c9s
|
4f0ac41850
|
max: generate missing files
|
2022-05-28 16:52:02 +08:00 |
|
c9s
|
fcdf0f8168
|
max: rename methods
|
2022-05-28 16:48:51 +08:00 |
|
c9s
|
753d7a8d5e
|
max: rename requests
|
2022-05-28 16:47:41 +08:00 |
|
c9s
|
cef002ccb6
|
move type alias
|
2022-05-28 16:06:16 +08:00 |
|
Yo-An Lin
|
5c5a88fe0e
|
Merge pull request #636 from c9s/feature/max-margin-wallet
fix: max: fix trades/orders parsing
|
2022-05-27 19:55:22 +08:00 |
|
c9s
|
887fe09b44
|
max: add margin level info the account
|
2022-05-27 19:48:03 +08:00 |
|
c9s
|
c891cc56e3
|
max: fix trades/orders parsing
|
2022-05-27 19:48:03 +08:00 |
|
Andy Cheng
|
39b0013513
|
strategy: supertrend strategy tp/sl
|
2022-05-27 18:24:08 +08:00 |
|
Yo-An Lin
|
fd10408fdb
|
Merge pull request #635 from c9s/feature/max-margin-wallet
feature: max margin wallet
|
2022-05-27 16:55:30 +08:00 |
|
Yo-An Lin
|
424c235b43
|
Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread
feature: bollmaker dynamic spread
|
2022-05-27 16:55:20 +08:00 |
|
c9s
|
d792f3b83b
|
max: drop unused url ref vars
|
2022-05-27 16:46:56 +08:00 |
|
c9s
|
60d65a390f
|
max: add margin api (liquidation history and interest history)
|
2022-05-27 16:40:56 +08:00 |
|
Andy Cheng
|
98b794f265
|
strategy: DynamicSpreadSettings struct to make it more clean
|
2022-05-27 16:24:50 +08:00 |
|
c9s
|
410a9610c9
|
max: add margin api (loan, repay, ad ratio)
|
2022-05-27 16:13:01 +08:00 |
|
c9s
|
37ef5c4b97
|
max: add margin api (liquidation history and interest history)
|
2022-05-27 15:04:47 +08:00 |
|
Andy Cheng
|
bf26076112
|
strategy: prototype of supertrend strategy
|
2022-05-27 14:36:48 +08:00 |
|
c9s
|
8721679f74
|
max: update market struct fields
|
2022-05-26 20:32:25 +08:00 |
|
c9s
|
d9e10b7fcd
|
max: integrate v3 orders api
|
2022-05-26 19:52:38 +08:00 |
|
c9s
|
6ca71cf9f1
|
max: simplify constructor
|
2022-05-26 18:49:50 +08:00 |
|
c9s
|
2d20083244
|
max: pull out http transport and register order service v3
|
2022-05-26 18:49:18 +08:00 |
|
c9s
|
c1ba270d76
|
max: log max.DebtEvent
|
2022-05-26 18:07:17 +08:00 |
|
なるみ
|
c99be984d1
|
rebalance: place limit orders
|
2022-05-26 17:28:48 +08:00 |
|
c9s
|
4d8ea7d979
|
max: log adratio
|
2022-05-25 20:34:25 +08:00 |
|
c9s
|
459d839c1a
|
max: parse debt
|
2022-05-25 20:12:16 +08:00 |
|
c9s
|
2ffbb2ed82
|
max: add ad_ratio_update type
|
2022-05-25 20:06:51 +08:00 |
|
c9s
|
a74ad31ea0
|
max: parse ADRatio message
|
2022-05-25 20:06:17 +08:00 |
|
c9s
|
83abf14f3b
|
max: add updateTime field parse
|
2022-05-25 19:52:29 +08:00 |
|
zenix
|
e81216e678
|
fix: TP compare direction in ewo, feature: add trade report fro ewo, fix: db lock on insertion in sqlite3
|
2022-05-25 16:11:19 +09:00 |
|
c9s
|
f65821d4fd
|
max: add mwallet message type to parser
|
2022-05-25 14:42:45 +08:00 |
|
c9s
|
9f0d975b57
|
max: add filters when margin is on
|
2022-05-25 14:40:43 +08:00 |
|
c9s
|
e5e505d65e
|
max: apply margin settings struct
|
2022-05-25 14:38:09 +08:00 |
|
c9s
|
eccee460ca
|
max: add filters field to the auth message
|
2022-05-25 13:51:24 +08:00 |
|
zenix
|
c6bad0ba08
|
fix: tv chart, price direction in backtest
|
2022-05-25 01:48:14 +09:00 |
|
zenix
|
99122f44bc
|
fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34
|
2022-05-24 23:05:01 +09:00 |
|
c9s
|
0ee23e0ce4
|
max: refactor order sort method into the types package
|
2022-05-24 18:07:34 +08:00 |
|
c9s
|
680231e0c5
|
max: drop legacy queryAllClosedOrders method
|
2022-05-24 18:04:33 +08:00 |
|
c9s
|
9d459612a4
|
maxapi: add wallet type validation
|
2022-05-24 18:00:52 +08:00 |
|
c9s
|
79893f4b88
|
define wallet type and separate wallet order api
|
2022-05-24 17:48:08 +08:00 |
|
c9s
|
c6ede883ce
|
add max v3 api
|
2022-05-24 17:40:00 +08:00 |
|
zenix
|
dbe0fbcd4c
|
fix: split implementation, fix code comments, add explanation on ewo params
|
2022-05-24 16:19:00 +09:00 |
|
c9s
|
a66bae47fe
|
add v3 order endpoint
|
2022-05-23 18:34:08 +08:00 |
|
c9s
|
d88e41c20c
|
remove unused client field
|
2022-05-23 15:48:44 +08:00 |
|
c9s
|
35375c84c1
|
use requestgen.BaseAPIClient
|
2022-05-23 14:28:28 +08:00 |
|
Andy Cheng
|
944856eb72
|
strategy: fix typo
|
2022-05-23 12:58:45 +08:00 |
|
Andy Cheng
|
bb4d6e61b0
|
strategy: fix typo
|
2022-05-23 12:06:24 +08:00 |
|
Andy Cheng
|
64b1ec3780
|
strategy: update calculation of dynamic spread
|
2022-05-23 11:37:57 +08:00 |
|
c9s
|
18fc68f6c6
|
backtest: fix order update_time update in the matching engine
fixes: #631
|
2022-05-22 02:40:26 +08:00 |
|
c9s
|
f06ec76618
|
backtest: check quoteQuantity only when price is given
|
2022-05-22 01:19:43 +08:00 |
|
c9s
|
b9f0159537
|
add error handling
|
2022-05-20 18:57:41 +08:00 |
|
c9s
|
728190a78f
|
compile and update migration package
|
2022-05-20 16:36:38 +08:00 |
|
c9s
|
d70a5d79b5
|
compile and update migration package
|
2022-05-20 16:29:45 +08:00 |
|
c9s
|
b8eb036556
|
simplify ftx kline sync call
|
2022-05-20 14:06:37 +08:00 |
|
c9s
|
b9b2b8727a
|
avoid emitting duplicated kline
|
2022-05-20 13:37:28 +08:00 |
|
c9s
|
b61af0db39
|
optimizer: add metrics label
|
2022-05-20 01:53:51 +08:00 |
|
c9s
|
95c9fe4502
|
return metrics as a optimizer result
|
2022-05-20 01:42:32 +08:00 |
|
c9s
|
5c92bc5d66
|
use UTC time for position
|
2022-05-20 01:27:05 +08:00 |
|
c9s
|
9b10f87b97
|
types: use UTC time for order tsv
|
2022-05-20 01:27:05 +08:00 |
|
c9s
|
369afa8ab1
|
merge used intervals
|
2022-05-20 00:50:58 +08:00 |
|
c9s
|
590748b71d
|
tsv writer already flush the content before close handle
|
2022-05-20 00:37:29 +08:00 |
|
c9s
|
b4b4546220
|
sort metrics
|
2022-05-19 20:36:56 +08:00 |
|
c9s
|
b3da6caddb
|
optimizer: fix op builder
|
2022-05-19 20:31:25 +08:00 |
|
c9s
|
960f967c34
|
aggregate total profit and total unrealized profit
|
2022-05-19 18:45:45 +08:00 |
|
c9s
|
7056853ecd
|
implement grid optimizer and local process executor
|
2022-05-19 18:23:12 +08:00 |
|
c9s
|
32ce36fda7
|
implement json patch for optimizer
|
2022-05-19 17:27:59 +08:00 |
|
c9s
|
fd45f801e2
|
improve embed tool
|
2022-05-19 10:49:26 +08:00 |
|
c9s
|
40b3192e55
|
use config.GetAccount to avoid error
|
2022-05-19 10:04:03 +08:00 |
|
c9s
|
13bf5d69a3
|
use types.Interval instead of string
|
2022-05-19 10:04:03 +08:00 |
|
Andy Cheng
|
b41cef4bd7
|
strategy: use scale for dynamic spread
|
2022-05-18 14:31:59 +08:00 |
|
Yo-An Lin
|
e57c39e665
|
Merge pull request #605 from c9s/feature/backtest-report
feature: add web-based back-test report
|
2022-05-18 02:21:55 +08:00 |
|
c9s
|
f3f6e4e68b
|
collect symbols
|
2022-05-18 02:05:57 +08:00 |
|
c9s
|
7dffccb3bf
|
clean up unused code
|
2022-05-18 00:50:14 +08:00 |
|
c9s
|
b51d6b4ba1
|
refactor report structure and rewrite manifest paths
|
2022-05-17 22:59:34 +08:00 |
|
c9s
|
06e2902e5e
|
add file lock for report index
|
2022-05-17 22:41:39 +08:00 |
|
c9s
|
620e465bcf
|
refactor symbol report
|
2022-05-17 22:31:50 +08:00 |
|
austin362667
|
bb94d4a1bd
|
pivotshort: clean up strategy
|
2022-05-17 19:18:21 +08:00 |
|
austin362667
|
f1c0ef4e07
|
indicator: refactor move pivot
|
2022-05-17 19:18:21 +08:00 |
|
austin362667
|
62d11181a4
|
pivotshort: clean up
|
2022-05-17 19:18:21 +08:00 |
|
austin362667
|
2c4a52ba30
|
pivot: fix futures & spot clean up
pivot: clean up
|
2022-05-17 19:18:21 +08:00 |
|
austin362667
|
8ab696deaa
|
pivotshort: rename strategy & fix pivot indicator
|
2022-05-17 19:18:21 +08:00 |
|
austin362667
|
1a441425b5
|
strategy: pivot: add shadow TP
strategy: pivot: add shadow TP
|
2022-05-17 19:18:21 +08:00 |
|
austin362667
|
04ae49263d
|
cmd: add built-in pivot strategy
|
2022-05-17 19:18:21 +08:00 |
|
austin362667
|
60a8c1f42b
|
WIP: strategy: pivot: pivot low shorting strategy
|
2022-05-17 19:18:21 +08:00 |
|
Andy Cheng
|
7d3181f3fd
|
strategy: update dynamic spread after kline being filtered
|
2022-05-17 19:00:02 +08:00 |
|
c9s
|
b5f9f86944
|
define DefaultBacktestAccount
|
2022-05-17 18:45:06 +08:00 |
|
c9s
|
6acd426f07
|
refactor backtest report index function
|
2022-05-17 18:25:05 +08:00 |
|
c9s
|
1cc4c69c66
|
move and refactor functions
|
2022-05-17 18:23:09 +08:00 |
|
c9s
|
6c0165afe4
|
add report index file
|
2022-05-17 18:10:37 +08:00 |
|
Andy Cheng
|
db62352e6e
|
strategy: temp vars for faster calculation
|
2022-05-17 10:43:18 +08:00 |
|
c9s
|
e651b9d36f
|
fix kline dumper
|
2022-05-17 01:33:44 +08:00 |
|
c9s
|
f99e874072
|
add tsv writer
|
2022-05-17 01:33:43 +08:00 |
|
c9s
|
b4a79479fd
|
add pkg/strategy/ewoDgtrd/trylock_18.go
|
2022-05-17 01:33:24 +08:00 |
|
c9s
|
343434685b
|
rollback to go1.17 and make try lock backward compatible
|
2022-05-17 01:32:51 +08:00 |
|
Zenix
|
356ec71570
|
Merge pull request #610 from zenixls2/feature/liveSLTP
feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…
|
2022-05-16 20:41:15 +09:00 |
|
zenix
|
641d08c3d2
|
fix: disable book tick log
|
2022-05-16 20:37:08 +09:00 |
|
Andy Cheng
|
3c094a195b
|
strategy: check min/max spread settings
|
2022-05-16 12:57:00 +08:00 |
|
Yo-An Lin
|
f37e407f99
|
Merge pull request #614 from jessy1092/ftx-support-interval
ftx: Let FTX support 4hr interval
|
2022-05-16 01:43:17 +08:00 |
|
Lee
|
8797e18959
|
ftx: Let FTX support 4hr interval
|
2022-05-16 01:23:38 +08:00 |
|
Yo-An Lin
|
1f1fcdedc4
|
Merge pull request #592 from narumiruna/coinmarketcap-api
feature: add CoinMarketCap API
|
2022-05-14 12:52:38 +08:00 |
|
Yo-An Lin
|
d4e342123d
|
Merge pull request #613 from c9s/bollmaker-set-exchange-fee
bollmaker: set exchange fee to position
|
2022-05-14 12:51:57 +08:00 |
|
c9s
|
d326494d57
|
set exchange fee to position
|
2022-05-13 22:30:04 +08:00 |
|
Yo-An Lin
|
fd7ce5307f
|
Merge pull request #609 from COLDTURNIP/fix/profit_symbol_length
Fix error: Data too long for profits column 'symbol'
|
2022-05-13 22:28:13 +08:00 |
|
zenix
|
382e6ee0fb
|
fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo
|
2022-05-13 22:58:35 +09:00 |
|
Andy Cheng
|
64a760cf32
|
strategy: dynamic spread for bollmaker
|
2022-05-13 17:58:46 +08:00 |
|
c9s
|
eac0117e02
|
add adjustment orders
|
2022-05-13 13:01:03 +08:00 |
|
Raphanus Lo
|
e968688e7f
|
fix sqlite column modification
|
2022-05-13 10:20:47 +08:00 |
|
c9s
|
e950ee9559
|
add wall strategy
|
2022-05-12 22:51:39 +08:00 |
|
zenix
|
2bea47003f
|
feature: add InstanceID for report
|
2022-05-12 20:02:34 +09:00 |
|
zenix
|
71fe6c2d26
|
feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message
|
2022-05-12 19:43:04 +09:00 |
|
Raphanus Lo
|
075028f8fc
|
Fix symbol length in profits
This change fixes "Error 1406: Data too long for column 'symbol' at row 1"
for pair symbol longer than 8 chars.
Fixes #608
|
2022-05-12 18:24:14 +08:00 |
|
なるみ
|
5d096d39bb
|
use requestgen.BaseAPIClient
|
2022-05-12 16:41:42 +08:00 |
|
なるみ
|
65606b2c66
|
add listings request
|
2022-05-12 01:59:42 +08:00 |
|
zenix
|
668328dd16
|
fix: message typo
|
2022-05-11 21:22:22 +08:00 |
|
zenix
|
51e2343299
|
fix: add more live logs to ewo
|
2022-05-11 21:22:22 +08:00 |
|
zenix
|
5fa9e930d3
|
fix: wrong balance, wrong bottom/peak, feature: stdev
|
2022-05-11 21:22:22 +08:00 |
|
Yo-An Lin
|
88cbafe936
|
Merge pull request #603 from c9s/feature/backtest-report
feature: backtest report - #2 state recorder
|
2022-05-11 18:56:26 +08:00 |
|
c9s
|
4e4912ebdc
|
backtest: update order update time when new trade happen
|
2022-05-11 15:04:11 +08:00 |
|
c9s
|
323c94149d
|
add side column to orders.csv
|
2022-05-11 15:00:09 +08:00 |
|
c9s
|
0ae8c295e2
|
refactor csv writer
|
2022-05-11 14:58:52 +08:00 |
|
c9s
|
e947a05cbd
|
add defer close
|
2022-05-11 14:37:45 +08:00 |
|
c9s
|
479de002a6
|
record equity curve
|
2022-05-11 14:36:18 +08:00 |
|
c9s
|
11d0823782
|
cmd: refactor back-test command
|
2022-05-11 13:59:44 +08:00 |
|
c9s
|
6e1f9d6a4e
|
add backtest exchange to the kline handler function
|
2022-05-10 19:10:16 +08:00 |
|
Zenix
|
54c946bac0
|
Merge pull request #599 from zenixls2/feature/cci
feature: add cci indicator
|
2022-05-10 19:54:54 +09:00 |
|
c9s
|
5f68064ac6
|
pull out writeJsonFile function
|
2022-05-10 18:27:23 +08:00 |
|
zenix
|
2bbb36031c
|
fix: index range in float64slice and wrong formula given by investopedia, test: add cci test
|
2022-05-10 17:15:26 +09:00 |
|
c9s
|
24464fdcb6
|
define ManifestEntry type
|
2022-05-10 14:23:11 +08:00 |
|
c9s
|
867047a1a2
|
backtest: improve manifest struct
|
2022-05-10 14:21:19 +08:00 |
|
c9s
|
6fbb082d5f
|
support manifest json encoding in backtest report
|
2022-05-10 14:05:44 +08:00 |
|
c9s
|
7b17b1a757
|
integrate state recorder
|
2022-05-10 13:31:23 +08:00 |
|
c9s
|
185a8279b2
|
implement state recorder
|
2022-05-10 12:44:51 +08:00 |
|
c9s
|
2e5b818a75
|
add balance snapshot type
|
2022-05-10 01:47:15 +08:00 |
|
c9s
|
54debaf979
|
remove stock field from report
|
2022-05-10 01:11:12 +08:00 |
|
c9s
|
2ddff59de6
|
add report header
|
2022-05-10 01:10:36 +08:00 |
|
c9s
|
f4991dbbfa
|
fix time printing
|
2022-05-10 01:09:40 +08:00 |
|
c9s
|
f6d95a49be
|
print start time and end time
|
2022-05-10 01:07:30 +08:00 |
|
c9s
|
5b443f0aeb
|
add start time and end time to the report struct
|
2022-05-10 01:06:16 +08:00 |
|
c9s
|
b11c4c7337
|
turn off UseTickerPrice when in the back-testing environment
|
2022-05-09 19:42:39 +08:00 |
|
c9s
|
6965baa8dd
|
cmd: add directory error checking
|
2022-05-09 19:40:49 +08:00 |
|
c9s
|
bff73a3a80
|
format backtest report session name
|
2022-05-09 19:27:02 +08:00 |
|
c9s
|
428e208120
|
cmd: add backtest --session option to make it backward compatible
|
2022-05-09 19:14:24 +08:00 |
|
c9s
|
0780dafdc3
|
add IsBackTesting method for checking environment mode
|
2022-05-09 18:58:09 +08:00 |
|
zenix
|
2311fbd95c
|
feature: add cci indicator
|
2022-05-09 19:55:14 +09:00 |
|
c9s
|
234932bc0c
|
add kline dumper
|
2022-05-09 18:03:03 +08:00 |
|
c9s
|
6f16f32e16
|
optimize single exchange back-test
|
2022-05-09 17:03:01 +08:00 |
|
zenix
|
c81af9ce91
|
fix: binance futures sync issue
|
2022-05-09 15:04:51 +09:00 |
|
c9s
|
3af08abef2
|
ftx: fix ftx api get markets request
|
2022-05-08 18:36:25 +08:00 |
|
Yo-An Lin
|
278eb937ac
|
Merge pull request #593 from narumiruna/simplify-request
glassnode: simplify NewAuthenticatedRequest
|
2022-05-06 22:11:30 +08:00 |
|
Andy Cheng
|
c9ba81fcbb
|
strategy: Update bollmaker to support new strategy controller
|
2022-05-06 16:52:00 +08:00 |
|
Yo-An Lin
|
c3c35c2240
|
Merge pull request #575 from c9s/feature/binance-margin-load-api
feature: binance: add get deposit address request
|
2022-05-06 11:53:50 +08:00 |
|
c9s
|
82c7c024ce
|
bbgo: add persistence Sync api
|
2022-05-05 18:18:38 +08:00 |
|
c9s
|
f3691489dd
|
add state key as the prefix
|
2022-05-05 18:18:38 +08:00 |
|
c9s
|
6635fd749d
|
xmaker: migrate xmaker persistence
|
2022-05-05 15:05:38 +08:00 |
|
c9s
|
10a7928580
|
extract NewProfitStats method
|
2022-05-05 14:48:50 +08:00 |
|
c9s
|
c3db85443e
|
bollmaker: add Deprecated note
|
2022-05-05 14:47:06 +08:00 |
|
c9s
|
3140b7e2ef
|
bollmaker: remove unnecessary log
|
2022-05-05 14:41:11 +08:00 |
|
c9s
|
019e6a2a88
|
improve legacy state handling and move fnv
|
2022-05-05 14:39:29 +08:00 |
|
c9s
|
7378c63cb7
|
cmd: call SaveState and LoadState for normal run
|
2022-05-05 14:28:42 +08:00 |
|
c9s
|
57c43936d6
|
ignore service.ErrPersistenceNotExists error
|
2022-05-05 14:04:44 +08:00 |
|
c9s
|
57a9647401
|
add more test case and simplify return stmt
|
2022-05-05 13:16:46 +08:00 |
|
c9s
|
4cf1f0a91a
|
add func type StructFieldIterator
|
2022-05-05 13:06:02 +08:00 |
|
c9s
|
30c85d2969
|
pull out callID method call
|
2022-05-05 13:05:01 +08:00 |
|
c9s
|
21f81dec29
|
implement reflect-based persistence restore and load
|
2022-05-05 12:53:48 +08:00 |
|
なるみ
|
98a35a485f
|
glassnode: use requestgen.BaseAPIClient
|
2022-05-05 11:05:27 +08:00 |
|
c9s
|
18eab1fbd3
|
move graceful shutdown to a single file
|
2022-05-05 09:56:21 +08:00 |
|
c9s
|
58e8da914e
|
bollmaker: migrating state.position to strategy.position
|
2022-05-05 09:54:50 +08:00 |
|
c9s
|
3f734e6236
|
bump version to v1.32.0
|
2022-05-05 09:04:04 +08:00 |
|
なるみ
|
9c66930537
|
glassnode: simplify NewAuthenticatedRequest
|
2022-05-05 01:39:57 +08:00 |
|
c9s
|
f65ecbdbb5
|
max: add net asset field to max's balance
|
2022-05-04 21:43:59 +08:00 |
|
c9s
|
2a02c4928c
|
move balance test
|
2022-05-04 21:40:16 +08:00 |
|
c9s
|
8ec47a4aaa
|
add interest field to Asset
|
2022-05-04 21:38:18 +08:00 |
|
c9s
|
e903bd5f69
|
add Balance.Add method
|
2022-05-04 21:33:22 +08:00 |
|
c9s
|
d5b203a925
|
render borrowed in the attachment
|
2022-05-04 19:32:29 +08:00 |
|
c9s
|
573f8bb221
|
use net asset to calculate inUSD
|
2022-05-04 19:26:26 +08:00 |
|
c9s
|
ef419f75ab
|
net asset should sub interest
|
2022-05-04 19:13:55 +08:00 |
|
c9s
|
5dd969fa6f
|
compile and update migration package
|
2022-05-04 19:13:55 +08:00 |
|
c9s
|
30c9d251fe
|
change column to net_asset_in_* to avoid confusion
|
2022-05-04 19:13:55 +08:00 |
|
c9s
|
5662c5c680
|
use findUSDMarketPrice to get btc price
|
2022-05-04 17:56:03 +08:00 |
|
c9s
|
413c5c0479
|
add comment for the price cal
|
2022-05-04 17:47:34 +08:00 |
|
c9s
|
08a1819bd3
|
fix price in usd
|
2022-05-04 17:45:28 +08:00 |
|
c9s
|
4404098bf9
|
fix balance map add
|
2022-05-04 17:39:35 +08:00 |
|
c9s
|
75adb8f3c3
|
fix usd prices caculation
|
2022-05-04 17:27:58 +08:00 |
|
c9s
|
36c764efa9
|
refactor balance, asset and remove price cache check
|
2022-05-04 17:17:09 +08:00 |
|
c9s
|
f33e8a3de2
|
calculate netAsset if it's zero
|
2022-05-04 17:08:42 +08:00 |
|
c9s
|
1844035abb
|
fix asset calculation
|
2022-05-04 16:56:31 +08:00 |
|
c9s
|
c4e1cd9480
|
binanceapi: add GetForceLiquidationRecordRequest api
|
2022-05-04 16:27:28 +08:00 |
|
c9s
|
2008f179a2
|
binance: add GetDepositHistoryRequest
|
2022-05-04 16:27:28 +08:00 |
|
c9s
|
ed8ff89f34
|
binance: add type alias from github.com/adshao/go-binance/v2
|
2022-05-04 16:27:28 +08:00 |
|
c9s
|
434434c8d9
|
binanceapi: add withdraw request
|
2022-05-04 16:27:28 +08:00 |
|
c9s
|
0fd560d699
|
binance: add NewGetDepositAddressRequest api
|
2022-05-04 16:27:28 +08:00 |
|
c9s
|
c3c1666154
|
binance: add get deposit address request
|
2022-05-04 16:27:28 +08:00 |
|
Yo-An Lin
|
8cf9218dce
|
Merge pull request #584 from c9s/add-nav-columns
feature: record nav values into db
|
2022-05-04 16:25:04 +08:00 |
|
c9s
|
450517d159
|
bbgo: do not write trade when writing position
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
0e417f6f71
|
xnav: rename assets to allAssets
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
0061a5910b
|
use the same price time
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
754d10c3d0
|
use interval instead of duration
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
d78e0c607a
|
xnav: pass session to the record assets method call
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
6ed6f15b75
|
interact: use debug log instead of info
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
40c2de3259
|
fix: remove zeroed fields
|
2022-05-04 16:21:53 +08:00 |
|
c9s
|
8a93f0921f
|
add more margin info columns
|
2022-05-04 14:40:52 +08:00 |
|
c9s
|
01273f7c4c
|
compile and update migration package
|
2022-05-04 14:40:52 +08:00 |
|
c9s
|
5cd7e61006
|
xnav: support asset recording
|
2022-05-04 14:23:46 +08:00 |
|
c9s
|
95f7d85183
|
bbgo: pass price time into the asset conversion function
|
2022-05-04 14:23:46 +08:00 |
|
c9s
|
3b25db31df
|
types: extend balance map methods
|
2022-05-04 14:22:51 +08:00 |
|
c9s
|
5a00e2fe20
|
add account service test
|
2022-05-03 23:36:44 +08:00 |
|
なるみ
|
aa29fde9e3
|
indicator: add test case for boll
|
2022-05-03 22:28:40 +08:00 |
|
c9s
|
2c70509ee8
|
add recordAsset method
|
2022-05-03 19:26:52 +08:00 |
|
c9s
|
d93fd3cc48
|
service: insert asset fields
|
2022-05-03 17:51:47 +08:00 |
|
c9s
|
2fba2c335b
|
types: check borrowed fields
|
2022-05-03 17:44:31 +08:00 |
|
c9s
|
e0086a45cb
|
update asset borrowed, netAsset, priceInUSD fields
|
2022-05-03 17:40:57 +08:00 |
|
Yo-An Lin
|
9c08bea065
|
Fix accounts field
|
2022-05-03 17:32:10 +08:00 |
|
c9s
|
e1dcc7c6d3
|
types: extend asset struct fields
|
2022-05-03 16:54:39 +08:00 |
|
c9s
|
c9c16f1e47
|
show missing exchange name in the back-test config
|
2022-05-03 16:46:38 +08:00 |
|
Yo-An Lin
|
9689ec079d
|
Merge pull request #581 from c9s/add-sync-exchange-option
feature: add --sync-exchange option to override backtest sync exchanges
|
2022-05-03 12:55:44 +08:00 |
|
c9s
|
270d82e818
|
bump version to v1.31.4
|
2022-05-03 12:43:28 +08:00 |
|
Yo-An Lin
|
159c972d8b
|
Merge pull request #582 from c9s/rename-backtest-account-to-accounts
improve: backtest: rename backtest.account to backtest.accounts
|
2022-05-03 12:41:32 +08:00 |
|
Yo-An Lin
|
81ce9218b5
|
Merge pull request #580 from c9s/fix/okex-rate-limit
fix: fix okex rate limit
|
2022-05-03 12:40:46 +08:00 |
|
c9s
|
946bbdbca3
|
backtest: rename backtest.account to backtest.accounts
|
2022-05-03 12:18:40 +08:00 |
|
c9s
|
f2edd24029
|
add --sync-exchange option to override backtest sync exchanges
|
2022-05-03 12:12:39 +08:00 |
|
c9s
|
eb10889d35
|
okex: fix okex rate limit
|
2022-05-03 12:11:50 +08:00 |
|
c9s
|
b611a42bd9
|
kucoin: fix kucoin rate limit
|
2022-05-03 12:11:02 +08:00 |
|
c9s
|
d742aea633
|
okex: fix kline query
|
2022-05-03 11:14:53 +08:00 |
|
c9s
|
351426ecdd
|
bump version to v1.31.3
|
2022-05-02 11:56:23 +08:00 |
|
c9s
|
fa2eb87268
|
fix: sync can be nil
|
2022-05-02 11:55:40 +08:00 |
|
c9s
|
9875b52372
|
bump version to v1.31.2
|
2022-05-02 10:40:21 +08:00 |
|
c9s
|
2bdcf2266d
|
fix default sync logic
|
2022-05-02 10:39:59 +08:00 |
|
Yo-An Lin
|
faccc64377
|
Merge pull request #576 from zenixls2/update/ewoDgtrd
feature: add atr stoploss on ewoDgtrd strategy
|
2022-05-01 01:42:00 +08:00 |
|
c9s
|
ba1370a05d
|
bump version to v1.31.1
|
2022-05-01 01:23:27 +08:00 |
|
c9s
|
eb10244e40
|
compile and update migration package
|
2022-05-01 01:23:27 +08:00 |
|
Yo-An Lin
|
9ec5ca710c
|
Merge pull request #578 from c9s/c9s-patch-1
fix: use time.UTC instead of time.Local
|
2022-05-01 01:18:19 +08:00 |
|
c9s
|
2897f5af93
|
bump version to v1.31.1
|
2022-05-01 01:16:14 +08:00 |
|
c9s
|
ce54e917a2
|
compile and update migration package
|
2022-05-01 01:16:10 +08:00 |
|
c9s
|
486cf50a9c
|
bbgo: fix init band width setup
|
2022-05-01 01:12:57 +08:00 |
|
Yo-An Lin
|
a954f0e595
|
use time.UTC instead of time.Local
|
2022-04-29 14:06:22 +08:00 |
|
zenix
|
4eab82ee7b
|
feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc
|
2022-04-28 20:09:15 +09:00 |
|
なるみ
|
c67bfc9a71
|
move glassnode to datasource
|
2022-04-27 18:16:54 +08:00 |
|
なるみ
|
0ec8ec6498
|
glassnode: query futures open interest
|
2022-04-27 18:16:54 +08:00 |
|
なるみ
|
b87eda3bbb
|
move files to glassnodeapi
|
2022-04-27 18:16:54 +08:00 |
|
c9s
|
044470377b
|
avoid using the iterator variable
|
2022-04-27 17:13:58 +08:00 |
|
c9s
|
1f736d1f5e
|
binance: update stream order fields
|
2022-04-27 14:43:39 +08:00 |
|
c9s
|
ce6fd387be
|
remove unused ConvertTrades
|
2022-04-27 14:29:58 +08:00 |
|
c9s
|
1c1fbb1633
|
bbgo: document strategy id and pnl field
|
2022-04-27 13:30:07 +08:00 |
|
c9s
|
5edaa9708c
|
bbgo: fix margin order/trade sync
|
2022-04-27 13:25:42 +08:00 |
|
c9s
|
c9fd4c9a1d
|
bump version to v1.31.0
|
2022-04-27 13:02:18 +08:00 |
|
Yo-An Lin
|
14a29df975
|
Merge pull request #565 from c9s/fix/trade-sync
fix: service: correct QueryLast query
|
2022-04-27 12:40:05 +08:00 |
|
c9s
|
6630d3f56b
|
service: correct QueryLast query
|
2022-04-27 11:42:31 +08:00 |
|
Andy Cheng
|
8c353421d8
|
interact: Remove status from strategy signature
|
2022-04-26 21:05:26 +08:00 |
|
Andy Cheng
|
1a13826505
|
interact: refactor generateStrategyButtonsForm()
|
2022-04-26 19:11:50 +08:00 |
|
Yo-An Lin
|
9588064f19
|
Merge pull request #561 from zenixls2/fix/ma
fix: window update in indicators. add: CA, TMA
|
2022-04-26 18:56:32 +08:00 |
|
Yo-An Lin
|
44e51e966a
|
Merge pull request #563 from c9s/rockhopper-upgrade
upgrade rockhopper
|
2022-04-26 18:56:10 +08:00 |
|
c9s
|
085ba1e323
|
compile and update migration package
|
2022-04-26 18:48:27 +08:00 |
|