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Author SHA1 Message Date
austin362667
833d30ce64 ktrade: add second try 2022-09-07 16:05:51 +08:00
austin362667
6a119bfca0 ktrade: remove ticker 2022-09-07 16:05:51 +08:00
austin362667
a18a06819e ktrade: error handling 
ktrade: remove error handling

ktrade: remove error handling

ktrade: remove error handling

ktrade: error handling
 2022-09-07 16:05:51 +08:00
austin362667
49f7c3de46 ktrade: rounding instead of ceil/floor 2022-09-07 16:05:51 +08:00
austin362667
1cc285985c config: add ktrade 2022-09-07 16:05:51 +08:00
austin362667
42d7117464 strategy: add ktrade 2022-09-07 16:05:51 +08:00
c9s
889318ddcb
cmd/order: add market order support 2022-09-07 02:17:56 +08:00
c9s
90b633158a
cmd/order: add margin-side-effect option 2022-09-07 02:01:38 +08:00
c9s
33fdcefba3
bbgo: add notification tag 2022-09-07 01:05:43 +08:00
c9s
c2eec1e72b
bbgo: move fixedpoint one const to consts.go 2022-09-07 00:50:54 +08:00
c9s
62fb09c8d9
bbgo: protective stop should send notification when it's activated 2022-09-07 00:50:16 +08:00
c9s
bf77f67cbb
add v1.40.2 release note 2022-09-07 00:40:01 +08:00
c9s
9bbd69c030
bump version to v1.40.2 2022-09-07 00:40:01 +08:00
c9s
2a47140c27
update command doc files 2022-09-07 00:40:01 +08:00
c9s
f62eb301e3
fix: fix pivothigh indicator use high instead of low 2022-09-06 23:39:13 +08:00
c9s
78299a6e7d
makefile: fix frontend app path 2022-09-06 18:57:40 +08:00
c9s
46d8d28b5b
move frontend to apps dir 2022-09-06 18:55:43 +08:00
c9s
8f363677bc
move bootstrap functions 2022-09-06 16:50:45 +08:00
Yo-An Lin
3f27facd83
Merge pull request #918 from c9s/feature/backtest-report-config 
feature: write strategy config in the backtest report directory
 2022-09-06 15:10:24 +08:00
c9s
ed975de2cd
cmd: write config json file into the backtest report dir 2022-09-06 13:20:37 +08:00
c9s
8ed39f7565
cmd: add session name to the symbol report json file 2022-09-06 13:18:35 +08:00
Raphanus Lo
7416f1074a
Merge pull request #915 from COLDTURNIP/feature/observer_filters 
feature: add G-H filter and Kalman filter
 2022-09-05 20:29:41 +08:00
c9s
067f1274b3
add v1.40.1 release note 2022-09-05 18:19:03 +08:00
c9s
925df19ee0
bump version to v1.40.1 2022-09-05 18:19:03 +08:00
c9s
86e3f9f4e1
update command doc files 2022-09-05 18:19:03 +08:00
c9s
28027518f6
fix utils/generate-version-file.sh 2022-09-05 18:18:45 +08:00
Yo-An Lin
36a79336dd
Merge pull request #917 from c9s/fix/backtest-fee-mode 
backtest: fix backtest fee mode when fee currency is not base or quote
 2022-09-05 17:49:45 +08:00
c9s
bf4eade604
backtest: fix backtest fee mode when fee currency is not base or quote 2022-09-05 17:41:12 +08:00
Raphanus Lo
65cd17dbbb bbgo: add G-H & Kalman filters to the standard indicator set 2022-09-05 17:13:50 +08:00
Yo-An Lin
1bbd837e84
Update README.md 2022-09-05 17:09:42 +08:00
Raphanus Lo
425d9e0475 indicator: GH & Kalman filters: remove deprecated method implementation 2022-09-05 16:51:30 +08:00
Raphanus Lo
9c684c124c feature: add G-H filter and Kalman filter 
- implement G-H (alpha beta) filter and Kalman filter
- compare the predict accurateness with other indicator
 2022-09-04 21:48:05 +08:00
Yo-An Lin
843b81e132
Merge pull request #914 from LarryLuTW/patch-1 
Fix typo
 2022-09-04 13:43:54 +08:00
Larry Lu
269529afa4
Fix typo 2022-09-04 13:35:01 +08:00
Yo-An Lin
55474b4bf9
Merge pull request #913 from COLDTURNIP/fix/fixedpoint_support_inf_string_unmarshal 
fix: fixedpoint UnarshalJson on inf
 2022-09-02 15:14:34 +08:00
Yo-An Lin
fcb7a27f70
Merge pull request #911 from c9s/feature/backtest-report 
feature: add fee mode to back-test matching engine
 2022-09-02 15:09:04 +08:00
Raphanus Lo
338c4ea170 fix: fixedpoint UnarshalJson on inf for decimal support 2022-09-02 15:02:46 +08:00
c9s
3a225fe7c7
backtest: fix tests for fee 2022-09-02 14:31:04 +08:00
Raphanus Lo
750bdc82b5 fix: fixedpoint UnarshalJson on inf 2022-09-02 14:17:51 +08:00
c9s
db622fbb55
types: add CsvHeaders and CsvRecords methods to TradeStats 2022-09-02 14:16:16 +08:00
c9s
d9cce129a0
doc: add feeMode to the doc 2022-09-02 14:16:16 +08:00
c9s
5c8d2a019a
backtest: rename BackTest to Backtest 2022-09-02 14:16:16 +08:00
c9s
30742bcf0b
backtest: set default fee mode to quote mode 2022-09-02 14:16:16 +08:00
c9s
2e9487e9f4
backtest: fix fee calculator 2022-09-02 14:16:16 +08:00
c9s
d2f9a352a2
backtest,accounting: add position info to the average cost pnl report 2022-09-02 14:16:16 +08:00
c9s
45fb87f2b8
backtest: add fee mode function tests 2022-09-02 14:16:16 +08:00
c9s
10ed706ed6
backtest: move fee mode functions to fee.go 2022-09-02 14:16:16 +08:00
c9s
8cd646668a
bbgo: use enumer to generate enumer parser 2022-09-02 14:16:16 +08:00
c9s
3d32faff46
backtest: add fee mode config 2022-09-02 14:16:15 +08:00
Yo-An Lin
38dbd17664
Merge pull request #912 from zenixls2/fix/klineHandlerBacktest 
fix backtest output
 2022-09-02 14:15:04 +08:00