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Author	SHA1	Message	Date
c9s	68064bfe44	move and fix binance exchange api examples	2022-08-24 12:58:06 +08:00
c9s	90f077b78b	examples: delete the outdated create-self-trade example	2022-08-24 12:54:46 +08:00
c9s	0baac39489	examples: fix lint issues	2022-08-24 12:53:10 +08:00
c9s	88f243c91b	util: move math util functions to util	2022-08-24 11:34:55 +08:00
Andy Cheng	978db22c0a	strategy/supertrend: accumulated daily profit uses its own window config	2022-08-24 11:23:48 +08:00
Andy Cheng	592eae8c3c	strategy/supertrend: output by interval	2022-08-23 18:43:13 +08:00
zenix	6b6a24a655	feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation	2022-08-23 17:22:45 +09:00
c9s	94615f7ecf	all: remove empty files	2022-08-23 02:25:02 +08:00
c9s	c86b29e6dc	all: resolve import cycle	2022-08-23 02:12:26 +08:00
c9s	0947c28294	all: move PrintConfig to pkg/util	2022-08-23 01:56:15 +08:00
c9s	2611012d28	types: move json struct to types package	2022-08-23 01:54:29 +08:00
c9s	3761d6c36b	add v1.39.2 release note	2022-08-20 00:10:01 +08:00
c9s	c0abae90a7	bump version to v1.39.2	2022-08-20 00:10:01 +08:00
c9s	4e09444dc5	update command doc files	2022-08-20 00:10:01 +08:00
c9s	5a4d71b073	strategy/autoborrow: fix reBalanceDebt check	2022-08-19 18:56:25 +08:00
Yo-An Lin	0764107199	Merge pull request #889 from c9s/fix/backtest-last-kline-sync ... service/backtest: check and filter kline by its endTime	2022-08-19 18:42:41 +08:00
c9s	5d85ceeec4	service/backtest: filter klines that will be closed in the future	2022-08-19 17:55:48 +08:00
c9s	49728622bc	service/backtest: use second instead of milliseconds for filtering	2022-08-19 17:53:45 +08:00
c9s	5e1e0c7661	service/backtest: check and filter kline by its endTime	2022-08-19 17:28:55 +08:00
c9s	834487d568	strategy/schedule: add MaxBaseBalance config	2022-08-19 16:48:43 +08:00
c9s	4622f9f34e	autoborrow: add more verbose logs	2022-08-19 16:10:13 +08:00
Yo-An Lin	913343816c	Merge pull request #888 from c9s/fix/issue-887-sync ... binance: fix futures/margin order sync issue	2022-08-19 15:37:14 +08:00
c9s	8827fc3ec6	binance: fix futures/margin order sync issue ... fixes: #887	2022-08-19 15:28:24 +08:00
Zenix	bcd524361d	Merge pull request #886 from COLDTURNIP/feature/sortino_ratio ... Add Sortino ratio	2022-08-19 16:14:46 +09:00
Yo-An Lin	039fc21505	Merge pull request #881 from zenixls2/feature/print_strategy_config ... print strategy config	2022-08-19 15:13:50 +08:00
Raphanus Lo	747839212a	feature: add Sortino ratio	2022-08-18 23:26:54 +08:00
zenix	5030b93285	fix: move canInt to dynamic	2022-08-18 18:05:52 +09:00
c9s	555295f305	add v1.39.1 release note	2022-08-18 16:44:53 +08:00
c9s	369fc8c4ea	bump version to v1.39.1	2022-08-18 16:44:53 +08:00
zenix	a958d4d092	fix: matching_test add TickSize	2022-08-18 17:38:27 +09:00
zenix	e1c2ed40ff	fix: truncate price in backtest, don't truncate amount, add TruncatePrice function	2022-08-18 17:38:27 +09:00
zenix	66a2f55f9a	fix: matching test by adding default stepSize on BTCUSDT	2022-08-18 17:38:27 +09:00
zenix	f7398f163a	fix: inequality on quantites of balances and submitted orders in backtest	2022-08-18 17:38:27 +09:00
zenix	2720ee90b1	fix: equation of exit dump	2022-08-18 17:38:27 +09:00
zenix	e5c1152030	doc: add comment to strategy config printing func	2022-08-18 17:38:27 +09:00
zenix	5e7ea71613	feature: withdraw print config functionality from drift to be a general function	2022-08-18 17:38:27 +09:00
Yo-An Lin	c4a84840e2	Merge pull request #885 from c9s/fix/backtest-limit-taker ... backtest: fix limit taker lock issue	2022-08-18 16:36:03 +08:00
c9s	4d32a578d7	backtest: emit balance update if we got some quote back	2022-08-18 16:09:07 +08:00
c9s	bd8b362274	backtest: delay the order update after the balance unlock	2022-08-18 15:43:09 +08:00
c9s	3a24a48cde	backtest: fix execution price for stop limit taker orders	2022-08-18 15:26:09 +08:00
c9s	9f9fc098f4	backtest: clean up todo	2022-08-18 15:11:27 +08:00
c9s	6c4d5041ba	backtest: fix limit taker lock issue	2022-08-18 15:09:46 +08:00
c9s	d7dbfd7613	bump version to v1.39.0	2022-08-18 13:43:48 +08:00
c9s	6d1fbca4fa	update command doc files	2022-08-18 13:43:48 +08:00
c9s	18e0fbb0a0	update release note	2022-08-18 13:43:22 +08:00
Yo-An Lin	37987b1427	Merge pull request #883 from andycheng123/release/v1.39.0 ... Release/v1.39.0	2022-08-18 11:50:55 +08:00
Andy Cheng	911b506ac4	add v1.39.0 release note	2022-08-17 18:59:26 +08:00
Andy Cheng	f990947370	bump version to v1.39.0	2022-08-17 18:59:26 +08:00
Andy Cheng	ffcaf0271b	update command doc files	2022-08-17 18:59:26 +08:00
Yo-An Lin	c786d7d395	Merge pull request #882 from c9s/improve/autoborrow ... strategy/autoborrow: add debt re-balancing	2022-08-17 17:17:45 +08:00