6897 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
zenix	553a55811c	fix: buyPrice/sellPrice calculation on one order multiple trades	2022-07-26 18:00:05 +09:00
zenix	d2dee44647	fix: ewma copy	2022-07-26 18:00:05 +09:00
zenix	a8fe20ae3a	fix: drift exit condition, trade_stats serialization in redis	2022-07-26 18:00:05 +09:00
zenix	a5039de6aa	feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint	2022-07-26 18:00:05 +09:00
zenix	b6fb5e958d	feature: deduct fee from entry, move StopLoss orders cleanup to the begin of close position function	2022-07-26 18:00:05 +09:00
zenix	ac5c7f5773	feature: add pnl / cummulative pnl graph, add continuous graph	2022-07-26 18:00:05 +09:00
zenix	62aac8ecc4	fix: indicator limits	2022-07-26 18:00:05 +09:00
zenix	0d65fe1b8a	feature: trailing stop, print mean and modify normalization function of output graph	2022-07-26 18:00:05 +09:00
zenix	c6563aa9bd	feature: add stoploss from stopPrice	2022-07-26 18:00:05 +09:00
zenix	9c73aa4adb	fix: fine tune drift config. fix atr updating issue	2022-07-26 18:00:05 +09:00
zenix	b52208d7b6	fix: bug in wrong channel subscription in drift	2022-07-26 18:00:05 +09:00
zenix	7368069c7a	fix: add persistence to drift	2022-07-26 18:00:05 +09:00
zenix	f2d37650a5	fix: drift bias on long entry position condition, make cancel faster	2022-07-26 18:00:05 +09:00
zenix	55704fdd21	fix: Reverse length, alma comment	2022-07-26 18:00:05 +09:00
zenix	e097421b7b	feature: export canvas path for drift strategy. fix exit/entry order and fix missing columns from json parsing	2022-07-26 18:00:05 +09:00
zenix	586f1ff269	fix: clone on sma	2022-07-26 18:00:05 +09:00
zenix	83f8b7a84e	fix: logistic regression test case	2022-07-26 18:00:05 +09:00
zenix	7310feb0de	fix: highest price normalization in drift strategy	2022-07-26 18:00:05 +09:00
zenix	c51a99400d	feature: add plot for series. add autocorrelation. add clone for indicators/series	2022-07-26 18:00:05 +09:00
zenix	69b45e90e9	add drift exit condition	2022-07-26 18:00:05 +09:00
zenix	6a9e00ebd4	fix: update drift strategy	2022-07-26 18:00:05 +09:00
zenix	0ae6b6736c	feature: use drift indicator to create basic strategy for study	2022-07-26 18:00:05 +09:00
c9s	44c3e5a6f7	indicator: split pivot low indicator	2022-07-26 16:50:45 +08:00
c9s	5bb1722007	binance: remove ineffected DEBUG_BINANCE_STREAM	2022-07-26 16:26:40 +08:00
c9s	e1e725878e	binance: refactor server time offset setter	2022-07-26 16:25:08 +08:00
c9s	ff61235e70	binance: rename to timeSetterOnce	2022-07-26 16:22:57 +08:00
c9s	cf5e81c848	binance: refactor set server time go routine	2022-07-26 16:22:29 +08:00
Yo-An Lin	abf967ac93	Merge pull request #843 from zenixls2/fix/exchange_sync_time_interval_kind_dnum_yaml ... fix splitted from feature/drift_study	2022-07-26 15:51:04 +08:00
zenix	2568a81dfe	fix: binance time sync, exchange interval query interface, yaml for fixedpoint	2022-07-26 16:42:34 +09:00
Yo-An Lin	9bf48e9de4	Merge pull request #822 from c9s/fix/api-upgrade ... refactor: ewoDgtrd: upgrade order executor api	2022-07-26 14:33:06 +08:00
Yo-An Lin	48ab33dfa3	Merge pull request #842 from c9s/feature/bollmaker-exit ... feature: bollmaker exit methods	2022-07-26 12:33:08 +08:00
c9s	8986eeb3a4	bollmaker: apply kline filter closure	2022-07-26 12:08:47 +08:00
c9s	c252a7dcf9	bollmaker: fix log format issue	2022-07-26 12:08:47 +08:00
c9s	d26dd2f1da	bollmaker: remove status change setter	2022-07-26 12:08:47 +08:00
c9s	83c8bc819a	all: drop the legacy smart stops	2022-07-26 12:08:47 +08:00
c9s	c3b6cb80c3	bollmaker: upgrade bollmaker exits methods	2022-07-26 12:08:47 +08:00
c9s	6ae0620730	bollmaker: integrate exits method to bollmaker	2022-07-26 12:08:47 +08:00
c9s	06d71aab4a	types: add doc comment	2022-07-26 11:53:22 +08:00
c9s	ee4fb1a677	add 24hours guard to AddProfit	2022-07-26 11:51:58 +08:00
c9s	9c944d4aba	types: fix profit stats titles	2022-07-26 11:51:24 +08:00
c9s	549e28079b	autoborrow: call Debt() for repay	2022-07-26 11:49:04 +08:00
c9s	bdfb5d08aa	risk: pull out max quantity variable	2022-07-26 11:47:07 +08:00
c9s	9787b867ac	types: call debt()	2022-07-26 11:44:57 +08:00
c9s	79fe49f66f	types: for net() always return total sub debt	2022-07-26 11:44:34 +08:00
c9s	e482a164cf	types: repay debt when closing position	2022-07-25 22:10:02 +08:00
Yo-An Lin	2e7ed9f583	Merge pull request #840 from andycheng123/fix/supertrend-strategy ... strategy/supertrend: fix exit methods problem	2022-07-25 15:14:22 +08:00
c9s	0d5d92b26d	pivotshort: fix tail function	2022-07-25 15:02:59 +08:00
Andy Cheng	07959c8862	strategy/supertrend: fix exit methods problem	2022-07-25 14:11:55 +08:00
Yo-An Lin	bfb7dd51d6	Merge pull request #838 from c9s/improve/backtest-json-format ... improve: use marshal instead of marshal indent	2022-07-23 12:33:27 +08:00
c9s	4345cef8d7	util: use marshal instead of marshal indent	2022-07-23 12:16:06 +08:00