c9s
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537e9e14ec
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add GetOrderTrades method to TradeStore
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-12-05 19:00:39 +08:00 |
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c9s
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fcf8613319
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grid2: fix feeRate var
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2022-12-05 18:15:54 +08:00 |
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c9s
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f727f314e6
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grid2: add FeeRate configuration for checking profit spread
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2022-12-05 18:15:30 +08:00 |
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c9s
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c5fb15dc22
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grid2: update test grid configuration
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2022-12-05 18:12:38 +08:00 |
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c9s
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4bba5510dd
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grid2: position reset should reset the total fee
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2022-12-05 18:11:44 +08:00 |
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c9s
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5be140de0e
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grid2: improve sell,buy price calculation
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2022-12-05 15:19:24 +08:00 |
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c9s
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27b42db3d7
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grid2: add test case for enough base investment
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2022-12-05 11:23:21 +08:00 |
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c9s
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6df4a3c319
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grid2: add TestStrategy_generateGridOrders
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2022-12-05 11:21:07 +08:00 |
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c9s
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0b824a09fc
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grid2: fix tests
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2022-12-05 00:47:08 +08:00 |
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c9s
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076ec3b3c2
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grid2: pull out grid order generation
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2022-12-05 00:20:18 +08:00 |
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c9s
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002ce1958e
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grid2: add omitempty to struct tag
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2022-12-04 21:44:03 +08:00 |
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c9s
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19e0a20c67
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grid2: fill fixedpoint.Zero for stats
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2022-12-04 21:43:40 +08:00 |
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c9s
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ec6b170f01
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grid2: add more log messages for stop loss
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2022-12-04 21:09:39 +08:00 |
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c9s
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3b821c8b58
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grid2: fix order price shifting
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2022-12-04 21:06:52 +08:00 |
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c9s
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8d78399335
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grid2: fix order shifting
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2022-12-04 19:48:12 +08:00 |
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c9s
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efcfcf7c18
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grid2: add position reset
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2022-12-04 18:42:03 +08:00 |
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c9s
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a5e6173038
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grid2: fix openGrid method
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2022-12-04 18:33:28 +08:00 |
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c9s
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943912f6bf
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grid2: add grid order debug logs
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2022-12-04 18:32:17 +08:00 |
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c9s
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ea34b3a962
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grid2: another fix
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2022-12-04 18:28:34 +08:00 |
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c9s
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01b013fcc7
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grid2: fix trigger price check for onStart handler
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2022-12-04 18:27:21 +08:00 |
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c9s
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bce004106c
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grid2: check price
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2022-12-04 18:21:43 +08:00 |
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c9s
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9d62720111
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grid2: add log for trigger price
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2022-12-04 18:17:05 +08:00 |
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c9s
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50f3ca80cf
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config: add doc for stopLossPrice
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2022-12-04 18:12:01 +08:00 |
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c9s
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e0a69a89c8
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config: add stopLossPrice config to the default grid2 config
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2022-12-04 18:02:30 +08:00 |
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c9s
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4f3a160bbf
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grid2: add stopLossPrice handler
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2022-12-04 18:01:58 +08:00 |
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c9s
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5f0c45093c
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config: add triggerPrice doc to config
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2022-12-04 17:58:32 +08:00 |
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c9s
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43b6ef6243
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doc: add doc for sqlite3
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2022-12-04 17:56:10 +08:00 |
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c9s
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3d29c24e7b
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add bbgo_test.sqlite3 file
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2022-12-04 17:53:20 +08:00 |
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c9s
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7abeb3c59e
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doc: update strategy testing doc
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2022-12-04 17:51:28 +08:00 |
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c9s
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e1f7d8b965
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add data/bbgo_test.sql to git lfs
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2022-12-04 17:48:43 +08:00 |
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c9s
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bec1103a64
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grid2: add more parameters to the test strategy
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2022-12-04 17:36:35 +08:00 |
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c9s
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5344b3d768
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grid2: add TestStrategy_calculateProfit test
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2022-12-04 17:35:35 +08:00 |
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c9s
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427daba6d0
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grid2: change fee rate validation
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2022-12-04 15:56:35 +08:00 |
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c9s
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bbab8728e3
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grid2: add orderQueryService for querying order trades
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2022-12-04 15:43:27 +08:00 |
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c9s
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92733411a3
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config: add notification settings to grid2
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2022-12-04 15:34:24 +08:00 |
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c9s
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813f9c45a7
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grid2: add order object into the profit structure
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2022-12-04 15:24:59 +08:00 |
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c9s
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a8fe55c284
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grid2: push profit into stats
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2022-12-04 15:24:13 +08:00 |
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c9s
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bc4c22f633
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grid2: pull out quoteQuantity
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2022-12-04 15:15:16 +08:00 |
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c9s
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bf62fb7d2d
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grid2: calculate grid profit
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2022-12-04 15:01:52 +08:00 |
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c9s
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9506516ea3
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grid2: add grid profit stats to the strategy
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2022-12-04 14:45:04 +08:00 |
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c9s
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8d601a6cb4
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grid2: add exchange session field
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2022-12-04 14:24:04 +08:00 |
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c9s
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dc2ce372c4
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grid2: reset grid field when it's closed
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2022-12-04 14:23:00 +08:00 |
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c9s
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0ea6dfb158
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grid2: add triggerPrice protection
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2022-12-04 14:22:11 +08:00 |
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c9s
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5148fadf67
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types: remove duplciated klineCallback type
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2022-12-04 14:22:01 +08:00 |
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c9s
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7abc799da4
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grid2: make openGrid and closeGrid as private method
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2022-12-04 13:04:14 +08:00 |
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c9s
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c77bb83b95
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grid2: move OpenGrid method and add KeepOrdersWhenShutdown
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2022-12-04 12:58:01 +08:00 |
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Yo-An Lin
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3d0de0926c
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Merge pull request #1017 from zenixls2/script/sync_time
feature: add sync_time.sh utility
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2022-12-04 12:53:37 +08:00 |
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c9s
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7dc3c448bb
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grid2: remove unused fields
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2022-12-04 11:47:30 +08:00 |
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c9s
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c00d59806f
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grid2: add closeGrid option
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2022-12-04 11:47:01 +08:00 |
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c9s
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dd2d48fde0
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bbgo: handle order cancel event
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2022-12-04 11:39:43 +08:00 |
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