zenix
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1d0893b699
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fix: enable interval parsing for non-whitelisted time spans
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2022-09-06 14:26:17 +09:00 |
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c9s
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ed975de2cd
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cmd: write config json file into the backtest report dir
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2022-09-06 13:20:37 +08:00 |
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c9s
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8ed39f7565
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cmd: add session name to the symbol report json file
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2022-09-06 13:18:35 +08:00 |
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Raphanus Lo
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7416f1074a
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Merge pull request #915 from COLDTURNIP/feature/observer_filters
feature: add G-H filter and Kalman filter
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2022-09-05 20:29:41 +08:00 |
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zenix
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6c8902dd9c
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fix: export kline query limit as a variable for preload decisions from strategy
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2022-09-05 20:36:41 +09:00 |
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zenix
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28802dd107
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feature: re-implement heikinashi for elliottwave
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2022-09-05 19:32:35 +09:00 |
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zenix
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4a878b5596
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fix: rename generalorderexecutor.cancel to gracefulcancelorder
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2022-09-05 19:32:35 +09:00 |
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zenix
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ff7fd38372
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feature: ewo add draw function
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2022-09-05 19:32:35 +09:00 |
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zenix
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81084ddea6
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feature: SerialMarketDataStore from session
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2022-09-05 19:32:35 +09:00 |
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zenix
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fad9dedd1f
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fix: active order book cancel message
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2022-09-05 19:32:35 +09:00 |
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zenix
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938dc3c497
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feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca
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2022-09-05 19:32:35 +09:00 |
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c9s
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067f1274b3
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add v1.40.1 release note
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2022-09-05 18:19:03 +08:00 |
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c9s
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925df19ee0
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bump version to v1.40.1
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2022-09-05 18:19:03 +08:00 |
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c9s
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86e3f9f4e1
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update command doc files
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2022-09-05 18:19:03 +08:00 |
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c9s
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28027518f6
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fix utils/generate-version-file.sh
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2022-09-05 18:18:45 +08:00 |
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Yo-An Lin
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36a79336dd
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Merge pull request #917 from c9s/fix/backtest-fee-mode
backtest: fix backtest fee mode when fee currency is not base or quote
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2022-09-05 17:49:45 +08:00 |
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c9s
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bf4eade604
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backtest: fix backtest fee mode when fee currency is not base or quote
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2022-09-05 17:41:12 +08:00 |
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Raphanus Lo
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65cd17dbbb
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bbgo: add G-H & Kalman filters to the standard indicator set
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2022-09-05 17:13:50 +08:00 |
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Yo-An Lin
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1bbd837e84
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Update README.md
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2022-09-05 17:09:42 +08:00 |
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Raphanus Lo
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425d9e0475
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indicator: GH & Kalman filters: remove deprecated method implementation
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2022-09-05 16:51:30 +08:00 |
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Raphanus Lo
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9c684c124c
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feature: add G-H filter and Kalman filter
- implement G-H (alpha beta) filter and Kalman filter
- compare the predict accurateness with other indicator
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2022-09-04 21:48:05 +08:00 |
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Yo-An Lin
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843b81e132
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Merge pull request #914 from LarryLuTW/patch-1
Fix typo
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2022-09-04 13:43:54 +08:00 |
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Larry Lu
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269529afa4
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Fix typo
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2022-09-04 13:35:01 +08:00 |
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Yo-An Lin
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55474b4bf9
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Merge pull request #913 from COLDTURNIP/fix/fixedpoint_support_inf_string_unmarshal
fix: fixedpoint UnarshalJson on inf
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2022-09-02 15:14:34 +08:00 |
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Yo-An Lin
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fcb7a27f70
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Merge pull request #911 from c9s/feature/backtest-report
feature: add fee mode to back-test matching engine
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2022-09-02 15:09:04 +08:00 |
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Raphanus Lo
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338c4ea170
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fix: fixedpoint UnarshalJson on inf for decimal support
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2022-09-02 15:02:46 +08:00 |
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c9s
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3a225fe7c7
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backtest: fix tests for fee
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2022-09-02 14:31:04 +08:00 |
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Raphanus Lo
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750bdc82b5
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fix: fixedpoint UnarshalJson on inf
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2022-09-02 14:17:51 +08:00 |
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c9s
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db622fbb55
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types: add CsvHeaders and CsvRecords methods to TradeStats
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2022-09-02 14:16:16 +08:00 |
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c9s
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d9cce129a0
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doc: add feeMode to the doc
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2022-09-02 14:16:16 +08:00 |
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c9s
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5c8d2a019a
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backtest: rename BackTest to Backtest
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2022-09-02 14:16:16 +08:00 |
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c9s
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30742bcf0b
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backtest: set default fee mode to quote mode
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2022-09-02 14:16:16 +08:00 |
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c9s
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2e9487e9f4
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backtest: fix fee calculator
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2022-09-02 14:16:16 +08:00 |
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c9s
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d2f9a352a2
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backtest,accounting: add position info to the average cost pnl report
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2022-09-02 14:16:16 +08:00 |
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c9s
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45fb87f2b8
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backtest: add fee mode function tests
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2022-09-02 14:16:16 +08:00 |
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c9s
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10ed706ed6
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backtest: move fee mode functions to fee.go
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2022-09-02 14:16:16 +08:00 |
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c9s
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8cd646668a
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bbgo: use enumer to generate enumer parser
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2022-09-02 14:16:16 +08:00 |
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c9s
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3d32faff46
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backtest: add fee mode config
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2022-09-02 14:16:15 +08:00 |
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Yo-An Lin
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38dbd17664
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Merge pull request #912 from zenixls2/fix/klineHandlerBacktest
fix backtest output
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2022-09-02 14:15:04 +08:00 |
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zenix
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acd057cf3e
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fix: set exchangeDataSource to pointer in backtest to prevent pass by copy in for loop
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2022-09-02 12:32:38 +09:00 |
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Zenix
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57d283726a
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Merge pull request #900 from zenixls2/fix/backtest
fix: backtest
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2022-09-01 11:57:05 +09:00 |
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Yo-An Lin
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58487aca4b
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Merge pull request #908 from c9s/strategy/pivotshort-failed-break-high
strategy/pivotshort: failed break high improvements
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2022-08-31 13:56:59 +08:00 |
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Yo-An Lin
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5217947a83
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Merge pull request #907 from c9s/dependabot/npm_and_yarn/contracts/minimist-1.2.6
build(deps): bump minimist from 1.2.5 to 1.2.6 in /contracts
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2022-08-31 13:01:21 +08:00 |
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c9s
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149b1e1444
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pivotshort: add BreakInterval config
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2022-08-31 13:00:32 +08:00 |
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c9s
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3598550d3f
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pivotshort: vwma interval should be consistent
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2022-08-31 13:00:25 +08:00 |
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c9s
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c7bff1695e
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pivotshort: avoid using 1m interval to check break
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2022-08-31 12:59:54 +08:00 |
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c9s
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df902b236c
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pivotshort: add vwma condition
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2022-08-31 12:59:48 +08:00 |
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dependabot[bot]
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d2d1e46e3b
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build(deps): bump minimist from 1.2.5 to 1.2.6 in /contracts
Bumps [minimist](https://github.com/substack/minimist) from 1.2.5 to 1.2.6.
- [Release notes](https://github.com/substack/minimist/releases)
- [Commits](https://github.com/substack/minimist/compare/1.2.5...1.2.6)
---
updated-dependencies:
- dependency-name: minimist
dependency-type: indirect
...
Signed-off-by: dependabot[bot] <support@github.com>
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2022-08-31 04:51:28 +00:00 |
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zenix
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a28b257568
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fix: debug code
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2022-08-31 13:01:00 +09:00 |
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Raphanus Lo
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0b6cc6d3cd
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strategy: bollmaker: sensitivity factor of BB width ratio
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2022-08-31 04:31:17 +08:00 |
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