3776 Commits

Author	SHA1	Message	Date
Raphanus Lo	a2ab9db4eb	strategy: bollmaker: fix nil pointer	2022-08-25 23:43:31 +08:00
c9s	5953fe49d1	all: move float slice/map to a single package	2022-08-25 17:31:42 +08:00
Raphanus Lo	de4f3721a2	backtest: avoid inifite float64 JSON serializing issue	2022-08-25 15:45:08 +08:00
Raphanus Lo	de59c1bd13	backtest: reformat sharpe/sortino report	2022-08-25 15:45:08 +08:00
Raphanus Lo	ad1b9a53a1	backtest: calculate realized Sharpe & Sortino ratios	2022-08-25 15:45:08 +08:00
Andy Cheng	e2774ed2b5	Merge pull request #880 from andycheng123/improve/supertrend-strategy-report ... Improve: strategy-supertrend output acc. profit report to tsv file	2022-08-25 14:25:03 +08:00
Andy Cheng	fcaa6466b6	strategy/bollmaker: preload dynamic spreads	2022-08-25 13:44:38 +08:00
c9s	702ce5220b	autoborrow: improve debtRatio repay	2022-08-25 11:05:31 +08:00
Yo-An Lin	066b0ca30e	Merge pull request #892 from c9s/feature/pivot-right-window ... feature: add pivot low right window support	2022-08-24 19:44:44 +08:00
c9s	2e71e63fae	all: fix interval window struct usage	2022-08-24 18:17:37 +08:00
c9s	d71fd362b7	indicator: rename KLinePriceMapper to KLineValueMapper	2022-08-24 17:53:22 +08:00
c9s	09cc91bab8	bbgo: update VWMA and add VWMA to the indicator method	2022-08-24 17:45:43 +08:00
c9s	469c6bfb28	bbgo: move rightWindow to the IntervalWindow struct	2022-08-24 17:43:28 +08:00
c9s	f43f9af20f	indicator: extract pivot calculator and pull out the function handler	2022-08-24 17:37:44 +08:00
c9s	d930065bea	bbgo: move stoch to the simple indicator set	2022-08-24 17:34:19 +08:00
c9s	1a9c9a6d30	indicator: fix pivot low window calculation	2022-08-24 17:34:01 +08:00
c9s	8a020c34e3	bbgo: add package doc to bbgo	2022-08-24 16:54:31 +08:00
Zenix	3a98ae00b9	Merge pull request #890 from zenixls2/feature/wdrift ... weighted drift	2022-08-24 16:59:25 +09:00
Andy Cheng	6176c06002	strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct	2022-08-24 13:58:30 +08:00
c9s	bf09533a6d	make: run gofmt on the version file	2022-08-24 13:03:00 +08:00
c9s	68064bfe44	move and fix binance exchange api examples	2022-08-24 12:58:06 +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	c0abae90a7	bump version to v1.39.2	2022-08-20 00:10:01 +08:00
c9s	5a4d71b073	strategy/autoborrow: fix reBalanceDebt check	2022-08-19 18:56:25 +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
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	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
c9s	4d32a578d7	backtest: emit balance update if we got some quote back	2022-08-18 16:09:07 +08:00