3718 Commits

Author	SHA1	Message	Date
c9s	94e2e28edd	strategy/autoborrow: add debt re-balancing	2022-08-17 16:45:10 +08:00
c9s	c6e4fcf0c2	binance: fix QueryOrderTrades	2022-08-17 16:08:11 +08:00
c9s	b4e71dd5bb	binance: implement QueryOrderTrades method	2022-08-17 16:08:09 +08:00
c9s	53b8fd488e	types: add trade stats omitempty tag option	2022-08-17 16:07:47 +08:00
c9s	df8a4bef93	bbgo: remove unused trade store symbol argument	2022-08-17 16:02:42 +08:00
c9s	fa34a0ee70	binance: handle order status expired	2022-08-17 16:02:11 +08:00
Andy Cheng	cd09ee0e34	Merge pull request #877 from andycheng123/improve/supertrend-strategy ... strategy/supertrend: update example config	2022-08-16 15:38:21 +08:00
Andy Cheng	b5beadceb4	exhange/binance: exclude unrealized pnl from balance calculation	2022-08-16 15:06:13 +08:00
Raphanus Lo	b4e32a9ba7	hoptimizer: manually early stop ... User is now able to stop trials by sending system signal (SIGINT & SIGTERM) and see the report earlier at any time.	2022-08-16 14:55:39 +08:00
Zenix	2e9f554f9e	Merge pull request #878 from zenixls2/drift_rebase ... Drift rebase	2022-08-16 15:35:42 +09:00
Yo-An Lin	0fa8692679	Merge pull request #875 from ankion/fix_pivotshort_trendema ... pivotshort: trendema add initial date	2022-08-16 14:31:17 +08:00
Andy Cheng	0b5f2c308e	exchange/binance: fix missing github.com/adshao/go-binance/v2	2022-08-16 14:21:48 +08:00
zenix	17d6b2465c	fix: drift add back symbol in InstanceID	2022-08-16 12:50:30 +09:00
zenix	14aa667d59	fix: drift pnl and cumpnl	2022-08-16 12:45:40 +09:00
zenix	9f8b8d97d0	fix: drift empty pnl. exit condition	2022-08-16 12:30:29 +09:00
Andy Cheng	9cf29b6cc6	exchange/binance: get locked balance of futures account	2022-08-16 10:55:45 +08:00
zenix	71d3b926ec	fix: go1.7	2022-08-15 21:46:13 +09:00
zenix	c1d9df8cdb	feature: export drift1m, remove take profit, add profit report for listing pnl by date	2022-08-15 21:06:46 +09:00
zenix	da28750313	feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift	2022-08-15 21:05:29 +09:00
zenix	2f75dda6ee	fix: highest price and lowest price reset, condition gets crossed	2022-08-15 21:05:08 +09:00
zenix	ba532bd98c	fix: takeProfitFactor NaN	2022-08-15 21:04:48 +09:00
zenix	e34b0c6c30	fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m	2022-08-15 21:04:31 +09:00
zenix	0cc3c5d485	feature: output config to telegram	2022-08-15 21:04:01 +09:00
zenix	6a4eec71d6	feature: create simpleinteract and remove command in notification	2022-08-15 21:03:48 +09:00
zenix	90e596f463	feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering	2022-08-15 21:03:14 +09:00
zenix	008814992f	fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype	2022-08-15 21:02:59 +09:00
zenix	d11738b6b5	feature: add smart cancel to drift	2022-08-15 21:02:43 +09:00
Andy Cheng	3da86556b5	risk: AvailableQuote() should use Net() to get net value	2022-08-13 13:28:45 +08:00
Yo-An Lin	dad562db97	Merge pull request #874 from ankion/fix_binance_futures ... Fix binance futures	2022-08-12 01:43:15 +08:00
ankion	65218d8920	pivotshort: trendema add length check	2022-08-12 00:54:40 +08:00
Andy Cheng	62d450b92d	Merge pull request #872 from andycheng123/fix/trailing-stop ... fix: trailing stop properly works on both long and short positions	2022-08-11 17:37:07 +08:00
Andy Cheng	8527d4996e	trailingstop: add default case	2022-08-11 17:23:42 +08:00
ankion	1b0f653450	pivotshort: trendema add initial date	2022-08-11 16:42:29 +08:00
Andy Cheng	8d3dfd17c7	trailingstop: add side both	2022-08-11 16:39:16 +08:00
ankion	69e03c8428	binance: fix futures position	2022-08-11 14:29:28 +08:00
Andy Cheng	6f2eb1688b	generalorderexecutor: retry submit/cancel order once	2022-08-11 13:49:16 +08:00
Andy Cheng	df0e527e1e	exits/trailingstop: properly works on both long and short positions	2022-08-11 13:36:31 +08:00
ankion	ffd46fd71d	binance: fix futures orderTypelimitMaker timeInForce was null	2022-08-11 11:30:00 +08:00
ankion	68a65f1913	binance: fix futures not emit filled event	2022-08-11 10:40:19 +08:00
c9s	e735362efd	cmd/kline: show klines from restful api	2022-08-11 00:08:48 +08:00
c9s	ba87ffab43	max: fix order type casting	2022-08-11 00:00:25 +08:00
c9s	e2df05c054	maxapi: add option to disable user agent header	2022-08-10 23:59:55 +08:00
c9s	8f17d6b019	maxapi: rewrite public service with requestgen	2022-08-10 23:59:50 +08:00
c9s	fc73a12689	maxapi: add get klines request	2022-08-10 23:59:43 +08:00
c9s	6f35aa0f20	maxapi: replace client field type with interface	2022-08-10 23:59:38 +08:00
c9s	c5e93dba00	max: replace client field type with interface	2022-08-10 23:59:25 +08:00
c9s	ae3f6001b9	maxapi/v3: add order type alias	2022-08-10 23:59:21 +08:00
c9s	2380ebb285	maxapi/v3: apply order type constant type	2022-08-10 23:59:16 +08:00
c9s	2f8020efd6	max: add v2 order api back	2022-08-10 23:59:10 +08:00
c9s	3bdc6c7f28	bollmaker: remove unused embedded struct	2022-08-10 23:46:24 +08:00