Yo-An Lin
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fc5a753933
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Merge pull request #764 from c9s/strategy/pivotshort
strategy/pivotshort: refactor exit methods and add protection stop exit method
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2022-06-27 00:20:11 +08:00 |
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c9s
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d46954a4b1
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fix SimplePriceMatching test
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 00:13:57 +08:00 |
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c9s
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a9ab77f6d3
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backtest-report: use segment control
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2022-06-27 00:10:58 +08:00 |
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c9s
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1557423229
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pivotshort: improve useQuantityOrBaseBalance and add bounce short check
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2022-06-26 19:45:37 +08:00 |
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c9s
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4d862a4286
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pivotshort: remove market trade debug
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2022-06-26 19:29:01 +08:00 |
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c9s
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e1a9df0a2d
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pivotshort: add safety check
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2022-06-26 19:20:46 +08:00 |
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c9s
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279bb66a4d
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update config structure
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2022-06-26 19:20:46 +08:00 |
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c9s
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3604bae933
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pivotshort: pull out stop price check to a single method
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2022-06-26 19:06:16 +08:00 |
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c9s
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ef31e90728
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pivotshort: clean up
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 16:32:48 +08:00 |
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c9s
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e9b87f6f1e
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pivotshort: refactor exit methods
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 16:31:48 +08:00 |
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c9s
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47677e303f
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pivotshort: refactor take profit and stop loss methods
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 16:13:58 +08:00 |
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c9s
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4c02d8f729
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implement QueryOrder on the backtest exchange
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2022-06-26 16:10:10 +08:00 |
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c9s
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88059016b4
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add position roi tests
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 16:03:42 +08:00 |
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c9s
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0715437cc5
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fix lastRecordTime
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 13:23:04 +08:00 |
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c9s
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25fb684fd1
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types: add ROI method on position
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 13:11:19 +08:00 |
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なるみ
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a74eca3773
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Merge pull request #761 from narumiruna/glassnode/simplify
datasource: refactor glassnodeapi
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2022-06-25 20:31:56 +08:00 |
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なるみ
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cbb3effc42
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glassnode: add QueryOptions
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2022-06-25 20:25:42 +08:00 |
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なるみ
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99d6c0550d
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glassnode: add Request struct
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2022-06-25 19:59:00 +08:00 |
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なるみ
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5ce5571b5e
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glassnode: delete all requests
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2022-06-25 19:59:00 +08:00 |
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c9s
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4e670c67a8
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pivotshort: change ratio calculation
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2022-06-25 18:13:50 +08:00 |
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c9s
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66f923ad0d
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backtest: add kline fixture generator
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-25 17:55:31 +08:00 |
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c9s
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118928d388
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implement kline fixture generator
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2022-06-25 17:52:37 +08:00 |
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c9s
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2e49a95d32
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bbgo: remove unused context object
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-25 17:02:53 +08:00 |
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Yo-An Lin
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c363fb55d5
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Merge pull request #760 from c9s/narumiruna-patch-1
doc: fix link
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2022-06-25 17:00:20 +08:00 |
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c9s
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94b9406587
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add codecov.yaml
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2022-06-25 16:58:06 +08:00 |
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c9s
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b25be3d702
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add doc comments
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2022-06-25 16:55:54 +08:00 |
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c9s
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9f0e12dc25
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service: fix import
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2022-06-25 16:46:40 +08:00 |
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なるみ
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2afc41157d
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Update migration.md
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2022-06-24 21:40:24 +08:00 |
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c9s
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7dd314703c
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service: fix trade test
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-24 19:30:17 +08:00 |
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c9s
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751085f8ff
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clean up todo comment
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2022-06-24 19:24:49 +08:00 |
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c9s
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f4bb7bd231
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service: drop unused methods
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-24 19:11:21 +08:00 |
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c9s
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bd991a7080
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service: remove unused QueryLast method
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-24 19:08:51 +08:00 |
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c9s
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a9bff7701c
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sync: avoid adding the millisecond one to the start time
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2022-06-24 18:14:52 +08:00 |
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c9s
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cace7c8f97
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sync: add more debug logs
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2022-06-24 17:14:30 +08:00 |
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c9s
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4f42f90b49
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service: update id map when inserting record
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2022-06-24 16:49:41 +08:00 |
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c9s
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54d0a83eee
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use local time instead of UTC
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2022-06-24 15:42:30 +08:00 |
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c9s
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1587630b7b
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service: pull out record to a var
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2022-06-24 15:27:51 +08:00 |
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c9s
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3ad1f0e351
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show trade ID in the console
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2022-06-24 15:19:12 +08:00 |
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c9s
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7b60e34821
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revert time range check change, it's the same lol
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2022-06-23 17:59:46 +08:00 |
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c9s
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a78119b9ca
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fix time range checking
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2022-06-23 17:51:45 +08:00 |
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c9s
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4556e501da
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batch: fix time range checking
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2022-06-23 17:49:28 +08:00 |
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c9s
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8c1198de83
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service: use created_at field to sort the orders
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-23 01:35:16 +08:00 |
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c9s
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2c96d079b8
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skeleton: fix log WithField comment
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2022-06-22 23:32:31 +08:00 |
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c9s
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2c5b553d21
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skeleton: add notation
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2022-06-22 23:29:29 +08:00 |
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c9s
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2550528f60
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skeleton: add notification sample
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2022-06-22 23:28:49 +08:00 |
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c9s
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dcbeace40e
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skeleton: update more comments
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2022-06-22 23:24:11 +08:00 |
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c9s
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b9cbb9d478
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skeleton: add detailed comment to the skeleton
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2022-06-22 23:18:11 +08:00 |
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Yo-An Lin
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7398afbde7
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Merge pull request #758 from c9s/improve/pnl-cmd
improve: add pnl cmd options and fix trade query
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2022-06-22 18:38:02 +08:00 |
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Yo-An Lin
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d1abfcf80b
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Merge pull request #757 from iamken1204/improve/totp-user
totp-user: add default user 'bbgo'
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2022-06-22 18:35:12 +08:00 |
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c9s
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8c850c71a2
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cmd/pnl: add --sync option
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2022-06-22 18:24:34 +08:00 |
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