3312 Commits

Author	SHA1	Message	Date
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	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	0141f81086	refactor: ewo use SeriesExtend	2022-06-29 22:02:50 +09:00
zenix	70f4676340	feature: extend indicators, extend seriesbase methods	2022-06-29 21:49:02 +09:00
zenix	69533c0397	feature: add sharpe function implementation	2022-06-29 20:10:20 +09:00
zenix	d8d77cec1e	feature: add skew, covariance and variance	2022-06-29 20:10:20 +09:00
zenix	1e31c4fb04	feature: add correlation for series	2022-06-29 20:10:20 +09:00
zenix	36127a6332	feature: implement omega, sharp, sortino related functions	2022-06-29 20:10:20 +09:00
zenix	b26d3005a3	feature: add pct_change implementation in indicator	2022-06-29 20:10:20 +09:00
Yo-An Lin	ccfaf0e070	Merge pull request #784 from c9s/strategy/pivotshort ... strategy: pivotshort: fix stopEMA	2022-06-29 17:04:24 +08:00
c9s	4bb2e4a25f	fix stopEMA range check	2022-06-29 16:59:50 +08:00
Andy Cheng	6222ceef9a	Merge pull request #785 from andycheng123/improve/optimizer-progressbar ... optimizer: add progressbar	2022-06-29 16:28:03 +08:00
Andy Cheng	a029509b63	optimizer: add progressbar	2022-06-29 16:17:43 +08:00
c9s	83d6f4764c	types: fix profit factor calculation ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-29 15:37:18 +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
Zenix	6b6686caa8	Merge pull request #778 from zenixls2/feature/series_extend ... feature: add seriesExtend	2022-06-29 12:35:48 +09:00
c9s	38920dfc7a	pivotshort: fix kline history loading	2022-06-29 11:23:05 +08:00
zenix	0b8441f4a2	rename: ToArray -> Array, ToReverseArray -> Reverse	2022-06-29 11:13:43 +09:00
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	cfc4fd1f81	add doc for CumulatedVolumeTakeProfit	2022-06-29 01:39:33 +08:00
c9s	3d4f765678	rename protectionStopLoss to protectiveStopLoss	2022-06-29 01:31:56 +08:00
c9s	37413e4355	pivotshort: fix bounce ratio calculation	2022-06-28 23:47:34 +08:00
c9s	b32cfef2fd	backtest: set order price for market order	2022-06-28 23:47:34 +08:00