Commit Graph

3005 Commits

Author SHA1 Message Date
c9s
8c6331073d
cmd: fix pnl cmd 2022-06-08 15:10:43 +08:00
c9s
e023d0be5b
service: rewrite kline sync check 2022-06-08 15:10:43 +08:00
c9s
1f927d5162
use the same time object for 'now' 2022-06-08 14:37:03 +08:00
c9s
09912b3fc3
environment: avoid setting UTC on time object 2022-06-08 14:36:26 +08:00
c9s
14ffa0fe2f
bump version to v1.33.1 2022-06-08 13:15:52 +08:00
Yo-An Lin
4fdee25a96
Merge pull request #691 from c9s/fix/sync-time
fix: fix sync since time field check
2022-06-08 13:04:39 +08:00
c9s
fb5fc02bdf
fix since time field check 2022-06-08 12:54:48 +08:00
Yo-An Lin
047fad8d5b
Merge pull request #689 from c9s/fix/sqlite-gid-insert
fix: fix reflect insert (remove gid field)
2022-06-08 12:18:23 +08:00
c9s
e7dfd4a654
fix reflect insert (remove gid field) 2022-06-08 12:08:04 +08:00
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
8361689974 fix: check for div zero in drift indicator 2022-06-08 11:07:26 +09:00
zenix
9dd8dbbede feature: add drift indicator, split heikinashi's Queue 2022-06-08 01:21:18 +08:00
c9s
792e67e982
bump version to v1.33.0 2022-06-07 22:34:16 +08:00
c9s
e92e0f04f3
bump version to v1.33.0 2022-06-07 22:31:08 +08:00
c9s
ea2ba5d11e
bump version to v1.33.0 2022-06-07 22:24:47 +08:00
c9s
7f07852086
fix filled market order update event duplicated trigger 2022-06-07 20:27:11 +08:00
c9s
fc8d3ea59f
register dca strategy to builtin 2022-06-07 20:26:56 +08:00
c9s
9a29843477
add dca strategy 2022-06-07 20:26:44 +08:00
c9s
dc0cb30b23
fix order submit message format 2022-06-07 20:26:33 +08:00
c9s
7e92e6592a
backtest: add test case for testing order update callbacks 2022-06-07 19:36:55 +08:00
Andy Cheng
9836fbbf82 strategy: rebase 2022-06-07 16:49:43 +08:00
Andy Cheng
39615c8981 indicator: get supertrend signal 2022-06-07 16:44:15 +08:00
Andy Cheng
14e70007d9 indicator: supertrend 2022-06-07 16:44:15 +08:00
Andy Cheng
34465fac89
Merge pull request #653 from andycheng123/strategy/supertrend
strategy: add supertrend strategy
2022-06-07 16:25:49 +08:00
Andy Cheng
ee26d6ce34 strategy: Persistence.Sync() after position change 2022-06-07 16:04:40 +08:00
Yo-An Lin
037f2949bd
Merge pull request #678 from andycheng123/fix/interact
interact: fix missing make()
2022-06-07 12:31:53 +08:00
c9s
32837d85a0
fix fmaker 2022-06-07 12:31:06 +08:00
c9s
46a008bea5
move batch insert back 2022-06-07 12:28:11 +08:00
Yo-An Lin
16e9535b8c
Merge pull request #638 from austin362667/strategy/f1
strategy: add fmaker
2022-06-07 12:24:26 +08:00
Andy Cheng
57aab937b3 interact: update test 2022-06-07 10:45:55 +08:00
Andy Cheng
9a086d2855 interact: use instance ID as signature 2022-06-07 10:40:15 +08:00
c9s
a4807d6594
fix tests 2022-06-07 01:21:27 +08:00
c9s
d7f9742360
binance: revert the start time filtering 2022-06-07 00:50:07 +08:00
c9s
53e74b6262
fix timezone issue for sqlite and mysql 2022-06-07 00:48:13 +08:00
c9s
b32b852303
service: fix FindMissingTimeRanges until check 2022-06-06 18:15:36 +08:00
zenix
c7eb065995 fix: close / rollback queries/transactions on error 2022-06-06 18:57:24 +09:00
Andy Cheng
58ec38d811 interact: update interact test 2022-06-06 17:43:25 +08:00
Andy Cheng
8410b1cc33 interact: update interact test 2022-06-06 17:34:39 +08:00
c9s
022775d0a2
service: use batch insert for kline 2022-06-06 17:21:31 +08:00
Andy Cheng
1f79e236ad interact: revert to id = strategy.ID() 2022-06-06 16:20:06 +08:00
Andy Cheng
3d9994706b interact: fix missing make() 2022-06-06 15:36:09 +08:00
c9s
dae4afec10
fix verify() time range 2022-06-06 14:58:26 +08:00
c9s
da6a209fd7
service: set PRAGMA for sqlite3 2022-06-06 14:53:37 +08:00
c9s
a6d18a87f5
fix: batch query exit issue
- remove errC case (this channel is closed earlier)
- add empty data range test case for finding missing time range
2022-06-06 13:25:11 +08:00
c9s
e1225d4127
add log insert option for sync 2022-06-06 12:24:18 +08:00
c9s
74f7e4181a
service: improve missing time range log 2022-06-06 12:15:06 +08:00
c9s
0a6deed305
service: fix QueryExistingDataRange 2022-06-06 11:46:18 +08:00
c9s
625bd0c5e4
fix order executor formatting 2022-06-06 07:23:16 +08:00
c9s
b209d94a9c
rename active order book constructor function 2022-06-06 06:57:25 +08:00
c9s
4dafa32e97
strategy: should always handle trade even if the strategy status is not running 2022-06-06 06:56:44 +08:00