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 |
|
zenix
|
45e819ebe7
|
feature: create simpleinteract and remove command in notification
|
2022-08-09 13:26:56 +09:00 |
|
zenix
|
4117a83cd1
|
feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
|
2022-08-09 13:26:56 +09:00 |
|
zenix
|
214e7259ed
|
fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
|
2022-08-09 13:26:56 +09:00 |
|
zenix
|
53d4f21c30
|
feature: add smart cancel to drift
|
2022-08-09 13:26:56 +09:00 |
|
zenix
|
d46267aff9
|
feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml
|
2022-07-28 19:34:12 +09:00 |
|
zenix
|
84c7c0596d
|
fix: fix drift naming style, fix kline Copy -> Set
|
2022-07-27 12:17:33 +09:00 |
|
zenix
|
85f8b9510d
|
fix: gofmt
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
4dd4c5823f
|
fix: unlock lock to get latest price
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
2ceb24ad09
|
fix: panic on image drawing, reduce fee by smoothing the drift curve
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
553a55811c
|
fix: buyPrice/sellPrice calculation on one order multiple trades
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
a8fe20ae3a
|
fix: drift exit condition, trade_stats serialization in redis
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
a5039de6aa
|
feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint
|
2022-07-26 18:00:05 +09:00 |
|