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