Commit Graph

5268 Commits

Author SHA1 Message Date
Yo-An Lin
9bf48e9de4
Merge pull request #822 from c9s/fix/api-upgrade
refactor: ewoDgtrd: upgrade order executor api
2022-07-26 14:33:06 +08:00
Yo-An Lin
48ab33dfa3
Merge pull request #842 from c9s/feature/bollmaker-exit
feature: bollmaker exit methods
2022-07-26 12:33:08 +08:00
c9s
8986eeb3a4
bollmaker: apply kline filter closure 2022-07-26 12:08:47 +08:00
c9s
c252a7dcf9
bollmaker: fix log format issue 2022-07-26 12:08:47 +08:00
c9s
d26dd2f1da
bollmaker: remove status change setter 2022-07-26 12:08:47 +08:00
c9s
83c8bc819a
all: drop the legacy smart stops 2022-07-26 12:08:47 +08:00
c9s
c3b6cb80c3
bollmaker: upgrade bollmaker exits methods 2022-07-26 12:08:47 +08:00
c9s
6ae0620730
bollmaker: integrate exits method to bollmaker 2022-07-26 12:08:47 +08:00
c9s
06d71aab4a
types: add doc comment 2022-07-26 11:53:22 +08:00
c9s
ee4fb1a677
add 24hours guard to AddProfit 2022-07-26 11:51:58 +08:00
c9s
9c944d4aba
types: fix profit stats titles 2022-07-26 11:51:24 +08:00
c9s
549e28079b
autoborrow: call Debt() for repay 2022-07-26 11:49:04 +08:00
c9s
bdfb5d08aa
risk: pull out max quantity variable 2022-07-26 11:47:07 +08:00
c9s
9787b867ac
types: call debt() 2022-07-26 11:44:57 +08:00
c9s
79fe49f66f
types: for net() always return total sub debt 2022-07-26 11:44:34 +08:00
c9s
e482a164cf
types: repay debt when closing position 2022-07-25 22:10:02 +08:00
Yo-An Lin
2e7ed9f583
Merge pull request #840 from andycheng123/fix/supertrend-strategy
strategy/supertrend: fix exit methods problem
2022-07-25 15:14:22 +08:00
c9s
0d5d92b26d
pivotshort: fix tail function 2022-07-25 15:02:59 +08:00
Andy Cheng
07959c8862 strategy/supertrend: fix exit methods problem 2022-07-25 14:11:55 +08:00
Yo-An Lin
bfb7dd51d6
Merge pull request #838 from c9s/improve/backtest-json-format
improve: use marshal instead of marshal indent
2022-07-23 12:33:27 +08:00
c9s
4345cef8d7
util: use marshal instead of marshal indent 2022-07-23 12:16:06 +08:00
Yo-An Lin
3e44e05553
Merge pull request #837 from c9s/strategy/pivotshort
risk: add account value calculator test case
2022-07-23 12:15:09 +08:00
c9s
a609c0606a
risk: fix margin level prec assertion 2022-07-22 15:06:10 +08:00
c9s
4b7126ce41
risk: add doc comment for MarginLevel method 2022-07-22 14:54:25 +08:00
c9s
a9f9fc4e5e
risk: add margin level calculator 2022-07-22 14:53:17 +08:00
c9s
b53da177c2
risk: add test case for account calculator 2022-07-22 14:42:30 +08:00
c9s
3cf5175baa
risk: make calculateAccountNetValue public 2022-07-22 13:36:03 +08:00
Yo-An Lin
c62ba3a4b5
Merge pull request #836 from c9s/strategy/pivotshort
refactor: risk functions for leveraged quantity
2022-07-22 12:12:01 +08:00
c9s
a1387bb4dd
risk: move spot condition to the top 2022-07-22 12:04:43 +08:00
c9s
36cfaa924d
risk: move leverage quantity calculation to the risk package 2022-07-22 11:55:24 +08:00
c9s
54affd2f99
pivotshort: quantity calculation -- sub debt 2022-07-22 11:47:48 +08:00
c9s
76def2fe9d
pull out AccountValueCalculator 2022-07-21 19:46:58 +08:00
Yo-An Lin
e09e2dfff2
Merge pull request #834 from c9s/strategy/pivotshort
fix: strategy/pivotshort: add trade loss to the account value calculation
2022-07-21 13:50:10 +08:00
c9s
15879adf3b
pivotshort: fix trade loss ratio 2022-07-21 13:17:46 +08:00
c9s
88c0f31e87
pivotshort: add trade loss to the quantity calculating 2022-07-21 13:05:46 +08:00
c9s
756fcb4807
pivotshort: fix min leverage protection 2022-07-21 13:04:19 +08:00
Yo-An Lin
8c61f68d1d
Merge pull request #833 from c9s/fix/pivotshort-quantity-cal
fix: strategy/pivotshort: fix margin quantity calculation
2022-07-21 12:58:09 +08:00
c9s
763ae1f62f
bbgo: fix missing var 2022-07-21 12:36:26 +08:00
c9s
1079757833
bbgo: bind market data store to market data stream when allocating new instance 2022-07-21 12:35:38 +08:00
c9s
de62d9dd67
bbgo: fix injection 2022-07-21 12:33:29 +08:00
c9s
7ce7a1b11c
config: update pivotshort config 2022-07-21 12:18:31 +08:00
c9s
c78ba6a539
bbgo: fix strategy struct field injection phase 2022-07-21 12:18:09 +08:00
c9s
b6d0482517
pivotshort: add more logs and check 2022-07-21 12:05:05 +08:00
Yo-An Lin
0a08cc21df
Merge pull request #825 from c9s/refactor/indicator-api
refactor: new indicator api
2022-07-21 11:53:17 +08:00
c9s
ea08a61e28
indicator/stoch: simplify CalculateAndUpdate 2022-07-21 01:35:27 +08:00
c9s
86c1619e50
indicator/stoch: move emitUpdate 2022-07-21 01:35:03 +08:00
c9s
9c89359a5f
indicator/stoch: move endTime check to pushK 2022-07-21 01:34:35 +08:00
c9s
6e043ba129
indicator/till: fix e1 check 2022-07-21 01:33:30 +08:00
c9s
946fb96b03
bbgo: reformat 2022-07-21 01:32:09 +08:00
c9s
02c978b812
bbgo: remove volatility from the standard indicator set 2022-07-21 01:31:42 +08:00