1149 Commits

Author	SHA1	Message	Date
c9s	b2f8abd56c	add more grid extend tests	2022-11-02 18:28:03 +08:00
c9s	56e40eff67	test grid extend functions	2022-11-02 18:28:03 +08:00
c9s	561c476846	add Grid struct and its constructor	2022-11-02 18:28:03 +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	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
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
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	17825fbde1	fix: rate settings in telegram, make elliottwave draw async	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
zenix	09c85d346c	feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster	2022-10-17 15:14:36 +08:00
なるみ	9330b9fde5	change variable names	2022-10-13 18:18:02 +08:00
Andy Cheng	aa492a05a1	fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal	2022-10-07 13:48:16 +08:00
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
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
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	8a50474ad1	all: add context parameter to Sync()	2022-10-03 18:45:24 +08:00
c9s	f7e76c0518	all: remove bbgo.Persistence	2022-10-03 18:37:53 +08:00
c9s	59287b5116	all: support context isolation	2022-10-03 16:01:08 +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
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
zenix	fdbcaef2ca	fix: use ZeroAssetError, refactor	2022-09-22 20:26:18 +09:00