Commit Graph

42 Commits

Author SHA1 Message Date
narumi
ffea4901ed fix buy quantity 2023-11-03 15:07:24 +08:00
narumi
7c19bb9e20 submit one order at a time 2023-10-31 13:53:12 +08:00
narumi
0f9319a2f5 make CreatePositions and CreateProfitStats public 2023-03-15 16:01:13 +08:00
narumi
0458858de0 fix position and profitstats 2023-03-14 19:27:41 +08:00
なるみ
add9372eba use mid price to calculate weight 2023-03-13 15:30:33 +00:00
narumi
0690518dc7 add option to rebalance on start 2023-03-13 22:43:42 +08:00
narumi
640001ffa1 check minimal order quantity 2023-03-13 22:39:22 +08:00
narumi
c9f6995701 fix OrderExecutorMap's SumbitOrders 2023-03-13 22:39:04 +08:00
narumi
0b7f42c382 adjust max amount by balance 2023-03-13 22:39:01 +08:00
narumi
4559a35f31 graceful cancel in rebalance strategy 2023-03-13 00:49:49 +08:00
なるみ
40e2296492 add positions and profit stats 2023-03-08 14:12:42 +00:00
なるみ
00e022dbdc fixup! set order type default value in Defaults method 2023-03-06 13:37:03 +00:00
なるみ
cd500e6e73 set order type default value in Defaults method 2023-03-06 12:33:14 +00:00
narumi
94b946a993 add orderType parameter 2023-03-03 23:14:30 +08:00
narumi
904491e750 add orderType parameter 2023-03-02 18:11:43 +08:00
なるみ
532f3c11e7 fix backtest 2022-10-28 15:33:08 +08:00
なるみ
9330b9fde5 change variable names 2022-10-13 18:18:02 +08:00
c9s
88a63df186
all: clean up notifiability usage 2022-06-19 13:01:22 +08:00
なるみ
50fbf0727e types: move valuemap and floatmap to types 2022-06-16 16:44:27 +08:00
なるみ
5799497a09 marketp: add marketcap strategy 2022-06-16 16:44:02 +08:00
なるみ
8d9faff859 rebalance: validate symbols 2022-06-16 10:44:13 +08:00
なるみ
3d0ad010eb rebalance: replace Float64Slice by ValueMap 2022-06-16 10:44:13 +08:00
なるみ
ad98cf883c rebalance: remove unused subscriptions 2022-06-16 01:33:28 +08:00
なるみ
21a793e16b rebalance: rename variable 2022-06-16 01:33:28 +08:00
なるみ
87adf694b1 rebalance: manage active order book without specifying symbol 2022-06-16 01:33:28 +08:00
なるみ
a4814951d4 rebalance: remove ignoreLock and simplify code 2022-06-16 01:33:28 +08:00
なるみ
f19e1fdf87 rebalance: rename methods 2022-06-16 00:22:19 +08:00
c9s
b209d94a9c
rename active order book constructor function 2022-06-06 06:57:25 +08:00
c9s
3786fc64f1
rename LocalActiveOrderBook to just ActiveOrderBook 2022-06-06 05:43:38 +08:00
なるみ
c99be984d1 rebalance: place limit orders 2022-05-26 17:28:48 +08:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
c9s
18da434e92 all: use thread-safe GetAccount method to get account 2022-04-23 15:43:11 +08:00
なるみ
859933d4ed Avoid to use map[string]fixedpoint.Value 2022-04-11 23:26:05 +08:00
なるみ
8881b9e105
Fix package name 2022-03-29 21:51:50 +08:00
なるみ
83e37f52a8 Rebalance on kline closed 2022-03-24 12:50:40 +08:00
zenix
105b085786 fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint 2022-02-15 12:01:39 +09:00
なるみ
4a8be9cc1a Fix log 2021-12-22 02:04:44 +08:00
なるみ
2999e41ef0 Validate config 2021-12-22 01:59:38 +08:00
なるみ
41d4001872 Add log 2021-12-22 01:59:25 +08:00
なるみ
531805a449 Adjust quantity by max amount 2021-12-20 23:46:22 +08:00
なるみ
f320d78f2f Refactor 2021-12-14 02:18:08 +08:00
なるみ
f494a0f514 Initial commit of rebalance strategy 2021-12-13 05:19:44 +08:00