Commit Graph

4910 Commits

Author SHA1 Message Date
c9s
b49f12300c
add long position test for trailing stop
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 10:54:53 +08:00
c9s
03481000cc
reset activated flag when stop order is submitted
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 03:09:57 +08:00
c9s
2bc12c0522
add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 03:04:01 +08:00
c9s
d140012fd5
fix mockgen command
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 01:32:05 +08:00
c9s
f329af2c6b
generate mocks for the exchange interface
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 01:31:12 +08:00
c9s
4de5b0bc9b
add TrailingStop2 2022-07-05 16:10:55 +08:00
c9s
b643b8ed0d
fix LowerShadowTakeProfit kline filter condition 2022-07-05 12:15:31 +08:00
c9s
8ac21fa16e
fix LowerShadowTakeProfit kline filter condition 2022-07-05 12:14:53 +08:00
c9s
13fdea0978
doc: add persistence section 2022-07-05 11:49:48 +08:00
c9s
193703a9a0
all: use tradeStats constructor 2022-07-05 11:14:50 +08:00
c9s
bfd64813f8
doc: update trade management and graceful shutdown 2022-07-05 10:58:12 +08:00
c9s
941e1bfb0c
doc: add notify api example 2022-07-04 20:08:06 +08:00
c9s
fc8df941d0
doc: add notification api usage 2022-07-04 20:06:50 +08:00
c9s
858339b761
doc: add more details to UserDataStream 2022-07-04 13:38:09 +08:00
c9s
d62a13a62f
doc: add Submitting Orders section 2022-07-04 13:20:27 +08:00
Yo-An Lin
0b4044bbb6
Merge pull request #796 from c9s/strategy/pivotshort
strategy/pivotshort: add supportTakeProfit method
2022-07-04 12:26:32 +08:00
c9s
f239eb16c1
doc: fix 2022-07-04 12:16:22 +08:00
c9s
7f48d834f5
doc: fix indentation 2022-07-04 12:15:47 +08:00
c9s
51a589ba7b
doc: add markdown syntax highlight 2022-07-04 12:14:19 +08:00
c9s
435175b7f1
doc: add more details to the exchange session 2022-07-04 12:13:24 +08:00
c9s
69179ab66f
update doc 2022-07-04 12:02:13 +08:00
c9s
9fbe2e859e
update strategy dev doc 2022-07-04 11:58:11 +08:00
c9s
c258d522e6
backtest: update backtest.Exchange currentTime 2022-07-04 02:38:42 +08:00
c9s
82f9fc139c
backtest: refactor exchange field, clean up startTime and endTime deps 2022-07-04 02:34:46 +08:00
c9s
8fc17f9c0b
backtest: move QueryOrder method 2022-07-04 02:29:18 +08:00
c9s
a31f61736a
backtest: pull out userDataStream to backtestEx.BindUserData 2022-07-04 02:27:29 +08:00
c9s
ecd4df86f9
backtest: assign user data stream to backtest.Exchange before we call EmitStart 2022-07-04 02:21:14 +08:00
c9s
449b2d8220
backtest: fix order update emit binding 2022-07-04 02:20:50 +08:00
c9s
9126045fa9
pivotshort: adjust resistance ratio 2022-07-04 02:20:30 +08:00
c9s
3a37154737
pivotshort: fix supportTakeProfit binding 2022-07-04 02:20:15 +08:00
Yo-An Lin
6fe980a2a3
Merge pull request #793 from LarryLuTW/larry/fix-pnl-market
Fix pnl command
2022-07-04 01:42:32 +08:00
Yo-An Lin
e052f36b93
Merge pull request #795 from frin1/optimizer/fix_SummaryReport
optimizer/fix: prevent from crashing if missing SummaryReport
2022-07-04 01:41:40 +08:00
Fredrik
771f578efd optimizer/fix: prevent from crashing if missing SummaryReport 2022-07-03 13:16:41 +02:00
c9s
81f9639c85
pivotshort: bind supportTakeProfit method 2022-07-03 17:22:29 +08:00
c9s
278fbb7b51
pivotshort: fix support take profit method 2022-07-03 17:13:01 +08:00
Yo-An Lin
d5fce91fb6
Merge pull request #794 from c9s/strategy/pivotshort
strategy/pivotshort: fix resistance updater
2022-07-03 16:12:31 +08:00
c9s
74cac6e977
pivotshort: adjust layer price calculation 2022-07-03 15:44:37 +08:00
c9s
a408b20eda
fix resistance price calculation 2022-07-03 15:26:05 +08:00
c9s
1e8ac0d08a
pivotshort: improve price grouping 2022-07-02 18:51:17 +08:00
LarryLuTW
a0e8359d23
add market for calculator 2022-07-02 17:45:24 +08:00
c9s
f940bb8e0a
implement SupportTakeProfit method 2022-07-02 13:21:27 +08:00
c9s
ac1b5e4df4
check market in the NewPositionFromMarket
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-02 12:43:57 +08:00
Yo-An Lin
cc04d81346
Merge pull request #792 from c9s/strategy/pivotshort 2022-07-02 01:32:29 +08:00
c9s
004e6b0e0b
pivotshort: fix findNextResistancePriceAndPlaceOrders 2022-07-02 00:28:41 +08:00
c9s
f1867b02c3
pivotshort: fix message 2022-07-01 18:10:39 +08:00
Yo-An Lin
f2ba901b51
Merge pull request #791 from c9s/strategy/pivotshort
strategy: pivotshort: refactor breaklow logics
2022-07-01 18:05:00 +08:00
c9s
9a11fd59ed
pivotshort: fix open close price compare 2022-07-01 17:43:51 +08:00
c9s
178913dd1b
reformat code 2022-07-01 17:32:59 +08:00
c9s
b158c44b95
fix profit stats notification 2022-07-01 17:32:40 +08:00
c9s
4bb9fb7e1b
fix profit stats wording 2022-07-01 17:32:01 +08:00