Commit Graph

17 Commits

Author SHA1 Message Date
c9s
8a50474ad1
all: add context parameter to Sync() 2022-10-03 18:45:24 +08:00
c9s
59287b5116
all: support context isolation 2022-10-03 16:01:08 +08:00
c9s
5953fe49d1
all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
austin362667
bb4db871b2 factorzoo: add comments for strategy
factorzoo: add comments for strategy
2022-08-09 00:01:34 +08:00
austin362667
d282568614 factorzoo: add customized indicators 2022-08-08 23:50:42 +08:00
austin362667
bdb04a4322 strategy: factorzoo: refactor to logistic regression
re-format
2022-08-08 20:09:15 +08:00
c9s
cb481c660f
fix all indicators for KLineCalculateUpdater interface 2022-07-14 10:28:53 +08:00
zenix
55fa4cc8f1 fix: apply gofmt on all files, add revive action 2022-06-17 16:06:59 +09:00
zenix
7a045a48d4 fix: drift window in factorzoo, order_execution print order, refactor: use defer to mu.Unlock in depth/buffer.go 2022-06-08 12:14:53 +09:00
zenix
9dd8dbbede feature: add drift indicator, split heikinashi's Queue 2022-06-08 01:21:18 +08:00
c9s
b209d94a9c
rename active order book constructor function 2022-06-06 06:57:25 +08:00
c9s
3786fc64f1
rename LocalActiveOrderBook to just ActiveOrderBook 2022-06-06 05:43:38 +08:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
austin362667
1163b89807 factorzoo: fix correlation 2022-04-20 18:10:27 +08:00
austin362667
71a032a29b factorzoo: clean up
factorzoo: clean up

factorzoo: clean up
2022-04-20 18:10:27 +08:00
austin362667
fdbb2be45c factorzoo: add cross-sectional factors model strategy 2022-04-20 18:10:27 +08:00
austin362667
a1fa23121d factorzoo: add correlation indicator 2022-04-20 18:10:27 +08:00