Commit Graph

96 Commits

Author SHA1 Message Date
c9s
f6937b03e0 adjust default grid parameters 2021-12-05 02:51:08 +08:00
c9s
df683bdf56 use position to calculate the pnl 2021-12-05 02:17:15 +08:00
c9s
e835e63c9b add persistence settings to bollpp config 2021-10-18 00:57:23 +08:00
c9s
d6b707c832 bollpp: fix order quantity 2021-10-18 00:56:22 +08:00
c9s
0bd32094ee bollpp: improve bolling ping pong maker 2021-10-18 00:42:01 +08:00
c9s
4c061439d3 rename buyandhold to pricedrop 2021-10-14 13:10:00 +08:00
c9s
7119378ac0 add bollpp config 2021-10-14 12:53:46 +08:00
c9s
6e7f12ca9f rename trailingstop to emastop 2021-10-14 12:04:56 +08:00
c9s
764a8be46a adjust grid backtest parameters 2021-10-13 10:43:56 +08:00
c9s
291a2edbaa fix etf config format 2021-08-26 11:47:51 +08:00
c9s
14d6a71127 add etf config example 2021-08-26 11:37:20 +08:00
c9s
41daea9e05 config: update support example configs 2021-06-01 01:39:22 +08:00
c9s
b27a840607 add interval setting 2021-05-12 01:29:43 +08:00
c9s
4c1d2b60a9 add xbalance example 2021-05-12 01:18:18 +08:00
c9s
6c34ed2d71 increase date range 2021-05-08 01:04:48 +08:00
c9s
28b918b3f9 adjust balance config and grid parameters 2021-05-08 01:03:50 +08:00
c9s
3501e8f5fd refactor backtest, add BootstrapBacktestEnvironment 2021-05-08 00:14:25 +08:00
c9s
7c57246070 add TWD balance 2021-05-05 16:59:30 +08:00
c9s
503ce42a8d adjust backtest time range 2021-05-05 16:56:49 +08:00
Yo-An Lin
76bf6edffc add more comments to the schedule parameters 2021-05-03 00:14:12 +08:00
c9s
885d6c1a9d add schedule config for ethusdt and btcusdt 2021-05-03 00:10:29 +08:00
Yo-An Lin
4e75557c0f update schedule config 2021-05-03 00:07:46 +08:00
c9s
103095a986 add schedule config example 2021-05-03 00:06:24 +08:00
c9s
5de221524f adjust state and reset per day 2021-03-22 18:48:18 +08:00
c9s
e86f29b7cc add gap strategy 2021-03-22 17:32:21 +08:00
c9s
814a77ea39 xmaker: improve balance checking 2021-03-21 12:55:33 +08:00
c9s
e22a2caade add basic risk control to the xmaker config 2021-03-21 12:55:33 +08:00
c9s
bc620601f6 add xmaker config files 2021-03-21 12:55:33 +08:00
Larry850806
a77bd1d74c Remove unused symbols in backtest 2021-03-03 14:43:49 +08:00
c9s
83111c9eb9 test exponential scale with reverse range 2021-02-28 12:12:03 +08:00
c9s
3c9bcd8c9d add more margin order side effect alias 2021-02-28 12:00:51 +08:00
c9s
99f236d2e0 integrate quantity scale into support strategy and grid strategy 2021-02-28 11:57:25 +08:00
c9s
b158884708 add long flag to the sample config 2021-02-20 11:52:56 +08:00
c9s
b207663732 add config for testing support strategy 2021-02-20 10:32:43 +08:00
c9s
f8378957ee add more checks for bollgrid
related to #93
2021-02-13 16:03:31 +08:00
Yo-An Lin
7aa6b60fbc Update and rename movingstop.yaml to trailingstop.yaml 2020-12-31 17:18:25 +08:00
Yo-An Lin
ff5378bc51 Update grid-usdttwd.yaml 2020-12-31 14:02:10 +08:00
Yo-An Lin
ce83285893 Update grid-usdttwd.yaml 2020-12-31 13:56:12 +08:00
c9s
39868a99bc add usdttwd grid config 2020-12-31 13:54:17 +08:00
c9s
43c8b03da9 reconfigure price range 2020-12-29 18:32:59 +08:00
c9s
f485c1ba7f fix grid strategy order placing 2020-12-29 18:18:32 +08:00
c9s
97375da875 delete cached config/bbgo.yaml 2020-12-17 15:38:34 +08:00
c9s
16c873ce7d update readme for helm chart usage 2020-12-17 15:31:00 +08:00
c9s
bee06ea192 chart: load secrets into env vars 2020-12-17 14:09:22 +08:00
c9s
f604e3c3c9 include ETHUSDT in backtest 2020-12-14 14:40:50 +08:00
c9s
cabd8f8dcb improve buyandhold strategy 2020-12-14 14:21:02 +08:00
c9s
c5d002a0b0 fix market data kline registration 2020-12-05 13:32:41 +08:00
Yo-An Lin
535e07cf25 Create movingstop.yaml 2020-12-05 10:23:42 +08:00
ricotoothless
6ab7b04a90 fix: backtest endTime 2020-11-26 22:53:23 +08:00
Yo-An Lin
0e16434e24 Delete grid-max.yaml 2020-11-12 17:03:15 +08:00