 2022-04-23 00:10:27 +08:00
なるみ
fc8fff0fe4 python: fix attribute 2022-04-22 21:32:04 +08:00
なるみ
e240361494 python: test convert utils 2022-04-22 21:32:04 +08:00
なるみ
ca39ae2db7 python: modify annotations 2022-04-22 21:29:23 +08:00
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
なるみ
5475863484
Merge pull request #554 from narumiruna/fix-parse-time
python: fix parse_time
2022-04-22 14:45:35 +08:00
なるみ
4a82c2278e python: fix parse_time 2022-04-22 14:18:41 +08:00
Yo-An Lin
6f810bf081
Merge pull request #553 from c9s/feature/max-order-history-api
refactor: rewrite max private trade query request with requestgen
2022-04-22 13:12:20 +08:00
zenix
5dc69a6175 fix: fix change, feature: implement vidya and till 2022-04-21 19:28:11 +09:00
c9s
9e06053c3b max: rewrite and rename private trade request 2022-04-21 14:56:20 +08:00
c9s
f9908f2931 rewrite private trade request 2022-04-21 14:52:44 +08:00
Yo-An Lin
96d2844487
Merge pull request #552 from c9s/feature/max-order-history-api
improve: use max order history api for sync
2022-04-21 14:34:38 +08:00
c9s
8e2a993370 max: improve max closed orders syncing 2022-04-21 14:11:49 +08:00
c9s
93b10f20ac maxapi: fix fromID to uint64 2022-04-21 13:18:00 +08:00
c9s
e754b68cdf maxapi: fix http timeout 2022-04-21 13:17:43 +08:00
Yo-An Lin
e91f15b2ea
Merge pull request #546 from c9s/feature/max-order-history-api
feature: add max order history api
2022-04-21 00:46:30 +08:00
c9s
0410ef1305 maxapi: refactor rewards api 2022-04-21 00:18:34 +08:00
Yo-An Lin
1dea293fca
Merge pull request #543 from austin362667/strategy/factorzoo
strategy: factorzoo
2022-04-20 22:30:27 +08:00
austin362667
1163b89807 factorzoo: fix correlation 2022-04-20 18:10:27 +08:00
austin362667
71a032a29b factorzoo: clean up
factorzoo: clean up

factorzoo: clean up
2022-04-20 18:10:27 +08:00
austin362667
9eefcb8c4e go: add regression package 2022-04-20 18:10:27 +08:00
austin362667
7f63938a50 config: add factorzoo yaml 2022-04-20 18:10:27 +08:00
austin362667
da51d56624 cmd: add built-in factorzoo strategy 2022-04-20 18:10:27 +08:00
austin362667
fdbb2be45c factorzoo: add cross-sectional factors model strategy 2022-04-20 18:10:27 +08:00
austin362667
a1fa23121d factorzoo: add correlation indicator 2022-04-20 18:10:27 +08:00
c9s
8b9383ecfa maxapi: refactor withdrawal request 2022-04-20 16:38:08 +08:00