zenix
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2568a81dfe
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fix: binance time sync, exchange interval query interface, yaml for fixedpoint
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2022-07-26 16:42:34 +09:00 |
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Yo-An Lin
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9bf48e9de4
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Merge pull request #822 from c9s/fix/api-upgrade
refactor: ewoDgtrd: upgrade order executor api
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2022-07-26 14:33:06 +08:00 |
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Yo-An Lin
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48ab33dfa3
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Merge pull request #842 from c9s/feature/bollmaker-exit
feature: bollmaker exit methods
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2022-07-26 12:33:08 +08:00 |
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c9s
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8986eeb3a4
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bollmaker: apply kline filter closure
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2022-07-26 12:08:47 +08:00 |
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c9s
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c252a7dcf9
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bollmaker: fix log format issue
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2022-07-26 12:08:47 +08:00 |
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c9s
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d26dd2f1da
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bollmaker: remove status change setter
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2022-07-26 12:08:47 +08:00 |
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c9s
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83c8bc819a
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all: drop the legacy smart stops
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2022-07-26 12:08:47 +08:00 |
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c9s
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c3b6cb80c3
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bollmaker: upgrade bollmaker exits methods
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2022-07-26 12:08:47 +08:00 |
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c9s
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6ae0620730
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bollmaker: integrate exits method to bollmaker
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2022-07-26 12:08:47 +08:00 |
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c9s
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06d71aab4a
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types: add doc comment
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2022-07-26 11:53:22 +08:00 |
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c9s
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ee4fb1a677
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add 24hours guard to AddProfit
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2022-07-26 11:51:58 +08:00 |
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c9s
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9c944d4aba
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types: fix profit stats titles
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2022-07-26 11:51:24 +08:00 |
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c9s
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549e28079b
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autoborrow: call Debt() for repay
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2022-07-26 11:49:04 +08:00 |
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c9s
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bdfb5d08aa
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risk: pull out max quantity variable
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2022-07-26 11:47:07 +08:00 |
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c9s
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9787b867ac
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types: call debt()
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2022-07-26 11:44:57 +08:00 |
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c9s
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79fe49f66f
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types: for net() always return total sub debt
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2022-07-26 11:44:34 +08:00 |
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c9s
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e482a164cf
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types: repay debt when closing position
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2022-07-25 22:10:02 +08:00 |
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Yo-An Lin
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2e7ed9f583
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Merge pull request #840 from andycheng123/fix/supertrend-strategy
strategy/supertrend: fix exit methods problem
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2022-07-25 15:14:22 +08:00 |
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c9s
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0d5d92b26d
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pivotshort: fix tail function
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2022-07-25 15:02:59 +08:00 |
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Andy Cheng
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07959c8862
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strategy/supertrend: fix exit methods problem
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2022-07-25 14:11:55 +08:00 |
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Yo-An Lin
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bfb7dd51d6
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Merge pull request #838 from c9s/improve/backtest-json-format
improve: use marshal instead of marshal indent
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2022-07-23 12:33:27 +08:00 |
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c9s
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4345cef8d7
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util: use marshal instead of marshal indent
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2022-07-23 12:16:06 +08:00 |
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Yo-An Lin
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3e44e05553
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Merge pull request #837 from c9s/strategy/pivotshort
risk: add account value calculator test case
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2022-07-23 12:15:09 +08:00 |
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c9s
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a609c0606a
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risk: fix margin level prec assertion
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2022-07-22 15:06:10 +08:00 |
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c9s
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4b7126ce41
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risk: add doc comment for MarginLevel method
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2022-07-22 14:54:25 +08:00 |
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c9s
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a9f9fc4e5e
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risk: add margin level calculator
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2022-07-22 14:53:17 +08:00 |
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c9s
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b53da177c2
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risk: add test case for account calculator
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2022-07-22 14:42:30 +08:00 |
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c9s
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3cf5175baa
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risk: make calculateAccountNetValue public
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2022-07-22 13:36:03 +08:00 |
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Yo-An Lin
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c62ba3a4b5
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Merge pull request #836 from c9s/strategy/pivotshort
refactor: risk functions for leveraged quantity
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2022-07-22 12:12:01 +08:00 |
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c9s
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a1387bb4dd
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risk: move spot condition to the top
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2022-07-22 12:04:43 +08:00 |
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c9s
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36cfaa924d
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risk: move leverage quantity calculation to the risk package
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2022-07-22 11:55:24 +08:00 |
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c9s
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54affd2f99
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pivotshort: quantity calculation -- sub debt
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2022-07-22 11:47:48 +08:00 |
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c9s
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76def2fe9d
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pull out AccountValueCalculator
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2022-07-21 19:46:58 +08:00 |
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Yo-An Lin
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e09e2dfff2
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Merge pull request #834 from c9s/strategy/pivotshort
fix: strategy/pivotshort: add trade loss to the account value calculation
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2022-07-21 13:50:10 +08:00 |
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c9s
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15879adf3b
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pivotshort: fix trade loss ratio
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2022-07-21 13:17:46 +08:00 |
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c9s
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88c0f31e87
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pivotshort: add trade loss to the quantity calculating
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2022-07-21 13:05:46 +08:00 |
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c9s
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756fcb4807
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pivotshort: fix min leverage protection
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2022-07-21 13:04:19 +08:00 |
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Yo-An Lin
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8c61f68d1d
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Merge pull request #833 from c9s/fix/pivotshort-quantity-cal
fix: strategy/pivotshort: fix margin quantity calculation
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2022-07-21 12:58:09 +08:00 |
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c9s
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763ae1f62f
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bbgo: fix missing var
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2022-07-21 12:36:26 +08:00 |
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c9s
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1079757833
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bbgo: bind market data store to market data stream when allocating new instance
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2022-07-21 12:35:38 +08:00 |
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c9s
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de62d9dd67
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bbgo: fix injection
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2022-07-21 12:33:29 +08:00 |
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c9s
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7ce7a1b11c
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config: update pivotshort config
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2022-07-21 12:18:31 +08:00 |
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c9s
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c78ba6a539
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bbgo: fix strategy struct field injection phase
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2022-07-21 12:18:09 +08:00 |
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c9s
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b6d0482517
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pivotshort: add more logs and check
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2022-07-21 12:05:05 +08:00 |
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Yo-An Lin
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0a08cc21df
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Merge pull request #825 from c9s/refactor/indicator-api
refactor: new indicator api
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2022-07-21 11:53:17 +08:00 |
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c9s
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ea08a61e28
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indicator/stoch: simplify CalculateAndUpdate
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2022-07-21 01:35:27 +08:00 |
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c9s
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86c1619e50
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indicator/stoch: move emitUpdate
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2022-07-21 01:35:03 +08:00 |
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c9s
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9c89359a5f
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indicator/stoch: move endTime check to pushK
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2022-07-21 01:34:35 +08:00 |
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c9s
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6e043ba129
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indicator/till: fix e1 check
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2022-07-21 01:33:30 +08:00 |
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c9s
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946fb96b03
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bbgo: reformat
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2022-07-21 01:32:09 +08:00 |
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