c9s
0e417f6f71
xnav: rename assets to allAssets
2022-05-04 16:21:53 +08:00
c9s
8a93f0921f
add more margin info columns
2022-05-04 14:40:52 +08:00
c9s
95f7d85183
bbgo: pass price time into the asset conversion function
2022-05-04 14:23:46 +08:00
c9s
2c70509ee8
add recordAsset method
2022-05-03 19:26:52 +08:00
c9s
946bbdbca3
backtest: rename backtest.account to backtest.accounts
2022-05-03 12:18:40 +08:00
c9s
fa2eb87268
fix: sync can be nil
2022-05-02 11:55:40 +08:00
c9s
2bdcf2266d
fix default sync logic
2022-05-02 10:39:59 +08:00
c9s
486cf50a9c
bbgo: fix init band width setup
2022-05-01 01:12:57 +08:00
c9s
044470377b
avoid using the iterator variable
2022-04-27 17:13:58 +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
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
Andy Cheng
eb1beb05d1
interact: rename functions to private functions
2022-04-26 18:32:41 +08:00
Andy Cheng
6b62f27155
feature: make callback vars start with lowercase
2022-04-26 18:29:22 +08:00
Andy Cheng
61b6755518
interact: GetStrategySignatures() returns map[string]SingleExchangeStrategy instead of slice of strategy signatures
2022-04-26 18:29:22 +08:00
Andy Cheng
f6ec931bed
feature: use callbackgen
2022-04-26 18:29:22 +08:00
Andy Cheng
cbf6bf78bc
feature: make FilterStrategyByInterface a simple function
2022-04-26 18:29:22 +08:00
Andy Cheng
ecc63f743f
feature: split strategy controller interface into several smaller ones
2022-04-26 18:29:21 +08:00
Andy Cheng
64766c48f3
feature: revert position closer and position reader back
2022-04-26 18:29:21 +08:00
Andy Cheng
78a8c2aaaf
feature: mix embeded struct and callback in strategy controller
2022-04-26 18:29:21 +08:00
Andy Cheng
57fdc9b120
feature: adapt new strategy controller in support strategy
2022-04-26 18:29:21 +08:00
Andy Cheng
6228cddbec
feature: adapt new strategy controller in interact
2022-04-26 18:29:21 +08:00
Andy Cheng
bb2bce4721
feature: strategy controller
2022-04-26 18:29:21 +08:00
Andy Cheng
85ffe9a2de
feature: prototype of strategy controller struct
2022-04-26 18:29:21 +08:00
Andy Cheng
73c2c84cab
feature: prototype of strategy controller struct
2022-04-26 18:29:21 +08:00
Andy Cheng
5799709e3e
pkg: add empty strategy controller file
2022-04-26 18:29:21 +08:00
c9s
2732fb413f
bbgo: remove slack debug option
2022-04-25 18:56:19 +08:00
c9s
a57a238e09
bbgo: add more sync options
2022-04-25 17:18:42 +08:00
c9s
fae3b6a215
fix BOLL method
2022-04-25 15:31:12 +08:00
Yo-An Lin
b94b9e1b73
Merge pull request #437 from jessy1092/enhance-boll-indicator
...
indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL
2022-04-25 13:43:02 +08:00
c9s
18da434e92
all: use thread-safe GetAccount method to get account
2022-04-23 15:43:11 +08:00
c9s
c70317af2b
add autoborrow strategy
2022-04-23 15:00:04 +08:00
c9s
cf055c3f7d
bbgo: improve account updating
2022-04-23 12:51:07 +08:00
c9s
9e48a850bd
bbgo: call queryAccount to update account
2022-04-23 12:51:07 +08:00
c9s
ad373b95a7
add FLUSH_OTP_KEY env for flushing otp key
2022-04-17 00:35:16 +08:00
c9s
63f525970f
auth: store otp key url instead of just secret
2022-04-17 00:18:48 +08:00
zenix
2a942eab0e
fix: rename EVWMP to VWEMP, fix backtesting fee
2022-04-15 19:12:11 +09:00
zenix
af61952e40
fix: series not been updated
2022-04-11 17:04:56 +09:00
なるみ
4e2faacbae
Mkdir if dir not exists
2022-04-07 20:21:07 +08:00
Andy Cheng
3a6f34330b
interact: refactor
2022-03-28 15:16:11 +08:00
Andy Cheng
63e8850cc3
interact: separate strategy filtering and button generation
2022-03-28 12:37:42 +08:00
Andy Cheng
ee6377ab87
interact: fix misuse of cycle()
2022-03-28 11:58:01 +08:00
Yo-An Lin
1a29bc7362
Merge pull request #492 from andycheng123/tg-control
...
feature: strategy controller
2022-03-26 15:41:59 +08:00
Andy Cheng
0974b1c7fd
interact: pull out the interaction related code to the caller
2022-03-23 12:05:35 +08:00
Yo-An Lin
ae4a3d81fb
Merge pull request #489 from zenixls2/feature/market_trade
...
feature: add market trade subscription in binance
2022-03-22 20:18:39 +08:00
Andy Cheng
5eef2a2085
interact: pull out interface filter as a function
2022-03-21 17:49:18 +08:00
Andy Cheng
f4c87e5d75
interact: refactor strategy controller related interfaces
2022-03-21 16:19:55 +08:00
Andy Cheng
fb8b79f38d
interact: rename GetStrategyStatus() to GetStatus()
2022-03-21 16:12:23 +08:00
Andy Cheng
ffd5c646e9
interact: refactor interface func name
2022-03-21 15:08:15 +08:00
Andy Cheng
962645c2c8
interact: Pull out EmergencyStop to a single instance
2022-03-21 15:05:24 +08:00
Andy Cheng
5f7710103d
type: add StrategyStatus type
2022-03-21 15:01:15 +08:00
Andy Cheng
69a02f1664
interact: add EmergencyStop() to StrategyController interface
2022-03-21 11:42:54 +08:00
Andy Cheng
b6aff9674c
strategy: add StrategyController functions to support strategy
2022-03-21 10:20:12 +08:00
Andy Cheng
5de137ced8
interact: add StrategyController interface to control strategies from telegram bot
2022-03-18 18:43:07 +08:00
zenix
efec21ca4b
feature: add market trade subscription in binance
2022-03-18 18:30:39 +09:00
c9s
f85db9be61
improve asset summary layout and format
2022-03-18 17:13:37 +08:00
zenix
77a88aabe4
feature: add CancelOrders and CancelOrdersTo to executor
2022-03-16 21:38:09 +09:00
c9s
fdf64fd891
bbgo: fix emit trade profit
2022-03-15 14:29:15 +08:00
c9s
19f01bbca6
add doc comment
2022-03-14 21:21:58 +08:00
c9s
5567ef5676
fix emit trade
2022-03-14 21:21:58 +08:00
c9s
5db4e11167
rewrite trade profit handling
2022-03-14 21:21:58 +08:00
c9s
6fec30d79c
call record position on trade
2022-03-14 21:21:58 +08:00
c9s
322f31a56a
bbgo: improve RecordPosition method
2022-03-14 21:21:58 +08:00
c9s
5732555c2c
doc: update sync configuration doc
2022-03-14 21:21:58 +08:00
c9s
08ae53ba16
bbgo: assign strategy instance id fields automatically
2022-03-14 21:21:58 +08:00
c9s
6088f7b542
bbgo: add RecordPosition method
2022-03-14 21:21:58 +08:00
c9s
9faaed6892
bbgo: initialize position service
2022-03-14 21:21:58 +08:00
c9s
b1559bcbe3
fix persistence injection
2022-03-14 21:21:43 +08:00
Yo-An Lin
bfdf4c245f
Merge pull request #460 from zenixls2/feature/backtest_multiple_exchange
...
feature: add multiple exchange support in backtest
2022-03-07 14:28:20 +08:00
zenix
39572c5fe0
fix: remove maker/buyer/taker/sellerCommission
2022-03-07 14:32:00 +09:00
zenix
25b5eddc03
feature: add multiple exchange support in backtest
...
fix: change doc, since --exchange removed from backtest
fix: test for config changes
2022-03-07 13:18:56 +09:00
c9s
917684aa27
bbgo: inject environment object
2022-03-06 18:28:40 +08:00
c9s
099d860c5a
fix: fix Test_parseStructAndInject test
2022-03-06 18:28:40 +08:00
c9s
b1ba5386b3
fix bbgo.Notifiability injection
2022-03-06 16:09:15 +08:00
c9s
f6ec2e78e6
record profits
2022-03-06 15:37:41 +08:00
c9s
3a15738fec
pull out default persistence selector
2022-03-06 14:06:19 +08:00
c9s
35b0d8dc0d
bbgo: add profit service to environment
2022-03-05 13:40:20 +08:00
c9s
1f1c26a9e5
bbgo: inject more service objects
2022-03-05 13:37:27 +08:00
c9s
c1ac738ca0
bbgo: add doc comment for parseStructAndInject
2022-03-05 12:59:47 +08:00
c9s
bdcae5b763
bbgo: add more injection types
2022-03-05 12:49:53 +08:00
c9s
47023729ec
bbgo: rewrite field injection
2022-03-05 12:39:39 +08:00
c9s
a6053e0e59
bbgo: move inject function to injection.go
2022-03-05 03:20:20 +08:00
c9s
cd6b37ac3b
bbgo: skip unexported fields for injection
2022-03-05 03:19:45 +08:00
c9s
fa7bab2c3a
bbgo: improve dynamic injection
2022-03-05 02:51:43 +08:00
c9s
db4d8a31bc
bbgo: implement parseStructAndInject
2022-03-05 02:33:25 +08:00
c9s
9e0df77a36
move profit struct into the types package
2022-03-04 16:39:48 +08:00
zenix
8648528435
fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests
2022-02-15 14:55:19 +09:00
zenix
5315378b9e
fix takerfeerate column and makerfeerate column issue in yaml
2022-02-15 12:01:39 +09:00
zenix
fad85d0992
fix binance test, outptu for support and xgap strategies
2022-02-15 12:01:39 +09:00
zenix
05521a98b6
add skeleton strategy. fix most of the tests. fix final asset value
2022-02-15 12:01:39 +09:00
zenix
105b085786
fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint
2022-02-15 12:01:39 +09:00
zenix
d9450e823e
fix all the fixedpoint use other than strategy
2022-02-15 12:01:39 +09:00
zenix
b8bf2af14d
fixedpoint for exchange and indicators, some fixes in types
2022-02-15 12:01:38 +09:00
zenix
e221f54397
add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value
...
change pnl report to use fixedpoint
fix: migrate kline to use fixedpoint
2022-02-15 12:00:39 +09:00
Andy Cheng
66b042fea7
strategy: trailing stop TP for support strategy
2022-02-06 17:47:11 +08:00
c9s
f96c2e6271
bbgo: add activated flag on trailing stop order
2022-02-01 00:41:28 +08:00
c9s
bed03dbd17
schedule: refactor and improve schedule strategy with QuantityOrAmount struct
2022-01-31 01:42:21 +08:00
c9s
11bbdb16a0
bollmaker: clean up empty files
2022-01-31 01:31:31 +08:00
c9s
0e7f88e3bf
move SmartStops into the bbgo package
2022-01-31 01:27:47 +08:00
c9s
67bc5d523a
bollmaker: refactor trailing stop snippet
2022-01-31 00:44:04 +08:00
c9s
0667c138ab
backtest: fix duplicate trade emit issue
2022-01-30 03:05:19 +08:00
c9s
2255f3ed0a
bollmaker: check dust order for stop
2022-01-29 17:44:42 +08:00
c9s
99af5d3971
bollmaker: implement TrailingStopController
2022-01-29 02:22:20 +08:00
c9s
547f4c400a
cmd: call BindSync when running strategy
2022-01-27 18:19:25 +08:00
c9s
3b630c0bca
bbgo: pull out writer closure
2022-01-27 18:13:15 +08:00
c9s
cb507edf44
bbgo: add BindSync method on environment
2022-01-27 18:12:15 +08:00
c9s
30a9a5849f
add user data stream sync config
2022-01-27 09:34:04 +08:00
c9s
70f02a1c19
cmd: handle user config sync options in the run command
2022-01-27 08:21:19 +08:00
c9s
0d0d8b05bf
bbgo/scale: test out of domain
2022-01-27 02:39:33 +08:00
c9s
1ef5a37225
bbgo/scale: check domain range
2022-01-27 02:32:26 +08:00
c9s
09213b14f3
bbgo: add negative range test for PercentageScale
2022-01-27 01:47:01 +08:00
c9s
49f671ef54
add PercentageScale and its tests
2022-01-27 01:40:54 +08:00
c9s
cfc17acd20
config: use looseFormatTime type for since field
2022-01-27 00:24:19 +08:00
c9s
a29198f733
bbgo: fix LooseFormatTime.UnmarshalYAML
2022-01-25 01:18:56 +08:00
c9s
007207e24f
all: use types.LooseFormatTime to parse loose format date time string
2022-01-25 00:24:12 +08:00
c9s
5f7676f0c1
bbgo: add sync config
2022-01-25 00:06:25 +08:00
c9s
407a533659
use the standard generated comment
...
https://github.com/golang/go/issues/13560
Generated files are marked by a line of text that matches the regular
expression, in Go syntax:
^// Code generated .* DO NOT EDIT\.$ The .*
means the tool can put whatever folderol it wants in there, but the
comment must be a single line and must start with Code generated and end
with DO NOT EDIT., with a period.
2022-01-23 14:57:45 +08:00
c9s
1f18c36870
cmd: improve build command
2022-01-23 14:44:17 +08:00
c9s
7b572120a1
interact: use RemoveKeyboard from interact.KeyboardController
2022-01-23 14:13:47 +08:00
c9s
01afe9c14e
interact: fix telegram session restore
2022-01-23 02:21:26 +08:00
c9s
0af5fc0530
interact: add RequireTextInput method to Reply interface
2022-01-23 02:21:26 +08:00
c9s
f5f8f15670
slack: add reply and session struct
2022-01-23 02:21:26 +08:00
c9s
ad3f038dc6
bbgo: improve otp key layout
2022-01-23 02:21:26 +08:00
c9s
c7f15efb23
interact: add Slack interaction
2022-01-23 02:21:26 +08:00
Kakashi Liu
cd85edd64d
Fix: fallback to memory persistence if redis not found
...
resolve #438
Fix bollmaker backtest error
2022-01-22 00:55:03 +08:00
c9s
0b8e5852eb
check persistence error
2022-01-19 18:29:24 +08:00
Yo-An Lin
0e0525be99
Merge pull request #418 from austin362667/refactor/futures-account
...
binance: add futures exchange api queries
2022-01-17 20:54:49 +08:00
c9s
5c0e3a1254
bollmaker: add shadow protection config
2022-01-16 04:40:50 +08:00
c9s
71e660571d
bbgo: optimize LocalActiveOrderBook for back-testing speed
2022-01-16 01:34:28 +08:00
c9s
5d54e6fded
interact: skip total == 0 balance
2022-01-16 01:06:47 +08:00
c9s
b80f481e7d
interact: fix interact tests for session
2022-01-16 00:50:43 +08:00
c9s
b49fc182dc
fix telegram session persistence
2022-01-16 00:39:24 +08:00
c9s
2088234b44
interact: separate telegram user sessions
2022-01-16 00:25:11 +08:00
austin362667
91d2312c5c
cache: refactor moving from bbgo to pkg/cache
2022-01-15 08:28:02 +08:00
Lee
266400d925
indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL
2022-01-15 05:30:06 +08:00
c9s
5f942e85ed
bbgo: show position with plaintext mode instead of string format
2022-01-15 03:13:30 +08:00
c9s
1c7d4d09cf
interact: add Cycle state builder
2022-01-15 03:06:36 +08:00
c9s
2a6b821908
bbgo: implement /position command
2022-01-15 02:58:55 +08:00
c9s
93722e6db3
implement position closer interaction
2022-01-15 02:52:46 +08:00
c9s
255ee40c98
bbgo: when calling order cancel we should use background context
2022-01-15 00:49:27 +08:00
c9s
77e92d544a
bbgo: pull out interaction setup
2022-01-15 00:32:21 +08:00
c9s
e385d96709
bbgo: move authToken loader
2022-01-15 00:29:35 +08:00
c9s
3a13025d58
bbgo: change default notification rule -- silent order updates
2022-01-15 00:25:16 +08:00
c9s
d5f3946ada
bbgo: refactor the current auth with interact
2022-01-15 00:18:07 +08:00
c9s
51ecac54e7
bbgo: fix local active book graceful cancel
2022-01-15 00:17:52 +08:00
c9s
41b94c5c7e
interact: refactor telegram interaction
2022-01-14 15:03:19 +08:00
c9s
fdf7ad9648
bbgo: rename auth function for general case
2022-01-14 13:41:43 +08:00
c9s
5bef7d8a1e
interact: use interaction singleton
2022-01-14 13:31:31 +08:00
c9s
dd93ee4fd3
move methods to telegramnotifier
2022-01-14 13:31:31 +08:00
c9s
43317bb647
add state and telegram example
2022-01-13 11:43:33 +08:00
c9s
ccaa8c5c86
bbgo: implement parseCommand
2022-01-13 11:43:33 +08:00
c9s
7053802041
basic interaction parser
2022-01-13 11:43:33 +08:00
c9s
6ee831e678
add trade logger
2022-01-12 11:19:41 +08:00
c9s
e5b4af53e6
all: clean up SubmitOrder fields
2022-01-11 01:36:19 +08:00
c9s
48cbb7fff6
bbgo: check order side and log error
2022-01-10 17:26:14 +08:00
c9s
d57f8fedfe
bbgo: fix active book order removal
2022-01-10 12:29:19 +08:00
c9s
d94cc2df31
bbgo: add recover callbacks to trace collector
2022-01-09 15:39:59 +08:00
c9s
0cec652f38
bollmaker: skip submitOrder calls if submitOrders is empty
2022-01-09 02:35:12 +08:00
c9s
7e2acdc416
all: add lock protected GetBase method for Position
2022-01-09 00:35:45 +08:00
c9s
d1420e66be
fix TestTradeCollector_ShouldNotCountDuplicatedTrade
2022-01-08 02:20:30 +08:00
c9s
e0b906a88b
bbgo: fix processTrade
2022-01-07 16:53:11 +08:00
c9s
a5fb408a16
twap: refactor and call activeMakerOrders.GracefulCancel
2022-01-07 01:34:23 +08:00
c9s
e312ec953c
bbgo: rename test case
2022-01-07 01:23:54 +08:00
c9s
d63cc42867
bbgo: add trade collector test
2022-01-07 01:17:07 +08:00
c9s
a49d001c29
xmaker: add trade scanner
2022-01-07 01:03:12 +08:00
c9s
69ae3259ff
bbgo: mark trade as done in the trade collector for preventing duplicated trade
2022-01-07 00:28:12 +08:00
c9s
259771b0b0
all: pull out the graceful cancel process to the local active book
2022-01-07 00:10:40 +08:00
c9s
47e23fda90
bbgo: add cache expiry
2022-01-06 23:57:42 +08:00
c9s
1116fc1de1
session: print klines only when debug-kline is enabled
2021-12-31 15:13:26 +08:00
c9s
63ccc2d3d0
bbgo: remove order if ExecutedQuantity is zero
2021-12-31 01:55:22 +08:00
c9s
ba73d5a09a
fix kucoin orderTime parsing and order id conversion
2021-12-30 22:02:50 +08:00
c9s
31070c3950
pull out connection status binder
2021-12-30 17:25:47 +08:00
c9s
26ff576727
fix connection status callbacks
2021-12-30 17:23:27 +08:00
c9s
cfc66dc13e
bbgo: add session connection notification
2021-12-30 17:18:04 +08:00
c9s
a2931da92c
move math rand
2021-12-30 16:18:32 +08:00
c9s
22e4da3775
fix pendingRemoval lock
2021-12-29 23:53:46 +08:00
c9s
090d60b44e
fix session connection status metrics
2021-12-28 01:58:36 +08:00
c9s
a0e41650be
add metricsLastUpdateTimeBalance metrics
2021-12-28 01:39:17 +08:00
c9s
bb9ef72028
update metricsConnectionStatus metrics
2021-12-28 00:49:56 +08:00
c9s
bb7b33e532
bbgo: bind and update balance metrics updater
2021-12-27 17:27:16 +08:00
c9s
7b629c9d30
bbgo: update balances metrics and trade metrics
2021-12-27 17:16:30 +08:00
c9s
0f24eec715
bbgo: fix: filter trades by symbol
2021-12-27 16:32:30 +08:00
c9s
42f22e0ef3
add prometheus metrics server
2021-12-27 16:27:14 +08:00
c9s
a31e2743ee
fix kline log space
2021-12-27 00:54:10 +08:00
c9s
f7c39290a0
call tradeCollector process to check trades
2021-12-27 00:51:57 +08:00
c9s
770c1067fc
bbgo: fix order store RemoveCancelled
2021-12-26 15:47:39 +08:00
c9s
05a0745d08
fix InitExchange for publicOnly session
2021-12-26 15:29:42 +08:00
c9s
ba8ebfe3a7
refactor and add doc comment for InitExchangeSession
2021-12-25 23:42:29 +08:00
c9s
307d0b8e1f
bbgo: add passphrase field to session struct
2021-12-25 23:28:00 +08:00
c9s
57bc65a729
avoid calling EmitConnect and EmitStart outside of the kline feeding goroutine
...
this causes 2 goroutine running in the same time hence cause the
concurrent map read / write
should fix #399 , #401
2021-12-25 21:05:50 +08:00
c9s
49e516b80e
backtest: allocate public exchange (with empty key secret) for backtesting
2021-12-24 00:24:19 +08:00
c9s
a3e3e1d177
bbgo: do not sync trades when running backtest
2021-12-23 23:20:35 +08:00
c9s
f5bbe29ac6
cmd: fix debug flag loading and add debug log to cache function
2021-12-23 23:02:07 +08:00
c9s
cfd68fdd1d
all: change trade id to uint64
2021-12-23 17:49:18 +08:00
TonyQ
d7ac645253
exchange: update maskkey handling
2021-12-23 01:18:36 +08:00
austin362667
f9cf71cef3
indicator: add kline close volatility
...
indicator: add kline close volatility
2021-12-19 14:20:09 +08:00
TonyQ
c0b9cc0f0b
exchange: make ftx kline event more reliable
2021-12-15 11:23:07 +08:00
Yo-An Lin
6c6eb252cc
Merge pull request #363 from tony1223/feature/355-ftx-backtest
2021-12-14 16:09:16 +08:00
TonyQ
8eb3eede82
fix backtest (with review)
2021-12-14 16:02:54 +08:00
TonyQ
51e23b6a0c
Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review
2021-12-14 10:39:51 +08:00
TonyQ
4eb5a099ae
account: add nav_history_details and account_service for #302
2021-12-14 08:09:18 +08:00
austin362667
36c6d39612
bbgo: add session Futures & types: add FuturesExchange
2021-12-13 23:16:58 +08:00
austin362667
1703fff8b2
types: refactor Position and related files
2021-12-11 19:16:16 +08:00
c9s
d52edce40b
fix markets info cache
2021-12-08 17:26:43 +08:00
c9s
08a264d4eb
add futures exchange check in the markets cache
2021-12-07 21:29:40 +08:00
c9s
ca3f438288
show symbol name in the error message
2021-12-07 14:35:00 +08:00
c9s
aeeecba8dc
support different time format for backtesting
2021-12-06 01:50:50 +08:00
c9s
0472b7f21e
avoid recording trades in backtest by default
...
introducing a RecordTrades option
2021-12-06 01:42:53 +08:00
c9s
f692ef2c31
realign account fields
2021-12-05 12:23:27 +08:00
c9s
df683bdf56
use position to calculate the pnl
2021-12-05 02:17:15 +08:00
TonyQ
30c14a6828
fix #261 provide default config for notification setting
2021-12-04 02:37:21 +00:00
c9s
9a589bf71c
show broadcast enabled
2021-11-25 18:49:29 +08:00
c9s
513a799ced
fix ewma calculation
2021-11-22 02:14:44 +08:00
c9s
20f0e8dbd5
preallocate kline window with capacity
2021-11-22 01:17:08 +08:00
c9s
540722e430
adjust ewma truncate size
2021-11-22 01:17:08 +08:00
c9s
7787edffa0
refactor grid strategy state loading/saving
2021-11-05 00:22:44 +08:00
c9s
d763a3c415
bbgo: add debug ewma and sma
2021-10-18 17:26:03 +08:00
c9s
30b82390b7
bbgo: add EMA and SMA debug var
2021-10-18 15:23:22 +08:00
c9s
c36bbd6c35
bbgo: show pnl in the slack fields
2021-10-18 08:45:27 +08:00
c9s
15cfd735a0
bbgo: add doc comment for ExchangeSessionSubscriber
2021-10-17 22:23:21 +08:00
c9s
39b7a956e0
Add market field to position
2021-10-17 22:23:09 +08:00
c9s
30c7c34826
bbgo: fix kline backward query for backtest
2021-10-16 13:49:00 +08:00
c9s
4bcea5a388
bbgo: add AllFilled method on OrderStore
2021-10-16 13:39:18 +08:00
c9s
f5f96b585a
apply broadcast option from config file
2021-10-15 16:10:39 +08:00
c9s
2b0793ee49
bbgo: add telegram config
2021-10-15 16:10:09 +08:00
c9s
47e4847034
fix kline query endtime
2021-10-14 14:21:38 +08:00
c9s
b3661f5d32
bbgo: improve profit stat PlainText format
2021-10-14 10:16:11 +08:00
c9s
7d416c3467
bbgo: fix profit json tag
2021-10-14 10:14:11 +08:00
c9s
7874471828
bbgo: improve pnlEmojiMargin function
2021-10-14 10:13:21 +08:00
c9s
c8554f09a0
bbgo: refactor the pnl functions
2021-10-14 10:07:27 +08:00
c9s
2116efc42e
bbgo: fix profit title
2021-10-14 08:59:45 +08:00
c9s
49a78c0c88
bbgo: fix profit stat title
2021-10-14 08:58:19 +08:00
c9s
c12ff57e57
bbgo: improve profit stats plaintext format
2021-10-14 08:55:55 +08:00
c9s
77f11f4515
bbgo: add ticker for collecting trades
2021-10-14 07:56:40 +08:00
c9s
b154e3baea
bbgo: add pnl emoji with margin
2021-10-14 07:48:32 +08:00
c9s
7e8897f1d0
bbgo: fix profit field check condition
2021-10-14 07:33:34 +08:00
c9s
5c3f305060
bbgo: implement SlackAttachment interface for profitstats
2021-10-14 01:27:58 +08:00
c9s
d3fa0a964b
bbgo: add slack attachment support for profit
2021-10-14 01:27:50 +08:00
c9s
b6b2e33cc0
extend profit stats fields for quote,base currency and symbol
2021-10-14 01:26:36 +08:00
c9s
5039a43413
bbgo: move pnl formating to the bbgo package
2021-10-14 01:26:11 +08:00
c9s
e1e6d1de12
bbgo: add net profit margin field to profit stats
2021-10-14 01:26:04 +08:00
c9s
44a0b10240
bbgo: load last price from 1m interval kline only
2021-10-14 00:37:40 +08:00
c9s
37ac907c0f
profitstats: add accumulated volume
2021-10-12 11:24:28 +08:00
c9s
d9dc7e31df
extend more fields
2021-10-12 11:24:24 +08:00
c9s
45645d0a3d
use the profit struct to pass profit info
2021-10-08 19:16:40 +08:00
c9s
fac14a8c7f
profitstats: add netProfit field
2021-10-08 15:09:55 +08:00
c9s
aadb1ed389
remove MakerExchange from the core profit stats field
2021-10-08 15:00:53 +08:00
c9s
d058125f78
bbgo: refactor profit stats
2021-10-08 14:57:44 +08:00
c9s
9e1d28f3b3
do not remove order if it's partially filled
2021-10-08 14:17:47 +08:00