Commit Graph

5471 Commits

Author SHA1 Message Date
c9s
8fcc3ee368
indicator: update pivot low and pivot high indicator 2022-08-31 01:44:38 +08:00
c9s
9d97eedc0e
pivotshort: add failedBreakHigh 2022-08-31 00:37:17 +08:00
c9s
ca1e9e9657
pivotshort: remove the legacy support take profit 2022-08-31 00:37:12 +08:00
Yo-An Lin
251d1b7095
Merge pull request #899 from c9s/fix/local-timezone
fix: fix localtime zone issue for the web-based backtest report
2022-08-30 00:57:24 +08:00
Raphanus Lo
6314a31554 strategy: bollmaker: dynamic spread by weighted Bollinger width ratio 2022-08-29 21:41:34 +08:00
c9s
179a9b1ddb
fix: ensure that orders.tsv are rendered in local timezone 2022-08-26 19:09:11 +08:00
Yo-An Lin
f17249ba89
Merge pull request #898 from c9s/refactor/pivotshort
Refactor/pivotshort
2022-08-26 19:09:00 +08:00
c9s
17ba1c142d
bbgo: fix support take profit field type 2022-08-26 18:12:42 +08:00
c9s
fb9a4994c0
bbgo: add supportTakeProfit method to the core exit methods 2022-08-26 18:11:45 +08:00
c9s
11854db51a
pivotshort: move SupportTakeProfit to the core api 2022-08-26 18:09:46 +08:00
c9s
c8c7211e75
pivotshort: fix resistance short subscribe 2022-08-26 17:55:59 +08:00
c9s
a48471d4c8
pivotshort: refactor trend ema and stop ema 2022-08-26 17:52:46 +08:00
c9s
8b7f4c6222
bbgo: add ProtectiveStopLoss doc comment 2022-08-26 17:52:46 +08:00
Yo-An Lin
85ba5e234c
Merge pull request #897 from c9s/feature/extend-floats-funcs
Feature/extend floats funcs
2022-08-26 17:25:00 +08:00
c9s
ba918f80ee
floats: add test case for Lower and Higher 2022-08-26 16:57:46 +08:00
c9s
f0ef60bb2b
floats: add reference link 2022-08-26 16:28:57 +08:00
c9s
9a0988db35
floats: port some functions from ta-lib
see https://github.com/markcheno/go-talib/blob/master/talib.go
2022-08-26 16:25:31 +08:00
c9s
52d245ecf1
floats: move floats related functions and add crossover, crossunder funcs 2022-08-26 16:15:39 +08:00
Raphanus Lo
a2ab9db4eb strategy: bollmaker: fix nil pointer 2022-08-25 23:43:31 +08:00
Yo-An Lin
f05e1d1da6
Merge pull request #895 from c9s/refactor/floats
refactor: move float slice/map to a single package
2022-08-25 18:44:03 +08:00
c9s
5953fe49d1
all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
Raphanus Lo
de4f3721a2 backtest: avoid inifite float64 JSON serializing issue 2022-08-25 15:45:08 +08:00
Raphanus Lo
de59c1bd13 backtest: reformat sharpe/sortino report 2022-08-25 15:45:08 +08:00
Raphanus Lo
ad1b9a53a1 backtest: calculate realized Sharpe & Sortino ratios 2022-08-25 15:45:08 +08:00
Andy Cheng
e2774ed2b5
Merge pull request #880 from andycheng123/improve/supertrend-strategy-report
Improve: strategy-supertrend output acc. profit report to tsv file
2022-08-25 14:25:03 +08:00
Andy Cheng
d543ca3318
Merge pull request #894 from andycheng123/improve/bollmaker-dynamicspread
Improve: bollmaker preloads dynamic spreads
2022-08-25 13:58:22 +08:00
Andy Cheng
fcaa6466b6 strategy/bollmaker: preload dynamic spreads 2022-08-25 13:44:38 +08:00
c9s
702ce5220b
autoborrow: improve debtRatio repay 2022-08-25 11:05:31 +08:00
Yo-An Lin
066b0ca30e
Merge pull request #892 from c9s/feature/pivot-right-window
feature: add pivot low right window support
2022-08-24 19:44:44 +08:00
c9s
2e71e63fae
all: fix interval window struct usage 2022-08-24 18:17:37 +08:00
c9s
d71fd362b7
indicator: rename KLinePriceMapper to KLineValueMapper 2022-08-24 17:53:22 +08:00
c9s
09cc91bab8
bbgo: update VWMA and add VWMA to the indicator method 2022-08-24 17:45:43 +08:00
c9s
469c6bfb28
bbgo: move rightWindow to the IntervalWindow struct 2022-08-24 17:43:28 +08:00
c9s
f43f9af20f
indicator: extract pivot calculator and pull out the function handler 2022-08-24 17:37:44 +08:00
c9s
d930065bea
bbgo: move stoch to the simple indicator set 2022-08-24 17:34:19 +08:00
c9s
1a9c9a6d30
indicator: fix pivot low window calculation 2022-08-24 17:34:01 +08:00
c9s
8a020c34e3
bbgo: add package doc to bbgo 2022-08-24 16:54:31 +08:00
Zenix
3a98ae00b9
Merge pull request #890 from zenixls2/feature/wdrift
weighted drift
2022-08-24 16:59:25 +09:00
Andy Cheng
6176c06002 strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct 2022-08-24 13:58:30 +08:00
c9s
0509f61c0e
ignore .chglog 2022-08-24 13:47:56 +08:00
c9s
d1f18e0e40
remove v2 folder 2022-08-24 13:28:03 +08:00
c9s
1e295ffc9c
ignore *_local.yaml 2022-08-24 13:27:11 +08:00
c9s
2e7fc9afdb
make: clean coverage.txt 2022-08-24 13:21:50 +08:00
c9s
e32eecb803
ignore all *.sqlite3 2022-08-24 13:19:24 +08:00
c9s
e42d0d5910
ignore profile*.png 2022-08-24 13:18:41 +08:00
c9s
47b3ddc70b
ignore otp.png 2022-08-24 13:18:19 +08:00
c9s
b6f5dacc78
ignore coverage.txt 2022-08-24 13:17:59 +08:00
c9s
ccbe869142
ignore .systemd.* 2022-08-24 13:17:19 +08:00
c9s
61014bd069
ignore .cpuprofile 2022-08-24 13:17:07 +08:00
c9s
bf09533a6d
make: run gofmt on the version file 2022-08-24 13:03:00 +08:00