c9s
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0667c138ab
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backtest: fix duplicate trade emit issue
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2022-01-30 03:05:19 +08:00 |
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c9s
|
e595b9acb2
|
backtest: should panic if last price is zero
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2022-01-30 02:41:00 +08:00 |
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c9s
|
6566db1624
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accounting: filter duplicated trades when backtesting
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2022-01-30 02:40:38 +08:00 |
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c9s
|
e1fc0e7b8d
|
bollmaker: remove redundant log and fix return
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2022-01-30 02:00:42 +08:00 |
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c9s
|
ec8129ab87
|
backtest: fix market order fee calculation
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2022-01-30 02:00:30 +08:00 |
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c9s
|
20938895a8
|
bollmaker: merge skip condition
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2022-01-30 01:40:33 +08:00 |
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c9s
|
a185f3fdbe
|
bollmaker: improve trailing stop order log
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2022-01-30 01:37:36 +08:00 |
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c9s
|
78855d552a
|
backtest: fix backtest trade for market order
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2022-01-30 01:37:24 +08:00 |
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c9s
|
9adc3a9243
|
bollmaker: always collect trades and check balance
|
2022-01-30 01:21:36 +08:00 |
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c9s
|
2255f3ed0a
|
bollmaker: check dust order for stop
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2022-01-29 17:44:42 +08:00 |
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c9s
|
99af5d3971
|
bollmaker: implement TrailingStopController
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2022-01-29 02:22:20 +08:00 |
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c9s
|
584dd3e279
|
bollmaker: add TradeInBand option
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2022-01-28 01:29:12 +08:00 |
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c9s
|
f49b7165d8
|
bollmaker: fix MinNotional adjustment
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2022-01-27 19:56:10 +08:00 |
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c9s
|
eec26663c5
|
update bollmaker config
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2022-01-27 19:17:00 +08:00 |
|
c9s
|
a6cbb2fb2d
|
bollmaker: rewrite trend detection
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2022-01-27 18:51:51 +08:00 |
|
c9s
|
547f4c400a
|
cmd: call BindSync when running strategy
|
2022-01-27 18:19:25 +08:00 |
|
c9s
|
3b630c0bca
|
bbgo: pull out writer closure
|
2022-01-27 18:13:15 +08:00 |
|
c9s
|
cb507edf44
|
bbgo: add BindSync method on environment
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2022-01-27 18:12:15 +08:00 |
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c9s
|
30a9a5849f
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add user data stream sync config
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2022-01-27 09:34:04 +08:00 |
|
c9s
|
44efbce8eb
|
cmd: change trades cmd time range to just 1 day
|
2022-01-27 09:26:24 +08:00 |
|
c9s
|
c3c2822c82
|
cmd/trades: avoid passing since and until at the same time
|
2022-01-27 08:57:31 +08:00 |
|
c9s
|
78c8cb1362
|
add dynamicExposurePositionScale to the sample config
|
2022-01-27 08:52:27 +08:00 |
|
c9s
|
aaec79eec9
|
add sync config example
|
2022-01-27 08:43:44 +08:00 |
|
c9s
|
880d806736
|
cmd: add --no-sync option to the run command
|
2022-01-27 08:30:31 +08:00 |
|
c9s
|
70f02a1c19
|
cmd: handle user config sync options in the run command
|
2022-01-27 08:21:19 +08:00 |
|
c9s
|
0d0d8b05bf
|
bbgo/scale: test out of domain
|
2022-01-27 02:39:33 +08:00 |
|
c9s
|
1ef5a37225
|
bbgo/scale: check domain range
|
2022-01-27 02:32:26 +08:00 |
|
c9s
|
4f6e04323f
|
bollmaker: add more logs
|
2022-01-27 02:25:23 +08:00 |
|
c9s
|
aea8f97ab9
|
bollmaker: add Test_calculateBandPercentage test
|
2022-01-27 02:22:26 +08:00 |
|
c9s
|
f9d650cd23
|
bollmaker: add DynamicExposurePositionScale
|
2022-01-27 02:04:57 +08:00 |
|
c9s
|
09213b14f3
|
bbgo: add negative range test for PercentageScale
|
2022-01-27 01:47:01 +08:00 |
|
c9s
|
49f671ef54
|
add PercentageScale and its tests
|
2022-01-27 01:40:54 +08:00 |
|
c9s
|
e82379a668
|
bollmaker: add QuantityOrAmount struct
|
2022-01-27 01:10:39 +08:00 |
|
c9s
|
f1633b00a0
|
add v1.27.0 release note
|
2022-01-27 00:32:18 +08:00 |
|
c9s
|
28075173ec
|
bump version to v1.27.0
|
2022-01-27 00:32:18 +08:00 |
|
c9s
|
8602313230
|
add sync doc to readme
|
2022-01-27 00:24:31 +08:00 |
|
c9s
|
cfc17acd20
|
config: use looseFormatTime type for since field
|
2022-01-27 00:24:19 +08:00 |
|
c9s
|
ab07768a6d
|
cmd: apply config to sync
|
2022-01-27 00:17:11 +08:00 |
|
c9s
|
98170b2d8e
|
add env vars doc
|
2022-01-27 00:02:35 +08:00 |
|
c9s
|
59cc4d7243
|
max: improve max closed order query
|
2022-01-27 00:02:35 +08:00 |
|
Yo-An Lin
|
83129a4927
|
Merge pull request #440 from zenixls2/main
Solidity contract: add missing files on bbgo contract folder
|
2022-01-26 14:17:32 +08:00 |
|
Yo-An Lin
|
d79cce30e3
|
Merge pull request #443 from austin362667/refactor/futures-account
binance: add futures broker
|
2022-01-26 14:11:48 +08:00 |
|
c9s
|
10e4f3cbab
|
Dockerfile: bump docker image version to golang 1.17.6
|
2022-01-26 14:10:50 +08:00 |
|
c9s
|
b2c4cd91a7
|
avoid using UnixMilli
|
2022-01-26 14:09:35 +08:00 |
|
zenix
|
3717148b7a
|
add missing files on bbgo contract folder
|
2022-01-26 14:51:38 +09:00 |
|
c9s
|
a29198f733
|
bbgo: fix LooseFormatTime.UnmarshalYAML
|
2022-01-25 01:18:56 +08:00 |
|
c9s
|
8f0e80499b
|
types: fix MillisecondTimestamp parsing
|
2022-01-25 01:14:06 +08:00 |
|
c9s
|
007207e24f
|
all: use types.LooseFormatTime to parse loose format date time string
|
2022-01-25 00:24:12 +08:00 |
|
c9s
|
5f7676f0c1
|
bbgo: add sync config
|
2022-01-25 00:06:25 +08:00 |
|
c9s
|
6286c50f7a
|
max: always sort trades
|
2022-01-24 23:59:10 +08:00 |
|