Commit Graph

104 Commits

Author SHA1 Message Date
c9s
8919bdd212
update go-binance package 2023-03-24 18:36:32 +08:00
c9s
20cd73e6ad
xfunding: fix transfer and refactoring more methods 2023-03-23 12:58:10 +08:00
c9s
a2c6b0d9ac
go: mod tidy 2023-03-02 16:19:59 +08:00
c9s
18478cf4c8
bbgo: apply backoff to submitOrders 2023-02-24 13:34:08 +08:00
c9s
c8098b414b
cmd: add rollbar support 2022-12-12 17:18:40 +08:00
c9s
85097840f1 binance: replace /api/v3/myTrades api 2022-12-09 16:44:27 +08:00
a dwarf
daab130735 upgrade cobra 2022-11-25 10:37:54 +08:00
c9s
d73880d0a8
binance: upgrade github.com/adshao/go-binance/v2 to v2.3.8 2022-09-19 17:02:50 +08:00
c9s
ccd085a8e6
go mod tidy -compat=1.17 2022-09-12 14:39:21 +08:00
c9s
8cd646668a
bbgo: use enumer to generate enumer parser 2022-09-02 14:16:16 +08:00
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
e34b0c6c30 fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m 2022-08-15 21:04:31 +09:00
c9s
5fdbd7bba3 set go module to 1.17 2022-08-15 15:10:25 +08:00
Yo-An Lin
62aff676da
Revert "feature: add smart cancel to drift" 2022-08-09 16:25:36 +08:00
zenix
0e3aecb549 fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m 2022-08-09 13:26:56 +09:00
Raphanus Lo
67f8b1c32c optimizeex: hyperparameter optimization tool
Currently support the following search algorithms:
- Tree-structured Parzen Estimators (tpe, default)
- Covariance Matrix Adaptation Evolution Strategy (cmaes)
- Quasi-monte carlo sampling based on Sobol sequence (sobol)
- random search (random)

And the following objective function:
- profit
- volume
- equity
2022-07-29 17:09:54 +08:00
zenix
c51a99400d feature: add plot for series. add autocorrelation. add clone for indicators/series 2022-07-26 18:00:05 +09:00
c9s
f329af2c6b
generate mocks for the exchange interface
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 01:31:12 +08:00
Fredrik
771f578efd optimizer/fix: prevent from crashing if missing SummaryReport 2022-07-03 13:16:41 +02:00
Andy Cheng
a029509b63 optimizer: add progressbar 2022-06-29 16:17:43 +08:00
austin362667
c227272542 rsmaker: add bulit-in strategy
rsmaker: clean up
2022-06-20 17:23:13 +08:00
c9s
f81633c955
upgrade rockhopper 2022-06-17 13:45:13 +08:00
c9s
bf92e28461
service: implement margin service for syncing margin related data 2022-05-31 17:43:17 +08:00
c9s
f29e8bd6d2
service: use reflect to generate insert sql 2022-05-30 18:08:54 +08:00
c9s
32ce36fda7
implement json patch for optimizer 2022-05-19 17:27:59 +08:00
c9s
06e2902e5e
add file lock for report index 2022-05-17 22:41:39 +08:00
なるみ
98a35a485f glassnode: use requestgen.BaseAPIClient 2022-05-05 11:05:27 +08:00
c9s
d0b400f0da go mod tidy 2022-05-01 01:06:25 +08:00
c9s
87b6722f90
upgrade github.com/c9s/rockhopper 2022-04-26 18:47:04 +08:00
c9s
6c29e10caf
binance: improve binary error check 2022-04-26 16:43:40 +08:00
c9s
c2d1ef0fc8 add margin borrow endpoint 2022-04-23 12:51:07 +08:00
austin362667
9eefcb8c4e go: add regression package 2022-04-20 18:10:27 +08:00
Yo-An Lin
4cd646e346
feature: basic grpc server (#514) 2022-04-08 19:21:57 +08:00
c9s
e4c8db8287 update go module and sum files 2022-03-15 21:50:55 +08:00
zenix
06e9450859 feature: add cmd document
add documentation index
2022-02-22 19:36:45 +09:00
c9s
c0beca78f5 include terminal color for back-test report 2022-02-01 01:00:26 +08:00
c9s
c7f15efb23 interact: add Slack interaction 2022-01-23 02:21:26 +08:00
c9s
93722e6db3 implement position closer interaction 2022-01-15 02:52:46 +08:00
zenix
09d66de9ee add twitter/telegram badge 2022-01-05 19:35:31 +09:00
c9s
fd2f12a64f upgrade gopkg.in/tucnak/telebot.v2 to v2.5 2022-01-05 11:01:57 +08:00
c9s
b8b5ccdd2d kucoin: refactor account service with requestgen 2021-12-31 01:25:04 +08:00
c9s
2c0af99a51 rewrite kucoin bullet api with requestgen 2021-12-29 22:06:21 +08:00
c9s
542380efdf upgrade github.com/adshao/go-binance/v2 v2.3.2 => v2.3.3 2021-12-29 15:25:59 +08:00
c9s
42f22e0ef3 add prometheus metrics server 2021-12-27 16:27:14 +08:00
TonyQ
16862e7208 exchange/stream : implement booktickerupdate event for ftx and
binance
2021-12-22 21:01:11 +08:00
TonyQ
3e45035ab1 database: sqlite3 issue fix
database: upgrade gosqllite3 version for increasing variable amount limit
	types: update kline starttime/endtime field to prevent sqlite3
	time parsing issue.

	fix #215
2021-12-15 14:34:31 +08:00
austin362667
7f96fa8dde binance: add multierr 2021-12-15 01:01:05 +08:00
Yo-An Lin
6c6eb252cc Merge pull request #363 from tony1223/feature/355-ftx-backtest 2021-12-14 16:09:16 +08:00
TonyQ
8eb3eede82 fix backtest (with review) 2021-12-14 16:02:54 +08:00
TonyQ
4eb5a099ae account: add nav_history_details and account_service for #302 2021-12-14 08:09:18 +08:00