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Author	SHA1	Message	Date
c9s	90b633158a	cmd/order: add margin-side-effect option	2022-09-07 02:01:38 +08:00
c9s	33fdcefba3	bbgo: add notification tag	2022-09-07 01:05:43 +08:00
c9s	c2eec1e72b	bbgo: move fixedpoint one const to consts.go	2022-09-07 00:50:54 +08:00
c9s	62fb09c8d9	bbgo: protective stop should send notification when it's activated	2022-09-07 00:50:16 +08:00
c9s	bf77f67cbb	add v1.40.2 release note	2022-09-07 00:40:01 +08:00
c9s	9bbd69c030	bump version to v1.40.2	2022-09-07 00:40:01 +08:00
c9s	2a47140c27	update command doc files	2022-09-07 00:40:01 +08:00
c9s	f62eb301e3	fix: fix pivothigh indicator use high instead of low	2022-09-06 23:39:13 +08:00
c9s	78299a6e7d	makefile: fix frontend app path	2022-09-06 18:57:40 +08:00
c9s	46d8d28b5b	move frontend to apps dir	2022-09-06 18:55:43 +08:00
c9s	8f363677bc	move bootstrap functions	2022-09-06 16:50:45 +08:00
Yo-An Lin	3f27facd83	Merge pull request #918 from c9s/feature/backtest-report-config ... feature: write strategy config in the backtest report directory	2022-09-06 15:10:24 +08:00
c9s	ed975de2cd	cmd: write config json file into the backtest report dir	2022-09-06 13:20:37 +08:00
c9s	8ed39f7565	cmd: add session name to the symbol report json file	2022-09-06 13:18:35 +08:00
Raphanus Lo	7416f1074a	Merge pull request #915 from COLDTURNIP/feature/observer_filters ... feature: add G-H filter and Kalman filter	2022-09-05 20:29:41 +08:00
c9s	067f1274b3	add v1.40.1 release note	2022-09-05 18:19:03 +08:00
c9s	925df19ee0	bump version to v1.40.1	2022-09-05 18:19:03 +08:00
c9s	86e3f9f4e1	update command doc files	2022-09-05 18:19:03 +08:00
c9s	28027518f6	fix utils/generate-version-file.sh	2022-09-05 18:18:45 +08:00
Yo-An Lin	36a79336dd	Merge pull request #917 from c9s/fix/backtest-fee-mode ... backtest: fix backtest fee mode when fee currency is not base or quote	2022-09-05 17:49:45 +08:00
c9s	bf4eade604	backtest: fix backtest fee mode when fee currency is not base or quote	2022-09-05 17:41:12 +08:00
Raphanus Lo	65cd17dbbb	bbgo: add G-H & Kalman filters to the standard indicator set	2022-09-05 17:13:50 +08:00
Yo-An Lin	1bbd837e84	Update README.md	2022-09-05 17:09:42 +08:00
Raphanus Lo	425d9e0475	indicator: GH & Kalman filters: remove deprecated method implementation	2022-09-05 16:51:30 +08:00
Raphanus Lo	9c684c124c	feature: add G-H filter and Kalman filter ... - implement G-H (alpha beta) filter and Kalman filter - compare the predict accurateness with other indicator	2022-09-04 21:48:05 +08:00
Yo-An Lin	843b81e132	Merge pull request #914 from LarryLuTW/patch-1 ... Fix typo	2022-09-04 13:43:54 +08:00
Larry Lu	269529afa4	Fix typo	2022-09-04 13:35:01 +08:00
Yo-An Lin	55474b4bf9	Merge pull request #913 from COLDTURNIP/fix/fixedpoint_support_inf_string_unmarshal ... fix: fixedpoint UnarshalJson on inf	2022-09-02 15:14:34 +08:00
Yo-An Lin	fcb7a27f70	Merge pull request #911 from c9s/feature/backtest-report ... feature: add fee mode to back-test matching engine	2022-09-02 15:09:04 +08:00
Raphanus Lo	338c4ea170	fix: fixedpoint UnarshalJson on inf for decimal support	2022-09-02 15:02:46 +08:00
c9s	3a225fe7c7	backtest: fix tests for fee	2022-09-02 14:31:04 +08:00
Raphanus Lo	750bdc82b5	fix: fixedpoint UnarshalJson on inf	2022-09-02 14:17:51 +08:00
c9s	db622fbb55	types: add CsvHeaders and CsvRecords methods to TradeStats	2022-09-02 14:16:16 +08:00
c9s	d9cce129a0	doc: add feeMode to the doc	2022-09-02 14:16:16 +08:00
c9s	5c8d2a019a	backtest: rename BackTest to Backtest	2022-09-02 14:16:16 +08:00
c9s	30742bcf0b	backtest: set default fee mode to quote mode	2022-09-02 14:16:16 +08:00
c9s	2e9487e9f4	backtest: fix fee calculator	2022-09-02 14:16:16 +08:00
c9s	d2f9a352a2	backtest,accounting: add position info to the average cost pnl report	2022-09-02 14:16:16 +08:00
c9s	45fb87f2b8	backtest: add fee mode function tests	2022-09-02 14:16:16 +08:00
c9s	10ed706ed6	backtest: move fee mode functions to fee.go	2022-09-02 14:16:16 +08:00
c9s	8cd646668a	bbgo: use enumer to generate enumer parser	2022-09-02 14:16:16 +08:00
c9s	3d32faff46	backtest: add fee mode config	2022-09-02 14:16:15 +08:00
Yo-An Lin	38dbd17664	Merge pull request #912 from zenixls2/fix/klineHandlerBacktest ... fix backtest output	2022-09-02 14:15:04 +08:00
zenix	acd057cf3e	fix: set exchangeDataSource to pointer in backtest to prevent pass by copy in for loop	2022-09-02 12:32:38 +09:00
Zenix	57d283726a	Merge pull request #900 from zenixls2/fix/backtest ... fix: backtest	2022-09-01 11:57:05 +09:00
Yo-An Lin	58487aca4b	Merge pull request #908 from c9s/strategy/pivotshort-failed-break-high ... strategy/pivotshort: failed break high improvements	2022-08-31 13:56:59 +08:00
Yo-An Lin	5217947a83	Merge pull request #907 from c9s/dependabot/npm_and_yarn/contracts/minimist-1.2.6 ... build(deps): bump minimist from 1.2.5 to 1.2.6 in /contracts	2022-08-31 13:01:21 +08:00
c9s	149b1e1444	pivotshort: add BreakInterval config	2022-08-31 13:00:32 +08:00
c9s	3598550d3f	pivotshort: vwma interval should be consistent	2022-08-31 13:00:25 +08:00
c9s	c7bff1695e	pivotshort: avoid using 1m interval to check break	2022-08-31 12:59:54 +08:00