Commit Graph

1206 Commits

Author SHA1 Message Date
Andy Cheng
1f3579e3ec
exits/trailingstop: shouldStop() only works after enough data collected 2023-03-20 15:56:51 +08:00
Andy Cheng
170d41a492
exits/trailingstop: updateHighLowNumber no matter activated or not 2023-03-20 15:47:44 +08:00
Andy Cheng
bb8dbb155f
exits/trailingstop: fix typo 2023-03-17 10:43:47 +08:00
Andy Cheng
86bce7403b
exits/hhllstop: fix out of index error of klines 2023-03-16 19:44:58 +08:00
Andy Cheng
2e00e58442
exits/hhllstop: add hhllstop to exits 2023-03-16 18:39:27 +08:00
Andy Cheng
eb5479ffdf
exits/hhllstop: hhllstop prototype 2023-03-16 18:35:21 +08:00
Andy Cheng
a8438f8f72
exits/hhllstop: add basic parameters 2023-03-16 18:35:21 +08:00
c9s
2fbe90b1e7
bbgo: fix: pass isolated context to SaveState() call 2023-03-15 22:50:50 +08:00
c9s
2378951c85
bbgo: should get isolation from the ctx when saving state 2023-03-15 22:47:40 +08:00
Yo-An Lin
78d65d74d2
Merge pull request #1090 from andycheng123/fix/scale
fix/scale: fix LinearScale calculation
2023-03-10 14:18:02 +08:00
Andy Cheng
d51a802315
fix/scale: fix typo and add some more tests 2023-03-10 13:51:29 +08:00
Andy Cheng
f92bcda51d
improve/exit: fix typo 2023-03-08 19:31:47 +08:00
Andy Cheng
58b2678ae8
improve/exit: use roi.Percentage() instead of roi.Float64() 2023-03-08 17:12:41 +08:00
Andy Cheng
9516340303
fix/scale: update test case 2023-03-08 17:09:58 +08:00
Andy Cheng
9068ed7ae3
fix/scale: fix LinearScale calculation 2023-03-08 16:23:04 +08:00
Andy Cheng
2970f73542
improve/exit: show symbol in trailing stop triggered message 2023-03-08 15:35:44 +08:00
c9s
07f2de4300
bbgo: print submit order in the message 2023-03-05 17:23:06 +08:00
c9s
a01888dcdd
bbgo: fix logger usage in BatchRetryPlaceOrder 2023-03-05 17:21:29 +08:00
gx578007
bc7a071dbd FIX: add persistence service to environment 2023-03-02 22:42:02 +08:00
c9s
ae5bd507a8
bbgo: add BBGO_SUBMIT_ORDER_RETRY_TIMEOUT env var for overriding timeout 2023-03-02 17:17:18 +08:00
c9s
f4b012623f
bbgo: add back retry timeout context 2023-03-02 16:58:14 +08:00
c9s
5c3a01e65b
bbgo: fix logger usage 2023-03-02 16:57:29 +08:00
c9s
3cb190c2c7
bbgo: apply logger into the order executor 2023-03-02 16:16:14 +08:00
c9s
01ecdc8d6b
fix order submit retry 2023-03-02 15:41:11 +08:00
c9s
39f8557231
bbgo: if the error is context.Canceled, exit the retry loop 2023-03-01 17:42:01 +08:00
c9s
c1cc008ecc
bbgo: add retry limit and exponential backoff to retry order 2023-03-01 15:48:38 +08:00
c9s
18478cf4c8
bbgo: apply backoff to submitOrders 2023-02-24 13:34:08 +08:00
c9s
d89d0cf0ff
bbgo: refactor SubmitOrders method for retry 2023-02-23 23:34:26 +08:00
c9s
ed61f70d74
bbgo: rewrite BatchRetryPlaceOrder to make it retry with err index 2023-02-23 23:17:04 +08:00
c9s
7532c31631
bbgo: fix pending order event trigger 2023-02-23 21:46:57 +08:00
c9s
b666c8bf40
bbgo: triggering pending order update event ot the handler 2023-02-23 18:08:21 +08:00
c9s
905b25655d
bbgo: provide logging configuration 2023-02-22 15:25:39 +08:00
c9s
e3fa4587d9
bbgo: add logging config struct 2023-02-22 15:18:48 +08:00
c9s
bee7b593d2
grid2: fix log index number 2023-02-22 01:08:19 +08:00
c9s
d2d818a6bc
bbgo: sleep 200ms before we retry submiting the order 2023-02-22 00:54:12 +08:00
c9s
4dc4f73834
bbgo: add pending order test cases 2023-02-17 19:50:46 +08:00
c9s
10eba876c4
bbgo: simplify order symbol filtering condition 2023-02-17 19:24:08 +08:00
c9s
cf1be9fc6f
bbgo: process pending order update for active order book 2023-02-17 19:15:00 +08:00
c9s
5bbe4ecd57
bbgo: check isolation context for log message 2023-02-08 17:39:02 +08:00
c9s
3c69556424
bbgo: fix graceful shutdown call 2023-02-08 17:30:33 +08:00
c9s
857b5d0f30
grid2: integrate prometheus metrics 2023-01-10 20:15:51 +08:00
なるみ
5ccdab34be add RSI to StandardIndicatorSet 2023-01-05 18:36:09 +08:00
c9s
6bcf5f8f82
bbgo: improve active order book printing 2022-12-23 18:19:00 +08:00
Yo-An Lin
8bcfb78bc0
Merge pull request #1030 from c9s/feature/grid2
WIP: Feature/grid2
2022-12-23 12:59:43 +08:00
c9s
f92ba9cbf1
grid2: implement recover func loading 2022-12-20 17:33:53 +08:00
Yo-An Lin
2b20ff4da9
Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
2022-12-20 14:55:48 +08:00
c9s
fcd7a20b78
bbgo,grid2: add place order error log 2022-12-15 18:54:02 +08:00
Andy Cheng
e39b94cf51 bbgo/standard_indicator_set: embed BOLL's SMA initialization into the constructor literal 2022-12-15 17:50:05 +08:00
c9s
35297b9bbf bbgo: fix backtesting flag setter 2022-12-06 02:40:22 +08:00
c9s
a6205e0d1d bbgo: add EnablePrune option 2022-12-06 00:28:38 +08:00
c9s
beb862be44 bbgo: add TradeStore prune func and its tests 2022-12-06 00:15:09 +08:00
c9s
6408224663 bbgo: add TradeStore prune 2022-12-05 23:54:20 +08:00
c9s
5c83044297 bbgo: let tradeStore be able to collect trades from stream 2022-12-05 19:23:27 +08:00
c9s
537e9e14ec add GetOrderTrades method to TradeStore
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-12-05 19:00:39 +08:00
c9s
dd2d48fde0
bbgo: handle order cancel event 2022-12-04 11:39:43 +08:00
c9s
4b0db6b3af
bbgo: fix quantity adjustment 2022-11-27 00:25:29 +08:00
c9s
50d5449b9a
fix types.NewZeroAssetError panic error 2022-11-27 00:24:24 +08:00
Andy Cheng
37a2fedf15 strategy/linregmaker: dynamic qty uses linreg slope ratio 2022-11-22 18:24:04 +08:00
zenix
a6e0edbb3c fix: naming of prepare function of openPosition and add comments 2022-11-21 12:16:11 +09:00
zenix
109f4d0e3e fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor 2022-11-21 12:16:11 +09:00
zenix
27800e95bd feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter 2022-11-21 12:16:11 +09:00
c9s
04855b023a
bbgo: listen to both order signal and the wait time channel 2022-11-02 12:55:13 +08:00
c9s
3704f3f897
bbgo: emit sigchan when new order is added or an order is removed 2022-11-02 12:42:09 +08:00
c9s
9bf070172a
bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion 2022-11-02 12:34:04 +08:00
c9s
8707fcaa97
bbgo: drop FastCancelActiveOrderBook 2022-11-02 12:31:35 +08:00
c9s
1120821977
add activeOrderBook.Symbol check 2022-11-02 12:27:36 +08:00
c9s
7b9edd0456
all: rename cancelNoWait to fastCancel 2022-11-02 12:25:34 +08:00
Yo-An Lin
999d7b3799
Merge pull request #997 from zenixls2/fix/serialMarketDataStore 2022-10-31 18:00:39 +08:00
grorge
a5555cf35a feat: cancel order for exit roi take profit and loss 2022-10-28 17:56:07 +08:00
zenix
493b81f16c fix: remove redundant notification 2022-10-27 17:35:50 +09:00
zenix
a15d125679 fix: instead of aggTrade, use market trade to match kline result 2022-10-27 17:35:50 +09:00
zenix
a8d60b251f fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore. 2022-10-27 17:35:50 +09:00
zenix
17825fbde1 fix: rate settings in telegram, make elliottwave draw async 2022-10-27 17:35:50 +09:00
zenix
3d672ea518 fix: comment format, dbg logs in session 2022-10-27 17:35:50 +09:00
zenix
d247e1cb97 fix: show error message when aggTrade is used in backtesting 2022-10-27 17:35:50 +09:00
zenix
e021cdd060 rename: lock to mu 2022-10-27 17:35:50 +09:00
zenix
675f84dccf fix: SerialMarketDataStore together with backtests 2022-10-27 17:35:50 +09:00
Andy Cheng
06c95a4735 fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder() 2022-10-18 18:59:04 +08:00
Yo-An Lin
79c93e9a0f
Merge pull request #991 from andycheng123/fix/risk
fix/risk: remove balance check in CalculateBaseQuantity()
2022-10-17 15:33:10 +08:00
zenix
09c85d346c feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster 2022-10-17 15:14:36 +08:00
Andy Cheng
d350806cdc fix/risk: remove balance check in the futures part of CalculateBaseQuantity() 2022-10-17 12:07:58 +08:00
austin362667
763bb45842 interval: avoid syncing 1s klines as default from backtest config syncSecKLines 2022-10-14 23:14:30 +08:00
c9s
7204e2550b
pull out shutdown timeout context 2022-10-11 14:23:02 +08:00
Andy Cheng
5ad247c8fe fix/order-executor: check for short position 2022-10-07 13:28:24 +08:00
Andy Cheng
7a80b90dac fix/order-executor: ClosePosition() works on futures position 2022-10-07 13:06:32 +08:00
c9s
e92219194f
bbgo: configure persistence facade into the isolation context 2022-10-05 18:48:12 +08:00
c9s
673304bcf1
bbgo: refactor ConfigurePersistence 2022-10-05 18:46:26 +08:00
c9s
4caa457fbe
bbgo: pull out ConfigurePersistence method to simple function 2022-10-05 18:42:55 +08:00
c9s
a8d9911e36
bbgo: refactor isolation and add more tests 2022-10-04 17:23:43 +08:00
c9s
2b953ad2d1
bbgo: make PersistenceServiceFacade private 2022-10-03 18:46:02 +08:00
c9s
8a50474ad1
all: add context parameter to Sync() 2022-10-03 18:45:24 +08:00
c9s
ce318fff3b
add persistenceServiceFacade to isolation 2022-10-03 18:40:49 +08:00
c9s
60956e0157
bbgo: add NewContextWithDefaultIsolation 2022-10-03 18:39:45 +08:00
c9s
198683d141
bbgo: add NewContextWithIsolation function 2022-10-03 18:39:07 +08:00
c9s
f7e76c0518
all: remove bbgo.Persistence 2022-10-03 18:37:53 +08:00
c9s
4a37273065
bbgo: remove Persistence injection 2022-10-03 16:31:04 +08:00
c9s
315f7da8f4
bbgo: remove context suffix from the isolation struct 2022-10-03 16:22:41 +08:00
c9s
59287b5116
all: support context isolation 2022-10-03 16:01:08 +08:00
c9s
a940e88016
add IsolationContext 2022-10-03 15:33:46 +08:00
c9s
77ca1a9c75
bbgo: register onShutdown from the trader 2022-10-03 15:33:46 +08:00
c9s
76b0f5518d
bbgo: let trader handles the shutdown handlers 2022-10-03 15:33:46 +08:00
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
c9s
bfc4cc0db1
bbgo: check options.price when limit order taker ratio is given 2022-09-24 01:27:28 +08:00
c9s
14c941c9f3
bbgo: add submitOrder retry limit 2022-09-24 01:25:28 +08:00
c9s
90303b38e2
remove unused NotifyFunc 2022-09-24 01:15:18 +08:00
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
Yo-An Lin
17b5e3566a
Merge pull request #960 from c9s/refactor/notification
improve: improve the existing notification switch settings
2022-09-20 12:25:06 +08:00
Yo-An Lin
1086845522
Merge pull request #961 from frin1/fix/exit_protective_stop_loss-repay
Feature: Add auto-repay to exit_protective_stop_loss
2022-09-20 12:04:24 +08:00
Fredrik
2dfa27d934 Add auto-repay 2022-09-19 21:39:13 +02:00
c9s
4387b078c0
bbgo: add basic notification switch 2022-09-19 19:28:29 +08:00
c9s
75b61ea285
bbgo: add NotificationSwitches 2022-09-19 19:25:18 +08:00
c9s
b067d67eab
bbgo: drop legacy notification routing 2022-09-19 19:22:08 +08:00
Yo-An Lin
29376defa3
Merge pull request #958 from c9s/strategy/pivotshort
WIP: strategy/pivotshort: more improvements
2022-09-19 17:27:31 +08:00
c9s
c8f5bf8b08
bbgo: check e.session.Margin flag 2022-09-19 16:00:12 +08:00
c9s
b3ae4929be
bbgo: make the max borrowing error message clear 2022-09-19 14:56:13 +08:00
Yo-An Lin
cddc70fb0d
Merge pull request #957 from c9s/fix/submit-order-notify
bbgo: remove submitOrder notification
2022-09-19 14:23:38 +08:00
c9s
1c23881da9
bbgo: check closing flag to avoid double closing 2022-09-19 13:23:23 +08:00
c9s
05defc3aad
bbgo: fix base amount borrow check 2022-09-19 13:12:49 +08:00
c9s
d4398bbbf9
bbgo: add more simple slice types to FilterSimpleArgs 2022-09-19 13:07:56 +08:00
c9s
e48ae215e5
bbgo: remove Notifiability from the order executor 2022-09-19 09:51:48 +08:00
Yo-An Lin
8e8979645d
Merge pull request #956 from c9s/improve/max-borrowable
improve: bbgo: use margin asset borrowable amount to adjust the quantity
2022-09-19 09:47:23 +08:00
c9s
5800eab165
bbgo: remove submitOrder notification 2022-09-19 09:40:52 +08:00
c9s
59b1e52439
bbgo: remove submitOrder notification 2022-09-19 09:38:57 +08:00
c9s
1d1d5d497f
bbgo: init call to updateMarginAssetMaxBorrowable 2022-09-19 09:25:54 +08:00
c9s
8180153e9c
bbgo: use margin asset borrowable amount to adjust the quantity 2022-09-19 09:10:59 +08:00
Yo-An Lin
39c347f0a0
Merge pull request #950 from c9s/strategy/pivotshort
strategy/pivotshort
2022-09-17 18:14:41 +08:00
Zenix
44de961ea1
Merge pull request #942 from zenixls2/feature/modifiable
feature: add modify tg command. fix wdrift ma length
2022-09-16 15:23:38 +09:00
c9s
be40ed7410
bbgo: refactor marginAssetUpdater 2022-09-16 12:19:30 +08:00
c9s
d4f74822ad
bbgo/exit_protective_stop_loss: use types.KLineWith 2022-09-16 11:20:39 +08:00
c9s
2f575488c2
pivotshort: fix log format and notification 2022-09-16 11:18:11 +08:00
c9s
427723dcaf
bbgo: improve trendEMA condition 2022-09-16 01:20:48 +08:00
zenix
b66bcb1f67 fix: add more test cases on reflect.Value.Set 2022-09-14 20:11:38 +09:00
c9s
3ab5d35b77
bbgo: fix macdIndicators map initialization 2022-09-14 18:44:38 +08:00
c9s
7fd2b7472c
bbgo: integrate MACD indicator into standard indicator set 2022-09-14 18:33:06 +08:00
c9s
88696bc6d2
bbgo: add more interface implementation for order executor 2022-09-14 15:54:43 +08:00
Yo-An Lin
54782e763b
Merge pull request #947 from c9s/fix/acc-vol-stop
improve: accumulated volume stop method
2022-09-14 12:42:16 +08:00
c9s
1880553a65
bbgo: cumulated volume stop - compare shadow height 2022-09-14 12:32:36 +08:00
c9s
d022c80727
bbgo: add strict condition for CumulatedVolumeTakeProfit 2022-09-14 12:04:12 +08:00
zenix
aaa657dcc3 fix: move some modify implementation to dynamic 2022-09-14 12:38:22 +09:00
zenix
d40b34e4d6 feature: add modify tg command. fix wdrift ma length 2022-09-14 11:08:10 +09:00
c9s
b855267604
bbgo: wrap keyboard removal in defer func 2022-09-14 02:53:32 +08:00
c9s
1d1ec12417
bbgo: fix telegram message error, there must be one message to send 2022-09-14 02:51:07 +08:00
c9s
02dab542c4
bbgo: add USDTTWD price test case 2022-09-14 02:18:39 +08:00
c9s
c9b064f0ac
types: define PriceMap type 2022-09-14 02:18:39 +08:00
c9s
809294b054
bbgo: add test case for calculateNetValueInQuote 2022-09-14 02:18:39 +08:00
c9s
8d4eb611f3
bbgo: add more open position doc comments 2022-09-12 23:48:40 +08:00
c9s
776f89b2f2
pivotshort: apply OpenPositionOptions to breakLow 2022-09-12 23:24:37 +08:00
c9s
424a1dec3f
bbgo: add lightweight mode 2022-09-12 14:24:18 +08:00
Yo-An Lin
2214920b37
Merge pull request #935 from c9s/fix/open-position
bbgo: add price check and add max leverage for cross margin
2022-09-12 00:42:12 +08:00
c9s
b8e18dd75c
notifier: redirect error, panic, fatal error to telegram 2022-09-12 00:29:12 +08:00
c9s
caf57010a6
bbgo: move up base balance variable 2022-09-12 00:13:49 +08:00
c9s
53c4178ae2
bbgo: fix reverse pair price lookup and add tests 2022-09-12 00:05:22 +08:00
c9s
3b1725014b
bbgo: fix account value calculation for mixed usd fiat 2022-09-11 23:51:24 +08:00
c9s
307c5f2a8d
bbgo: add price check and add max leverage for cross margin 2022-09-11 23:26:48 +08:00
c9s
db94b2690a
bbgo: check base balance only for long position 2022-09-11 17:49:24 +08:00
c9s
7b68e5ee27
bbgo: fix balance lock issue 2022-09-11 17:46:23 +08:00
Andy Cheng
df7d768b94 strategy/pivotshort: add trendema test case 2022-09-11 14:42:05 +08:00
Andy Cheng
f132666738 strategy/pivotshort: fix trendema 2022-09-11 13:56:36 +08:00
Yo-An Lin
42a358fd34
Merge pull request #928 from c9s/refactor/iteract-filter
refactor: refactor interact strategy filter functions
2022-09-11 12:20:38 +08:00
c9s
7b58460d00
bbgo/interact: move strategy filter functions to the bottom 2022-09-11 03:15:11 +08:00
c9s
8961c940b2
bbgo: add two test cases for reflect 2022-09-11 03:13:10 +08:00
Yo-An Lin
d45bc9e509
Merge pull request #927 from c9s/refactor/submit-order
refactor: simplify submit order
2022-09-11 02:58:47 +08:00
c9s
278aa026f2
bbgo/interact: refactor strategy filter functions 2022-09-11 02:55:58 +08:00
c9s
442ca9287d
bbgo: implement position reset 2022-09-11 02:46:58 +08:00
c9s
3be801ab6b
bbgo/interact: add /resetposition command 2022-09-11 02:41:59 +08:00
c9s
9474c2779c
bbgo: call notify when opening new position 2022-09-11 02:36:45 +08:00
c9s
5c18bc4d41
bbgo: notify closing position 2022-09-11 02:33:32 +08:00
c9s
6c22c3799e
bbgo: Add ClosePosition doc comment 2022-09-11 02:01:48 +08:00
Yo-An Lin
e0228f80f4
Merge pull request #926 from c9s/feature/open-position
fix: handle created orders before we retry
2022-09-10 13:37:16 +08:00
c9s
c484c1f176
reformat code 2022-09-10 13:31:31 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method
- Replace SubmitOrders with SubmitOrder
- Accept only one submit order and return one created order
- Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method
2022-09-09 18:41:06 +08:00
Yo-An Lin
e86df62daf
Merge pull request #925 from c9s/feature/open-position
feature: order executor open position method
2022-09-09 17:58:12 +08:00
c9s
94780b39e6
bbgo: order executor should collect the created orders first before we retry 2022-09-09 17:55:51 +08:00
c9s
5f2254e2cb
bbgo: add description to the open position options 2022-09-09 17:50:21 +08:00
c9s
8dca24e9ee
all: solve cyclic import 2022-09-09 17:40:17 +08:00
c9s
2e95246687
bbgo: add OpenPosition method 2022-09-09 13:57:39 +08:00
Zenix
afad9cca47
Merge pull request #910 from zenixls2/feature/ewo_renew
SerialMarketDataStore, elliottwave renewal
2022-09-07 18:54:01 +09:00
zenix
e7a5669018 fix: lowestPrice in elliottwave, add more logs 2022-09-07 15:02:38 +09:00
c9s
33fdcefba3
bbgo: add notification tag 2022-09-07 01:05:43 +08:00
c9s
c2eec1e72b
bbgo: move fixedpoint one const to consts.go 2022-09-07 00:50:54 +08:00
c9s
62fb09c8d9
bbgo: protective stop should send notification when it's activated 2022-09-07 00:50:16 +08:00
zenix
66c8a3bb0d fix: rename getSource to sourceGetter 2022-09-06 19:15:13 +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
c9s
8f363677bc
move bootstrap functions 2022-09-06 16:50:45 +08:00
zenix
67e57b49eb fix: move sourceselector to bbgo folder 2022-09-06 14:43:05 +09:00
zenix
6c8902dd9c fix: export kline query limit as a variable for preload decisions from strategy 2022-09-05 20:36:41 +09:00
zenix
4a878b5596 fix: rename generalorderexecutor.cancel to gracefulcancelorder 2022-09-05 19:32:35 +09:00
zenix
81084ddea6 feature: SerialMarketDataStore from session 2022-09-05 19:32:35 +09:00
zenix
fad9dedd1f fix: active order book cancel message 2022-09-05 19:32:35 +09:00
zenix
938dc3c497 feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca 2022-09-05 19:32:35 +09:00
Raphanus Lo
65cd17dbbb bbgo: add G-H & Kalman filters to the standard indicator set 2022-09-05 17:13:50 +08:00
Larry Lu
269529afa4
Fix typo 2022-09-04 13:35:01 +08:00
c9s
5c8d2a019a
backtest: rename BackTest to Backtest 2022-09-02 14:16:16 +08:00
c9s
8cd646668a
bbgo: use enumer to generate enumer parser 2022-09-02 14:16:16 +08:00
c9s
3d32faff46
backtest: add fee mode config 2022-09-02 14:16:15 +08:00
c9s
51972e9e28
bbgo: fix indicator load key duplicate issue 2022-08-31 01:45:06 +08:00
c9s
8fcc3ee368
indicator: update pivot low and pivot high indicator 2022-08-31 01:44:38 +08:00