c9s
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5515f588e3
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all: add parameter index to the Last method
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2023-05-31 19:35:44 +08:00 |
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Yo-An Lin
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b86e1a9282
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Merge pull request #1181 from c9s/feature/v2indicator
FEATURE: [indicator] add new ATR, RMA indicators with the new API design
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2023-05-31 16:38:49 +08:00 |
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c9s
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2a074ba11b
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floats: add Average method on floats.Slice
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2023-05-31 16:30:19 +08:00 |
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c9s
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114e292d8f
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indicator: rewrite RSI indicator
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2023-05-31 16:30:04 +08:00 |
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c9s
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e58db43067
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indicator: rename v2 indicators
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2023-05-31 13:08:40 +08:00 |
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c9s
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ba0102e992
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pivotshort: fix find pivot func call
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2023-05-31 13:08:21 +08:00 |
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c9s
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266016a278
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indicator: simplify ATR2
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2023-05-30 13:53:59 +08:00 |
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c9s
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ebf9c43cd5
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indicator: separate TR + RMA and ATR = TR + RMA
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2023-05-30 13:51:00 +08:00 |
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c9s
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a887eaf542
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indicator: fix the comment
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2023-05-30 13:50:59 +08:00 |
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c9s
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811e624302
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indicator: simplify and refactor atr2
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2023-05-30 13:50:59 +08:00 |
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c9s
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f65d6267fc
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indicator: refactor ATRStream
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2023-05-30 13:50:59 +08:00 |
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c9s
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da15f47f17
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indicator: refactor Float64Series and improve RMA2
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2023-05-30 13:50:59 +08:00 |
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c9s
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1bf44720e2
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indicator: update and clean up rma2
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2023-05-30 13:50:59 +08:00 |
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c9s
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1450d193a4
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indicator: refactor/add float64 series
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2023-05-30 13:50:59 +08:00 |
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c9s
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e094f422fc
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indicator: rename v2 indicator file
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2023-05-30 13:50:59 +08:00 |
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c9s
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68570e1eeb
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indicator: move EWMA2 to ewma2.go
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2023-05-30 13:50:59 +08:00 |
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c9s
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8c7962f07f
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indicator: move out subtract stream
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2023-05-30 13:50:59 +08:00 |
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c9s
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f067c92733
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floats: document LSM
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2023-05-30 13:50:59 +08:00 |
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c9s
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e91142f4e9
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indicator: rename func to floats.FindPivot
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2023-05-30 13:15:47 +08:00 |
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c9s
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89aa63dd64
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floats: add floats LSM
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2023-05-30 13:15:47 +08:00 |
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Yo-An Lin
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67fe27774c
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Merge pull request #1179 from c9s/c9s/refactor-indicator
FEATURE: new indicator API design
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2023-05-29 17:06:16 +08:00 |
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c9s
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5ef7da8422
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grid2: fix precheck
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2023-05-26 16:09:07 +08:00 |
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c9s
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5bf204b890
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indicator: support histrical price push
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2023-05-26 15:18:43 +08:00 |
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c9s
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9fac61351d
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all: rename Minus() to Sub()
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2023-05-26 15:06:52 +08:00 |
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c9s
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648e99f52a
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all: refactor and rename indicator.MACD to indicator.MACDLegacy
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2023-05-26 15:06:52 +08:00 |
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Yo-An Lin
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a7a4660b2e
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Merge pull request #1180 from c9s/c9s/grid2-params-fix
FIX: [grid2] fix base quote investment check
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2023-05-26 14:58:57 +08:00 |
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c9s
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273659a870
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grid2: update comment
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2023-05-26 14:51:06 +08:00 |
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c9s
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8c09c9668a
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grid2: improve base quote investment check
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2023-05-26 14:49:56 +08:00 |
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c9s
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171e0678b6
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indicator: remove underscore var
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2023-05-25 22:19:14 +08:00 |
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c9s
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a994235300
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indicator: move doc
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2023-05-25 22:18:54 +08:00 |
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c9s
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bcf77141ca
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all: re-design and refactor indicator api
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2023-05-25 22:17:50 +08:00 |
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Yo-An Lin
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cf5d71b4bc
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Merge pull request #1176 from c9s/c9s/grid2/base-quote
FIX: [grid2] fix base + quote calculation and add baseGridNumber config field
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2023-05-25 14:45:45 +08:00 |
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c9s
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f7a5c84768
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all: reformat code
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2023-05-25 14:01:22 +08:00 |
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c9s
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8e426ca4bf
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grid2: add last price == sell price case
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2023-05-25 13:31:47 +08:00 |
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Zenix
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8aa1f668d1
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Merge pull request #1177 from zenixls2/fix/indicator_minor_fix
fix: some types and operations in SeriesExtended are not supported
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2023-05-24 21:03:01 +09:00 |
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zenix
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508f42663d
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fix: some types in SeriesExtended are not supported
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2023-05-24 19:47:36 +09:00 |
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Yo-An Lin
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862848721f
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Fix placeSell condition
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2023-05-24 17:52:14 +08:00 |
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c9s
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26cbd60a66
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grid2: add one more test case for base + quote
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2023-05-23 17:36:01 +08:00 |
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c9s
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1cf788c925
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grid2: fix base + quote order placement and add test case
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2023-05-23 17:34:03 +08:00 |
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c9s
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d5cf53ee94
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grid2: fix comparison
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2023-05-22 18:20:34 +08:00 |
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c9s
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ce2bd7ca7d
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grid2: override placeSell if BaseGridNumber is defined
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2023-05-22 18:13:51 +08:00 |
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c9s
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2046ccc791
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grid2: pull out sell boolean var
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2023-05-22 18:10:51 +08:00 |
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c9s
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0c6ef38ea3
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grid2: apply baseGridNumber
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2023-05-22 18:08:39 +08:00 |
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Yo-An Lin
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14849afe4e
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Merge pull request #1172 from c9s/c9s/grid2/base-quote
FEATURE: [grid2] truncate base quantity for quote+base mode
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2023-05-22 17:31:49 +08:00 |
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c9s
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f11d869d02
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grid2: sub 1 only when num > 0
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2023-05-22 17:26:22 +08:00 |
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c9s
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6ae5d2f33a
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grid2: round down before the quantity calculation
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2023-05-22 17:25:00 +08:00 |
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c9s
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a083ec8395
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grid2: check numberOfSellOrders == 0
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2023-05-22 17:20:16 +08:00 |
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c9s
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c93a3d14b3
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grid2: round up minBaseQuantity
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2023-05-19 16:46:17 +08:00 |
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c9s
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4c13171cb0
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grid2: add more test for spec
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2023-05-19 16:42:26 +08:00 |
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c9s
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3a2dbc934b
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grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case
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2023-05-19 16:37:44 +08:00 |
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