Commit Graph

77 Commits

Author SHA1 Message Date
c9s
027fe9f5e1
drift: adopt the fastOrderExecutor 2023-05-16 16:39:04 +08:00
c9s
20cd73e6ad
xfunding: fix transfer and refactoring more methods 2023-03-23 12:58:10 +08:00
zenix
a6e0edbb3c fix: naming of prepare function of openPosition and add comments 2022-11-21 12:16:11 +09:00
zenix
109f4d0e3e fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor 2022-11-21 12:16:11 +09:00
zenix
27800e95bd feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter 2022-11-21 12:16:11 +09:00
c9s
7b9edd0456
all: rename cancelNoWait to fastCancel 2022-11-02 12:25:34 +08:00
zenix
5b7712503f fix: pendingLock on orderPendingCounter delete 2022-10-31 11:05:55 +09:00
zenix
b2e867e51c fix: unlimited length of indicators, add draw elapsed to drift 2022-10-27 17:35:50 +09:00
zenix
493b81f16c fix: remove redundant notification 2022-10-27 17:35:50 +09:00
zenix
ce86544c43 optimize: drift strategy to use market trade signals 2022-10-27 17:35:50 +09:00
zenix
17825fbde1 fix: rate settings in telegram, make elliottwave draw async 2022-10-27 17:35:50 +09:00
zenix
675f84dccf fix: SerialMarketDataStore together with backtests 2022-10-27 17:35:50 +09:00
c9s
8a50474ad1
all: add context parameter to Sync() 2022-10-03 18:45:24 +08:00
c9s
59287b5116
all: support context isolation 2022-10-03 16:01:08 +08:00
zenix
5c1d0f95e2 fix/drift_stoploss 2022-10-03 14:00:18 +09:00
zenix
8e82e24c05 fix: drift close position with retry limit 2022-09-29 20:31:10 +09:00
zenix
58736b1b2d refactor: extract stoploss, fix highest/lowest in trailingExit 2022-09-29 20:15:10 +09:00
zenix
5086af2886 fix: reduce Quantity precheck, drift condition, ewo refactor 2022-09-28 20:06:37 +09:00
Yo-An Lin
bf7829973a
Merge pull request #968 from zenixls2/refactor/dump_param
feature: add config dump / param dump / param modify for elliottwave
2022-09-28 16:50:36 +08:00
zenix
b2875eedc5 feature: add config dump / param dump / param modify for elliottwave, refactor param dump 2022-09-27 20:26:59 +09:00
zenix
ad4ee93033 fix: wrong tag in drift 2022-09-26 20:16:27 +09:00
zenix
fdbcaef2ca fix: use ZeroAssetError, refactor 2022-09-22 20:26:18 +09:00
zenix
ac2f7decdf fix: dup naming, remove Leverage from drift field 2022-09-22 13:48:01 +09:00
zenix
fd875c7060 fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior 2022-09-22 13:01:26 +09:00
zenix
7044b0d8ea fix: drift minus weight, preloaded kline not enough 2022-09-16 19:11:36 +09:00
zenix
d40b34e4d6 feature: add modify tg command. fix wdrift ma length 2022-09-14 11:08:10 +09:00
zenix
36a5579660 fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status 2022-09-06 19:08:05 +09:00
zenix
67e57b49eb fix: move sourceselector to bbgo folder 2022-09-06 14:43:05 +09:00
zenix
1d0893b699 fix: enable interval parsing for non-whitelisted time spans 2022-09-06 14:26:17 +09:00
zenix
81084ddea6 feature: SerialMarketDataStore from session 2022-09-05 19:32:35 +09:00
c9s
5953fe49d1
all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
zenix
6b6a24a655 feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation 2022-08-23 17:22:45 +09:00
zenix
17d6b2465c fix: drift add back symbol in InstanceID 2022-08-16 12:50:30 +09:00
zenix
14aa667d59 fix: drift pnl and cumpnl 2022-08-16 12:45:40 +09:00
zenix
9f8b8d97d0 fix: drift empty pnl. exit condition 2022-08-16 12:30:29 +09:00
zenix
c1d9df8cdb feature: export drift1m, remove take profit, add profit report for listing pnl by date 2022-08-15 21:06:46 +09:00
zenix
da28750313 feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift 2022-08-15 21:05:29 +09:00
zenix
2f75dda6ee fix: highest price and lowest price reset, condition gets crossed 2022-08-15 21:05:08 +09:00
zenix
ba532bd98c fix: takeProfitFactor NaN 2022-08-15 21:04:48 +09:00
zenix
e34b0c6c30 fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m 2022-08-15 21:04:31 +09:00
zenix
0cc3c5d485 feature: output config to telegram 2022-08-15 21:04:01 +09:00
zenix
6a4eec71d6 feature: create simpleinteract and remove command in notification 2022-08-15 21:03:48 +09:00
zenix
90e596f463 feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering 2022-08-15 21:03:14 +09:00
zenix
008814992f fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype 2022-08-15 21:02:59 +09:00
zenix
d11738b6b5 feature: add smart cancel to drift 2022-08-15 21:02:43 +09:00
Yo-An Lin
62aff676da
Revert "feature: add smart cancel to drift" 2022-08-09 16:25:36 +08:00
zenix
5be6e822e9 fix: highest price and lowest price reset, condition gets crossed 2022-08-09 13:26:56 +09:00
zenix
2c4e03a102 fix: takeProfitFactor NaN 2022-08-09 13:26:56 +09:00
zenix
0e3aecb549 fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m 2022-08-09 13:26:56 +09:00
zenix
9704c09a09 feature: output config to telegram 2022-08-09 13:26:56 +09:00