849 Commits

Author	SHA1	Message	Date
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	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	3e6b975c2c	pivotshort: refactor ResistanceShort entry method	2022-06-30 18:29:02 +08:00
Andy Cheng	1573a9acf3	strategy/supertrend: add linear regression as filter	2022-06-30 16:35:00 +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	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	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
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
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	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	1617005114	pivotshort: fix pivotshort trigger condition	2022-06-28 23:47:34 +08:00
c9s	34900776f6	pivotshort: reformat code	2022-06-27 19:54:58 +08:00
c9s	10d5a8a4f2	backtest: fix stop limit order matching ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 19:48:14 +08:00
c9s	2784408b8b	add submit order tag	2022-06-27 18:17:57 +08:00
c9s	b97ec7bb1e	pivotshort: remove unused struct	2022-06-27 18:14:12 +08:00
c9s	1557423229	pivotshort: improve useQuantityOrBaseBalance and add bounce short check	2022-06-26 19:45:37 +08:00
c9s	4d862a4286	pivotshort: remove market trade debug	2022-06-26 19:29:01 +08:00
c9s	e1a9df0a2d	pivotshort: add safety check	2022-06-26 19:20:46 +08:00
c9s	3604bae933	pivotshort: pull out stop price check to a single method	2022-06-26 19:06:16 +08:00
c9s	ef31e90728	pivotshort: clean up ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:32:48 +08:00
c9s	e9b87f6f1e	pivotshort: refactor exit methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:31:48 +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	4e670c67a8	pivotshort: change ratio calculation	2022-06-25 18:13:50 +08:00
c9s	2c96d079b8	skeleton: fix log WithField comment	2022-06-22 23:32:31 +08:00
c9s	2c5b553d21	skeleton: add notation	2022-06-22 23:29:29 +08:00
c9s	2550528f60	skeleton: add notification sample	2022-06-22 23:28:49 +08:00
c9s	dcbeace40e	skeleton: update more comments	2022-06-22 23:24:11 +08:00
c9s	b9cbb9d478	skeleton: add detailed comment to the skeleton	2022-06-22 23:18:11 +08:00
c9s	fa7177426f	cmd/pnl: fix trade table query	2022-06-22 18:19:11 +08:00
c9s	3150480db8	bollmaker: remove stopC	2022-06-22 16:30:29 +08:00
c9s	c26d0d7824	bollmaker: clean up commment	2022-06-22 16:20:59 +08:00
c9s	fa26d5260f	bollmaker: use bbgo.IsBackTesting	2022-06-22 16:18:50 +08:00
c9s	60d2ac1616	ewoDgtrd: clean up embedded struct	2022-06-22 15:37:02 +08:00
c9s	5d72ffaa0f	rsmaker: remove embedded bbgo.Persistence	2022-06-22 13:52:40 +08:00
c9s	51a2f14af7	rsmaker: remove unused vars	2022-06-22 13:52:18 +08:00
c9s	bae685d63d	rsmaker: refactor ClosePosition method	2022-06-22 13:51:36 +08:00
c9s	09d0a9bbc7	pivotshort: clean up ClosePosition method	2022-06-22 13:46:04 +08:00
c9s	dbc6d4fb44	bollmaker: refactor ClosePosition method	2022-06-22 13:46:04 +08:00
c9s	b3160815ff	dca: use order executor to close position	2022-06-22 13:46:04 +08:00
c9s	929ffc3e5e	dca: clean up	2022-06-22 13:46:04 +08:00
c9s	a5cb8355d4	dca: rewrite dca with the new order executor	2022-06-22 13:46:04 +08:00
c9s	5fe0f5a299	pull out bollinger settings	2022-06-22 13:46:04 +08:00
c9s	b75da154a8	rsmaker: remove legacy state struct	2022-06-22 13:46:04 +08:00
c9s	16eeeb852c	rsmaker: drop the legacy persistence state	2022-06-22 13:46:04 +08:00
c9s	3e5d252c10	rsmaker: clean up and remove unused code ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-22 13:46:04 +08:00
c9s	2cd44b194a	pivotshort: remove persistence from pivotshort	2022-06-22 13:46:04 +08:00
c9s	46691d5ae1	strategy/xbalance: update xbalance persistence usage	2022-06-22 13:46:04 +08:00
c9s	3112b40634	support: remove unused const	2022-06-22 13:46:03 +08:00
c9s	6ef54bf2fb	call bbgo.Sync to sync persistence	2022-06-22 13:46:03 +08:00
Yo-An Lin	d53176acdf	Merge pull request #746 from andycheng123/improve/pivotshort-control ... pivotshort: add strategy controller	2022-06-21 01:24:47 +08:00
Yo-An Lin	223b3dd95f	Merge pull request #747 from andycheng123/improve/supertrend-strategy ... strategy/supertrend: use new order executor api	2022-06-21 01:23:53 +08:00
Yo-An Lin	0e877b789e	Merge pull request #748 from andycheng123/improve/bollmaker ... bollmaker: remove redundant code for adapting new order executor api	2022-06-21 00:26:41 +08:00
austin362667	2f18ea230a	rsmaker: refactor active OB	2022-06-20 17:23:13 +08:00
austin362667	c227272542	rsmaker: add bulit-in strategy ... rsmaker: clean up	2022-06-20 17:23:13 +08:00
Andy Cheng	cc7b8c83ed	bollmaker: remove redundant code for adapting new order executor api	2022-06-20 13:47:17 +08:00
Andy Cheng	aa9296e8d5	strategy/supertrend: use new order executor api	2022-06-20 13:39:07 +08:00
Andy Cheng	24844052d2	pivotshort: add strategy controller	2022-06-20 11:39:18 +08:00
c9s	2a1beddba4	support: fix support strategy stop order update	2022-06-19 17:49:38 +08:00
c9s	f035667f37	support: refactor trailing stop order management	2022-06-19 17:23:10 +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
c9s	156219456b	all: clean up bbgo.Notifiability	2022-06-19 13:05:02 +08:00
c9s	88a63df186	all: clean up notifiability usage	2022-06-19 13:01:22 +08:00
c9s	eacd1f1ae6	all: rewrite notification api ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-19 12:29:36 +08:00
c9s	88e83c944c	pivotshort: clean up log	2022-06-19 11:21:07 +08:00
c9s	c80fe1af33	pivotshort: call BindTradeStats	2022-06-18 16:32:53 +08:00
c9s	6cae9e7449	move GeneralOrderExecutor into bbgo package	2022-06-18 16:31:53 +08:00
c9s	d367186f3e	pivotshort: clean up and pull out order executor	2022-06-18 15:27:11 +08:00
c9s	47e76a9eb5	pivotshort: refactor and redesign order executor ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-18 12:30:42 +08:00
c9s	0326c34013	pivotshort: pull out GeneralOrderExecutor	2022-06-18 11:45:24 +08:00
c9s	807a3e125c	pivotshort: split trade collector callbacks	2022-06-18 10:54:06 +08:00
zenix	a5ffca7fe8	fix: gosimple alert	2022-06-17 20:19:51 +09:00
zenix	55fa4cc8f1	fix: apply gofmt on all files, add revive action	2022-06-17 16:06:59 +09:00
Andy Cheng	5c8cc397f9	Merge pull request #720 from andycheng123/fix/supertrend ... fix: fix strategy supertrend	2022-06-17 10:26:09 +08:00
Andy Cheng	55f36b2f3e	supertrend: add comment to make the condition clearer	2022-06-17 10:15:54 +08:00
Andy Cheng	f6770df50f	supertrend: log with symbol	2022-06-16 17:14:50 +08:00
なるみ	50fbf0727e	types: move valuemap and floatmap to types	2022-06-16 16:44:27 +08:00
なるみ	5799497a09	marketp: add marketcap strategy	2022-06-16 16:44:02 +08:00
なるみ	8d9faff859	rebalance: validate symbols	2022-06-16 10:44:13 +08:00
なるみ	3d0ad010eb	rebalance: replace Float64Slice by ValueMap	2022-06-16 10:44:13 +08:00
なるみ	ad98cf883c	rebalance: remove unused subscriptions	2022-06-16 01:33:28 +08:00
なるみ	21a793e16b	rebalance: rename variable	2022-06-16 01:33:28 +08:00
なるみ	87adf694b1	rebalance: manage active order book without specifying symbol	2022-06-16 01:33:28 +08:00
なるみ	a4814951d4	rebalance: remove ignoreLock and simplify code	2022-06-16 01:33:28 +08:00