Commit Graph

496 Commits

Author SHA1 Message Date
c9s
9c46ef17b2 handle order update 2020-10-31 18:29:58 +08:00
c9s
551fa4b7fb add grid to built-ins 2020-10-31 18:29:58 +08:00
c9s
60b78979dc fix order id parsing (seems case insensitive) 2020-10-31 18:29:58 +08:00
c9s
fed9ec7a44 add grid config 2020-10-31 18:29:58 +08:00
c9s
c3961024cf implement grid strategy update orders method 2020-10-31 18:29:58 +08:00
c9s
74a9cae38e rename trade callbacks to trade update callbacks 2020-10-31 18:29:58 +08:00
c9s
224acd0ca9 add accessors for last up band and down band values 2020-10-31 18:29:58 +08:00
c9s
e60127090b add GetBOLL access to standard indicator sets 2020-10-31 18:29:58 +08:00
Yo-An Lin
8025e7003b Merge pull request #44 from c9s/indicator/boll
feature: add bollinger band indicator
2020-10-31 18:28:55 +08:00
Yo-An Lin
301851bf35 Merge pull request #43 from c9s/strategy/swing
feature: add swing strategy
2020-10-31 18:27:33 +08:00
c9s
d49b2be543 add bollinger indicator 2020-10-29 17:51:20 +08:00
c9s
f0681177f9 inject market into the skeleton strategy 2020-10-29 17:06:34 +08:00
c9s
4afabd92ed clean up code 2020-10-29 17:05:01 +08:00
c9s
b0cc128b79 pull out trend types 2020-10-29 17:03:36 +08:00
c9s
a7325e86f0 document swing strategy 2020-10-29 13:42:53 +08:00
c9s
5f45d18ae2 fix struct composition 2020-10-29 13:08:33 +08:00
c9s
19b600bb35 simplify strategy registration api 2020-10-29 07:54:59 +08:00
c9s
c71f013916 let SMA indicator and EWMA indicator use IntervalWindow type 2020-10-29 07:51:23 +08:00
c9s
2f8bffeaca add strict injection check fo pointer only objects 2020-10-29 07:49:06 +08:00
c9s
33257c591e refactor swing strategy with types IntervalWindow 2020-10-29 07:44:22 +08:00
c9s
6d8ec7894e refactor standard indicator set with store 2020-10-29 07:40:02 +08:00
c9s
b1cf9db879 add reflink 2020-10-28 17:50:47 +08:00
c9s
d6553a1155 move strategy subscribe out 2020-10-28 17:49:49 +08:00
c9s
f4474c6a6d add check for sma caluclation 2020-10-28 17:48:16 +08:00
c9s
67446670ac finalize swing strategy and fix trade reporter issue 2020-10-28 17:48:16 +08:00
c9s
c96845ff6a add fields to slack notifier logs 2020-10-28 17:48:16 +08:00
c9s
b22e0370b3 drop legacy OrderProcessor and remove slack debug 2020-10-28 17:48:16 +08:00
c9s
468864302e fix submit order quantity formatting 2020-10-28 17:48:16 +08:00
c9s
2680ad5072 refactor environment, market data store, injection and add swing strategy 2020-10-28 17:48:16 +08:00
Yo-An Lin
90ca829915 Merge pull request #41 from c9s/feature/indicators
feature: support standard indicator sets
2020-10-28 17:47:57 +08:00
c9s
7d7d2c2fc7 assign standard indicator set to the session 2020-10-28 11:15:50 +08:00
c9s
e2df24f31c support standard indicatorset 2020-10-28 09:43:19 +08:00
c9s
50693ae845 implement ewma and sma 2020-10-28 09:13:57 +08:00
Yo-An Lin
501edb1bca Merge pull request #39 from c9s/feature/notification-router
feature: strategy injection
2020-10-27 21:46:59 +08:00
c9s
388346b284 move injectStrategyField to a single file 2020-10-27 20:42:48 +08:00
c9s
008e5c83f9 fix notification config check 2020-10-27 20:41:08 +08:00
c9s
6dcb6df7c1 add minimal config for example 2020-10-27 20:38:56 +08:00
c9s
8e932b3f43 add doc for writing your own strategy 2020-10-27 20:36:20 +08:00
c9s
96d0be31eb update readme for requirements 2020-10-27 20:21:28 +08:00
c9s
e1c2f7cc3d improve notifier signatures and fix slack Notify method 2020-10-27 20:13:10 +08:00
c9s
7905ba09d4 pull out fillStrategyNotifiability 2020-10-27 19:37:11 +08:00
c9s
ccc381143d support pointer type filling 2020-10-27 19:33:11 +08:00
c9s
ae30b7e323 update readme for api design 2020-10-27 19:24:53 +08:00
Yo-An Lin
1e5327a5e4 Update strategy.go 2020-10-27 15:51:36 +08:00
Yo-An Lin
d6d709fc84 Merge pull request #38 from c9s/feature/notification-router
feature: notifiability injection for strategy
2020-10-27 15:50:21 +08:00
c9s
968af40cb2 update readme for builtin strategies 2020-10-27 14:11:07 +08:00
c9s
b3eaf832af Add pricealert strategy for demonstrating notification 2020-10-27 13:54:39 +08:00
Yo-An Lin
dbf953ce52 Merge pull request #36 from c9s/feature/notification-router
feature: notification router
2020-10-27 11:41:08 +08:00
c9s
ab43de3efd clean up comment for base order executor 2020-10-27 10:00:41 +08:00
c9s
ef598c3a0f assign base order executor descendingly 2020-10-27 09:58:21 +08:00