c9s
8b93aeeeb2
fix ewma truncation
2021-12-22 00:54:13 +08:00
Yo-An Lin
53f6ea6490
Merge pull request #384 from tony1223/feature/record-account
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types: update account struct
2021-12-22 00:04:30 +08:00
TonyQ
06fc821b3d
types: update account struct
2021-12-21 23:59:02 +08:00
Yo-An Lin
e0844459b9
Merge pull request #380 from tony1223/bug/kline-scan
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backtest : finetune for kline scan logic to prevent hanging for
2021-12-21 22:47:50 +08:00
TonyQ
740989ca64
exchange/ftx: add more guard condition
2021-12-21 20:46:40 +08:00
TonyQ
f62235b94e
backtest : finetune for kline scan logic to prevent hanging for
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query
2021-12-21 20:44:20 +08:00
Yo-An Lin
1ab20e6397
Merge pull request #381 from narumiruna/maxamount
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strategy: rebalance: adjust quantity by max amount
2021-12-21 20:20:44 +08:00
なるみ
531805a449
Adjust quantity by max amount
2021-12-20 23:46:22 +08:00
Andy Cheng
e4bdb1de06
strategy: allow setting the interval and the window for trigger MA
2021-12-19 18:28:47 +08:00
Andy Cheng
d281182432
strategy: fix support strategy criteria
2021-12-19 17:53:34 +08:00
Yo-An Lin
97f9285449
Merge pull request #376 from tony1223/bug/backtest-fix-auto-sync
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backtest : fix auto sync missing the part from last db kiline to
2021-12-19 14:59:35 +08:00
austin362667
f9cf71cef3
indicator: add kline close volatility
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indicator: add kline close volatility
2021-12-19 14:20:09 +08:00
TonyQ
711575c6d0
backtest : fix auto sync missing the part from last db kiline to
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end time
2021-12-19 12:14:18 +08:00
なるみ
b144d8e107
feature: add volume weighted moving average indicator
2021-12-17 14:36:39 +08:00
TonyQ
3e45035ab1
database: sqlite3 issue fix
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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
TonyQ
c0b9cc0f0b
exchange: make ftx kline event more reliable
2021-12-15 11:23:07 +08:00
Yo-An Lin
05323f211f
Merge pull request #368 from tony1223/feature/355-update-sync
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backtest : auto sync
2021-12-15 01:39:19 +08:00
TonyQ
16933555b8
backtest : auto sync missing range
2021-12-15 01:26:05 +08:00
austin362667
ccd607ba28
binance: remove unsupported comments
2021-12-15 01:01:05 +08:00
austin362667
7f96fa8dde
binance: add multierr
2021-12-15 01:01:05 +08:00
austin362667
bb592663ab
binance: removed unsupport isolated futures trade
2021-12-15 01:01:05 +08:00
austin362667
a0130affe4
binance: add query orders & trades
2021-12-15 01:01:05 +08:00
TonyQ
20b03fe4a5
exchange: fix ftx for wrong last kline issue
2021-12-15 00:07:54 +08:00
austin362667
839bb6d0e8
binance: remove comments cuz not support isolated futures
2021-12-14 20:41:55 +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
Yo-An Lin
d531e041dd
Merge pull request #357 from narumiruna/rebalance
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feature: add portfolio rebalancing strategy
2021-12-14 12:01:07 +08:00
TonyQ
51e23b6a0c
Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review
2021-12-14 10:39:51 +08:00
TonyQ
4eb5a099ae
account: add nav_history_details and account_service for #302
2021-12-14 08:09:18 +08:00
なるみ
f320d78f2f
Refactor
2021-12-14 02:18:08 +08:00
austin362667
d3526b2c71
binance: add SubmitFuturesOrder and related conversions
2021-12-13 23:19:14 +08:00
austin362667
36c6d39612
bbgo: add session Futures & types: add FuturesExchange
2021-12-13 23:16:58 +08:00
c9s
74811abb36
okex: rewrite okex api request with requestgen
2021-12-13 14:55:44 +08:00
c9s
e2937acb28
apply requestgen for CancelOrderRequest and CancelAllOrderRequest
2021-12-13 14:55:44 +08:00
なるみ
f494a0f514
Initial commit of rebalance strategy
2021-12-13 05:19:44 +08:00
Yo-An Lin
d847d223e3
Merge pull request #356 from c9s/feature/kucoin
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refactor: apply requestgen
2021-12-13 02:14:05 +08:00
Yo-An Lin
a3215d6f31
Merge pull request #354 from austin362667/order-trade
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binance: parse OrderTrade event stream & add futures client connection
2021-12-13 02:12:19 +08:00
c9s
34c2b342ba
apply requestgen for CancelOrderRequest and CancelAllOrderRequest
2021-12-13 02:08:18 +08:00
c9s
c28833fba0
kucoinapi: use requestgen for list orders request
2021-12-13 01:53:00 +08:00
c9s
97b63f45d5
kucoin: rename receiver to r
2021-12-13 01:14:52 +08:00
c9s
22972953d0
use requestgen to generate the accessor methods
2021-12-13 01:11:15 +08:00
austin362667
04919e0fa4
binance: add futures exchange stream connection
2021-12-12 15:40:03 +08:00
austin362667
8ca60cec10
binance: add user stream event parser & toGlobalType converter
2021-12-12 15:39:06 +08:00
TonyQ
6915a0e573
ftx: update kline event handling for #318
2021-12-12 14:29:48 +08:00
austin362667
a21f3b11ba
types: add PositionMap in std Stream & callbacks
2021-12-12 05:24:39 +08:00
Yo-An Lin
2e7b69320b
Merge pull request #349 from c9s/feature/kucoin
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feature: integrate kucoin api
2021-12-11 23:17:07 +08:00
c9s
de80a14715
kucoin: add cancel order command
2021-12-11 20:07:32 +08:00
c9s
95ecaa7a66
rename orderResponse to apiResponse
2021-12-11 20:02:35 +08:00
c9s
8a00509987
kucoin: check data pointer and return error
2021-12-11 19:44:07 +08:00
c9s
0c854a8a85
kucoin: add place order and list orders command
2021-12-11 19:40:53 +08:00
