c9s
|
a42c1799e2
|
grid2: define PinCalculator type
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
a8cbe0e488
|
grid2: pull out calculate pins call
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
32b6299b93
|
grid2: pull out CalculatePins
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
1fa5186002
|
grid2: allocate grid object
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
84c3d386ca
|
grid2: implement find next higher/lower pin
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
629cea0f44
|
grid2: fix ExtendUpperPrice and its tests
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
4fb2230e5d
|
grid2: improve number func
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
f46fc7ee80
|
grid2: fix tests
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
4ddbeff7e4
|
grid2: fix Test_calculateArithmeticPins
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
f98c00b7aa
|
grid2: fix extendLowerPrice method and tests
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
75c088eb9c
|
refactor calculateArithmeticPins
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
725c624281
|
grid2: rewrite ExtendUpperPrice
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
533587ffd2
|
grid2: update lowerPrice
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
d6f751c027
|
grid2: improve ExtendLowerPrice
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
e675a084e2
|
grid2: refactor spread, height methods
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
2761cff2bf
|
grid2: add pin tests
|
2022-12-02 00:09:57 +08:00 |
|
c9s
|
21a1d550e3
|
grid2: add grid struct
|
2022-12-02 00:09:57 +08:00 |
|
c9s
|
cb612a22b1
|
add grid2 strategy
|
2022-12-02 00:09:57 +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 |
|
c9s
|
170c3b8c41
|
all: remove ftx
|
2022-11-24 17:05:20 +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 |
|
zenix
|
7aaea257df
|
feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance
|
2022-11-10 18:17:35 +09:00 |
|
Austin Liu
|
7d03c69406
|
strategy:harmonic: fix
|
2022-11-03 15:14:56 +08:00 |
|
austin362667
|
c8aa4ae400
|
strategy: improve harmonic by adding HMM filter to denoise shark signal
strategy: improve harmonic by adding HMM filter to denoise shark signal
|
2022-11-03 15:14:56 +08:00 |
|
Austin Liu
|
6c8addc4ee
|
strategy:irr: refactor fast cancel from no wait
|
2022-11-02 16:51:06 +08:00 |
|
Austin Liu
|
5467c8ef01
|
strategy:irr rollback to original nirr and consume kline
|
2022-11-02 16:48:50 +08:00 |
|
Yo-An Lin
|
335b90a97c
|
Merge pull request #989 from austin362667/austin362667/irr
strategy:irr: a mean reversion based on box of klines in same direction
|
2022-11-02 12:59:23 +08:00 |
|
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 |
|
なるみ
|
ba7985690f
|
Merge pull request #1000 from c9s/narumi/rebalance/backtest
fix: rebalance: fix backtest
|
2022-11-01 21:02:54 +08:00 |
|
Yo-An Lin
|
999d7b3799
|
Merge pull request #997 from zenixls2/fix/serialMarketDataStore
|
2022-10-31 18:00:39 +08:00 |
|
zenix
|
3695644f97
|
fix: capitalization of drift variable
|
2022-10-31 18:50:27 +09:00 |
|
zenix
|
5b7712503f
|
fix: pendingLock on orderPendingCounter delete
|
2022-10-31 11:05:55 +09:00 |
|
grorge
|
a5555cf35a
|
feat: cancel order for exit roi take profit and loss
|
2022-10-28 17:56:07 +08:00 |
|
なるみ
|
532f3c11e7
|
fix backtest
|
2022-10-28 15:33:08 +08:00 |
|
zenix
|
b2e867e51c
|
fix: unlimited length of indicators, add draw elapsed to drift
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
493b81f16c
|
fix: remove redundant notification
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
ce86544c43
|
optimize: drift strategy to use market trade signals
|
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 |
|
austin362667
|
6e29359c85
|
strategy:irr: fix logical error
|
2022-10-19 22:08:44 +08:00 |
|
austin362667
|
778a3d8be1
|
strategy:irr: clean up
strategy:irr: clean up
strategy:irr: clean up
strategy:irr: clean up
|
2022-10-19 17:29:05 +08:00 |
|
austin362667
|
614209e9fd
|
strategy:irr fix kline time syncing
|
2022-10-19 17:10:33 +08:00 |
|
austin362667
|
612261c48c
|
strategy:irr add klines box mean reversion
|
2022-10-19 16:02:20 +08:00 |
|
austin362667
|
303e2c8413
|
strategy:irr: redesign to maker strategy
|
2022-10-19 16:02:20 +08:00 |
|
austin362667
|
42d87adeec
|
strategy:irr: rollback to interval time ticker
|
2022-10-19 16:02:20 +08:00 |
|
austin362667
|
7974ee8fd3
|
strategy:irr: seperate alphas
|
2022-10-19 16:02:20 +08:00 |
|
austin362667
|
58bdb9b194
|
strategy:irr remove alpha ranking
|
2022-10-19 16:02:20 +08:00 |
|
austin362667
|
2b397940b8
|
strategy:irr fix draw goroutine
|
2022-10-19 16:02:20 +08:00 |
|
austin362667
|
150c37995e
|
strategy:irr redesign trigger
|
2022-10-19 16:02:20 +08:00 |
|
austin362667
|
a3dd93dd9a
|
strategy:irr: add backtest/realtime ability
|
2022-10-19 16:02:20 +08:00 |
|
Andy Cheng
|
7dd951e39c
|
Merge pull request #996 from andycheng123/fix/general-order-executor
fix/general-order-executor: do not check for base balance for futures
|
2022-10-18 19:14:18 +08:00 |
|
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 |
|
Zenix
|
4dad96755a
|
Merge pull request #995 from zenixls2/feature/async_telegram_notify
feature: telegram notify to become async
|
2022-10-17 19:08:41 +09:00 |
|
Zenix
|
798079070c
|
Merge pull request #993 from zenixls2/fix/indicator_for_1s
fix: indicator timeframe 1s
|
2022-10-17 18:53:05 +09:00 |
|
Zenix
|
6f0c4fdfd2
|
Merge pull request #994 from zenixls2/feature/binance_aggTrade
feature: add aggTrade for binance
|
2022-10-17 18:50:15 +09:00 |
|
zenix
|
8a66e5b218
|
feature: telegram notify to become async
|
2022-10-17 18:38:03 +09:00 |
|
zenix
|
9213caf9c5
|
feature: add aggTrade for binance
|
2022-10-17 17:01:46 +09:00 |
|
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 |
|
zenix
|
ffae290060
|
fix: indicator timeframe 1s
|
2022-10-17 14:23:40 +09:00 |
|
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 |
|
austin362667
|
18acd668a7
|
interval: finalize 1s support
interval: finalize 1s support
interval: finalize 1s support
|
2022-10-14 23:14:30 +08:00 |
|
austin362667
|
905c1f25ee
|
interval: add 1s support
interval: add 1s support
interval: add 1s support
interval: fix 1s for backtesting
|
2022-10-14 23:14:30 +08:00 |
|
なるみ
|
9330b9fde5
|
change variable names
|
2022-10-13 18:18:02 +08:00 |
|
c9s
|
b03687e07a
|
bump version to v1.42.0
|
2022-10-12 16:35:43 +08:00 |
|
c9s
|
7204e2550b
|
pull out shutdown timeout context
|
2022-10-11 14:23:02 +08:00 |
|
Andy Cheng
|
aa492a05a1
|
fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal
|
2022-10-07 13:48:16 +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
|
a515fff053
|
backtest: add order quantity check
|
2022-10-06 15:08:44 +08:00 |
|
Yo-An Lin
|
39247bb9d8
|
Merge pull request #982 from c9s/refactor/isolation
refactor isolation context for persistence facade configuration
|
2022-10-05 22:31:49 +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 |
|
Fredrik
|
8e83fc4ad7
|
fix optimizer limit
|
2022-10-05 08:51:30 +02:00 |
|
Yo-An Lin
|
4d42a61607
|
Merge pull request #976 from austin362667/austin362667/harmonic
strategy: add harmonic shark pattern recognition
|
2022-10-05 00:37:23 +08:00 |
|
Yo-An Lin
|
06675d0ac8
|
Merge pull request #977 from austin362667/austin362667/irr
strategy: fix irr
|
2022-10-05 00:36:30 +08:00 |
|
austin362667
|
600b17460d
|
strategy:irr fix drawing defer close IO issue
|
2022-10-04 18:47:14 +08:00 |
|
austin362667
|
22ef28bc39
|
strategy:harmonic fix drawing defer close IO issue
|
2022-10-04 18:44:42 +08:00 |
|
Yo-An Lin
|
ed8b78f839
|
Merge pull request #978 from c9s/refactor/isolation
refactor: refactor isolation and add more tests
|
2022-10-04 17:44:23 +08:00 |
|
c9s
|
070a92e3ae
|
max: fix max kline api
|
2022-10-04 17:25:29 +08:00 |
|
c9s
|
a8d9911e36
|
bbgo: refactor isolation and add more tests
|
2022-10-04 17:23:43 +08:00 |
|
austin362667
|
3c52e9e145
|
strategy: refactor draw lib
|
2022-10-04 15:23:48 +08:00 |
|
austin362667
|
26d640ff3b
|
strategy: fix irr
|
2022-10-04 15:23:48 +08:00 |
|
austin362667
|
ec60c708c3
|
strategy: upgrade harmonic persistence sync
|
2022-10-04 15:22:52 +08:00 |
|
austin362667
|
60e51e1470
|
strategy: refactor harmonic draw lib
|
2022-10-04 15:20:17 +08:00 |
|
austin362667
|
f1ae7b5f30
|
strategy: add harmonic shark pattern recognition
strategy: add harmonic shark pattern recognition
|
2022-10-04 15:20:17 +08:00 |
|
c9s
|
731e5569d0
|
telegramnotifier: fix err check
|
2022-10-03 21:14:46 +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
|
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 |
|
c9s
|
7b47a51fae
|
irr: fix strategy id
|
2022-09-28 17:07:13 +08:00 |
|
Yo-An Lin
|
1b531b66a2
|
Merge pull request #959 from austin362667/austin362667/factorzoo
stratgy: add irr
|
2022-09-28 17:05:03 +08:00 |
|
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 |
|
Yo-An Lin
|
1fa542b895
|
Merge pull request #965 from c9s/fix/binance-futures-order-types
binance: fix futures order conversion
|
2022-09-28 16:49:29 +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 |
|
Yo-An Lin
|
8d92d43710
|
Merge pull request #955 from narumiruna/improve-marketcap
FEATURE: marketcap: reduce frequency of querying data from coinmarketcap
|
2022-09-24 01:54:30 +08:00 |
|
Yo-An Lin
|
0ef565ec81
|
Merge pull request #963 from frin1/feature/limit_number_of_optimizer_results
Feature: limit how many metrics is shown by optimizer
|
2022-09-24 01:53:58 +08:00 |
|
c9s
|
1342423294
|
binance: fix futures order conversion
|
2022-09-24 01:38:25 +08:00 |
|
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 |
|
Fredrik
|
29f0e0d07c
|
refactoring
|
2022-09-22 09:16:37 +02:00 |
|
なるみ
|
4b1f7c65ce
|
reduce frequency of querying data from coinmarketcap
|
2022-09-22 14:12:18 +08:00 |
|
zenix
|
ac2f7decdf
|
fix: dup naming, remove Leverage from drift field
|
2022-09-22 13:48:01 +09:00 |
|
zenix
|
15308fbe3b
|
fix: add FieldByIndexErr and eliminate all possible panic
|
2022-09-22 13:41:09 +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
|
d8dea22e10
|
fix: set ctx
|
2022-09-21 15:32:55 +09:00 |
|
zenix
|
9cce165aa5
|
fix: extract split string by length as a function
|
2022-09-21 15:14:33 +09:00 |
|
Fredrik
|
2fb4c7e258
|
add limit to optimizer results
|
2022-09-20 22:49:21 +02:00 |
|
zenix
|
097860af6b
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fix: add rate limit on telegram api and split messages by unicode with size limitation
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2022-09-20 17:02:02 +09:00 |
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c9s
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2a9fdcc998
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bump version to v1.41.0
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2022-09-20 15:34:43 +08:00 |
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c9s
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247a22c4fe
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xmaker: fix profit stats notification
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2022-09-20 15:09:22 +08:00 |
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c9s
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de1b0bccfc
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types: fix balance filtering
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2022-09-20 15:08:49 +08:00 |
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Yo-An Lin
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17b5e3566a
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Merge pull request #960 from c9s/refactor/notification
improve: improve the existing notification switch settings
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2022-09-20 12:25:06 +08:00 |
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Yo-An Lin
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1086845522
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Merge pull request #961 from frin1/fix/exit_protective_stop_loss-repay
Feature: Add auto-repay to exit_protective_stop_loss
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2022-09-20 12:04:24 +08:00 |
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austin362667
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beb13449cb
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strategy: refactor oneliner to irr
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2022-09-20 10:32:57 +08:00 |
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austin362667
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4f99110d2b
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stratgy: add oneliner
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2022-09-20 10:32:57 +08:00 |
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Fredrik
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2dfa27d934
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Add auto-repay
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2022-09-19 21:39:13 +02:00 |
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c9s
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4387b078c0
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bbgo: add basic notification switch
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2022-09-19 19:28:29 +08:00 |
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c9s
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75b61ea285
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bbgo: add NotificationSwitches
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2022-09-19 19:25:18 +08:00 |
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c9s
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b067d67eab
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bbgo: drop legacy notification routing
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2022-09-19 19:22:08 +08:00 |
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Yo-An Lin
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29376defa3
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Merge pull request #958 from c9s/strategy/pivotshort
WIP: strategy/pivotshort: more improvements
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2022-09-19 17:27:31 +08:00 |
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c9s
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1c58a44e44
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binance: implement get margin max borrowable request
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2022-09-19 17:09:34 +08:00 |
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c9s
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d73880d0a8
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binance: upgrade github.com/adshao/go-binance/v2 to v2.3.8
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2022-09-19 17:02:50 +08:00 |
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c9s
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c8f5bf8b08
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bbgo: check e.session.Margin flag
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2022-09-19 16:00:12 +08:00 |
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c9s
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b3ae4929be
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bbgo: make the max borrowing error message clear
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2022-09-19 14:56:13 +08:00 |
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c9s
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7ef008dc4f
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telegramnotifier: show error message in the telegram log
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2022-09-19 14:55:58 +08:00 |
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Yo-An Lin
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cddc70fb0d
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Merge pull request #957 from c9s/fix/submit-order-notify
bbgo: remove submitOrder notification
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2022-09-19 14:23:38 +08:00 |
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c9s
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1c23881da9
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bbgo: check closing flag to avoid double closing
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2022-09-19 13:23:23 +08:00 |
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c9s
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05defc3aad
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bbgo: fix base amount borrow check
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2022-09-19 13:12:49 +08:00 |
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c9s
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d4398bbbf9
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bbgo: add more simple slice types to FilterSimpleArgs
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2022-09-19 13:07:56 +08:00 |
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c9s
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e48ae215e5
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bbgo: remove Notifiability from the order executor
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2022-09-19 09:51:48 +08:00 |
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Yo-An Lin
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8e8979645d
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Merge pull request #956 from c9s/improve/max-borrowable
improve: bbgo: use margin asset borrowable amount to adjust the quantity
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2022-09-19 09:47:23 +08:00 |
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c9s
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850f3c86ba
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types: fix net asset value display in telegram
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2022-09-19 09:45:18 +08:00 |
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c9s
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d7711867b2
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types: fix net asset value display in telegram
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2022-09-19 09:44:26 +08:00 |
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c9s
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5800eab165
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bbgo: remove submitOrder notification
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2022-09-19 09:40:52 +08:00 |
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c9s
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59b1e52439
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bbgo: remove submitOrder notification
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2022-09-19 09:38:57 +08:00 |
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c9s
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f9f2df29e7
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types: use passed time to reset today pnl
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2022-09-19 09:33:18 +08:00 |
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c9s
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26cf048c84
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types: preset fixedpoint zero fields
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2022-09-19 09:31:04 +08:00 |
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c9s
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dc0fca09f2
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types: rename json fields to grossProfit and grossLoss
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2022-09-19 09:28:28 +08:00 |
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c9s
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1d1d5d497f
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bbgo: init call to updateMarginAssetMaxBorrowable
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2022-09-19 09:25:54 +08:00 |
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c9s
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8180153e9c
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bbgo: use margin asset borrowable amount to adjust the quantity
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2022-09-19 09:10:59 +08:00 |
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Yo-An Lin
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3230088f9f
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Merge pull request #953 from zenixls2/fix/drift
fix: drift minus weight, preloaded kline not enough
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2022-09-17 18:15:44 +08:00 |
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Yo-An Lin
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39c347f0a0
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Merge pull request #950 from c9s/strategy/pivotshort
strategy/pivotshort
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2022-09-17 18:14:41 +08:00 |
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zenix
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7044b0d8ea
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fix: drift minus weight, preloaded kline not enough
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2022-09-16 19:11:36 +09:00 |
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Zenix
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44de961ea1
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Merge pull request #942 from zenixls2/feature/modifiable
feature: add modify tg command. fix wdrift ma length
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2022-09-16 15:23:38 +09:00 |
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c9s
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be40ed7410
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bbgo: refactor marginAssetUpdater
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2022-09-16 12:19:30 +08:00 |
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c9s
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d4f74822ad
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bbgo/exit_protective_stop_loss: use types.KLineWith
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2022-09-16 11:20:39 +08:00 |
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c9s
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2f575488c2
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pivotshort: fix log format and notification
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2022-09-16 11:18:11 +08:00 |
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c9s
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9ebb8ada13
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optimizer: wrap error with the output if err is not nil
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2022-09-16 01:53:23 +08:00 |
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c9s
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9819f0941b
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pivotshort: clean up debug comment
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2022-09-16 01:24:01 +08:00 |
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c9s
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cd338f8fe2
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pivotshort: add pivotWindow parameter
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2022-09-16 01:23:15 +08:00 |
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c9s
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427723dcaf
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bbgo: improve trendEMA condition
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2022-09-16 01:20:48 +08:00 |
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c9s
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3d7fc75e4b
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pivotshort: add MACDDivergence protection
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2022-09-16 01:15:18 +08:00 |
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c9s
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e2dd7c7360
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indicator: improve macd indicator update callback
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2022-09-15 17:53:12 +08:00 |
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c9s
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24fd81986c
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types: init today since if it's 0
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2022-09-15 17:29:16 +08:00 |
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c9s
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f0c0c6712d
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types: use tradedAt time instead of time.Now
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2022-09-15 17:26:35 +08:00 |
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c9s
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0ead18a95b
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types: fix gross profit calculation
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2022-09-15 17:12:12 +08:00 |
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c9s
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8bfd1f7f30
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indicator: refactor pivot function to floats
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2022-09-15 17:12:10 +08:00 |
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c9s
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a297b26dfb
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types: fix AccumulatedSince initialization
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2022-09-15 17:10:53 +08:00 |
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c9s
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0096d561d7
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types: fix gross profit calculation
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2022-09-15 17:09:32 +08:00 |
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c9s
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432f9df137
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indicator: refactor pivot function to floats
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2022-09-15 11:49:19 +08:00 |
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c9s
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539513ada0
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pivotshort: fix breaklow parameters
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2022-09-14 21:03:54 +08:00 |
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zenix
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528d65c9fb
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fix: hide ZeroValue from dynamic
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2022-09-14 20:12:53 +09:00 |
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zenix
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b66bcb1f67
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fix: add more test cases on reflect.Value.Set
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2022-09-14 20:11:38 +09:00 |
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c9s
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53d622daf5
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pivotshort: add the kline object to the notification
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2022-09-14 19:08:54 +08:00 |
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c9s
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728cb6d56c
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pivotshort: add one more kline pattern to check the break
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2022-09-14 19:08:21 +08:00 |
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c9s
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3ab5d35b77
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bbgo: fix macdIndicators map initialization
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2022-09-14 18:44:38 +08:00 |
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c9s
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67b526120a
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indicator/macd: fix update callback and add log in pivotshort
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2022-09-14 18:41:11 +08:00 |
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c9s
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7fd2b7472c
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bbgo: integrate MACD indicator into standard indicator set
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2022-09-14 18:33:06 +08:00 |
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