3091 Commits

Author	SHA1	Message	Date
c9s	9ffefbab03	adjust CancelOrderWaitTime back to 20ms	2022-06-10 02:51:20 +08:00
c9s	470e003867	max: fix max v3 order cancel	2022-06-10 02:50:39 +08:00
Yo-An Lin	aeae2d58c9	Merge pull request #699 from c9s/strategy/pivot ... pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume…	2022-06-10 02:47:13 +08:00
c9s	35a58268cf	pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume option	2022-06-10 02:39:14 +08:00
Yo-An Lin	449186f460	Merge pull request #697 from andycheng123/fix/supertrend ... strategy: remove redundant code	2022-06-10 01:29:45 +08:00
c9s	e575236db8	pivotshort: adjust shadow ratio calculation	2022-06-10 01:21:59 +08:00
c9s	260857b5b1	pivotshort: add TradeStats	2022-06-10 00:49:32 +08:00
c9s	b79e4f2fb8	fixedpoint: add marshalYAML interface support	2022-06-10 00:42:48 +08:00
c9s	a8134561f5	pivotshort: add stopEMA	2022-06-09 18:16:32 +08:00
c9s	aa2ba265f1	pivotshort: refactor and add more fix	2022-06-09 17:36:22 +08:00
Andy Cheng	2e3badc0da	strategy: remove redundant code	2022-06-09 16:37:19 +08:00
c9s	4f9ac6f3fb	pivotshort: move notification message to make log clean	2022-06-09 15:50:43 +08:00
c9s	e117cc4157	optimize single symbol query for kline query	2022-06-09 15:50:23 +08:00
c9s	77eb5da7b7	clean up type conversion	2022-06-09 15:50:06 +08:00
c9s	f8dbd26736	move cpu profile option to global cmd	2022-06-09 15:49:52 +08:00
c9s	8d3f487d0d	reduce order cancel wait time to 10ms	2022-06-09 15:49:34 +08:00
c9s	b731405658	add fixedpoint.Value to simple types	2022-06-09 15:49:13 +08:00
c9s	5a809f60e0	pivotshort: fix order cancel step	2022-06-09 13:26:30 +08:00
c9s	4b08e93758	rename st = store	2022-06-09 12:34:23 +08:00
c9s	fc0457cefe	fix notify args filtering	2022-06-09 12:34:23 +08:00
c9s	e17535e651	pivotshort: fix position close bugs	2022-06-09 12:34:23 +08:00
c9s	1bfc125a52	gracefully cancel order before closing position	2022-06-09 12:34:23 +08:00
c9s	1d8cd2d604	improve kline matching error	2022-06-09 12:34:22 +08:00
c9s	77b704b6ec	move some methods back for refactoring	2022-06-09 12:34:22 +08:00
austin362667	3c40f9e90e	pivotshort: improve market sell when breaks previous pivot low only ... pivotshort: improve market sell when breaks previous pivot low only	2022-06-09 12:34:22 +08:00
c9s	9065b5bae7	bump version to v1.33.2	2022-06-08 23:17:11 +08:00
Yo-An Lin	60af0b08e3	Merge pull request #693 from c9s/fix/binance-deposit-history-sync ... fix: fix and rewrite binance deposit history sync	2022-06-08 19:16:10 +08:00
c9s	c16fe8188a	fix: calcualte fee in quote only when fee is not zero	2022-06-08 18:09:17 +08:00
c9s	83d7aab4d4	fix trade format alignment	2022-06-08 18:06:49 +08:00
c9s	f1cce3e123	clean up	2022-06-08 17:33:52 +08:00
c9s	f3a7428b48	add stringer method for deposit struct	2022-06-08 17:32:42 +08:00
c9s	6d78b05b41	rewrite deposit sync service	2022-06-08 15:49:44 +08:00
c9s	5f075af24f	batch: add DepositBatchQuery	2022-06-08 15:49:44 +08:00
c9s	c4c8bca72f	binance: re-implement deposit history query	2022-06-08 15:49:44 +08:00
c9s	854661bc71	backtest: move info log suppress after sync	2022-06-08 15:15:57 +08:00
c9s	99bf914415	add warning logs to pnl cmd	2022-06-08 15:10:43 +08:00
c9s	8c6331073d	cmd: fix pnl cmd	2022-06-08 15:10:43 +08:00
c9s	e023d0be5b	service: rewrite kline sync check	2022-06-08 15:10:43 +08:00
c9s	1f927d5162	use the same time object for 'now'	2022-06-08 14:37:03 +08:00
c9s	09912b3fc3	environment: avoid setting UTC on time object	2022-06-08 14:36:26 +08:00
c9s	14ffa0fe2f	bump version to v1.33.1	2022-06-08 13:15:52 +08:00
Yo-An Lin	4fdee25a96	Merge pull request #691 from c9s/fix/sync-time ... fix: fix sync since time field check	2022-06-08 13:04:39 +08:00
c9s	fb5fc02bdf	fix since time field check	2022-06-08 12:54:48 +08:00
Yo-An Lin	047fad8d5b	Merge pull request #689 from c9s/fix/sqlite-gid-insert ... fix: fix reflect insert (remove gid field)	2022-06-08 12:18:23 +08:00
c9s	e7dfd4a654	fix reflect insert (remove gid field)	2022-06-08 12:08:04 +08:00
zenix	7a045a48d4	fix: drift window in factorzoo, order_execution print order, refactor: use defer to mu.Unlock in depth/buffer.go	2022-06-08 12:14:53 +09:00
zenix	8361689974	fix: check for div zero in drift indicator	2022-06-08 11:07:26 +09:00
zenix	9dd8dbbede	feature: add drift indicator, split heikinashi's Queue	2022-06-08 01:21:18 +08:00
c9s	792e67e982	bump version to v1.33.0	2022-06-07 22:34:16 +08:00
c9s	e92e0f04f3	bump version to v1.33.0	2022-06-07 22:31:08 +08:00
c9s	ea2ba5d11e	bump version to v1.33.0	2022-06-07 22:24:47 +08:00
c9s	7f07852086	fix filled market order update event duplicated trigger	2022-06-07 20:27:11 +08:00
c9s	fc8d3ea59f	register dca strategy to builtin	2022-06-07 20:26:56 +08:00
c9s	9a29843477	add dca strategy	2022-06-07 20:26:44 +08:00
c9s	dc0cb30b23	fix order submit message format	2022-06-07 20:26:33 +08:00
c9s	7e92e6592a	backtest: add test case for testing order update callbacks	2022-06-07 19:36:55 +08:00
Andy Cheng	9836fbbf82	strategy: rebase	2022-06-07 16:49:43 +08:00
Andy Cheng	39615c8981	indicator: get supertrend signal	2022-06-07 16:44:15 +08:00
Andy Cheng	14e70007d9	indicator: supertrend	2022-06-07 16:44:15 +08:00
Andy Cheng	34465fac89	Merge pull request #653 from andycheng123/strategy/supertrend ... strategy: add supertrend strategy	2022-06-07 16:25:49 +08:00
Andy Cheng	ee26d6ce34	strategy: Persistence.Sync() after position change	2022-06-07 16:04:40 +08:00
Yo-An Lin	037f2949bd	Merge pull request #678 from andycheng123/fix/interact ... interact: fix missing make()	2022-06-07 12:31:53 +08:00
c9s	32837d85a0	fix fmaker	2022-06-07 12:31:06 +08:00
c9s	46a008bea5	move batch insert back	2022-06-07 12:28:11 +08:00
Yo-An Lin	16e9535b8c	Merge pull request #638 from austin362667/strategy/f1 ... strategy: add fmaker	2022-06-07 12:24:26 +08:00
Andy Cheng	57aab937b3	interact: update test	2022-06-07 10:45:55 +08:00
Andy Cheng	9a086d2855	interact: use instance ID as signature	2022-06-07 10:40:15 +08:00
c9s	a4807d6594	fix tests	2022-06-07 01:21:27 +08:00
c9s	d7f9742360	binance: revert the start time filtering	2022-06-07 00:50:07 +08:00
c9s	53e74b6262	fix timezone issue for sqlite and mysql	2022-06-07 00:48:13 +08:00
c9s	b32b852303	service: fix FindMissingTimeRanges until check	2022-06-06 18:15:36 +08:00
zenix	c7eb065995	fix: close / rollback queries/transactions on error	2022-06-06 18:57:24 +09:00
Andy Cheng	58ec38d811	interact: update interact test	2022-06-06 17:43:25 +08:00
Andy Cheng	8410b1cc33	interact: update interact test	2022-06-06 17:34:39 +08:00
c9s	022775d0a2	service: use batch insert for kline	2022-06-06 17:21:31 +08:00
Andy Cheng	1f79e236ad	interact: revert to id = strategy.ID()	2022-06-06 16:20:06 +08:00
Andy Cheng	3d9994706b	interact: fix missing make()	2022-06-06 15:36:09 +08:00
c9s	dae4afec10	fix verify() time range	2022-06-06 14:58:26 +08:00
c9s	da6a209fd7	service: set PRAGMA for sqlite3	2022-06-06 14:53:37 +08:00
c9s	a6d18a87f5	fix: batch query exit issue ... - remove errC case (this channel is closed earlier) - add empty data range test case for finding missing time range	2022-06-06 13:25:11 +08:00
c9s	e1225d4127	add log insert option for sync	2022-06-06 12:24:18 +08:00
c9s	74f7e4181a	service: improve missing time range log	2022-06-06 12:15:06 +08:00
c9s	0a6deed305	service: fix QueryExistingDataRange	2022-06-06 11:46:18 +08:00
c9s	625bd0c5e4	fix order executor formatting	2022-06-06 07:23:16 +08:00
c9s	b209d94a9c	rename active order book constructor function	2022-06-06 06:57:25 +08:00
c9s	4dafa32e97	strategy: should always handle trade even if the strategy status is not running	2022-06-06 06:56:44 +08:00
c9s	2474aa777d	optimizer: fix parameter copy	2022-06-06 06:49:08 +08:00
c9s	43c2819d01	optimizer: copy param slice	2022-06-06 06:39:27 +08:00
c9s	0f6989af8b	service: avoid storing nil pointer to redis	2022-06-06 06:32:34 +08:00
c9s	a2cfea8acb	service: add stringer to TimeRange	2022-06-06 06:27:45 +08:00
c9s	be644bb91f	fix s.SyncKLineByInterval call	2022-06-06 06:24:25 +08:00
c9s	cb4c879942	backtest: copy the order object for updating status	2022-06-06 06:24:25 +08:00
c9s	f65b343ea6	service: clean up Verify method signature	2022-06-06 06:24:25 +08:00
c9s	41191c4db5	service: rewrite backtest verify	2022-06-06 06:24:24 +08:00
c9s	80d9c8a3be	update activeorderbook callback file	2022-06-06 06:03:49 +08:00
c9s	3786fc64f1	rename LocalActiveOrderBook to just ActiveOrderBook	2022-06-06 05:43:38 +08:00
c9s	1e27caa5e2	flashcrash: update local active book usage	2022-06-05 21:45:43 +08:00
c9s	1d340256ea	fix and simplify LocalActiveOrderBook	2022-06-05 18:12:26 +08:00
ankion	53f3df5ccf	futures position no need to deduct fees	2022-06-05 16:33:08 +08:00
ankion	d90cf43d5a	fix futures QuoteQuantity incorrect.	2022-06-05 16:33:08 +08:00