Commit Graph

6897 Commits

Author SHA1 Message Date
c9s
a7c8da7e88
grid2: add SlackAttachment on profit stats 2022-12-15 15:39:16 +08:00
c9s
7a35a652c3
grid2: add SlackAttachment on grid profit 2022-12-15 15:33:26 +08:00
c9s
a6a4be9878
grid2: sync order tag 2022-12-15 14:58:50 +08:00
c9s
16df170ca3
grid2: pull out order tag 2022-12-15 14:58:50 +08:00
c9s
aa4130ed30
grid2: add PlainText method on GridProfit struct 2022-12-15 14:58:31 +08:00
c9s
532d474564
grid2: pull out processFilledOrder method 2022-12-15 14:57:25 +08:00
Andy Cheng
8b1d19124f strategy/linregmaker: allow using amount for order qty calculation 2022-12-14 14:42:56 +08:00
Andy Cheng
d510c37e91 improve/dynamic_quantity: fix dynamic qty logic 2022-12-14 12:28:39 +08:00
Andy Cheng
2b8a5fe755 strategy/linregmaker: fix faster decrease logic 2022-12-14 11:52:15 +08:00
Andy Cheng
2ecdae6530 strategy/linregmaker: remove wrong test file 2022-12-13 17:49:31 +08:00
Andy Cheng
c6f9b0feed strategy/linregmaker: update config 2022-12-13 17:37:47 +08:00
Andy Cheng
ff334ca13d strategy/linregmaker: calculated allowed margin when leveraged 2022-12-13 17:16:30 +08:00
Andy Cheng
30f3ef2180 strategy/linregmaker: add more tg notification 2022-12-13 12:12:46 +08:00
Andy Cheng
79dcda5f52 strategy/linregmaker: add more trend reverse logs 2022-12-13 11:06:18 +08:00
Andy Cheng
a6956e50b7 strategy/linregmaker: add more logs 2022-12-12 18:23:49 +08:00
Yo-An Lin
8c575f6f3c
Merge pull request #1025 from c9s/feature/rollbar
feature: add rollbar support
2022-12-12 17:53:53 +08:00
c9s
d83feec9ec
cmd: add log message for rollbar token 2022-12-12 17:37:40 +08:00
c9s
c8098b414b
cmd: add rollbar support 2022-12-12 17:18:40 +08:00
c9s
01314ea6e4 lfs untrack files 2022-12-12 13:17:06 +08:00
c9s
df6a34f5af binanceapi: adjust http timeout to 10s 2022-12-09 21:30:33 +08:00
Yo-An Lin
d3dea2870b Merge pull request #1024 from c9s/fix/binance-my-trades-api
fix: binance my trades api
2022-12-09 17:43:40 +08:00
c9s
096defc331 add test flag and disable lfs in test 2022-12-09 17:34:24 +08:00
c9s
6c0cc71c1c binance: avoid using fromId and timeRange at the same time 2022-12-09 17:28:06 +08:00
c9s
ae678d1b3b binance: add workaround for the myTrades api 2022-12-09 17:09:03 +08:00
c9s
85097840f1 binance: replace /api/v3/myTrades api 2022-12-09 16:44:27 +08:00
Yo-An Lin
37f4435aba Merge pull request #1022 from c9s/feature/grid2
strategy: grid2: more refactoring, fix bugs and add more tests
2022-12-07 16:29:50 +08:00
c9s
b515c24505 grid2: add earnBase test case 2022-12-07 14:48:51 +08:00
c9s
120a22f0cd grid2: add compound mode order test 2022-12-07 14:42:06 +08:00
c9s
9d24540826 grid2: add order executor mock for testing reverse order 2022-12-07 14:19:49 +08:00
c9s
9215e401d0 grid2: fix quantity, amount, quoteInvestment validation 2022-12-07 12:29:14 +08:00
c9s
df6187dc98 grid2: remove default fee rate 2022-12-07 12:25:30 +08:00
c9s
489b025702 grid2: refactor check spread 2022-12-07 12:24:52 +08:00
c9s
02bebe8ed1 grid2: use min quantity instead of max quantity 2022-12-07 11:44:22 +08:00
Yo-An Lin
4c9403d919 Merge pull request #1021 from c9s/feature/grid2
grid2: add test case for aggregateOrderBaseFee
2022-12-06 16:51:38 +08:00
c9s
e1e521cec5 grid2: add comment to the minimal quote investment test 2022-12-06 16:38:12 +08:00
c9s
46d1207adb grid2: fix TestStrategy_checkMinimalQuoteInvestment 2022-12-06 16:37:12 +08:00
c9s
b0381fd927 grid2: pull out debugGridOrders func 2022-12-06 16:35:52 +08:00
c9s
b8e5bf1ddd grid2: add test case for testing checkMinimalQuoteInvestment 2022-12-06 16:09:46 +08:00
c9s
47759236e0 grid2: improve log 2022-12-06 15:57:03 +08:00
c9s
0cf43ffb11 grid2: pull out aggregateTradesQuantity func 2022-12-06 15:57:03 +08:00
c9s
b4e403d632 grid2: remove fee check from verifyOrderTrades 2022-12-06 15:57:03 +08:00
c9s
423fe521b6 grid2: add build tag for backtest_test 2022-12-06 15:57:03 +08:00
c9s
482b6f5e7b grid2: add test case for aggregateOrderBaseFee Retry 2022-12-06 15:46:21 +08:00
c9s
3d0cfd16b5 grid2: add test case for aggregateOrderBaseFee 2022-12-06 15:46:21 +08:00
c9s
555d2c5046 mocks: add mocks 2022-12-06 15:46:20 +08:00
Yo-An Lin
c0aeae747a Merge pull request #1020 from c9s/feature/grid2 2022-12-06 14:14:45 +08:00
c9s
c6ce223a13 all: refactor backtest functions so that we can run backtest in test 2022-12-06 13:16:12 +08:00
c9s
846695e632 grid2: add retry to orderQuery 2022-12-06 11:56:30 +08:00
c9s
75521352a9 grid2: pull out aggregateOrderBaseFee 2022-12-06 11:48:32 +08:00
c9s
68e7d0ec24 grid2: add doc comment for gridNumber 2022-12-06 10:47:19 +08:00