111 Commits

Author	SHA1	Message	Date
c9s	6ef54bf2fb	call bbgo.Sync to sync persistence	2022-06-22 13:46:03 +08:00
Andy Cheng	24844052d2	pivotshort: add strategy controller	2022-06-20 11:39:18 +08:00
c9s	b6d1b4309b	refactor and update the support strategy	2022-06-19 15:57:59 +08:00
c9s	88a63df186	all: clean up notifiability usage	2022-06-19 13:01:22 +08:00
c9s	eacd1f1ae6	all: rewrite notification api ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-19 12:29:36 +08:00
c9s	88e83c944c	pivotshort: clean up log	2022-06-19 11:21:07 +08:00
c9s	c80fe1af33	pivotshort: call BindTradeStats	2022-06-18 16:32:53 +08:00
c9s	6cae9e7449	move GeneralOrderExecutor into bbgo package	2022-06-18 16:31:53 +08:00
c9s	d367186f3e	pivotshort: clean up and pull out order executor	2022-06-18 15:27:11 +08:00
c9s	47e76a9eb5	pivotshort: refactor and redesign order executor ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-18 12:30:42 +08:00
c9s	0326c34013	pivotshort: pull out GeneralOrderExecutor	2022-06-18 11:45:24 +08:00
c9s	807a3e125c	pivotshort: split trade collector callbacks	2022-06-18 10:54:06 +08:00
zenix	a5ffca7fe8	fix: gosimple alert	2022-06-17 20:19:51 +09:00
c9s	5949c7587e	make bounce short optional	2022-06-11 16:41:56 +08:00
c9s	3d0c0717ba	pivotshort: fix bounce short	2022-06-11 16:33:21 +08:00
c9s	ec68dc2f40	reimplement placeBounceSellOrders	2022-06-11 00:26:44 +08:00
c9s	46450c0122	pivotshort: rename pivotLength to window and update indicator manually	2022-06-10 15:34:57 +08:00
c9s	91b9605884	pivotshort: manually update pivot indicator	2022-06-10 15:18:12 +08:00
c9s	a9d2a9e57a	pivotshort: add breakLow.bounceRatio option	2022-06-10 11:36:04 +08:00
c9s	35a58268cf	pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume option	2022-06-10 02:39:14 +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	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
c9s	4f9ac6f3fb	pivotshort: move notification message to make log clean	2022-06-09 15:50:43 +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	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	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	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	3786fc64f1	rename LocalActiveOrderBook to just ActiveOrderBook	2022-06-06 05:43:38 +08:00
c9s	016ddfd8cd	pivotshort: also check isClosed	2022-06-05 13:14:17 +08:00
c9s	f883d42c58	pivotshort: avoid market sell again if position is already opened	2022-06-05 13:13:23 +08:00
c9s	629ae39095	fix var comparison	2022-06-05 13:09:32 +08:00
c9s	defff9b01d	pivotshort: add new found return value	2022-06-05 13:04:48 +08:00
c9s	f39ba4854d	pivotshort: add notify	2022-06-05 12:58:12 +08:00
c9s	74ee92832b	pivotshort: rename pivotBuffer to pivotLowPrices	2022-06-05 12:56:40 +08:00
c9s	32f324761e	pivotshort: market sell to open short	2022-06-05 12:55:36 +08:00
c9s	4bd322feb4	pivotshort: use notify and always collect trades	2022-06-05 12:51:45 +08:00
c9s	e7078edacd	pivotshort: add kline event handler and a todo	2022-06-05 12:48:54 +08:00
c9s	b20e1335c2	pivotshort: pull out market sell to a single method	2022-06-05 12:47:15 +08:00
c9s	f0578c5fa2	pivotshort: rename place order method	2022-06-05 12:40:41 +08:00
c9s	46b766857a	pivotshort: always collect trades after submitting orders	2022-06-05 12:40:08 +08:00
c9s	b9c32c7f7e	pivotshort: numLayers should be int	2022-06-05 12:37:35 +08:00
c9s	c20e3fee4b	fix persistence unmarshalling issue	2022-06-05 01:48:56 +08:00
c9s	221a2d9dc7	fix persistence: calling type method on z zero value	2022-06-05 01:09:31 +08:00
austin362667	9b8239abba	pivotshort: add symbol name	2022-06-04 02:31:04 +08:00
austin362667	fcdc26e188	pivotshort: add init place order	2022-06-04 02:31:04 +08:00
austin362667	5ca651a9b4	pivotshort: clean up field name	2022-06-03 23:28:48 +08:00
austin362667	af2d88d9a3	pivotshort: add immediate market sell	2022-06-03 23:23:26 +08:00
austin362667	9dab39849b	pivotshort: clean up	2022-06-03 16:38:06 +08:00
austin362667	30be15dd34	pivotshort: add repay margin side effect	2022-06-03 15:48:49 +08:00
austin362667	2aac5bb273	pivotshort: improve post order & add margin	2022-06-03 15:48:49 +08:00
c9s	13bf5d69a3	use types.Interval instead of string	2022-05-19 10:04:03 +08:00
austin362667	bb94d4a1bd	pivotshort: clean up strategy	2022-05-17 19:18:21 +08:00
austin362667	62d11181a4	pivotshort: clean up	2022-05-17 19:18:21 +08:00
austin362667	2c4a52ba30	pivot: fix futures & spot clean up ... pivot: clean up	2022-05-17 19:18:21 +08:00
austin362667	8ab696deaa	pivotshort: rename strategy & fix pivot indicator	2022-05-17 19:18:21 +08:00