c9s
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8fc17f9c0b
|
backtest: move QueryOrder method
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2022-07-04 02:29:18 +08:00 |
|
c9s
|
a31f61736a
|
backtest: pull out userDataStream to backtestEx.BindUserData
|
2022-07-04 02:27:29 +08:00 |
|
c9s
|
ecd4df86f9
|
backtest: assign user data stream to backtest.Exchange before we call EmitStart
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2022-07-04 02:21:14 +08:00 |
|
c9s
|
449b2d8220
|
backtest: fix order update emit binding
|
2022-07-04 02:20:50 +08:00 |
|
c9s
|
9126045fa9
|
pivotshort: adjust resistance ratio
|
2022-07-04 02:20:30 +08:00 |
|
c9s
|
3a37154737
|
pivotshort: fix supportTakeProfit binding
|
2022-07-04 02:20:15 +08:00 |
|
c9s
|
81f9639c85
|
pivotshort: bind supportTakeProfit method
|
2022-07-03 17:22:29 +08:00 |
|
c9s
|
278fbb7b51
|
pivotshort: fix support take profit method
|
2022-07-03 17:13:01 +08:00 |
|
c9s
|
74cac6e977
|
pivotshort: adjust layer price calculation
|
2022-07-03 15:44:37 +08:00 |
|
c9s
|
a408b20eda
|
fix resistance price calculation
|
2022-07-03 15:26:05 +08:00 |
|
c9s
|
1e8ac0d08a
|
pivotshort: improve price grouping
|
2022-07-02 18:51:17 +08:00 |
|
c9s
|
f940bb8e0a
|
implement SupportTakeProfit method
|
2022-07-02 13:21:27 +08:00 |
|
c9s
|
ac1b5e4df4
|
check market in the NewPositionFromMarket
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-02 12:43:57 +08:00 |
|
c9s
|
004e6b0e0b
|
pivotshort: fix findNextResistancePriceAndPlaceOrders
|
2022-07-02 00:28:41 +08:00 |
|
c9s
|
f1867b02c3
|
pivotshort: fix message
|
2022-07-01 18:10:39 +08:00 |
|
c9s
|
9a11fd59ed
|
pivotshort: fix open close price compare
|
2022-07-01 17:43:51 +08:00 |
|
c9s
|
178913dd1b
|
reformat code
|
2022-07-01 17:32:59 +08:00 |
|
c9s
|
b158c44b95
|
fix profit stats notification
|
2022-07-01 17:32:40 +08:00 |
|
c9s
|
4bb9fb7e1b
|
fix profit stats wording
|
2022-07-01 17:32:01 +08:00 |
|
c9s
|
53204f47ea
|
bollmaker: remove legacy state loading
|
2022-07-01 17:28:48 +08:00 |
|
c9s
|
04df515aea
|
pivotshort: clean up and force kline direction
|
2022-07-01 17:26:45 +08:00 |
|
c9s
|
9374125712
|
pivotshort: pull out break low logics
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-01 17:22:09 +08:00 |
|
c9s
|
7f5e92d1b5
|
cancel order when shutdown
|
2022-07-01 16:29:03 +08:00 |
|
c9s
|
c792da2164
|
pivotshort: improve balance check for margin
|
2022-07-01 15:41:50 +08:00 |
|
c9s
|
09ba2d31c3
|
pivortshort: run placeResistanceOrders with margin borrow buy
|
2022-07-01 15:34:21 +08:00 |
|
c9s
|
1af18a5fac
|
pivotshort: fix breakLow handle event
|
2022-07-01 15:30:06 +08:00 |
|
c9s
|
8851e67356
|
dynamic: add doc comment to CallMatch
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-01 13:10:53 +08:00 |
|
c9s
|
910c17a567
|
dynamic: implement CallWithMatch for dynamic calls
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-01 13:09:30 +08:00 |
|
c9s
|
503d851c9d
|
pivotshort: move resistance short to a single file
|
2022-07-01 01:24:34 +08:00 |
|
c9s
|
454036b166
|
use types.KLineWith to wrap callbacks
|
2022-07-01 01:06:10 +08:00 |
|
c9s
|
a4af4776d2
|
pivotshort: use active orderbook to maintain the resistance orders
|
2022-07-01 00:57:19 +08:00 |
|
c9s
|
fa98f3fda2
|
fix position.IsOpened method
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-30 18:29:59 +08:00 |
|
c9s
|
3e6b975c2c
|
pivotshort: refactor ResistanceShort entry method
|
2022-06-30 18:29:02 +08:00 |
|
c9s
|
bfcbf8566e
|
config: adjust default stop ema range
|
2022-06-30 17:46:42 +08:00 |
|
c9s
|
6aa6e57d96
|
add ema condition to the lower shadow take profit
|
2022-06-30 17:42:23 +08:00 |
|
c9s
|
903d773025
|
dynamic: invert if
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
b15e8d0ce4
|
all: refactor exit method set and fix dynamic call/merge
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
e2ab363e64
|
dynamic: add CallStructFieldsMethod for map struct field call
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
527070d13d
|
all: rewrite and clean up graceful shutdown api
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
7d5474e3dd
|
pivotshort: call MergeStructValues to update the field value
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
cf0ca70d24
|
move and rename isSymbolBasedStrategy
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
3013eeccc7
|
move dynamic stuff to the pkg/dynamic package
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
a74decc47d
|
add more test case for reflect
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
fa917b0b77
|
bbgo: implmenet reflectMergeStructFields so that we can merge field values
|
2022-06-30 15:49:17 +08:00 |
|
c9s
|
ab3341d5ae
|
pivotshort: make preload pivot as a pure function
|
2022-06-30 15:49:17 +08:00 |
|
c9s
|
9733eec280
|
pivotshort: move pure funcs to the bottom
|
2022-06-30 15:49:17 +08:00 |
|
c9s
|
38767cd2df
|
move private methods to the bottom
|
2022-06-30 15:49:17 +08:00 |
|
c9s
|
ee45f154a1
|
pivotshort: rename bounce short to resistance short
|
2022-06-30 15:49:17 +08:00 |
|
Zenix
|
c9e3e5a7cb
|
Merge pull request #731 from zenixls2/feature/stats
add tearsheet backend api (Sharpe)
|
2022-06-30 09:00:23 +09:00 |
|
zenix
|
0141f81086
|
refactor: ewo use SeriesExtend
|
2022-06-29 22:02:50 +09:00 |
|