Commit Graph

277 Commits

Author SHA1 Message Date
narumi
3e5869cab3 remove zero padding from RMA 2023-10-24 17:03:40 +08:00
narumi
2a9fd10716 add rma test cases 2023-10-24 16:47:08 +08:00
narumi
22a7232e8b fix duplicate rma value 2023-10-24 16:37:44 +08:00
c9s
4c1654652e
indicator: remove unnecessary zero value push 2023-10-24 13:44:49 +08:00
c9s
dfa3f7d4c4
indicator: make right window optional 2023-10-16 12:40:44 +08:00
c9s
4c69dccf09
make rightWindow possible to be set as zero 2023-10-16 12:36:52 +08:00
c9s
3b6e1e32a4
indicator/v2/tr: use PushAndEmit instead of just EmitUpdate 2023-09-26 20:42:54 +08:00
c9s
bc7f2687f8
indicator: check valid window value for RMA 2023-09-26 20:42:18 +08:00
c9s
c54031b0e8
Merge pull request #1229 from c9s/c9s/indicator-cci-v2 2023-07-11 14:14:17 +08:00
c9s
ce481ba52d
rewrite cci indicator in v2 indicator 2023-07-11 14:07:07 +08:00
c9s
ee9a3269b6
indicator/v2: add SMA example 2023-07-11 10:31:20 +08:00
c9s
66dd5507d1
rename SMA2 to just SMA 2023-07-11 10:31:20 +08:00
c9s
5853434aec
all: move v2 indicator to indicator/v2 2023-07-10 17:17:46 +08:00
c9s
ae3f371551
all: refactor risk control and integrate risk control into scmaker 2023-07-03 17:09:13 +08:00
c9s
ea1025d790
indicator: implement Subscribe method on PriceStream 2023-06-30 10:58:25 +08:00
c9s
775ad7d906
indicator: improve kline stream backfill 2023-06-30 10:58:07 +08:00
c9s
9885a68537
bbgo: rename AddBackLog to BackFill 2023-06-30 10:38:38 +08:00
c9s
064932ea9d
indicator: add VOLUME api 2023-06-30 10:37:42 +08:00
c9s
f91a4c2979
indicator: simplify add klines 2023-06-29 17:55:55 +08:00
c9s
dddf7c57ba
bbgo: add v2 indicator set 2023-06-29 17:44:36 +08:00
c9s
fded41b0ea
indicator: fix macd test case since we changed the ewma default value 2023-06-14 17:25:22 +08:00
c9s
e529a3271d
indicator: fix ewma2 initial value 2023-06-14 17:25:22 +08:00
c9s
0a5f31a80f
indicator: rename BollStream to BOLLStream 2023-06-14 17:25:22 +08:00
c9s
295ae95da6
indicator: implement bollinger indicator 2023-06-14 17:25:22 +08:00
c9s
9d9f898f17
indicator: use pointer for float64series 2023-06-14 17:25:22 +08:00
c9s
ca78a3379a
indicator: add cross stream 2023-06-07 16:14:46 +08:00
c9s
97e7b93997
indicator: rewrite Multiply to make it consistent with Subtract 2023-06-07 16:14:46 +08:00
c9s
aae7fd310e
indicator: add ATRP indicator 2023-06-07 16:14:46 +08:00
Yo-An Lin
8a8111140e
Merge pull request #1188 from c9s/feature/v2-indicator-multiply
FEATURE: [indicator] add multiply operator
2023-06-01 21:28:29 +08:00
Yo-An Lin
8792000be0
Merge pull request #1190 from c9s/feature/v2indicator-pivotlow 2023-06-01 21:20:22 +08:00
Yo-An Lin
e8b27c5044
Merge pull request #1186 from c9s/feature/v2-indicator-cma
FEATURE: [indicator] add v2 CMA indicator
2023-06-01 18:04:47 +08:00
c9s
15d1caef31
indicator: add pivothigh v2 indicator 2023-06-01 17:31:12 +08:00
c9s
9a486388fa
indicator: add v2 pivot low indicator 2023-06-01 17:17:14 +08:00
c9s
8a8edc7bb6
indicator: rename price.go to v2_price.go 2023-06-01 16:52:02 +08:00
c9s
0b01750528
indicator: drop unused code 2023-06-01 15:56:47 +08:00
c9s
b141ae3ece
indicator: add stddev v2 2023-06-01 15:19:12 +08:00
c9s
3d4b88fa7d
indicator: drop unused stddev code 2023-06-01 14:59:02 +08:00
c9s
b0abc1bf55
indicator: drop ssf unused func 2023-06-01 14:54:25 +08:00
c9s
66d99ce6ae
indicator: add stoch test 2023-06-01 14:52:09 +08:00
c9s
4f07a44b61
indicator: add v2 stochastic oscillator 2023-06-01 14:43:29 +08:00
c9s
1535572b43
indicator: add multiply operator 2023-06-01 14:30:16 +08:00
c9s
8ebf5723a7
indicator: add v2 CMA indicator 2023-06-01 14:27:03 +08:00
c9s
3e9458499c
indicator: fix tests 2023-06-01 12:39:30 +08:00
c9s
23a49a8fd2
indicator: fix klines stream emitter 2023-06-01 11:43:37 +08:00
c9s
e320e5d249
indicator: remove unused low value indicator 2023-06-01 08:56:17 +08:00
c9s
0da0b1086a
indicator: fix SMA truncate call 2023-06-01 08:33:14 +08:00
c9s
01ef6c2628
indicator: add v2 MACD 2023-06-01 08:28:49 +08:00
c9s
ee8bbe3418
indicator: add v2 sma 2023-06-01 08:11:30 +08:00
c9s
9e6cb0858e
indicator: simplify source, calculate binding 2023-06-01 07:58:58 +08:00
c9s
c9c13b2013
all: replace all Index(i) callers 2023-06-01 07:46:50 +08:00