zenix
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b2875eedc5
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feature: add config dump / param dump / param modify for elliottwave, refactor param dump
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2022-09-27 20:26:59 +09:00 |
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zenix
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fdbcaef2ca
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fix: use ZeroAssetError, refactor
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2022-09-22 20:26:18 +09:00 |
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zenix
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ac2f7decdf
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fix: dup naming, remove Leverage from drift field
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2022-09-22 13:48:01 +09:00 |
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zenix
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fd875c7060
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fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior
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2022-09-22 13:01:26 +09:00 |
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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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d40b34e4d6
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feature: add modify tg command. fix wdrift ma length
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2022-09-14 11:08:10 +09:00 |
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zenix
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36a5579660
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fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status
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2022-09-06 19:08:05 +09:00 |
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zenix
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67e57b49eb
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fix: move sourceselector to bbgo folder
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2022-09-06 14:43:05 +09:00 |
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zenix
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1d0893b699
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fix: enable interval parsing for non-whitelisted time spans
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2022-09-06 14:26:17 +09:00 |
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zenix
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81084ddea6
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feature: SerialMarketDataStore from session
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2022-09-05 19:32:35 +09:00 |
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c9s
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5953fe49d1
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all: move float slice/map to a single package
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2022-08-25 17:31:42 +08:00 |
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zenix
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6b6a24a655
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feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation
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2022-08-23 17:22:45 +09:00 |
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zenix
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17d6b2465c
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fix: drift add back symbol in InstanceID
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2022-08-16 12:50:30 +09:00 |
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zenix
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14aa667d59
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fix: drift pnl and cumpnl
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2022-08-16 12:45:40 +09:00 |
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zenix
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9f8b8d97d0
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fix: drift empty pnl. exit condition
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2022-08-16 12:30:29 +09:00 |
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zenix
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c1d9df8cdb
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feature: export drift1m, remove take profit, add profit report for listing pnl by date
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2022-08-15 21:06:46 +09:00 |
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zenix
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da28750313
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feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift
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2022-08-15 21:05:29 +09:00 |
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zenix
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2f75dda6ee
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fix: highest price and lowest price reset, condition gets crossed
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2022-08-15 21:05:08 +09:00 |
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zenix
|
ba532bd98c
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fix: takeProfitFactor NaN
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2022-08-15 21:04:48 +09:00 |
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zenix
|
e34b0c6c30
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fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m
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2022-08-15 21:04:31 +09:00 |
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zenix
|
0cc3c5d485
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feature: output config to telegram
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2022-08-15 21:04:01 +09:00 |
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zenix
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6a4eec71d6
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feature: create simpleinteract and remove command in notification
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2022-08-15 21:03:48 +09:00 |
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zenix
|
90e596f463
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feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
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2022-08-15 21:03:14 +09:00 |
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zenix
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008814992f
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fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
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2022-08-15 21:02:59 +09:00 |
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zenix
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d11738b6b5
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feature: add smart cancel to drift
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2022-08-15 21:02:43 +09:00 |
|
Yo-An Lin
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62aff676da
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Revert "feature: add smart cancel to drift"
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2022-08-09 16:25:36 +08:00 |
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zenix
|
5be6e822e9
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fix: highest price and lowest price reset, condition gets crossed
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2022-08-09 13:26:56 +09:00 |
|
zenix
|
2c4e03a102
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fix: takeProfitFactor NaN
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2022-08-09 13:26:56 +09:00 |
|
zenix
|
0e3aecb549
|
fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m
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2022-08-09 13:26:56 +09:00 |
|
zenix
|
9704c09a09
|
feature: output config to telegram
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2022-08-09 13:26:56 +09:00 |
|
zenix
|
45e819ebe7
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feature: create simpleinteract and remove command in notification
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2022-08-09 13:26:56 +09:00 |
|
zenix
|
4117a83cd1
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feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
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2022-08-09 13:26:56 +09:00 |
|
zenix
|
214e7259ed
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fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
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2022-08-09 13:26:56 +09:00 |
|
zenix
|
53d4f21c30
|
feature: add smart cancel to drift
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2022-08-09 13:26:56 +09:00 |
|
zenix
|
d46267aff9
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feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml
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2022-07-28 19:34:12 +09:00 |
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zenix
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84c7c0596d
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fix: fix drift naming style, fix kline Copy -> Set
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2022-07-27 12:17:33 +09:00 |
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zenix
|
85f8b9510d
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fix: gofmt
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2022-07-26 18:00:05 +09:00 |
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zenix
|
4dd4c5823f
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fix: unlock lock to get latest price
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2022-07-26 18:00:05 +09:00 |
|
zenix
|
2ceb24ad09
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fix: panic on image drawing, reduce fee by smoothing the drift curve
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2022-07-26 18:00:05 +09:00 |
|
zenix
|
553a55811c
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fix: buyPrice/sellPrice calculation on one order multiple trades
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2022-07-26 18:00:05 +09:00 |
|
zenix
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a8fe20ae3a
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fix: drift exit condition, trade_stats serialization in redis
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2022-07-26 18:00:05 +09:00 |
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zenix
|
a5039de6aa
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feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint
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2022-07-26 18:00:05 +09:00 |
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zenix
|
b6fb5e958d
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feature: deduct fee from entry, move StopLoss orders cleanup to the begin of close position function
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2022-07-26 18:00:05 +09:00 |
|
zenix
|
ac5c7f5773
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feature: add pnl / cummulative pnl graph, add continuous graph
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2022-07-26 18:00:05 +09:00 |
|
zenix
|
62aac8ecc4
|
fix: indicator limits
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2022-07-26 18:00:05 +09:00 |
|
zenix
|
0d65fe1b8a
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feature: trailing stop, print mean and modify normalization function of output graph
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2022-07-26 18:00:05 +09:00 |
|
zenix
|
c6563aa9bd
|
feature: add stoploss from stopPrice
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2022-07-26 18:00:05 +09:00 |
|
zenix
|
9c73aa4adb
|
fix: fine tune drift config. fix atr updating issue
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2022-07-26 18:00:05 +09:00 |
|
zenix
|
b52208d7b6
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fix: bug in wrong channel subscription in drift
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2022-07-26 18:00:05 +09:00 |
|
zenix
|
7368069c7a
|
fix: add persistence to drift
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2022-07-26 18:00:05 +09:00 |
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