Commit Graph

6267 Commits

Author SHA1 Message Date
c9s
53b8fd488e
types: add trade stats omitempty tag option 2022-08-17 16:07:47 +08:00
c9s
df8a4bef93
bbgo: remove unused trade store symbol argument 2022-08-17 16:02:42 +08:00
c9s
fa34a0ee70
binance: handle order status expired 2022-08-17 16:02:11 +08:00
Andy Cheng
2b638d1f8f strategy/supertrend: use pkg/data/tsv for tsv output 2022-08-16 15:49:08 +08:00
Andy Cheng
cd09ee0e34
Merge pull request #877 from andycheng123/improve/supertrend-strategy
strategy/supertrend: update example config
2022-08-16 15:38:21 +08:00
Andy Cheng
b5beadceb4 exhange/binance: exclude unrealized pnl from balance calculation 2022-08-16 15:06:13 +08:00
Raphanus Lo
b4e32a9ba7 hoptimizer: manually early stop
User is now able to stop trials by sending system signal (SIGINT & SIGTERM) and see the report earlier at any time.
2022-08-16 14:55:39 +08:00
Andy Cheng
f7feb7e0fc strategy/supertrend: output acc. profit report to tsv file 2022-08-16 14:42:04 +08:00
Zenix
2e9f554f9e
Merge pull request #878 from zenixls2/drift_rebase
Drift rebase
2022-08-16 15:35:42 +09:00
Yo-An Lin
0fa8692679
Merge pull request #875 from ankion/fix_pivotshort_trendema
pivotshort: trendema add initial date
2022-08-16 14:31:17 +08:00
Andy Cheng
0b5f2c308e exchange/binance: fix missing github.com/adshao/go-binance/v2 2022-08-16 14:21:48 +08:00
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
Andy Cheng
9cf29b6cc6 exchange/binance: get locked balance of futures account 2022-08-16 10:55:45 +08:00
zenix
71d3b926ec fix: go1.7 2022-08-15 21:46:13 +09:00
zenix
e3309ad709 fix: redundant params 2022-08-15 21:28:14 +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
3f48811dd4 feature: create simpleinteract and remove command in notification 2022-08-15 21:04:15 +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
Andy Cheng
f288e47270 strategy/supertrend: update example config 2022-08-15 18:10:56 +08:00
c9s
5fdbd7bba3 set go module to 1.17 2022-08-15 15:10:25 +08:00
Andy Cheng
f2f9e8c2bf
Merge pull request #876 from andycheng123/fix/risk
Fix: risk.AvailableQuote() should use Net() to get net value
2022-08-13 13:42:13 +08:00
Andy Cheng
3da86556b5 risk: AvailableQuote() should use Net() to get net value 2022-08-13 13:28:45 +08:00
Yo-An Lin
dad562db97
Merge pull request #874 from ankion/fix_binance_futures
Fix binance futures
2022-08-12 01:43:15 +08:00
ankion
65218d8920 pivotshort: trendema add length check 2022-08-12 00:54:40 +08:00
Andy Cheng
62d450b92d
Merge pull request #872 from andycheng123/fix/trailing-stop
fix: trailing stop properly works on both long and short positions
2022-08-11 17:37:07 +08:00
Andy Cheng
88ca021b3d
Merge pull request #873 from andycheng123/improve/retry-submit-order
improve: generalorderexecutor retries submit/cancel order once
2022-08-11 17:27:29 +08:00
Andy Cheng
8527d4996e trailingstop: add default case 2022-08-11 17:23:42 +08:00
ankion
1b0f653450 pivotshort: trendema add initial date 2022-08-11 16:42:29 +08:00
Andy Cheng
8d3dfd17c7 trailingstop: add side both 2022-08-11 16:39:16 +08:00
ankion
69e03c8428 binance: fix futures position 2022-08-11 14:29:28 +08:00
Andy Cheng
6f2eb1688b generalorderexecutor: retry submit/cancel order once 2022-08-11 13:49:16 +08:00
Andy Cheng
df0e527e1e exits/trailingstop: properly works on both long and short positions 2022-08-11 13:36:31 +08:00
ankion
ffd46fd71d binance: fix futures orderTypelimitMaker timeInForce was null 2022-08-11 11:30:00 +08:00
ankion
68a65f1913 binance: fix futures not emit filled event 2022-08-11 10:40:19 +08:00
Yo-An Lin
d31b812471
Merge pull request #871 from c9s/improvements/maxapi
improve: improve maxapi, add v2 order api back
2022-08-11 01:16:37 +08:00
c9s
e735362efd
cmd/kline: show klines from restful api 2022-08-11 00:08:48 +08:00
c9s
ba87ffab43
max: fix order type casting 2022-08-11 00:00:25 +08:00
c9s
e2df05c054
maxapi: add option to disable user agent header 2022-08-10 23:59:55 +08:00
c9s
8f17d6b019
maxapi: rewrite public service with requestgen 2022-08-10 23:59:50 +08:00
c9s
fc73a12689
maxapi: add get klines request 2022-08-10 23:59:43 +08:00