Yo-An Lin
42a358fd34
Merge pull request #928 from c9s/refactor/iteract-filter
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refactor: refactor interact strategy filter functions
2022-09-11 12:20:38 +08:00
Fredrik
e02840e08d
Feature: draw pnl
2022-09-11 01:19:23 +02:00
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
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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
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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
5a4026e547
example: rename var createdOrders to createdOrder
2022-09-10 12:49:01 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method
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- 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
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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
c9s
90f3727d68
pivotshort: log submit order error
2022-09-08 23:19:14 +08:00
c9s
edc8c132d5
pivotshort: print stopEMA protection
2022-09-08 23:17:35 +08:00
Yo-An Lin
1c7b40a0be
Merge pull request #922 from c9s/fix/trade-stats-for-live
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fix: types/tradeStats: use last order id to identity consecutive win and loss
2022-09-08 17:30:48 +08:00
c9s
3aebb58091
types/tradeStats: use tester
2022-09-08 16:37:47 +08:00
c9s
3b208ee4ef
types/tradeStats: expose Recalculate trade stats method
2022-09-08 16:29:48 +08:00
c9s
950e998ed1
types/tradeStats: call updates when marshalling
2022-09-08 16:10:18 +08:00
c9s
d12df59c1b
types/tradeStats: use last order id to identity consecutive win and loss
2022-09-08 15:49:23 +08:00
Yo-An Lin
3e07f1fa86
Merge pull request #921 from andycheng123/improve/supertrend-strategy-profit-report
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strategy/supertrend: use ma by day instead of by trade
2022-09-08 12:15:50 +08:00
Andy Cheng
6ca1a80cf9
strategy/supertrend: use ma by day instead of by trade
2022-09-07 18:27:11 +08:00
Zenix
afad9cca47
Merge pull request #910 from zenixls2/feature/ewo_renew
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SerialMarketDataStore, elliottwave renewal
2022-09-07 18:54:01 +09:00
Yo-An Lin
d24b816518
Merge pull request #919 from c9s/fix/trade-stats-for-live
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feature: add fixedpoint.Reducer, Counter and add update stats method on TradeStats
2022-09-07 17:36:49 +08:00
austin362667
46b3fabfe3
strategy: add trend trader
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strategy: add trend treader
strategy: add trend treader
2022-09-07 16:11:31 +08:00
austin362667
8b97e4c4e8
audacity: finalize strategy
2022-09-07 16:05:51 +08:00
austin362667
713ead669e
audacity: stddev outlier func & all order change to maker
2022-09-07 16:05:51 +08:00
austin362667
43a3e21a7b
audacitymaker: rename perTrade
2022-09-07 16:05:51 +08:00
austin362667
132f700377
builtib: update strategy registery
2022-09-07 16:05:51 +08:00
austin362667
73a8f3586f
builtib: update strategy list
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builtib: update strategy list
2022-09-07 16:05:51 +08:00
austin362667
1d727345ee
strategy: redesign to audacitymaker
2022-09-07 16:05:51 +08:00
austin362667
833d30ce64
ktrade: add second try
2022-09-07 16:05:51 +08:00
austin362667
6a119bfca0
ktrade: remove ticker
2022-09-07 16:05:51 +08:00
austin362667
a18a06819e
ktrade: error handling
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ktrade: remove error handling
ktrade: remove error handling
ktrade: remove error handling
ktrade: error handling
2022-09-07 16:05:51 +08:00
austin362667
49f7c3de46
ktrade: rounding instead of ceil/floor
2022-09-07 16:05:51 +08:00
austin362667
1cc285985c
config: add ktrade
2022-09-07 16:05:51 +08:00
austin362667
42d7117464
strategy: add ktrade
2022-09-07 16:05:51 +08:00
c9s
56c53958cd
fixedpoint: positive tester and negative tester
2022-09-07 15:11:07 +08:00
c9s
c62330b2c1
fixedpoint: add counter func
2022-09-07 14:05:44 +08:00
c9s
e28921879d
types: implement stats update method for live trading
2022-09-07 14:02:57 +08:00
zenix
e7a5669018
fix: lowestPrice in elliottwave, add more logs
2022-09-07 15:02:38 +09:00
c9s
668180f8aa
fixedpoint: add reducer and its tests
2022-09-07 14:00:26 +08:00
c9s
e161f4ec1a
fixedpoint: add sort interface support on fixedpoint
2022-09-07 12:35:09 +08:00