Commit Graph

5104 Commits

Author SHA1 Message Date
Yo-An Lin
fc5a753933
Merge pull request #764 from c9s/strategy/pivotshort
strategy/pivotshort: refactor exit methods and add protection stop exit method
2022-06-27 00:20:11 +08:00
c9s
d46954a4b1
fix SimplePriceMatching test
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 00:13:57 +08:00
c9s
a9ab77f6d3
backtest-report: use segment control 2022-06-27 00:10:58 +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
279bb66a4d
update config structure 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
4c02d8f729
implement QueryOrder on the backtest exchange 2022-06-26 16:10:10 +08:00
c9s
88059016b4
add position roi tests
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:03:42 +08:00
c9s
0715437cc5
fix lastRecordTime
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 13:23:04 +08:00
c9s
25fb684fd1
types: add ROI method on position
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 13:11:19 +08:00
なるみ
a74eca3773
Merge pull request #761 from narumiruna/glassnode/simplify
datasource: refactor glassnodeapi
2022-06-25 20:31:56 +08:00
なるみ
cbb3effc42 glassnode: add QueryOptions 2022-06-25 20:25:42 +08:00
なるみ
99d6c0550d glassnode: add Request struct 2022-06-25 19:59:00 +08:00
なるみ
5ce5571b5e glassnode: delete all requests 2022-06-25 19:59:00 +08:00
c9s
4e670c67a8
pivotshort: change ratio calculation 2022-06-25 18:13:50 +08:00
c9s
66f923ad0d
backtest: add kline fixture generator
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-25 17:55:31 +08:00
c9s
118928d388
implement kline fixture generator 2022-06-25 17:52:37 +08:00
c9s
2e49a95d32
bbgo: remove unused context object
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-25 17:02:53 +08:00
Yo-An Lin
c363fb55d5
Merge pull request #760 from c9s/narumiruna-patch-1
doc: fix link
2022-06-25 17:00:20 +08:00
c9s
94b9406587
add codecov.yaml 2022-06-25 16:58:06 +08:00
c9s
b25be3d702
add doc comments 2022-06-25 16:55:54 +08:00
c9s
9f0e12dc25
service: fix import 2022-06-25 16:46:40 +08:00
なるみ
2afc41157d
Update migration.md 2022-06-24 21:40:24 +08:00
c9s
7dd314703c
service: fix trade test
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-24 19:30:17 +08:00
c9s
751085f8ff
clean up todo comment 2022-06-24 19:24:49 +08:00
c9s
f4bb7bd231
service: drop unused methods
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-24 19:11:21 +08:00
c9s
bd991a7080
service: remove unused QueryLast method
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-24 19:08:51 +08:00
c9s
a9bff7701c
sync: avoid adding the millisecond one to the start time 2022-06-24 18:14:52 +08:00
c9s
cace7c8f97
sync: add more debug logs 2022-06-24 17:14:30 +08:00
c9s
4f42f90b49
service: update id map when inserting record 2022-06-24 16:49:41 +08:00
c9s
54d0a83eee
use local time instead of UTC 2022-06-24 15:42:30 +08:00
c9s
1587630b7b
service: pull out record to a var 2022-06-24 15:27:51 +08:00
c9s
3ad1f0e351
show trade ID in the console 2022-06-24 15:19:12 +08:00
c9s
7b60e34821
revert time range check change, it's the same lol 2022-06-23 17:59:46 +08:00
c9s
a78119b9ca
fix time range checking 2022-06-23 17:51:45 +08:00
c9s
4556e501da
batch: fix time range checking 2022-06-23 17:49:28 +08:00
c9s
8c1198de83
service: use created_at field to sort the orders
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-23 01:35:16 +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
Yo-An Lin
7398afbde7
Merge pull request #758 from c9s/improve/pnl-cmd
improve: add pnl cmd options and fix trade query
2022-06-22 18:38:02 +08:00
Yo-An Lin
d1abfcf80b
Merge pull request #757 from iamken1204/improve/totp-user
totp-user: add default user 'bbgo'
2022-06-22 18:35:12 +08:00
c9s
8c850c71a2
cmd/pnl: add --sync option 2022-06-22 18:24:34 +08:00