898 Commits

Author	SHA1	Message	Date
c9s	c27f416dbc	indicator: canonicalize the CalculateAndUpdate method call ... also fix the xmaker boll indicator preloading	2022-07-14 09:18:42 +08:00
c9s	1152fae346	ewoDgtrd: upgrade order executor api	2022-07-14 01:36:02 +08:00
c9s	cecb278aa1	autoborrow: use info logger for the margin level info	2022-07-13 13:34:59 +08:00
c9s	ee163eb441	pivotshort: add trendEMA protection	2022-07-13 11:09:57 +08:00
c9s	f5f6fabe07	pivotshort: add trendEMA and add stopEMA subscribe	2022-07-13 10:49:52 +08:00
Yo-An Lin	8119afbb44	Merge branch 'main' into strategy/pivotshort	2022-07-12 23:38:23 +08:00
c9s	6ce9f6a2b7	fix FilterSimpleArgs	2022-07-12 17:55:15 +08:00
c9s	b521a7cf70	pivotshort: fix resistance price update algo	2022-07-12 17:45:47 +08:00
c9s	da4b35bd31	pivotshort: add 1m subscribe	2022-07-12 17:45:47 +08:00
Yo-An Lin	1ef2c1d668	Merge pull request #811 from andycheng123/fix/supertrend-strategy ... strategy/supertrend: fix double dema initialization problem	2022-07-12 13:13:19 +08:00
c9s	28d9aa6820	autoborrow: show margin level when check	2022-07-11 16:26:25 +08:00
c9s	3f15df4c0e	autoborrow: fix repay balance check	2022-07-11 16:22:21 +08:00
c9s	98aaa6ce43	autoborrow: fix repay mech	2022-07-11 16:20:45 +08:00
Andy Cheng	1b5dc309f0	strategy/supertrend: fix double dema initialization problem	2022-07-11 13:37:01 +08:00
Yo-An Lin	eacbd13e6b	Merge pull request #810 from andycheng123/fix/supertrend-strategy	2022-07-08 21:03:01 +08:00
c9s	59fcef0b6d	supertrend: avoid using embedded struct on DoubleDema	2022-07-08 17:13:12 +08:00
Andy Cheng	574e142cf9	strategy/supertrend: use types.IntervalWindow instead of types.Interval	2022-07-08 16:42:31 +08:00
c9s	79b70d4a31	supertrend: fix interval window for exit methods	2022-07-08 16:31:28 +08:00
c9s	46d6ecc663	fix types.TradeStats usage	2022-07-08 15:44:32 +08:00
c9s	581e4be218	supertrend: clean up and update	2022-07-08 15:41:28 +08:00
Andy Cheng	f8777752a0	Merge branch 'main' into improve/supertrend-strategy	2022-07-07 10:33:30 +08:00
c9s	81560746bd	all: reformat code	2022-07-07 02:26:39 +08:00
c9s	74593720a7	add ExitMethodSet.Bind method	2022-07-07 02:26:39 +08:00
Andy Cheng	c43d4e0b24	strategy/supertrend: func to get order side	2022-07-06 18:11:09 +08:00
Andy Cheng	8aa5b706b6	strategy/supertrend: fix double dema missing interval	2022-07-06 17:05:38 +08:00
Andy Cheng	6c93c42ef6	strategy/supertrend: pull double dema into a single file	2022-07-06 16:45:19 +08:00
Andy Cheng	c62e7bbb58	strategy/supertrend: refactor to smaller functions	2022-07-06 16:26:30 +08:00
c9s	2bc12c0522	add trailing stop and it's test cases with gomock ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-06 03:04:01 +08:00
Andy Cheng	2de16ac7d1	strategy/supertrend: fix missing Bind() of DEMA	2022-07-05 17:11:58 +08:00
Andy Cheng	91077ce61d	strategy/supertrend: add ExitMethod	2022-07-05 16:55:48 +08:00
Andy Cheng	f0dc9d6147	strategy/supertrend: add TradeStats	2022-07-05 16:30:13 +08:00
Andy Cheng	5b3ba03042	strategy/supertrend: preload indicators	2022-07-05 16:25:02 +08:00
Andy Cheng	0a0e5ac4d8	strategy/supertrend: config switch for stop by different signals	2022-07-05 15:59:35 +08:00
c9s	193703a9a0	all: use tradeStats constructor	2022-07-05 11:14:50 +08:00
c9s	3a37154737	pivotshort: fix supportTakeProfit binding	2022-07-04 02:20:15 +08:00
c9s	81f9639c85	pivotshort: bind supportTakeProfit method	2022-07-03 17:22:29 +08:00
c9s	278fbb7b51	pivotshort: fix support take profit method	2022-07-03 17:13:01 +08:00
c9s	74cac6e977	pivotshort: adjust layer price calculation	2022-07-03 15:44:37 +08:00
c9s	a408b20eda	fix resistance price calculation	2022-07-03 15:26:05 +08:00
c9s	1e8ac0d08a	pivotshort: improve price grouping	2022-07-02 18:51:17 +08:00
c9s	f940bb8e0a	implement SupportTakeProfit method	2022-07-02 13:21:27 +08:00
c9s	004e6b0e0b	pivotshort: fix findNextResistancePriceAndPlaceOrders	2022-07-02 00:28:41 +08:00
c9s	f1867b02c3	pivotshort: fix message	2022-07-01 18:10:39 +08:00
c9s	9a11fd59ed	pivotshort: fix open close price compare	2022-07-01 17:43:51 +08:00
c9s	53204f47ea	bollmaker: remove legacy state loading	2022-07-01 17:28:48 +08:00
c9s	04df515aea	pivotshort: clean up and force kline direction	2022-07-01 17:26:45 +08:00
c9s	9374125712	pivotshort: pull out break low logics ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-01 17:22:09 +08:00
c9s	7f5e92d1b5	cancel order when shutdown	2022-07-01 16:29:03 +08:00
c9s	c792da2164	pivotshort: improve balance check for margin	2022-07-01 15:41:50 +08:00
c9s	09ba2d31c3	pivortshort: run placeResistanceOrders with margin borrow buy	2022-07-01 15:34:21 +08:00
c9s	1af18a5fac	pivotshort: fix breakLow handle event	2022-07-01 15:30:06 +08:00
c9s	503d851c9d	pivotshort: move resistance short to a single file	2022-07-01 01:24:34 +08:00
c9s	454036b166	use types.KLineWith to wrap callbacks	2022-07-01 01:06:10 +08:00
c9s	a4af4776d2	pivotshort: use active orderbook to maintain the resistance orders	2022-07-01 00:57:19 +08:00
c9s	3e6b975c2c	pivotshort: refactor ResistanceShort entry method	2022-06-30 18:29:02 +08:00
Andy Cheng	1573a9acf3	strategy/supertrend: add linear regression as filter	2022-06-30 16:35:00 +08:00
c9s	b15e8d0ce4	all: refactor exit method set and fix dynamic call/merge ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-30 15:49:18 +08:00
c9s	527070d13d	all: rewrite and clean up graceful shutdown api	2022-06-30 15:49:18 +08:00
c9s	7d5474e3dd	pivotshort: call MergeStructValues to update the field value	2022-06-30 15:49:18 +08:00
c9s	ab3341d5ae	pivotshort: make preload pivot as a pure function	2022-06-30 15:49:17 +08:00
c9s	9733eec280	pivotshort: move pure funcs to the bottom	2022-06-30 15:49:17 +08:00
c9s	38767cd2df	move private methods to the bottom	2022-06-30 15:49:17 +08:00
c9s	ee45f154a1	pivotshort: rename bounce short to resistance short	2022-06-30 15:49:17 +08:00
zenix	0141f81086	refactor: ewo use SeriesExtend	2022-06-29 22:02:50 +09:00
zenix	70f4676340	feature: extend indicators, extend seriesbase methods	2022-06-29 21:49:02 +09:00
Yo-An Lin	ccfaf0e070	Merge pull request #784 from c9s/strategy/pivotshort ... strategy: pivotshort: fix stopEMA	2022-06-29 17:04:24 +08:00
c9s	4bb2e4a25f	fix stopEMA range check	2022-06-29 16:59:50 +08:00
c9s	cb1c5634a2	pivotshort: remove redundant notification	2022-06-29 15:14:24 +08:00
Zenix	6b6686caa8	Merge pull request #778 from zenixls2/feature/series_extend ... feature: add seriesExtend	2022-06-29 12:35:48 +09:00
c9s	38920dfc7a	pivotshort: fix kline history loading	2022-06-29 11:23:05 +08:00
zenix	0b8441f4a2	rename: ToArray -> Array, ToReverseArray -> Reverse	2022-06-29 11:13:43 +09:00
c9s	16f2a06b1f	all: move exit methods to the bbgo core ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-29 01:58:15 +08:00
c9s	cfc4fd1f81	add doc for CumulatedVolumeTakeProfit	2022-06-29 01:39:33 +08:00
c9s	3d4f765678	rename protectionStopLoss to protectiveStopLoss	2022-06-29 01:31:56 +08:00
c9s	37413e4355	pivotshort: fix bounce ratio calculation	2022-06-28 23:47:34 +08:00
c9s	1617005114	pivotshort: fix pivotshort trigger condition	2022-06-28 23:47:34 +08:00
c9s	34900776f6	pivotshort: reformat code	2022-06-27 19:54:58 +08:00
c9s	10d5a8a4f2	backtest: fix stop limit order matching ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 19:48:14 +08:00
c9s	2784408b8b	add submit order tag	2022-06-27 18:17:57 +08:00
c9s	b97ec7bb1e	pivotshort: remove unused struct	2022-06-27 18:14:12 +08:00
c9s	1557423229	pivotshort: improve useQuantityOrBaseBalance and add bounce short check	2022-06-26 19:45:37 +08:00
c9s	4d862a4286	pivotshort: remove market trade debug	2022-06-26 19:29:01 +08:00
c9s	e1a9df0a2d	pivotshort: add safety check	2022-06-26 19:20:46 +08:00
c9s	3604bae933	pivotshort: pull out stop price check to a single method	2022-06-26 19:06:16 +08:00
c9s	ef31e90728	pivotshort: clean up ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:32:48 +08:00
c9s	e9b87f6f1e	pivotshort: refactor exit methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:31:48 +08:00
c9s	47677e303f	pivotshort: refactor take profit and stop loss methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:13:58 +08:00
c9s	4e670c67a8	pivotshort: change ratio calculation	2022-06-25 18:13:50 +08:00
c9s	2c96d079b8	skeleton: fix log WithField comment	2022-06-22 23:32:31 +08:00
c9s	2c5b553d21	skeleton: add notation	2022-06-22 23:29:29 +08:00
c9s	2550528f60	skeleton: add notification sample	2022-06-22 23:28:49 +08:00
c9s	dcbeace40e	skeleton: update more comments	2022-06-22 23:24:11 +08:00
c9s	b9cbb9d478	skeleton: add detailed comment to the skeleton	2022-06-22 23:18:11 +08:00
c9s	fa7177426f	cmd/pnl: fix trade table query	2022-06-22 18:19:11 +08:00
c9s	3150480db8	bollmaker: remove stopC	2022-06-22 16:30:29 +08:00
c9s	c26d0d7824	bollmaker: clean up commment	2022-06-22 16:20:59 +08:00
c9s	fa26d5260f	bollmaker: use bbgo.IsBackTesting	2022-06-22 16:18:50 +08:00
c9s	60d2ac1616	ewoDgtrd: clean up embedded struct	2022-06-22 15:37:02 +08:00
c9s	5d72ffaa0f	rsmaker: remove embedded bbgo.Persistence	2022-06-22 13:52:40 +08:00
c9s	51a2f14af7	rsmaker: remove unused vars	2022-06-22 13:52:18 +08:00