c9s
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5f45d18ae2
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fix struct composition
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2020-10-29 13:08:33 +08:00 |
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c9s
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19b600bb35
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simplify strategy registration api
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2020-10-29 07:54:59 +08:00 |
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c9s
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c71f013916
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let SMA indicator and EWMA indicator use IntervalWindow type
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2020-10-29 07:51:23 +08:00 |
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c9s
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2f8bffeaca
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add strict injection check fo pointer only objects
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2020-10-29 07:49:06 +08:00 |
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c9s
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33257c591e
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refactor swing strategy with types IntervalWindow
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2020-10-29 07:44:22 +08:00 |
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c9s
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6d8ec7894e
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refactor standard indicator set with store
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2020-10-29 07:40:02 +08:00 |
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c9s
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b1cf9db879
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add reflink
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2020-10-28 17:50:47 +08:00 |
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c9s
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d6553a1155
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move strategy subscribe out
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2020-10-28 17:49:49 +08:00 |
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c9s
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f4474c6a6d
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add check for sma caluclation
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2020-10-28 17:48:16 +08:00 |
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c9s
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67446670ac
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finalize swing strategy and fix trade reporter issue
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2020-10-28 17:48:16 +08:00 |
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c9s
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c96845ff6a
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add fields to slack notifier logs
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2020-10-28 17:48:16 +08:00 |
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c9s
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b22e0370b3
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drop legacy OrderProcessor and remove slack debug
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2020-10-28 17:48:16 +08:00 |
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c9s
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468864302e
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fix submit order quantity formatting
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2020-10-28 17:48:16 +08:00 |
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c9s
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2680ad5072
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refactor environment, market data store, injection and add swing strategy
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2020-10-28 17:48:16 +08:00 |
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Yo-An Lin
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90ca829915
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Merge pull request #41 from c9s/feature/indicators
feature: support standard indicator sets
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2020-10-28 17:47:57 +08:00 |
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c9s
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7d7d2c2fc7
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assign standard indicator set to the session
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2020-10-28 11:15:50 +08:00 |
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c9s
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e2df24f31c
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support standard indicatorset
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2020-10-28 09:43:19 +08:00 |
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c9s
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50693ae845
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implement ewma and sma
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2020-10-28 09:13:57 +08:00 |
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Yo-An Lin
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501edb1bca
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Merge pull request #39 from c9s/feature/notification-router
feature: strategy injection
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2020-10-27 21:46:59 +08:00 |
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c9s
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388346b284
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move injectStrategyField to a single file
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2020-10-27 20:42:48 +08:00 |
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c9s
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008e5c83f9
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fix notification config check
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2020-10-27 20:41:08 +08:00 |
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c9s
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6dcb6df7c1
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add minimal config for example
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2020-10-27 20:38:56 +08:00 |
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c9s
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8e932b3f43
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add doc for writing your own strategy
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2020-10-27 20:36:20 +08:00 |
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c9s
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96d0be31eb
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update readme for requirements
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2020-10-27 20:21:28 +08:00 |
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c9s
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e1c2f7cc3d
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improve notifier signatures and fix slack Notify method
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2020-10-27 20:13:10 +08:00 |
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c9s
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7905ba09d4
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pull out fillStrategyNotifiability
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2020-10-27 19:37:11 +08:00 |
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c9s
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ccc381143d
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support pointer type filling
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2020-10-27 19:33:11 +08:00 |
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c9s
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ae30b7e323
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update readme for api design
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2020-10-27 19:24:53 +08:00 |
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Yo-An Lin
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1e5327a5e4
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Update strategy.go
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2020-10-27 15:51:36 +08:00 |
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Yo-An Lin
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d6d709fc84
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Merge pull request #38 from c9s/feature/notification-router
feature: notifiability injection for strategy
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2020-10-27 15:50:21 +08:00 |
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c9s
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968af40cb2
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update readme for builtin strategies
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2020-10-27 14:11:07 +08:00 |
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c9s
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b3eaf832af
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Add pricealert strategy for demonstrating notification
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2020-10-27 13:54:39 +08:00 |
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Yo-An Lin
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dbf953ce52
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Merge pull request #36 from c9s/feature/notification-router
feature: notification router
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2020-10-27 11:41:08 +08:00 |
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c9s
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ab43de3efd
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clean up comment for base order executor
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2020-10-27 10:00:41 +08:00 |
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c9s
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ef598c3a0f
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assign base order executor descendingly
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2020-10-27 09:58:21 +08:00 |
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c9s
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8453e95300
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configure channel routers
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2020-10-27 09:38:29 +08:00 |
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c9s
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42f947506c
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add route methods on Notifiability
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2020-10-27 09:24:59 +08:00 |
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c9s
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ea05d998f2
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load notification conf
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2020-10-27 08:57:00 +08:00 |
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c9s
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c315b79bd7
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add notification config
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2020-10-27 08:48:47 +08:00 |
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c9s
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284a0676f7
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remove unused confg package
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2020-10-27 08:19:16 +08:00 |
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c9s
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955479486a
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add symbol channel router and object channel router for notification
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2020-10-27 08:19:16 +08:00 |
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c9s
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1d8e0bff5a
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drop legacy NewDefaultEnvironment method
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2020-10-27 08:19:16 +08:00 |
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Yo-An Lin
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4033ad56e2
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Merge pull request #34 from c9s/feature/order-executor
feature: refactor order executor and add basic risk control
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2020-10-27 08:19:06 +08:00 |
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c9s
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922da31afd
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drop legacy config structure
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2020-10-27 00:44:07 +08:00 |
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c9s
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e57ab039d1
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document the baseQuantity
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2020-10-26 22:26:01 +08:00 |
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c9s
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0fd9e8b95a
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reset price field when market order is used
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2020-10-26 22:08:16 +08:00 |
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c9s
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085d02bee4
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clean up strategy code since we can loaded from the config
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2020-10-26 22:04:48 +08:00 |
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c9s
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38c87bfecc
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drop config dir
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2020-10-26 21:46:38 +08:00 |
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c9s
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a1eeb55778
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refactor and clean up bbgo config
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2020-10-26 21:45:02 +08:00 |
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c9s
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c324a791f6
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refactor and configure risk control order executor
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2020-10-26 21:36:47 +08:00 |
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