Commit Graph

786 Commits

Author SHA1 Message Date
c9s
9302474d51
add 1m subscribe to RoiTakeProfit 2022-07-19 11:00:45 +08:00
c9s
6e4c28ed1b
disable marketTrade stop 2022-07-17 00:59:35 +08:00
c9s
2d0fbe4b99
fix ProtectiveStopLoss subscribe 2022-07-16 14:45:02 +08:00
c9s
2a3118a086
indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
Yo-An Lin
8119afbb44
Merge branch 'main' into strategy/pivotshort 2022-07-12 23:38:23 +08:00
c9s
5bd292d0b2
bbgo: add notify(profit) 2022-07-08 16:43:32 +08:00
c9s
81560746bd
all: reformat code 2022-07-07 02:26:39 +08:00
c9s
3131786c02
bbgo: fix trailing stop binding 2022-07-07 02:26:39 +08:00
c9s
74593720a7
add ExitMethodSet.Bind method 2022-07-07 02:26:39 +08:00
c9s
d2637ce261
trailing stop: apply ClosePosition parameter 2022-07-07 02:26:39 +08:00
c9s
b3e04a68da
bbgo: fix trailing stop binding 2022-07-06 21:50:38 +08:00
c9s
3d9db2786d
add trailing stop to the exit method 2022-07-06 10:56:10 +08:00
c9s
b49f12300c
add long position test for trailing stop
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 10:54:53 +08:00
c9s
03481000cc
reset activated flag when stop order is submitted
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 03:09:57 +08:00
c9s
2bc12c0522
add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 03:04:01 +08:00
c9s
4de5b0bc9b
add TrailingStop2 2022-07-05 16:10:55 +08:00
c9s
b643b8ed0d
fix LowerShadowTakeProfit kline filter condition 2022-07-05 12:15:31 +08:00
c9s
8ac21fa16e
fix LowerShadowTakeProfit kline filter condition 2022-07-05 12:14:53 +08:00
c9s
193703a9a0
all: use tradeStats constructor 2022-07-05 11:14:50 +08:00
c9s
ecd4df86f9
backtest: assign user data stream to backtest.Exchange before we call EmitStart 2022-07-04 02:21:14 +08:00
c9s
b158c44b95
fix profit stats notification 2022-07-01 17:32:40 +08:00
c9s
1af18a5fac
pivotshort: fix breakLow handle event 2022-07-01 15:30:06 +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
a4af4776d2
pivotshort: use active orderbook to maintain the resistance orders 2022-07-01 00:57:19 +08:00
c9s
3e6b975c2c
pivotshort: refactor ResistanceShort entry method 2022-06-30 18:29:02 +08:00
c9s
6aa6e57d96
add ema condition to the lower shadow take profit 2022-06-30 17:42:23 +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
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
84083f56b7
bbgo: add ExchangeSession param to the subscribe method 2022-06-29 15:16:56 +08:00
c9s
cb1c5634a2
pivotshort: remove redundant notification 2022-06-29 15:14:24 +08:00
c9s
fc3e76204a
bbgo: add todo for the reflect Subscribe call 2022-06-29 02:03:00 +08:00
c9s
95c2711b0d
bbgo: call Subscribe method dynamically 2022-06-29 02:02:23 +08:00
c9s
16f2a06b1f
all: move exit methods to the bbgo core
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-29 01:58:15 +08:00
c9s
2784408b8b
add submit order tag 2022-06-27 18:17:57 +08:00
c9s
47677e303f
pivotshort: refactor take profit and stop loss methods
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:13:58 +08:00
c9s
2e49a95d32
bbgo: remove unused context object
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-25 17:02:53 +08:00
c9s
b25be3d702
add doc comments 2022-06-25 16:55:54 +08:00
c9s
751085f8ff
clean up todo comment 2022-06-24 19:24:49 +08:00
c9s
027f1f01cf
improve callID fallback for persistence 2022-06-22 15:19:30 +08:00
c9s
6ef54bf2fb
call bbgo.Sync to sync persistence 2022-06-22 13:46:03 +08:00
c9s
7c9ad535fd
bbgo: call global persistence facade to sync data 2022-06-21 14:32:43 +08:00
c9s
19d8013f49
bbgo: optimize order cancel for back-testing 2022-06-21 01:12:16 +08:00
c9s
58c819bd75
bbgo: pull out PersistenceServiceFacade to singleton 2022-06-21 01:05:13 +08:00
c9s
b6d1b4309b
refactor and update the support strategy 2022-06-19 15:57:59 +08:00
c9s
cb9ce753e2
strategy/bollmaker: refactor and clean up 2022-06-19 13:40:10 +08:00