c9s
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c6f7723620
|
bbgo: rename env ENABLE_MARKET_TRADE_STOP to DISABLE_MARKET_TRADE_STOP
since we've set it default to true
|
2023-06-29 14:26:12 +08:00 |
|
c9s
|
c4bd5a8a13
|
Merge pull request #1210 from c9s/refactor/move-retry-funcs
REFACTOR: move retry functions
|
2023-06-29 14:16:51 +08:00 |
|
c9s
|
2b65012b37
|
bbgo: openPosition should check if it's still closing
|
2023-06-29 13:29:31 +08:00 |
|
c9s
|
b6dba18f77
|
all: move retry functions to the retry package
|
2023-06-29 10:59:01 +08:00 |
|
c9s
|
195ace63b0
|
check if it's in back testing mode
|
2023-06-28 18:11:00 +08:00 |
|
c9s
|
0360d9fa8b
|
block and query order until the market order for closing position is filled
|
2023-06-28 18:09:10 +08:00 |
|
c9s
|
b5f2f57678
|
bbgo: introduce ENABLE_MARKET_TRADE_STOP env var
|
2023-06-27 16:39:10 +08:00 |
|
c9s
|
5afd23b5c7
|
bbgo: trigger trailingStop when kline is updated
|
2023-06-27 16:39:10 +08:00 |
|
c9s
|
ac1b5aa0e2
|
bbgo: trigger price check when kline is updated (not just closed)
|
2023-06-27 16:39:09 +08:00 |
|
c9s
|
fdf2a91604
|
bbgo: enable enableMarketTradeStop
|
2023-06-27 16:39:09 +08:00 |
|
c9s
|
4bc41bad9d
|
bbgo: improve ProtectiveStopLoss notification message
|
2023-06-27 16:39:09 +08:00 |
|
c9s
|
aa4f998382
|
bbgo: add scale Sum method
|
2023-06-14 17:25:23 +08:00 |
|
c9s
|
5996b32ee1
|
Merge pull request #1194 from c9s/improve/hhllstop
IMPROVE: improve hhllstop message
|
2023-06-09 19:11:57 +08:00 |
|
c9s
|
c25ac65eb0
|
bbgo: improve hhllstop message
|
2023-06-07 16:45:46 +08:00 |
|
c9s
|
bd335a0335
|
bbgo: fix trailing stop order tag
|
2023-06-07 16:39:37 +08:00 |
|
c9s
|
aa281b164e
|
bbgo: improve tradingStop message
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
b90564be90
|
bbgo: fix order executor error message and add price check
|
2023-06-07 16:14:46 +08:00 |
|
c9s
|
5515f588e3
|
all: add parameter index to the Last method
|
2023-05-31 19:35:44 +08:00 |
|
c9s
|
648e99f52a
|
all: refactor and rename indicator.MACD to indicator.MACDLegacy
|
2023-05-26 15:06:52 +08:00 |
|
c9s
|
6bed2a31f6
|
all: refactor exchange factory to return the minimal implementation
|
2023-05-17 13:43:00 +08:00 |
|
c9s
|
420654c5ed
|
bbgo: rename NewStandard to just New
|
2023-05-16 18:24:06 +08:00 |
|
c9s
|
5e8f8b492a
|
all: remove unused subAccount parameter since it was designed for ftx
|
2023-05-16 18:21:47 +08:00 |
|
c9s
|
9b9d7455ec
|
bbgo: move Fast* methods to the FastOrderExecutor
|
2023-05-16 16:39:04 +08:00 |
|
c9s
|
77f6c6bb46
|
bbgo: lock strategy before we sync data
|
2023-04-26 18:07:29 +08:00 |
|
c9s
|
3d7cdd9938
|
fix: drop the global persistenceServiceFacade
|
2023-04-26 00:42:33 +08:00 |
|
c9s
|
a13ad2f6ab
|
fix: avoid global persistenceServiceFacade concurrent write
|
2023-04-26 00:37:13 +08:00 |
|
c9s
|
a9b0270390
|
bbgo: add context to LoadState
|
2023-04-25 18:30:23 +08:00 |
|
Andy Cheng
|
68f54c032a
|
Merge pull request #1121 from andycheng123/feature/hhllstop
Feature/hhllstop
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2023-04-18 11:39:45 +08:00 |
|
Andy Cheng
|
c3318cbb50
|
exits/trailingstop: update comment
|
2023-04-18 11:31:51 +08:00 |
|
c9s
|
25daefabab
|
maxapi: fix nonce updater
|
2023-04-13 17:20:59 +08:00 |
|
Andy Cheng
|
d4e42426ab
|
exits/trailingstop: add descriptions for parameters
|
2023-04-11 16:02:54 +08:00 |
|
Andy Cheng
|
7f33b54312
|
exits/trailingstop: check parameters
|
2023-04-11 15:11:11 +08:00 |
|
Andy Cheng
|
afc262da8b
|
exits/trailingstop: more logs
|
2023-04-11 14:55:32 +08:00 |
|
c9s
|
8257c4ffbe
|
xfunding: fix ClosePosition call for futures
|
2023-03-29 18:28:25 +08:00 |
|
c9s
|
38778ff756
|
bbgo: fix order executor ClosePosition for order executor
|
2023-03-29 17:46:54 +08:00 |
|
c9s
|
78c73e4514
|
bbgo: check e.disableNotify for profit stats
|
2023-03-26 01:32:47 +08:00 |
|
c9s
|
1b5126c9a1
|
xfunding: add mutex
|
2023-03-23 17:36:30 +08:00 |
|
c9s
|
a838b4991a
|
bbgo: refactor order executor with max retries
|
2023-03-23 12:51:52 +08:00 |
|
Andy Cheng
|
1f3579e3ec
|
exits/trailingstop: shouldStop() only works after enough data collected
|
2023-03-20 15:56:51 +08:00 |
|
Andy Cheng
|
170d41a492
|
exits/trailingstop: updateHighLowNumber no matter activated or not
|
2023-03-20 15:47:44 +08:00 |
|
Andy Cheng
|
bb8dbb155f
|
exits/trailingstop: fix typo
|
2023-03-17 10:43:47 +08:00 |
|
Andy Cheng
|
86bce7403b
|
exits/hhllstop: fix out of index error of klines
|
2023-03-16 19:44:58 +08:00 |
|
Andy Cheng
|
2e00e58442
|
exits/hhllstop: add hhllstop to exits
|
2023-03-16 18:39:27 +08:00 |
|
Andy Cheng
|
eb5479ffdf
|
exits/hhllstop: hhllstop prototype
|
2023-03-16 18:35:21 +08:00 |
|
Andy Cheng
|
a8438f8f72
|
exits/hhllstop: add basic parameters
|
2023-03-16 18:35:21 +08:00 |
|
c9s
|
2fbe90b1e7
|
bbgo: fix: pass isolated context to SaveState() call
|
2023-03-15 22:50:50 +08:00 |
|
c9s
|
2378951c85
|
bbgo: should get isolation from the ctx when saving state
|
2023-03-15 22:47:40 +08:00 |
|
Yo-An Lin
|
78d65d74d2
|
Merge pull request #1090 from andycheng123/fix/scale
fix/scale: fix LinearScale calculation
|
2023-03-10 14:18:02 +08:00 |
|
Andy Cheng
|
d51a802315
|
fix/scale: fix typo and add some more tests
|
2023-03-10 13:51:29 +08:00 |
|
Andy Cheng
|
f92bcda51d
|
improve/exit: fix typo
|
2023-03-08 19:31:47 +08:00 |
|
Andy Cheng
|
58b2678ae8
|
improve/exit: use roi.Percentage() instead of roi.Float64()
|
2023-03-08 17:12:41 +08:00 |
|
Andy Cheng
|
9516340303
|
fix/scale: update test case
|
2023-03-08 17:09:58 +08:00 |
|
Andy Cheng
|
9068ed7ae3
|
fix/scale: fix LinearScale calculation
|
2023-03-08 16:23:04 +08:00 |
|
Andy Cheng
|
2970f73542
|
improve/exit: show symbol in trailing stop triggered message
|
2023-03-08 15:35:44 +08:00 |
|
c9s
|
07f2de4300
|
bbgo: print submit order in the message
|
2023-03-05 17:23:06 +08:00 |
|
c9s
|
a01888dcdd
|
bbgo: fix logger usage in BatchRetryPlaceOrder
|
2023-03-05 17:21:29 +08:00 |
|
gx578007
|
bc7a071dbd
|
FIX: add persistence service to environment
|
2023-03-02 22:42:02 +08:00 |
|
c9s
|
ae5bd507a8
|
bbgo: add BBGO_SUBMIT_ORDER_RETRY_TIMEOUT env var for overriding timeout
|
2023-03-02 17:17:18 +08:00 |
|
c9s
|
f4b012623f
|
bbgo: add back retry timeout context
|
2023-03-02 16:58:14 +08:00 |
|
c9s
|
5c3a01e65b
|
bbgo: fix logger usage
|
2023-03-02 16:57:29 +08:00 |
|
c9s
|
3cb190c2c7
|
bbgo: apply logger into the order executor
|
2023-03-02 16:16:14 +08:00 |
|
c9s
|
01ecdc8d6b
|
fix order submit retry
|
2023-03-02 15:41:11 +08:00 |
|
c9s
|
39f8557231
|
bbgo: if the error is context.Canceled, exit the retry loop
|
2023-03-01 17:42:01 +08:00 |
|
c9s
|
c1cc008ecc
|
bbgo: add retry limit and exponential backoff to retry order
|
2023-03-01 15:48:38 +08:00 |
|
c9s
|
18478cf4c8
|
bbgo: apply backoff to submitOrders
|
2023-02-24 13:34:08 +08:00 |
|
c9s
|
d89d0cf0ff
|
bbgo: refactor SubmitOrders method for retry
|
2023-02-23 23:34:26 +08:00 |
|
c9s
|
ed61f70d74
|
bbgo: rewrite BatchRetryPlaceOrder to make it retry with err index
|
2023-02-23 23:17:04 +08:00 |
|
c9s
|
7532c31631
|
bbgo: fix pending order event trigger
|
2023-02-23 21:46:57 +08:00 |
|
c9s
|
b666c8bf40
|
bbgo: triggering pending order update event ot the handler
|
2023-02-23 18:08:21 +08:00 |
|
c9s
|
905b25655d
|
bbgo: provide logging configuration
|
2023-02-22 15:25:39 +08:00 |
|
c9s
|
e3fa4587d9
|
bbgo: add logging config struct
|
2023-02-22 15:18:48 +08:00 |
|
c9s
|
bee7b593d2
|
grid2: fix log index number
|
2023-02-22 01:08:19 +08:00 |
|
c9s
|
d2d818a6bc
|
bbgo: sleep 200ms before we retry submiting the order
|
2023-02-22 00:54:12 +08:00 |
|
c9s
|
4dc4f73834
|
bbgo: add pending order test cases
|
2023-02-17 19:50:46 +08:00 |
|
c9s
|
10eba876c4
|
bbgo: simplify order symbol filtering condition
|
2023-02-17 19:24:08 +08:00 |
|
c9s
|
cf1be9fc6f
|
bbgo: process pending order update for active order book
|
2023-02-17 19:15:00 +08:00 |
|
c9s
|
5bbe4ecd57
|
bbgo: check isolation context for log message
|
2023-02-08 17:39:02 +08:00 |
|
c9s
|
3c69556424
|
bbgo: fix graceful shutdown call
|
2023-02-08 17:30:33 +08:00 |
|
c9s
|
857b5d0f30
|
grid2: integrate prometheus metrics
|
2023-01-10 20:15:51 +08:00 |
|
なるみ
|
5ccdab34be
|
add RSI to StandardIndicatorSet
|
2023-01-05 18:36:09 +08:00 |
|
c9s
|
6bcf5f8f82
|
bbgo: improve active order book printing
|
2022-12-23 18:19:00 +08:00 |
|
Yo-An Lin
|
8bcfb78bc0
|
Merge pull request #1030 from c9s/feature/grid2
WIP: Feature/grid2
|
2022-12-23 12:59:43 +08:00 |
|
c9s
|
f92ba9cbf1
|
grid2: implement recover func loading
|
2022-12-20 17:33:53 +08:00 |
|
Yo-An Lin
|
2b20ff4da9
|
Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
|
2022-12-20 14:55:48 +08:00 |
|
c9s
|
fcd7a20b78
|
bbgo,grid2: add place order error log
|
2022-12-15 18:54:02 +08:00 |
|
Andy Cheng
|
e39b94cf51
|
bbgo/standard_indicator_set: embed BOLL's SMA initialization into the constructor literal
|
2022-12-15 17:50:05 +08:00 |
|
c9s
|
35297b9bbf
|
bbgo: fix backtesting flag setter
|
2022-12-06 02:40:22 +08:00 |
|
c9s
|
a6205e0d1d
|
bbgo: add EnablePrune option
|
2022-12-06 00:28:38 +08:00 |
|
c9s
|
beb862be44
|
bbgo: add TradeStore prune func and its tests
|
2022-12-06 00:15:09 +08:00 |
|
c9s
|
6408224663
|
bbgo: add TradeStore prune
|
2022-12-05 23:54:20 +08:00 |
|
c9s
|
5c83044297
|
bbgo: let tradeStore be able to collect trades from stream
|
2022-12-05 19:23:27 +08:00 |
|
c9s
|
537e9e14ec
|
add GetOrderTrades method to TradeStore
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-12-05 19:00:39 +08:00 |
|
c9s
|
dd2d48fde0
|
bbgo: handle order cancel event
|
2022-12-04 11:39:43 +08:00 |
|
c9s
|
4b0db6b3af
|
bbgo: fix quantity adjustment
|
2022-11-27 00:25:29 +08:00 |
|
c9s
|
50d5449b9a
|
fix types.NewZeroAssetError panic error
|
2022-11-27 00:24:24 +08:00 |
|
Andy Cheng
|
37a2fedf15
|
strategy/linregmaker: dynamic qty uses linreg slope ratio
|
2022-11-22 18:24:04 +08:00 |
|
zenix
|
a6e0edbb3c
|
fix: naming of prepare function of openPosition and add comments
|
2022-11-21 12:16:11 +09:00 |
|
zenix
|
109f4d0e3e
|
fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor
|
2022-11-21 12:16:11 +09:00 |
|
zenix
|
27800e95bd
|
feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter
|
2022-11-21 12:16:11 +09:00 |
|
c9s
|
04855b023a
|
bbgo: listen to both order signal and the wait time channel
|
2022-11-02 12:55:13 +08:00 |
|
c9s
|
3704f3f897
|
bbgo: emit sigchan when new order is added or an order is removed
|
2022-11-02 12:42:09 +08:00 |
|
c9s
|
9bf070172a
|
bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion
|
2022-11-02 12:34:04 +08:00 |
|
c9s
|
8707fcaa97
|
bbgo: drop FastCancelActiveOrderBook
|
2022-11-02 12:31:35 +08:00 |
|
c9s
|
1120821977
|
add activeOrderBook.Symbol check
|
2022-11-02 12:27:36 +08:00 |
|
c9s
|
7b9edd0456
|
all: rename cancelNoWait to fastCancel
|
2022-11-02 12:25:34 +08:00 |
|
Yo-An Lin
|
999d7b3799
|
Merge pull request #997 from zenixls2/fix/serialMarketDataStore
|
2022-10-31 18:00:39 +08:00 |
|
grorge
|
a5555cf35a
|
feat: cancel order for exit roi take profit and loss
|
2022-10-28 17:56:07 +08:00 |
|
zenix
|
493b81f16c
|
fix: remove redundant notification
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
a15d125679
|
fix: instead of aggTrade, use market trade to match kline result
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
a8d60b251f
|
fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore.
|
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
|
3d672ea518
|
fix: comment format, dbg logs in session
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
d247e1cb97
|
fix: show error message when aggTrade is used in backtesting
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
e021cdd060
|
rename: lock to mu
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
675f84dccf
|
fix: SerialMarketDataStore together with backtests
|
2022-10-27 17:35:50 +09:00 |
|
Andy Cheng
|
06c95a4735
|
fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()
|
2022-10-18 18:59:04 +08:00 |
|
Yo-An Lin
|
79c93e9a0f
|
Merge pull request #991 from andycheng123/fix/risk
fix/risk: remove balance check in CalculateBaseQuantity()
|
2022-10-17 15:33:10 +08:00 |
|
zenix
|
09c85d346c
|
feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster
|
2022-10-17 15:14:36 +08:00 |
|
Andy Cheng
|
d350806cdc
|
fix/risk: remove balance check in the futures part of CalculateBaseQuantity()
|
2022-10-17 12:07:58 +08:00 |
|
austin362667
|
763bb45842
|
interval: avoid syncing 1s klines as default from backtest config syncSecKLines
|
2022-10-14 23:14:30 +08:00 |
|
c9s
|
7204e2550b
|
pull out shutdown timeout context
|
2022-10-11 14:23:02 +08:00 |
|
Andy Cheng
|
5ad247c8fe
|
fix/order-executor: check for short position
|
2022-10-07 13:28:24 +08:00 |
|
Andy Cheng
|
7a80b90dac
|
fix/order-executor: ClosePosition() works on futures position
|
2022-10-07 13:06:32 +08:00 |
|
c9s
|
e92219194f
|
bbgo: configure persistence facade into the isolation context
|
2022-10-05 18:48:12 +08:00 |
|
c9s
|
673304bcf1
|
bbgo: refactor ConfigurePersistence
|
2022-10-05 18:46:26 +08:00 |
|
c9s
|
4caa457fbe
|
bbgo: pull out ConfigurePersistence method to simple function
|
2022-10-05 18:42:55 +08:00 |
|
c9s
|
a8d9911e36
|
bbgo: refactor isolation and add more tests
|
2022-10-04 17:23:43 +08:00 |
|
c9s
|
2b953ad2d1
|
bbgo: make PersistenceServiceFacade private
|
2022-10-03 18:46:02 +08:00 |
|
c9s
|
8a50474ad1
|
all: add context parameter to Sync()
|
2022-10-03 18:45:24 +08:00 |
|
c9s
|
ce318fff3b
|
add persistenceServiceFacade to isolation
|
2022-10-03 18:40:49 +08:00 |
|
c9s
|
60956e0157
|
bbgo: add NewContextWithDefaultIsolation
|
2022-10-03 18:39:45 +08:00 |
|
c9s
|
198683d141
|
bbgo: add NewContextWithIsolation function
|
2022-10-03 18:39:07 +08:00 |
|
c9s
|
f7e76c0518
|
all: remove bbgo.Persistence
|
2022-10-03 18:37:53 +08:00 |
|
c9s
|
4a37273065
|
bbgo: remove Persistence injection
|
2022-10-03 16:31:04 +08:00 |
|
c9s
|
315f7da8f4
|
bbgo: remove context suffix from the isolation struct
|
2022-10-03 16:22:41 +08:00 |
|
c9s
|
59287b5116
|
all: support context isolation
|
2022-10-03 16:01:08 +08:00 |
|
c9s
|
a940e88016
|
add IsolationContext
|
2022-10-03 15:33:46 +08:00 |
|
c9s
|
77ca1a9c75
|
bbgo: register onShutdown from the trader
|
2022-10-03 15:33:46 +08:00 |
|
c9s
|
76b0f5518d
|
bbgo: let trader handles the shutdown handlers
|
2022-10-03 15:33:46 +08:00 |
|
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
|
bfc4cc0db1
|
bbgo: check options.price when limit order taker ratio is given
|
2022-09-24 01:27:28 +08:00 |
|
c9s
|
14c941c9f3
|
bbgo: add submitOrder retry limit
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2022-09-24 01:25:28 +08:00 |
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c9s
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90303b38e2
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remove unused NotifyFunc
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2022-09-24 01:15:18 +08:00 |
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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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Yo-An Lin
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17b5e3566a
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Merge pull request #960 from c9s/refactor/notification
improve: improve the existing notification switch settings
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2022-09-20 12:25:06 +08:00 |
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Yo-An Lin
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1086845522
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Merge pull request #961 from frin1/fix/exit_protective_stop_loss-repay
Feature: Add auto-repay to exit_protective_stop_loss
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2022-09-20 12:04:24 +08:00 |
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Fredrik
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2dfa27d934
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Add auto-repay
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2022-09-19 21:39:13 +02:00 |
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c9s
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4387b078c0
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bbgo: add basic notification switch
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2022-09-19 19:28:29 +08:00 |
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c9s
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75b61ea285
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bbgo: add NotificationSwitches
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2022-09-19 19:25:18 +08:00 |
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c9s
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b067d67eab
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bbgo: drop legacy notification routing
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2022-09-19 19:22:08 +08:00 |
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Yo-An Lin
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29376defa3
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Merge pull request #958 from c9s/strategy/pivotshort
WIP: strategy/pivotshort: more improvements
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2022-09-19 17:27:31 +08:00 |
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c9s
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c8f5bf8b08
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bbgo: check e.session.Margin flag
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2022-09-19 16:00:12 +08:00 |
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c9s
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b3ae4929be
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bbgo: make the max borrowing error message clear
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2022-09-19 14:56:13 +08:00 |
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Yo-An Lin
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cddc70fb0d
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Merge pull request #957 from c9s/fix/submit-order-notify
bbgo: remove submitOrder notification
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2022-09-19 14:23:38 +08:00 |
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c9s
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1c23881da9
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bbgo: check closing flag to avoid double closing
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2022-09-19 13:23:23 +08:00 |
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c9s
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05defc3aad
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bbgo: fix base amount borrow check
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2022-09-19 13:12:49 +08:00 |
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c9s
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d4398bbbf9
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bbgo: add more simple slice types to FilterSimpleArgs
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2022-09-19 13:07:56 +08:00 |
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c9s
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e48ae215e5
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bbgo: remove Notifiability from the order executor
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2022-09-19 09:51:48 +08:00 |
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Yo-An Lin
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8e8979645d
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Merge pull request #956 from c9s/improve/max-borrowable
improve: bbgo: use margin asset borrowable amount to adjust the quantity
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2022-09-19 09:47:23 +08:00 |
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c9s
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5800eab165
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bbgo: remove submitOrder notification
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2022-09-19 09:40:52 +08:00 |
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c9s
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59b1e52439
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bbgo: remove submitOrder notification
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2022-09-19 09:38:57 +08:00 |
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c9s
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1d1d5d497f
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bbgo: init call to updateMarginAssetMaxBorrowable
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2022-09-19 09:25:54 +08:00 |
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c9s
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8180153e9c
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bbgo: use margin asset borrowable amount to adjust the quantity
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2022-09-19 09:10:59 +08:00 |
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Yo-An Lin
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39c347f0a0
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Merge pull request #950 from c9s/strategy/pivotshort
strategy/pivotshort
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2022-09-17 18:14:41 +08:00 |
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Zenix
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44de961ea1
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Merge pull request #942 from zenixls2/feature/modifiable
feature: add modify tg command. fix wdrift ma length
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2022-09-16 15:23:38 +09:00 |
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c9s
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be40ed7410
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bbgo: refactor marginAssetUpdater
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2022-09-16 12:19:30 +08:00 |
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c9s
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d4f74822ad
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bbgo/exit_protective_stop_loss: use types.KLineWith
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2022-09-16 11:20:39 +08:00 |
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c9s
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2f575488c2
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pivotshort: fix log format and notification
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2022-09-16 11:18:11 +08:00 |
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c9s
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427723dcaf
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bbgo: improve trendEMA condition
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2022-09-16 01:20:48 +08:00 |
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zenix
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b66bcb1f67
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fix: add more test cases on reflect.Value.Set
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2022-09-14 20:11:38 +09:00 |
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c9s
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3ab5d35b77
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bbgo: fix macdIndicators map initialization
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2022-09-14 18:44:38 +08:00 |
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c9s
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7fd2b7472c
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bbgo: integrate MACD indicator into standard indicator set
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2022-09-14 18:33:06 +08:00 |
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c9s
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88696bc6d2
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bbgo: add more interface implementation for order executor
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2022-09-14 15:54:43 +08:00 |
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Yo-An Lin
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54782e763b
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Merge pull request #947 from c9s/fix/acc-vol-stop
improve: accumulated volume stop method
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2022-09-14 12:42:16 +08:00 |
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c9s
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1880553a65
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bbgo: cumulated volume stop - compare shadow height
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2022-09-14 12:32:36 +08:00 |
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c9s
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d022c80727
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bbgo: add strict condition for CumulatedVolumeTakeProfit
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2022-09-14 12:04:12 +08:00 |
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zenix
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aaa657dcc3
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fix: move some modify implementation to dynamic
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2022-09-14 12:38:22 +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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c9s
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b855267604
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bbgo: wrap keyboard removal in defer func
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2022-09-14 02:53:32 +08:00 |
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c9s
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1d1ec12417
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bbgo: fix telegram message error, there must be one message to send
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2022-09-14 02:51:07 +08:00 |
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c9s
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02dab542c4
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bbgo: add USDTTWD price test case
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2022-09-14 02:18:39 +08:00 |
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c9s
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c9b064f0ac
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types: define PriceMap type
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2022-09-14 02:18:39 +08:00 |
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c9s
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809294b054
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bbgo: add test case for calculateNetValueInQuote
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2022-09-14 02:18:39 +08:00 |
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c9s
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8d4eb611f3
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bbgo: add more open position doc comments
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2022-09-12 23:48:40 +08:00 |
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c9s
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776f89b2f2
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pivotshort: apply OpenPositionOptions to breakLow
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2022-09-12 23:24:37 +08:00 |
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c9s
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424a1dec3f
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bbgo: add lightweight mode
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2022-09-12 14:24:18 +08:00 |
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Yo-An Lin
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2214920b37
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Merge pull request #935 from c9s/fix/open-position
bbgo: add price check and add max leverage for cross margin
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2022-09-12 00:42:12 +08:00 |
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c9s
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b8e18dd75c
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notifier: redirect error, panic, fatal error to telegram
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2022-09-12 00:29:12 +08:00 |
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c9s
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caf57010a6
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bbgo: move up base balance variable
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2022-09-12 00:13:49 +08:00 |
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c9s
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53c4178ae2
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bbgo: fix reverse pair price lookup and add tests
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2022-09-12 00:05:22 +08:00 |
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c9s
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3b1725014b
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bbgo: fix account value calculation for mixed usd fiat
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2022-09-11 23:51:24 +08:00 |
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c9s
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307c5f2a8d
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bbgo: add price check and add max leverage for cross margin
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2022-09-11 23:26:48 +08:00 |
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c9s
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db94b2690a
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bbgo: check base balance only for long position
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2022-09-11 17:49:24 +08:00 |
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c9s
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7b68e5ee27
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bbgo: fix balance lock issue
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2022-09-11 17:46:23 +08:00 |
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Andy Cheng
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df7d768b94
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strategy/pivotshort: add trendema test case
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2022-09-11 14:42:05 +08:00 |
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Andy Cheng
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f132666738
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strategy/pivotshort: fix trendema
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2022-09-11 13:56:36 +08:00 |
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Yo-An Lin
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42a358fd34
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Merge pull request #928 from c9s/refactor/iteract-filter
refactor: refactor interact strategy filter functions
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2022-09-11 12:20:38 +08:00 |
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