6650 Commits

Author	SHA1	Message	Date
c9s	6eaacd63a8	maxapi: use sync.Once to prevent duplicated update and avoid update negative offset	2023-04-12 13:37:04 +08:00
c9s	845ee3ce33	maxapi: change info log to debug log level	2023-04-11 18:28:34 +08:00
c9s	2ae8309115	maxapi: add global prefix to the var name	2023-04-11 18:27:19 +08:00
c9s	8d240e9b4c	maxapi: improve nonce update with retry	2023-04-11 18:21:40 +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
chiahung	6029bd268d	update log message	2023-04-07 00:40:32 +08:00
chiahung	cc5ebd5b2c	move emit ready and update metrics	2023-04-06 23:57:54 +08:00
c9s	fba73f11ea	grid2: update metrics and trigger ready callback	2023-04-06 23:24:08 +08:00
chiahung	542467245e	remove OrderGroupID checking	2023-04-06 18:00:21 +08:00
chiahung	c54507e07f	modif log message	2023-04-06 17:53:01 +08:00
chiahung	9fa647ed65	rename method	2023-04-06 16:12:19 +08:00
chiahung	d953a6d7b8	check by trades + open orders	2023-04-06 14:59:03 +08:00
chiahung	00352b2a0d	FIX: recover even though inital order id is 0	2023-04-06 11:36:32 +08:00
c9s	3328e0453c	bump version to v1.45.0	2023-04-03 00:13:04 +08:00
c9s	5b09ad671c	max: fix max order group id	2023-04-03 00:12:14 +08:00
c9s	bb47fb3532	binance: fix parse tests	2023-03-30 01:33:55 +08:00
c9s	4b9e3f2302	xfunding: send positions to slack when start up	2023-03-30 00:46:41 +08:00
c9s	b18d4da402	binance: fix/improve order trade event parsing	2023-03-30 00:44:57 +08:00
c9s	69af9e03ea	xfunding: fix funding fee notification	2023-03-30 00:13:02 +08:00
c9s	6c550c55fa	xfunding: fix spot transfer	2023-03-29 23:09:37 +08:00
c9s	7c975da575	xfunding: fix position sync bug	2023-03-29 23:05:31 +08:00
c9s	0efb56c43e	xfunding: also reset the quote balance transfer	2023-03-29 22:55:40 +08:00
c9s	7e2688b8c7	xfunding: cancel open orders before closing the futures position	2023-03-29 22:54:54 +08:00
c9s	0c9e0649c6	xfunding: use b.MaxWithdrawAmount instead of b.Available	2023-03-29 22:49:34 +08:00
c9s	321425709a	binance: use requestgen api to query futures balances	2023-03-29 22:45:40 +08:00
c9s	86c5ba603e	binanceapi: add get futures balance api	2023-03-29 22:25:54 +08:00
c9s	866443d89f	xfunding: only do transfer when the available balance is not zero	2023-03-29 21:48:10 +08:00
c9s	d0566e23ec	xfunding: log submit failed orders	2023-03-29 21:46:15 +08:00
c9s	1383eb0401	xfunding: resetTransfer should also reset the transfer stats	2023-03-29 21:44:48 +08:00
c9s	117b5198ec	xfunding: introduce resetTransfer method to reset the futures transfer	2023-03-29 21:43:36 +08:00
c9s	a2fdc99741	xfunding: notify position ready	2023-03-29 21:40:18 +08:00
c9s	bc6ee59add	xfunding: refactor transferOut with trade quantity	2023-03-29 21:40:18 +08:00
c9s	088a36a169	xfunding: refactor transferIn	2023-03-29 21:40:18 +08:00
c9s	ce0b73b6e4	xfunding: calculate max minQuantity from spot market and future market	2023-03-29 21:40:18 +08:00
c9s	16cb68ac3e	xfunding: change dust quantity info log to warn log	2023-03-29 21:40:18 +08:00
c9s	0f88309d9e	xfunding: add notifications	2023-03-29 21:40:18 +08:00
c9s	eeda500a90	xfunding: pull out handleAccountUpdate handler	2023-03-29 21:40:17 +08:00
c9s	1e7afbc0c8	xfunding: fix position ready set call	2023-03-29 21:40:16 +08:00
c9s	6f961556d7	xfunding: add SlackAttachment method support on profit stats	2023-03-29 21:39:36 +08:00
c9s	4d59edc3d1	xfunding: add funding fee slack attachment support	2023-03-29 21:39:36 +08:00
c9s	c437837210	xfunding: improve checkAndRestorePositionRisks	2023-03-29 21:36:29 +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	38ba567558	xfunding: fix and call FuturesChangeInitialLeverageRequest	2023-03-29 17:14:29 +08:00
c9s	aa6feed272	binance: add FuturesChangeInitialLeverageRequest api	2023-03-29 17:08:34 +08:00
c9s	18d8d63b02	binance: add and fix multi assets mode	2023-03-29 16:59:15 +08:00
c9s	43c4ecc9da	binance: add MultiAssetsMode related apis	2023-03-29 16:45:25 +08:00
chiahung	81799f2c49	FIX: end batch query if start > end	2023-03-27 16:03:06 +08:00
Yo-An Lin	dc87c79edd	Merge pull request #1132 from c9s/c9s/strategy/funding ... strategy: xfunding: add profit stats and collect funding fee info	2023-03-26 15:11:10 +08:00
c9s	88514e8bd9	xfunding: call syncFundingFeeRecords to sync funding fee records	2023-03-26 15:04:12 +08:00
c9s	cadd3f0795	binanceapi: fix binance futures get income history query	2023-03-26 15:03:39 +08:00
c9s	75cbe10128	binance: call auth on futuresClient2	2023-03-26 15:03:23 +08:00
c9s	4d1f691300	xfunding: add syncFundingFeeRecords method	2023-03-26 14:54:27 +08:00
c9s	a3f96871e2	xfunding: pull out newState constructor	2023-03-26 14:44:18 +08:00
c9s	36836c7c79	xfunding: add funding fee time	2023-03-26 14:42:13 +08:00
c9s	e5d2db0f72	xfunding: customize netural position profit	2023-03-26 02:32:21 +08:00
c9s	f4a35132e8	xfunding: add trades to s.NeutralPosition	2023-03-26 02:16:23 +08:00
c9s	ac33b5a878	xfunding: check duplicated funding fee txn	2023-03-26 02:13:22 +08:00
c9s	a6b47fda72	xfunding: check funding fee and record txn id	2023-03-26 02:12:00 +08:00
c9s	ff35fd06c4	xfunding: pull out interval option	2023-03-26 02:09:21 +08:00
c9s	425952d76c	xfunding: log collected funding fee	2023-03-26 01:55:33 +08:00
c9s	ba0dd68be0	xfunding: callcate funding fee	2023-03-26 01:54:39 +08:00
c9s	f127a530b7	xfunding: bind profit stats	2023-03-26 01:33:52 +08:00
c9s	78c73e4514	bbgo: check e.disableNotify for profit stats	2023-03-26 01:32:47 +08:00
c9s	e41df7e321	xfunding: add wip list	2023-03-26 01:21:20 +08:00
c9s	22d339cb41	xfunding: check binance type and return error	2023-03-26 01:16:54 +08:00
c9s	23746678b4	xfunding: initialize NeutralPosition	2023-03-26 01:07:50 +08:00
c9s	5c21445b15	xfunding: comment unused code	2023-03-26 01:03:07 +08:00
c9s	c176e2df5f	xfunding: move moving average config out	2023-03-26 01:02:31 +08:00
c9s	c6cedde8c9	batch: fix binance query return type	2023-03-26 00:56:24 +08:00
c9s	111e435a0a	batch: rename BinanceFuturesIncomeBatchQuery	2023-03-26 00:55:56 +08:00
c9s	6ea399dc8e	all: rename types.MarginHistory to types.MarginHistoryService	2023-03-26 00:53:43 +08:00
c9s	265b69a0ee	batch: add funding fee batch query	2023-03-26 00:53:29 +08:00
c9s	12ec3fd87f	binance: add incomeType parameter	2023-03-26 00:23:25 +08:00
c9s	f50999b780	binance: add QueryFuturesIncomeHistory	2023-03-26 00:22:42 +08:00
c9s	8ddf248d50	binance: initialize the new futures client	2023-03-26 00:19:31 +08:00
c9s	fc3e59b3ef	binance: move queryFuturesDepth to futures.go	2023-03-26 00:17:12 +08:00
Yo-An Lin	e0a9cd3c6d	Merge pull request #1131 from c9s/c9s/strategy/funding ... strategy: xfunding: improve sync goroutine, add mutex lock, fix binance websocket message parsing ...	2023-03-25 03:05:46 +08:00
c9s	01799cfc4e	binanceapi: update FuturesPositionRisk field types	2023-03-25 02:58:06 +08:00
c9s	0c6e9496b3	xfunding: use early return	2023-03-25 02:56:45 +08:00
c9s	300506f9f9	xfunding: fix critical section for usedQuoteInvestment	2023-03-25 02:53:55 +08:00
c9s	0f49f9fbe5	xfunding: add e.AccountUpdate.EventReasonType switch case	2023-03-25 02:48:27 +08:00
c9s	f34c72eba0	binance: add margin call event support	2023-03-25 02:39:44 +08:00
c9s	281f09ff42	binance: fix futures user data stream AccountUpdateEvent parsing	2023-03-25 02:25:09 +08:00
c9s	d05cbca652	binance: fix income history request path	2023-03-25 02:09:42 +08:00
c9s	b41f8a8355	binance: add FuturesGetIncomeHistoryRequest api support	2023-03-24 22:35:22 +08:00
c9s	b9d60d8edb	binance: add QueryFuturesPositionRisks method	2023-03-24 18:37:04 +08:00
c9s	4bbcb9553d	binanceapi: add FuturesGetPositionRisksRequest	2023-03-24 18:36:54 +08:00
c9s	cfe47cd53b	binance: add futures fee link	2023-03-24 18:14:52 +08:00
c9s	d359464b2c	binance: add default futures fee rate	2023-03-24 18:14:24 +08:00
c9s	ed4d32c59a	binance: refactor binance exchange code for futures api	2023-03-24 18:06:40 +08:00
c9s	071825e982	binance: move futures methods	2023-03-24 15:13:25 +08:00
c9s	9c0787e6ce	binance: pull out cancelFuturesOrders method	2023-03-24 15:11:13 +08:00
Yo-An Lin	cc74156a7d	Merge pull request #1127 from c9s/c9s/strategy/funding ... feature: strategy: xfunding	2023-03-24 15:08:28 +08:00
c9s	feec194843	binance: improve transfer logs	2023-03-24 14:37:18 +08:00
c9s	ea7af708f9	add mutex lock	2023-03-24 14:28:36 +08:00
gx578007	cd1314e9e0	Merge pull request #1125 from c9s/bhwu/grid2/using-dnum ... FEATURE: [grid2] using dnum	2023-03-24 13:53:35 +08:00
c9s	4669692b8d	xfunding: remove debug log and test code	2023-03-24 03:20:04 +08:00
c9s	1517076f6d	xfunding: implement syncSpotPosition	2023-03-24 03:20:04 +08:00
c9s	0f21c1fd8f	xfunding: fix Warnf format	2023-03-24 03:20:03 +08:00
c9s	84313dbdf9	xfunding: refactor state functions and fix transfer out	2023-03-24 02:52:13 +08:00
c9s	f3049de2ba	all: improve logging	2023-03-24 02:09:49 +08:00
c9s	209fb102fa	xfunding: add stringer support on PremiumIndex	2023-03-24 01:57:43 +08:00
c9s	62e6b232ed	xfunding: refactor and refine PositionState checking	2023-03-24 00:52:36 +08:00
c9s	c1fbbbe400	xfunding: move position state to state struct	2023-03-24 00:36:28 +08:00
c9s	108bb5deeb	xfunding: add guard condition for starting and stopping	2023-03-23 22:58:42 +08:00
c9s	e016892a70	xfunding: pull out startClosingPosition, startOpeningPosition method	2023-03-23 22:57:13 +08:00
c9s	3624dd0338	xfunding: implement close position transfer	2023-03-23 22:54:42 +08:00
c9s	aba80398d9	xfunding: add MinHoldingPeriod support	2023-03-23 22:36:35 +08:00
c9s	a933f90cc8	xfunding: log low funding fee	2023-03-23 18:19:30 +08:00
c9s	b5f69e7f45	xfunding: reset stats when direction changed	2023-03-23 18:18:30 +08:00
c9s	7ba7eb8be7	xfunding: implement reduceFuturesPosition	2023-03-23 18:09:16 +08:00
c9s	1b5126c9a1	xfunding: add mutex	2023-03-23 17:36:30 +08:00
c9s	02c28a07cc	types: fix AdjustQuantityByMinNotional by round up the quantity	2023-03-23 17:35:54 +08:00
なるみ	bf9cd78ba4	Merge pull request #1129 from c9s/narumi/fixedmaker/onstart ... strategy: fixedmaker: replenish on start	2023-03-23 17:29:47 +08:00
c9s	c3ca5b75ac	types: add minNotionalSealant to adjust quantity method	2023-03-23 16:47:57 +08:00
narumi	32c617a283	replenish on start	2023-03-23 16:47:48 +08:00
c9s	018e281627	types: add AdjustQuantityByMinNotional to types.Market	2023-03-23 16:14:30 +08:00
c9s	44850e48e8	xfunding: add mutex protection	2023-03-23 14:48:24 +08:00
c9s	8b87a8706b	xfunding: add state for recording TotalBaseTransfer	2023-03-23 14:46:02 +08:00
c9s	b7edc38dc7	xfunding: record pending transfer	2023-03-23 13:14:59 +08:00
c9s	16608619ca	xfunding: fix sync guard	2023-03-23 13:07:59 +08:00
c9s	80c30d15a0	xfunding: correct method names	2023-03-23 13:02:22 +08:00
c9s	20cd73e6ad	xfunding: fix transfer and refactoring more methods	2023-03-23 12:58:10 +08:00
c9s	a838b4991a	bbgo: refactor order executor with max retries	2023-03-23 12:51:52 +08:00
c9s	2a927dc34d	interact: reduce info logs	2023-03-23 09:20:44 +08:00
c9s	161dc7dc64	types: add transfer direction	2023-03-23 09:04:49 +08:00
c9s	487fbf8681	binance: implement TransferFuturesAccountAsset api	2023-03-23 02:42:26 +08:00
c9s	6797069a40	binanceapi: fix payload encode format	2023-03-23 02:42:05 +08:00
c9s	6ca85b175a	xfunding: adjust quote investment according to the fee rate	2023-03-23 00:56:28 +08:00
c9s	6848e11e8a	binance: implement TransferFuturesAsset	2023-03-23 00:55:00 +08:00
c9s	c632e6efac	binance: add binance futures_transfer_request	2023-03-23 00:54:37 +08:00
c9s	6668d683e1	xfunding: adjust quoteInvestment according to the quote balance	2023-03-23 00:40:20 +08:00
c9s	684f6c6e1d	xfunding: document spot trade handler	2023-03-23 00:23:51 +08:00
c9s	928f668fec	xfunding: pull out premium check to detectPremiumIndex	2023-03-22 22:17:37 +08:00
c9s	dc5e0cbcc2	xfunding: solve lint error	2023-03-22 22:15:24 +08:00
c9s	6265ad248e	xfunding: add premium checker	2023-03-22 22:15:01 +08:00
c9s	3c69ccc25a	types: update channel names	2023-03-22 22:04:02 +08:00
c9s	98b0ffa510	all: add more futures channel types	2023-03-22 22:01:59 +08:00
c9s	e607fc19ac	xfunding: check spotSession, futuresSession names	2023-03-22 21:42:44 +08:00
c9s	d6c430a4b4	xfunding: implement CrossSubscribe	2023-03-22 21:42:06 +08:00
c9s	b881aea228	add position action	2023-03-22 21:38:56 +08:00
c9s	e93d13e425	xfunding: implement CrossRun	2023-03-22 21:36:42 +08:00
c9s	12b9775eb3	rename funding to xfunding	2023-03-22 21:17:33 +08:00
c9s	ab52dd6349	funding: filter kline event with types.KLineWith	2023-03-22 21:11:58 +08:00
c9s	88af0a18f9	max: move tradeQueryLimiter to the exchange instance	2023-03-21 16:26:47 +08:00
c9s	fda4e48146	max: move submitOrderLimiter to the exchange wide var	2023-03-21 16:25:16 +08:00
gx578007	aa419e8468	make dnum support negative precision	2023-03-21 11:44:37 +08:00
chiahung	8c337cddec	add test for dnum	2023-03-20 21:18:42 +08:00
gx578007	0e2e8306b4	FEATURE: [grid2] using dnum	2023-03-20 18:00:41 +08:00
chiahung	bc23055536	FEATURE: emit grid error when failed to recover or open grid	2023-03-20 16:27:08 +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
narumi	7114016bc9	clamp skew	2023-03-18 23:31:03 +08:00
Andy Cheng	b455ae7742	Merge pull request #1123 from andycheng123/fix/exits ... exits/trailingstop: fix typo	2023-03-17 15:03:51 +08:00
kbearXD	294c09b9e8	Merge pull request #1119 from c9s/feature/grids/recover-from-trades ... FEATURE: make PinOrderMap's key from string to Pin	2023-03-17 10:45:09 +08:00
Andy Cheng	bb8dbb155f	exits/trailingstop: fix typo	2023-03-17 10:43:47 +08:00
chiahung	8182840685	use fixedpoint.Value as key	2023-03-16 21:58:41 +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	0b922a929e	grid2: pull out backoff cancel all to cancelAllOrdersUntilSuccessful	2023-03-16 18:01:56 +08:00
chiahung	feabadeb59	FEATURE: make PinOrderMap's key from string to Pin	2023-03-16 17:34:02 +08:00
なるみ	57e3f46c5c	Merge pull request #1117 from c9s/narumi/fixedmaker/atr ... strategy: fixedmaker: add option to use ATR to adjust spread ratio	2023-03-16 17:11:13 +08:00
narumi	939427c81f	use ATR to adjust spread ratio	2023-03-16 17:03:45 +08:00
chiahung	a5675f72ad	MINOR: use Debug config for debug log	2023-03-16 16:44:16 +08:00
なるみ	52b2ffebd1	Merge pull request #1113 from c9s/narumi/fixedmaker/skew ... strategy: fixedmaker: add skew to adjust bid/ask price	2023-03-16 02:39:02 +08:00
narumi	cf9a2e55bf	add skew to adjust bid/ask price	2023-03-16 02:04:26 +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	4ac5a2a9e9	Merge pull request #1115 from c9s/bhwu/fix-correct-price-metrics ... FIX: [grid2] fix correct price metrics	2023-03-15 22:10:17 +08:00
gx578007	74c465d943	FIX: [grid2] fix correct price metrics	2023-03-15 21:40:44 +08:00
chiahung	ffdc242f66	use debugOrders	2023-03-15 21:34:04 +08:00
chiahung	f987c85f17	move info log to debug log	2023-03-15 21:12:59 +08:00
chiahung	e686a26dda	FEATURE: verify the grids before emit filled orders	2023-03-15 20:15:53 +08:00
chiahung	26054e4958	fix on max api level	2023-03-15 18:09:46 +08:00
chiahung	891cac0640	FIX: fix wrong fee currency	2023-03-15 17:29:17 +08:00
narumi	0f9319a2f5	make CreatePositions and CreateProfitStats public	2023-03-15 16:01:13 +08:00
c9s	0882bc4960	bollmaker: log submit order error	2023-03-15 13:26:27 +08:00
c9s	40040ff399	bump version to v1.44.1	2023-03-15 13:22:35 +08:00
なるみ	7d91fd01d8	Merge pull request #1109 from c9s/narumi/rebalance/fix-order-executor-not-found ... fix: rebalance: fix positions and profit stats map	2023-03-15 12:25:19 +08:00
Andy Cheng	0a6c41cfe7	fix/bollmaker: fix s.MinProfitActivationRate condition	2023-03-15 11:06:26 +08:00
Andy Cheng	ca4890425c	fix/bollmaker: MinProfitActivationRate is disabled if it's not set	2023-03-15 10:57:18 +08:00
narumi	0458858de0	fix position and profitstats	2023-03-14 19:27:41 +08:00
chiahung	da48e0fc85	make end_time down to start_time + 3 days if end_time > start_time + 3 days	2023-03-14 18:39:36 +08:00
chiahung	e0b445f1c1	FEATURE: make MAX QueryTrades support start_time, end_time	2023-03-14 16:32:00 +08:00
kbearXD	ee4388406e	Merge pull request #1097 from c9s/feature/grids/recover-from-trades ... FEATURE: get filled orders when bbgo down	2023-03-14 15:15:32 +08:00
chiahung	dce1e4c7d4	rename buildSyncOrderMap to SyncOrderMap	2023-03-14 14:35:15 +08:00
なるみ	cddf3570f2	Merge pull request #1104 from c9s/narumi/rebalance/balance ... fix: rebalance: adjust max amount by balance	2023-03-14 14:06:31 +08:00
chiahung	9da8c39d2c	avoid re-query same order	2023-03-14 13:46:46 +08:00
chiahung	4af8523144	new struct PinOrderMap	2023-03-14 10:47:25 +08:00
chiahung	7af4e3bf8a	FEATURE: get filled orders when bbgo down	2023-03-14 10:47:23 +08:00
c9s	60d7d20ced	grid2: fix newline for the message format	2023-03-14 00:29:13 +08:00
なるみ	add9372eba	use mid price to calculate weight	2023-03-13 15:30:33 +00:00
narumi	0690518dc7	add option to rebalance on start	2023-03-13 22:43:42 +08:00
narumi	640001ffa1	check minimal order quantity	2023-03-13 22:39:22 +08:00
narumi	c9f6995701	fix OrderExecutorMap's SumbitOrders	2023-03-13 22:39:04 +08:00
narumi	0b7f42c382	adjust max amount by balance	2023-03-13 22:39:01 +08:00
c9s	b58dcaba79	bump version to v1.44.0	2023-03-13 22:04:23 +08:00
Yo-An Lin	4b3f00fe79	Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max ... grid2: use newClientOrderID only for max	2023-03-13 21:47:02 +08:00
Yo-An Lin	07ebd83a62	Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit ... Improve/linregmaker minprofit	2023-03-13 21:31:28 +08:00
c9s	35ceda8408	grid2: use newClientOrderID only for max	2023-03-13 21:27:13 +08:00
gx578007	4b540fce88	Merge pull request #1100 from c9s/bhwu/grid2/specify-client-order-id ... FIX: [grid2] specify client order id explicitly	2023-03-13 18:51:27 +08:00
gx578007	83ba32bf2f	mock SubmitOrders by DoAndReturn	2023-03-13 18:43:52 +08:00
kbearXD	57d420fd6c	Merge pull request #1098 from c9s/fix/precision/format-string ... FIX: fix format string float point issue	2023-03-13 16:44:06 +08:00
Andy Cheng	360173ac2b	fix/linregmaker: fix syntax error	2023-03-13 16:35:19 +08:00
Andy Cheng	cb412dc13f	improve/bollmaker: add MinProfitActivationRate	2023-03-13 16:35:19 +08:00
Andy Cheng	5fc459d404	improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate	2023-03-13 16:35:19 +08:00
Andy Cheng	6e854f8027	improve/linregmaker: add MinProfitSpread	2023-03-13 16:35:19 +08:00
Andy Cheng	3c14382c3c	improve/linregmaker: fix StandardIndicatorSet initialization problem	2023-03-13 16:35:19 +08:00
Andy Cheng	a607f230d6	improve/linregmaker: more log for can buy sell	2023-03-13 16:35:19 +08:00
Andy Cheng	0ea345a18c	improve/linregmaker: fix balance calculation in backtesting	2023-03-13 16:35:18 +08:00
chiahung	51a52d1c18	comment out negative precision for dnum	2023-03-13 11:28:40 +08:00
narumi	4559a35f31	graceful cancel in rebalance strategy	2023-03-13 00:49:49 +08:00
c9s	b050ae4098	grid2: fix log format	2023-03-11 16:03:13 +08:00
narumi	74656e0e49	fix fixedmaker errors	2023-03-10 18:39:30 +08:00
gx578007	16b30960cc	FIX: [grid2] specify client order id explicitly	2023-03-10 18:29:53 +08:00
chiahung	8c9ed0538f	add more test case	2023-03-10 17:55:55 +08:00
chiahung	291a6f273a	fix test error	2023-03-10 17:32:35 +08:00
Yo-An Lin	31e299baf2	Merge pull request #1101 from c9s/narumi/fixedmaker ... strategy: add fixedmaker	2023-03-10 17:24:01 +08:00
c9s	3eae532e13	grid2: init filledOrderIDMap for tests	2023-03-10 17:11:51 +08:00
c9s	c6609927f2	grid2: fix Warn by using Warnf	2023-03-10 17:00:09 +08:00
narumi	a7cfd488ed	add fixedmaker	2023-03-10 16:41:01 +08:00
gx578007	fd2032b825	FIX: [grid2] avoid handling one orderID twice	2023-03-10 16:16:11 +08:00
chiahung	36f48bc604	FIX: fix format string float point issue	2023-03-10 15:27:50 +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
c9s	df6e58d654	grid2: replace all openOrders query to queryOpenOrdersUntilSuccessful	2023-03-10 13:11:42 +08:00
c9s	89abbeb2d1	grid2: add context to backoffs	2023-03-10 13:10:14 +08:00
c9s	f093c73457	grid2: add queryOpenOrdersUntilSuccessful func	2023-03-10 13:10:14 +08:00
c9s	64e0a169e9	grid2: add debug option	2023-03-10 13:10:14 +08:00
c9s	ccf567fdab	grid2: add ClearDuplicatedPriceOpenOrders option	2023-03-10 13:10:11 +08:00
chiahung	67001fcbb7	new config 'recoverGridByScanningTrades'	2023-03-09 17:53:13 +08:00
chiahung	4288c82e25	FEATURE: recover grids with open orders by querying trades process and its buildPinOrderMap method	2023-03-09 17:10:44 +08:00
kbearXD	6a6d7a6293	Merge pull request #1095 from c9s/fix/maxapi/query-trades-by-order-id ... FIX: filter wrong order id from self-trade trades	2023-03-09 16:59:33 +08:00
kbearXD	4586f68fdb	Merge pull request #1094 from c9s/fix/maxapi/order-updated-at ... FIX: use updated_at instead of created_at to convert MAX order to typ…	2023-03-09 16:59:18 +08:00
chiahung	ead5486b52	FIX: filter wrong order id from self-trade trades	2023-03-09 16:15:48 +08:00
なるみ	1ebdd37f3f	Merge pull request #1093 from c9s/narumi/rebalance/positions ... strategy: rebalance: add positions and profit stats	2023-03-09 12:07:19 +08:00
gx578007	517a7c6ad7	Merge pull request #1092 from c9s/bhwu/grid2/add-more-metrics ... FEATURE: [grid2] add more metrics and fix metric-related issues	2023-03-09 11:41:57 +08:00
chiahung	d29c3fa05c	FIX: use updated_at instead of created_at to convert MAX order to types.Order	2023-03-09 11:35:48 +08:00
kbearXD	5b4b1e8eca	Merge pull request #1091 from c9s/feature/maxapi/split-self-trade ... FEATURE: split self trades when use MAX RESTful API to query trades	2023-03-09 11:29:19 +08:00
gx578007	045c8de2a6	refactor metric function to be separated in terms of lock	2023-03-09 11:26:02 +08:00
gx578007	5988567d09	FEATURE: [grid2] add more metrics and fix metric-related issues	2023-03-08 23:54:21 +08:00
なるみ	40e2296492	add positions and profit stats	2023-03-08 14:12:42 +00:00
Andy Cheng	f92bcda51d	improve/exit: fix typo	2023-03-08 19:31:47 +08:00
Yo-An Lin	3a6d210052	Merge pull request #1089 from andycheng123/improve/exit	2023-03-08 19:00:53 +08:00
chiahung	f9f6346468	FEATURE: split self trades when use MAX RESTful API to query trades	2023-03-08 17:18:18 +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
c9s	c860e45c34	grid2: simplify isCompleteGridOrderBook	2023-03-08 16:02:31 +08:00
Andy Cheng	2970f73542	improve/exit: show symbol in trailing stop triggered message	2023-03-08 15:35:44 +08:00
c9s	a75bc2e590	grid2: add isCompleteGridOrderBook doc comment	2023-03-07 21:42:53 +08:00
c9s	72b6f73cb6	grid2: fix complete grid order book condition	2023-03-07 21:41:16 +08:00
c9s	db119a2218	grid2: update metrics before we re-play orders	2023-03-07 20:01:51 +08:00
c9s	756a3bb43f	grid2: add base round down for buy order	2023-03-07 18:37:45 +08:00
c9s	62eed9605d	grid2: round down quoteQuantity/baseQuantity after the fee reduction	2023-03-07 13:53:14 +08:00
gx578007	b04492a5a7	Merge pull request #1085 from c9s/bhwu/grid2/fix-group-id ... FIX: [grid2] group id should be bound by MaxInt32	2023-03-07 12:01:17 +08:00
gx578007	f8054459c4	FIX: [grid2] group id should be bound by MaxInt32	2023-03-07 11:54:45 +08:00
なるみ	f064f5fbe1	Merge pull request #1080 from c9s/narumi/marketcap/order-type ... strategy: marketcap: add orderType parameter	2023-03-06 21:46:25 +08:00
なるみ	00e022dbdc	fixup! set order type default value in Defaults method	2023-03-06 13:37:03 +00:00
なるみ	cd500e6e73	set order type default value in Defaults method	2023-03-06 12:33:14 +00:00
Yo-An Lin	4e6614e711	Merge pull request #1083 from c9s/fix/maxapi/group-id ... FIX: add group id on submit order API	2023-03-06 17:23:01 +08:00
gx578007	d4912ed3cd	FIX: [grid2] avoid initializing metrics twice	2023-03-06 16:56:40 +08:00
chiahung	83d9977a57	make sure group id is > 0	2023-03-06 16:32:36 +08:00
chiahung	d466a63d22	FIX: add group id on submit order API	2023-03-06 15:58:18 +08:00
c9s	1dd6f9ef3e	grid2: remove order group cancel	2023-03-06 10:38:45 +08:00
Yo-An Lin	958e49deb4	Merge pull request #1082 from c9s/bhwu/add-mutex-to-mem-store ... FIX: add mutex in memory store	2023-03-05 23:22:56 +08:00
c9s	9f29fbd645	grid2: add order group id to the submitOrder forms	2023-03-05 23:21:28 +08:00
c9s	773b055711	grid2: fix length check	2023-03-05 23:20:17 +08:00
gx578007	a5e35b4711	FIX: add mutex in memory store	2023-03-05 22:20:14 +08:00
c9s	dfba758e88	grid2: add one more log	2023-03-05 17:55:04 +08:00
c9s	584fae1a53	grid2: fix recover order filtering	2023-03-05 17:41:05 +08:00
c9s	4927dd7f98	grid2: add more logs	2023-03-05 17:34:50 +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
c9s	5805f0c7f0	grid2: call cancelWrite before everything	2023-03-05 17:10:11 +08:00
c9s	0f307bba7d	grid2: pull out start process to a function	2023-03-05 17:07:01 +08:00
gx578007	ec0d438f9d	FIX: [grid2] fix active orderbook at recovering	2023-03-05 14:29:31 +08:00
narumi	94b946a993	add orderType parameter	2023-03-03 23:14:30 +08:00
c9s	9d1da7c847	grid2: remove outdated comment	2023-03-03 19:21:23 +08:00
c9s	e2435f1fc0	grid2: pass submit orders in one call since we have solved the order store issue	2023-03-03 19:09:53 +08:00
c9s	1a109c118d	grid2: use write context for submitting orders	2023-03-03 19:09:53 +08:00
c9s	3f560b2230	grid2: backoff retry open orders api	2023-03-03 19:09:05 +08:00
c9s	fa395b0d0a	grid2: improve the onStart handler	2023-03-03 19:09:05 +08:00
c9s	0d41f0261a	grid2: rewrite cancel all check loop	2023-03-03 19:09:05 +08:00
gx578007	41b237ec05	Merge pull request #1077 from c9s/bhwu/support-redis-expiration ... FEATURE: save expiring data to redis	2023-03-03 17:55:24 +08:00
gx578007	4deefefe0f	FEATURE: save expiring data to redis	2023-03-03 17:13:54 +08:00
c9s	bf4553d767	grid2: add OrderFillDelay option	2023-03-03 14:30:58 +08:00
c9s	ca741f91eb	grid2: add fee currency check for buy order	2023-03-03 14:30:58 +08:00
c9s	9a89237c24	grid2: fix base/quote fee reduction	2023-03-03 14:30:58 +08:00
c9s	bd86a89667	grid2: return fee currency	2023-03-03 13:13:27 +08:00
c9s	5cbc6f191f	grid2: aggregate order fee instead of only base fee	2023-03-03 13:13:27 +08:00
gx578007	8039068d51	Merge pull request #1075 from c9s/bhwu/add-persistence-to-env ... FEATURE: add persistence service to environment	2023-03-02 23:00:20 +08:00
gx578007	bc7a071dbd	FIX: add persistence service to environment	2023-03-02 22:42:02 +08:00
Yo-An Lin	d03c7d624f	Merge pull request #1074 from c9s/narumi/rebalance/order-type ... strategy: rebalance: add order type parameter	2023-03-02 22:37:36 +08:00
c9s	e915825ac6	grid2: defer call grid closed	2023-03-02 18:16:09 +08:00
narumi	904491e750	add orderType parameter	2023-03-02 18:11:43 +08:00
c9s	c5e2acf0f5	grid2: call Initialize in clean up	2023-03-02 18:08:26 +08:00
c9s	86584b01b9	grid2: fix exchange session field	2023-03-02 18:05:48 +08:00
c9s	5212365d2f	grid2: remove s.ExchangeSession check	2023-03-02 17:40:44 +08:00
c9s	6947c8b104	grid2: improve clean up	2023-03-02 17:33:58 +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	385a97448d	grid2: add StopIfLessThanMinimalQuoteInvestment doc comment	2023-03-02 15:53:42 +08:00
c9s	11329dffe7	grid2: add StopIfLessThanMinimalQuoteInvestment option	2023-03-02 15:50:10 +08:00
c9s	01ecdc8d6b	fix order submit retry	2023-03-02 15:41:11 +08:00
c9s	729d32af70	grid2: add minimal quote investment check error log	2023-03-02 15:14:21 +08:00
c9s	4aa25db3ed	grid2: add one more calculateMinimalQuoteInvestment test case	2023-03-02 14:03:22 +08:00
c9s	1d8df08a74	fixedpoint: fix fixedpoint rounding	2023-03-01 22:21:24 +08:00
c9s	f553ee05a0	grid2: log base fee rounding precision	2023-03-01 21:49:15 +08:00
c9s	b2bbf2d6ca	grid2: add comment to the sync call	2023-03-01 21:09:48 +08:00
c9s	b13efdf30e	grid2: calculate grid profit only when the reverse order is placed	2023-03-01 20:05:35 +08:00
Yo-An Lin	dea86282b8	Merge pull request #1070 from c9s/feature/submit-order-backoff ... fix: add context, exponential backoff and max retry limit	2023-03-01 17:55:39 +08:00
c9s	39f8557231	bbgo: if the error is context.Canceled, exit the retry loop	2023-03-01 17:42:01 +08:00
c9s	6137905f42	max: fix max v3 order cancel api	2023-03-01 16:45:33 +08:00
c9s	06eff47058	grid2: improve UseCancelAllOrdersApiWhenClose process	2023-03-01 16:35:09 +08:00
c9s	f82af6e6dd	grid2: use UseCancelAllOrdersApiWhenClose	2023-03-01 16:16:26 +08:00
c9s	c1cc008ecc	bbgo: add retry limit and exponential backoff to retry order	2023-03-01 15:48:38 +08:00
c9s	98739cc8a1	grid2: avoid using loop iterator var	2023-03-01 15:29:46 +08:00
c9s	04da988639	grid2: check if we have o.AveragePrice, use it for newQuantity	2023-03-01 15:29:46 +08:00
c9s	7eb953093c	grid2: merge baseSellQuantityReduction section	2023-03-01 15:29:46 +08:00
c9s	6fc45e66dd	grid2: for non-compound or earn base mode we should always use the original buy quantity	2023-03-01 15:29:46 +08:00
c9s	18478cf4c8	bbgo: apply backoff to submitOrders	2023-02-24 13:34:08 +08:00
gx578007	3acb0a0a64	Merge pull request #1066 from c9s/fix/grid2/fee-reduction	2023-02-24 12:56:09 +08:00
c9s	5b903cd4ed	grid2: always round up	2023-02-24 12:46:38 +08:00
c9s	37535e9f3e	grid2: fix fee reduction by rounding	2023-02-24 12:25:23 +08:00
c9s	59ff86e4bb	grid2: fix metrics for tests	2023-02-24 00:44:50 +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	2a47d390f0	grid2: update grid2 metrics	2023-02-23 22:49:03 +08:00
c9s	5e2add8765	grid2: add the missing metrics update	2023-02-23 22:39:47 +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	31c9ebf34b	grid2: update metrics after recovering the grid orders	2023-02-23 11:19:10 +08:00
c9s	ef771546e3	grid2: simplify WriteString call	2023-02-22 15:45:33 +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	6dc92bea16	grid2: pass logger entry to debugGrid	2023-02-22 15:16:47 +08:00
c9s	9d218d93ac	grid2: use string builder for debugGrid	2023-02-22 15:11:47 +08:00
c9s	67d84b9716	grid2: sleep 100ms between the recover orders	2023-02-22 01:11:34 +08:00
c9s	9e5717ab83	grid2: sleep 2 seconds to wait for the reverse order to be placed	2023-02-22 01:10:49 +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	bc98fe3bcc	grid2: fix recover sorting	2023-02-22 00:50:00 +08:00
c9s	03dfb4386e	grid2: simplify and fix calculateMinimalQuoteInvestment	2023-02-21 17:58:11 +08:00
c9s	9c1110fb44	grid2: fix calculateMinimalQuoteInvestment	2023-02-21 17:48:40 +08:00
c9s	0402fddea3	grid2: pull out order filtering	2023-02-21 15:50:25 +08:00
c9s	d53b41f4fd	grid2: use go routine to recover grid to avoid order update delay issue	2023-02-21 01:05:56 +08:00
c9s	08cc99c300	grid2: add recover debug log	2023-02-20 22:25:00 +08:00
c9s	a6047c4840	grid2: implement CleanUp interface	2023-02-20 16:52:39 +08:00
gx578007	85d002eabc	FIX: [grid2] fix quote accumulation	2023-02-17 22:52:58 +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	21cdb7afe8	grid2: split SubmitOrders calls	2023-02-17 18:54:47 +08:00
c9s	9d2c742496	grid2: avoid using totalBase when one of quote investment or base investment is defined	2023-02-17 18:35:42 +08:00
c9s	a5e134e98d	grid2: fix calculateMinimalQuoteInvestment tests	2023-02-17 17:33:12 +08:00
c9s	29692b0e1a	grid2: fix MinimalQuoteInvestment check	2023-02-17 17:16:25 +08:00
c9s	56628aca73	grid2: emit grid ready only when there is no error	2023-02-16 22:49:22 +08:00
c9s	55476e4176	grid2: include the order dust for the quote investment calculation	2023-02-16 22:20:34 +08:00
c9s	156da92670	grid2: check used quote balance before we generate the grid order	2023-02-16 21:38:48 +08:00
c9s	2aee3cea59	grid2: emit grid ready once the grid is recovered	2023-02-16 21:33:42 +08:00
c9s	eb4e25c008	grid2: emit grid ready earlier	2023-02-16 18:13:51 +08:00
c9s	f039c97e63	grid2: defer EmitCloseGrid callback earlier	2023-02-16 18:12:08 +08:00
c9s	7ba0e86605	grid2: use setGrid with mutex	2023-02-16 18:11:38 +08:00
c9s	9e3383606e	grid2: add quote quantity test case	2023-02-16 18:11:04 +08:00
c9s	9b69fa5465	grid2: log calculateQuoteInvestmentQuantity result	2023-02-16 14:56:28 +08:00
c9s	fa3106eefa	grid2: set the grid field if there is no missing orders	2023-02-15 22:44:07 +08:00
c9s	a9f1aab4b1	grid2: add user data stream on start log	2023-02-15 22:42:46 +08:00
c9s	62b8863ca6	grid2: fix pin price precision	2023-02-15 22:32:55 +08:00
c9s	9ab4c45727	grid2: remove buildGridPriceMap since we have HasPrice method	2023-02-15 22:17:36 +08:00
c9s	ec8e50822a	grid2: do not place sell order at price[0]	2023-02-15 21:51:22 +08:00
c9s	6dfd18bd49	grid2: run recoverGrid only when user data stream is started	2023-02-15 21:49:25 +08:00
c9s	88116440ba	grid2: define strategy field in the logger entry	2023-02-15 17:38:48 +08:00
c9s	e73081d6ba	grid2: add logFields config	2023-02-15 17:33:07 +08:00
c9s	35bfdfab8d	grid2: fix si index check	2023-02-15 16:51:12 +08:00
c9s	44210bf26a	grid2: adjust test case tick size	2023-02-15 16:05:45 +08:00
c9s	a7e100563a	grid2: add test case	2023-02-15 16:03:24 +08:00
c9s	8ef86858e2	grid2: fix calculateBaseQuoteInvestmentQuantity logging	2023-02-15 15:54:49 +08:00
c9s	276149b378	grid2: improve base+quote logging	2023-02-15 15:49:40 +08:00
c9s	79f9f9c5bb	grid2: pull out quote investment variable	2023-02-15 15:41:35 +08:00
c9s	d1cbc6a9ca	grid2: add one more quote investment test case	2023-02-15 15:41:35 +08:00
c9s	2fecf0dc79	grid2: fix HasPrice	2023-02-15 14:57:21 +08:00
c9s	3bf24d97f0	grid2: add HasPrice test	2023-02-15 14:42:01 +08:00
c9s	26c7e03dc1	grid2: fix balance check	2023-02-14 16:44:59 +08:00
c9s	353c74ef5e	grid2: gridNum can not be zero or one	2023-02-13 16:11:42 +08:00
c9s	3df846d878	grid2: fix quote investment algorithm	2023-02-13 14:06:11 +08:00
c9s	4eca007d3d	grid2: fix upper price buy order issue	2023-02-10 17:51:50 +08:00
c9s	34ab53303a	grid2: fix upper price error	2023-02-10 17:22:19 +08:00
c9s	2fed98ea55	batch: fix JumpIfEmpty algorithm	2023-02-09 17:11:26 +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	829704eda3	grid2: remove todo	2023-02-08 16:46:19 +08:00
c9s	abdded8126	grid2: add ClearOpenOrdersIfMismatch	2023-02-08 16:43:25 +08:00
c9s	760fc74187	grid2: expose order group ID field	2023-02-08 16:26:37 +08:00
c9s	e8c69dfaef	grid2: add mutex lock for the grid object field	2023-02-07 01:38:25 +08:00
c9s	06c3f5f79c	grid2: add PlainText method support to GridProfitStats	2023-02-06 16:59:50 +08:00
c9s	3a7be0e2b2	grid2: add closing grid log	2023-02-06 16:31:57 +08:00
Yo-An Lin	29d6083737	Merge pull request #1053 from zenixls2/feature/get_historical_trades_binance ... feature: get historical public trades from binance	2023-02-02 16:14:58 +08:00
c9s	854ac4f8ea	grid2: fix pin price algorithm	2023-02-01 18:56:01 +08:00
c9s	4bf0cb6a0c	grid2: use Round instead of Trunc	2023-02-01 15:48:19 +08:00
c9s	d43acaa17c	grid2: add metrics registration guard	2023-01-31 21:30:58 +08:00
zenix	bfe5eace1a	feature: get historical public trades from binance	2023-01-19 13:07:01 +09:00
Zenix	4a68f0e75c	Merge pull request #1023 from zenixls2/feature/add_indicators2 ... implement indicators from phemex	2023-01-18 20:09:40 +09:00
zenix	4c2c647160	fix: remove bind and handler for newly added indicators	2023-01-18 19:11:23 +09:00
Yo-An Lin	effd4df72e	Merge pull request #1050 from frin1/new_indicators ... Feature: New indicators	2023-01-17 14:53:51 +08:00
c9s	74daa76e75	grid2: fix grid num calculation	2023-01-16 18:34:08 +08:00
zenix	0b71f2f1d2	fix: query price range from volume profile trades on every updates. will make it slower on updates	2023-01-16 12:37:51 +09:00
Fredrik	c8f934cafb	Rename variables	2023-01-15 10:25:22 +01:00
Fredrik	f1fbf537c4	Added functions to supertrend	2023-01-14 18:13:18 +01:00
Fredrik	96405658c9	Added indicators	2023-01-14 18:13:18 +01:00
zenix	746279d0a7	Fix klingerOscillator, add test for it	2023-01-12 19:37:36 +09:00
c9s	46eb590a9f	grid2: OpenGrid, CloseGrid	2023-01-12 14:33:09 +08:00
c9s	668bf2d847	grid2: remove strategyInstance since we have custom labels	2023-01-11 00:47:36 +08:00
c9s	0d47afd5fd	grid2: add order side to the metrics label	2023-01-10 21:41:10 +08:00
c9s	75919a0bf1	grid2: reset metricsGridOrderPrices	2023-01-10 21:21:35 +08:00
c9s	857b5d0f30	grid2: integrate prometheus metrics	2023-01-10 20:15:51 +08:00
Yo-An Lin	9ee4fa0064	Merge pull request #1047 from c9s/narumi/add-rsi ... feature: add RSI to StandardIndicatorSet	2023-01-07 19:25:56 +08:00
c9s	5765969573	service: add redis namespace support	2023-01-05 19:07:15 +08:00
なるみ	5ccdab34be	add RSI to StandardIndicatorSet	2023-01-05 18:36:09 +08:00
なるみ	a238da3dc4	create log dir to avoid error	2022-12-28 17:15:30 +08:00
c9s	c9a70d9897	grid2: add grid callbacks	2022-12-26 18:15:39 +08:00
c9s	d9312abba2	grid2: adjust maxTries to 5	2022-12-26 18:08:36 +08:00
c9s	a4f5d15334	grid2: adjust rollback duration to twice	2022-12-26 18:05:35 +08:00
c9s	a66cee9130	util: remove unused func	2022-12-26 16:05:21 +08:00
c9s	c07c3c62a9	util: remove unused NotZero funcs	2022-12-26 01:51:32 +08:00
c9s	ecf5ed3c85	remove empty render.go	2022-12-26 01:50:25 +08:00
c9s	e9ff0dcc66	types: fix lint issue	2022-12-26 01:49:46 +08:00
c9s	2d2d194bda	grid2: fix InstanceID for autoRange	2022-12-26 01:40:59 +08:00
c9s	8af7d6f457	grid2: use initial grid order id to query closed order history	2022-12-26 01:35:37 +08:00
c9s	6444fd5e03	grid2: remove default profit stats	2022-12-26 01:24:56 +08:00
c9s	0a6261b6b9	grid2: split more files	2022-12-26 01:04:17 +08:00
c9s	961725f03c	grid2: support autoRange	2022-12-26 00:56:03 +08:00
c9s	54b4f593ec	grid2: validate upper price and lower price only when autoRange is not given	2022-12-26 00:29:31 +08:00
c9s	579df0cec9	types: add simple duration tests	2022-12-25 16:08:34 +08:00
c9s	f60b4630c5	grid2: add AutoRange parameter	2022-12-24 20:39:11 +08:00
c9s	d27786d5ae	types: always use pointer on duration	2022-12-24 20:39:01 +08:00
c9s	4388bc209b	types: add simple duration type for parsing [0-9]+[wd]	2022-12-24 20:37:53 +08:00
c9s	e0daf9904e	grid2: add recover time range rollback	2022-12-24 17:08:50 +08:00
c9s	cb2d9d7eb2	grid2: fix replayOrderHistory logic	2022-12-24 16:14:39 +08:00
c9s	6b75150983	refactor order related functions into core api	2022-12-24 15:58:02 +08:00
c9s	a46b3fe908	grid2: improve debugGrid func	2022-12-24 14:52:08 +08:00
c9s	8e20a55060	grid2: refactor recover functions to replayOrderHistory and reuse scanMissingPinPrices	2022-12-24 14:48:47 +08:00
c9s	53b2a0d7ab	bump version to v1.43.1	2022-12-24 01:29:05 +08:00
c9s	216bdb891f	grid2: skip canceled orders	2022-12-24 01:08:28 +08:00
c9s	3d9b919e24	grid2: fix grid recovering	2022-12-24 00:54:40 +08:00
c9s	8715d0aca9	grid2: prevent infinite loop	2022-12-23 23:50:30 +08:00
c9s	ae20cef8f4	grid2: add scanOrderCreationTimeRange func	2022-12-23 23:41:36 +08:00
c9s	606b4650b3	grid2: add RecoverOrdersWhenStart and fix grid recover logic	2022-12-23 19:15:46 +08:00
c9s	6bcf5f8f82	bbgo: improve active order book printing	2022-12-23 18:19:00 +08:00
c9s	882c56a820	grid2: add RecoverWhenStart option	2022-12-23 17:54:30 +08:00
c9s	8a45fe522e	grid2: pull out session dependency from the recoverGrid method	2022-12-23 16:48:40 +08:00
c9s	c721274adc	grid2: implement scanMissingGridOrders	2022-12-23 15:35:26 +08:00
c9s	28beca18e1	bump version to v1.43.0	2022-12-23 13:08:06 +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	bf87d04d57	binance: change rate limit unit to minute	2022-12-22 19:07:55 +08:00
c9s	1ea72099ed	service: fix margin sync with asset condition	2022-12-22 14:10:35 +08:00
c9s	c59c8638be	grid2: find lastOrderTime and firstOrderTime range	2022-12-22 13:21:39 +08:00
c9s	5b4be1f9fc	max: drop unused toMaxSubmitOrder	2022-12-22 13:14:25 +08:00
zenix	1ca79db4e5	fix: volume profile	2022-12-22 13:35:04 +09:00
zenix	2811dbb580	fix: tsi, add test	2022-12-22 11:55:17 +09:00
zenix	75caa6565e	feature: add sar indicator	2022-12-22 11:55:17 +09:00
zenix	c0f82977b0	feature: add psar	2022-12-22 11:55:17 +09:00
zenix	2b62616513	doc: add description about indicators generated by chatgpt	2022-12-22 11:55:17 +09:00
zenix	38461167ba	feature: add tsi and klinger oscillator, fix wdrift div 0 issue	2022-12-22 11:55:17 +09:00
c9s	441e5d867b	grid2: add todo mark	2022-12-20 17:34:20 +08:00
c9s	f92ba9cbf1	grid2: implement recover func loading	2022-12-20 17:33:53 +08:00
c9s	130cf2468d	types: implement lookup method	2022-12-20 17:33:40 +08:00
c9s	330be79ec6	grid2: add recoverGrid	2022-12-20 15:56:38 +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	756bfe2402	types: print message body when message parse error	2022-12-19 19:00:35 +08:00
c9s	30f471db00	binance: fix execution report parsing	2022-12-19 19:00:14 +08:00
c9s	6f2664b03e	grid2: fix test for orderTag	2022-12-19 18:51:39 +08:00
c9s	811be78933	grid2: update log message	2022-12-17 11:57:32 +08:00
Andy Cheng	d5e37f03e2	feature/dynamic_*: move dynamic_* to risk/dynamicrisk package	2022-12-16 11:51:52 +08:00
c9s	fa73b0e7f7	grid2: add warning message	2022-12-15 19:20:15 +08:00
c9s	bbc47bb63a	grid2: remove todo item	2022-12-15 19:06:34 +08:00
c9s	78f10212b9	grid2: fix base fee format	2022-12-15 18:57:21 +08:00
c9s	fcd7a20b78	bbgo,grid2: add place order error log	2022-12-15 18:54:02 +08:00
c9s	051aa19989	grid2: add newOrderUpdateHandler and send profit to notification	2022-12-15 18:47:45 +08:00
c9s	c2133a1712	grid2: call bbgo sync api to sync profit stats	2022-12-15 18:42:25 +08:00
c9s	1964763f58	grid2: add more logs	2022-12-15 18:41:04 +08:00
c9s	a340cd321b	max: add submit order limiter	2022-12-15 18:38:57 +08:00
c9s	ac8186d43d	grid2: debug submitOrder before sending them to the api	2022-12-15 18:30:28 +08:00
c9s	bc8d7e9968	grid2: add skipSpreadCheck option	2022-12-15 18:09:43 +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	c0598a05f6	grid2: add slack attachment footer	2022-12-15 17:47:34 +08:00
Andy Cheng	095eb9c134	feature/dynamic_exposure: undo move dynamic_exposure and dynamic_spread	2022-12-15 17:25:56 +08:00
Andy Cheng	754f8da5d4	strategy/linregmaker: move private fields to the end of the struct	2022-12-15 17:23:43 +08:00
Andy Cheng	5b017cd361	feature/dynamic_spread: rename DynamicSpreadAmp to DynamicAmpSpread	2022-12-15 17:12:04 +08:00
Andy Cheng	5c7c125c99	feature/dynamic_spread: move to risk package	2022-12-15 17:09:47 +08:00
Andy Cheng	4c98bed76f	feature/dynamic_quantity: add comment for getQuantity()	2022-12-15 17:08:36 +08:00
Andy Cheng	1002c13062	feature/dynamic_exposure: move to risk package	2022-12-15 17:08:35 +08:00
c9s	19478b1fbc	grid2: add profit stats since field	2022-12-15 15:39:48 +08:00
c9s	a7c8da7e88	grid2: add SlackAttachment on profit stats	2022-12-15 15:39:16 +08:00
c9s	7a35a652c3	grid2: add SlackAttachment on grid profit	2022-12-15 15:33:26 +08:00
c9s	a6a4be9878	grid2: sync order tag	2022-12-15 14:58:50 +08:00
c9s	16df170ca3	grid2: pull out order tag	2022-12-15 14:58:50 +08:00
c9s	aa4130ed30	grid2: add PlainText method on GridProfit struct	2022-12-15 14:58:31 +08:00
c9s	532d474564	grid2: pull out processFilledOrder method	2022-12-15 14:57:25 +08:00
Andy Cheng	8b1d19124f	strategy/linregmaker: allow using amount for order qty calculation	2022-12-14 14:42:56 +08:00
Andy Cheng	d510c37e91	improve/dynamic_quantity: fix dynamic qty logic	2022-12-14 12:28:39 +08:00
Andy Cheng	2b8a5fe755	strategy/linregmaker: fix faster decrease logic	2022-12-14 11:52:15 +08:00
Andy Cheng	2ecdae6530	strategy/linregmaker: remove wrong test file	2022-12-13 17:49:31 +08:00
Andy Cheng	c6f9b0feed	strategy/linregmaker: update config	2022-12-13 17:37:47 +08:00
Andy Cheng	ff334ca13d	strategy/linregmaker: calculated allowed margin when leveraged	2022-12-13 17:16:30 +08:00
Andy Cheng	30f3ef2180	strategy/linregmaker: add more tg notification	2022-12-13 12:12:46 +08:00
Andy Cheng	79dcda5f52	strategy/linregmaker: add more trend reverse logs	2022-12-13 11:06:18 +08:00
Andy Cheng	a6956e50b7	strategy/linregmaker: add more logs	2022-12-12 18:23:49 +08:00
c9s	d83feec9ec	cmd: add log message for rollbar token	2022-12-12 17:37:40 +08:00
c9s	c8098b414b	cmd: add rollbar support	2022-12-12 17:18:40 +08:00
c9s	df6a34f5af	binanceapi: adjust http timeout to 10s	2022-12-09 21:30:33 +08:00
c9s	096defc331	add test flag and disable lfs in test	2022-12-09 17:34:24 +08:00
c9s	6c0cc71c1c	binance: avoid using fromId and timeRange at the same time	2022-12-09 17:28:06 +08:00
c9s	ae678d1b3b	binance: add workaround for the myTrades api	2022-12-09 17:09:03 +08:00
c9s	85097840f1	binance: replace /api/v3/myTrades api	2022-12-09 16:44:27 +08:00
c9s	b515c24505	grid2: add earnBase test case	2022-12-07 14:48:51 +08:00
c9s	120a22f0cd	grid2: add compound mode order test	2022-12-07 14:42:06 +08:00
c9s	9d24540826	grid2: add order executor mock for testing reverse order	2022-12-07 14:19:49 +08:00
c9s	9215e401d0	grid2: fix quantity, amount, quoteInvestment validation	2022-12-07 12:29:14 +08:00
c9s	df6187dc98	grid2: remove default fee rate	2022-12-07 12:25:30 +08:00
c9s	489b025702	grid2: refactor check spread	2022-12-07 12:24:52 +08:00
c9s	02bebe8ed1	grid2: use min quantity instead of max quantity	2022-12-07 11:44:22 +08:00
c9s	e1e521cec5	grid2: add comment to the minimal quote investment test	2022-12-06 16:38:12 +08:00
c9s	46d1207adb	grid2: fix TestStrategy_checkMinimalQuoteInvestment	2022-12-06 16:37:12 +08:00
c9s	b0381fd927	grid2: pull out debugGridOrders func	2022-12-06 16:35:52 +08:00
c9s	b8e5bf1ddd	grid2: add test case for testing checkMinimalQuoteInvestment	2022-12-06 16:09:46 +08:00
c9s	47759236e0	grid2: improve log	2022-12-06 15:57:03 +08:00
c9s	0cf43ffb11	grid2: pull out aggregateTradesQuantity func	2022-12-06 15:57:03 +08:00
c9s	b4e403d632	grid2: remove fee check from verifyOrderTrades	2022-12-06 15:57:03 +08:00
c9s	423fe521b6	grid2: add build tag for backtest_test	2022-12-06 15:57:03 +08:00
c9s	482b6f5e7b	grid2: add test case for aggregateOrderBaseFee Retry	2022-12-06 15:46:21 +08:00
c9s	3d0cfd16b5	grid2: add test case for aggregateOrderBaseFee	2022-12-06 15:46:21 +08:00
c9s	555d2c5046	mocks: add mocks	2022-12-06 15:46:20 +08:00
c9s	c6ce223a13	all: refactor backtest functions so that we can run backtest in test	2022-12-06 13:16:12 +08:00
c9s	846695e632	grid2: add retry to orderQuery	2022-12-06 11:56:30 +08:00
c9s	75521352a9	grid2: pull out aggregateOrderBaseFee	2022-12-06 11:48:32 +08:00
c9s	68e7d0ec24	grid2: add doc comment for gridNumber	2022-12-06 10:47:19 +08:00
c9s	402b625126	grid2: add stringer method on gridProfit	2022-12-06 10:06:58 +08:00
c9s	e29f3c50e8	grid2: calculate TotalFee	2022-12-06 10:05:43 +08:00
c9s	d1f3d201ef	grid2: add todo in the test	2022-12-06 02:40:22 +08:00
c9s	2a22866d55	grid2: inject strategy into user config and run backtest	2022-12-06 02:40:22 +08:00
c9s	d9e230a433	grid2: add TestBacktestStrategy skeleton for backtesting in unit test	2022-12-06 02:40:22 +08:00
c9s	35297b9bbf	bbgo: fix backtesting flag setter	2022-12-06 02:40:22 +08:00
c9s	aa5f2a032a	grid2: call TruncatePrice on profitSpread	2022-12-06 02:13:32 +08:00
c9s	dd591c936f	grid2: add min order quantity protection	2022-12-06 02:07:05 +08:00
c9s	fc80cfb714	grid2: fix quote investment calculation for profit spread	2022-12-06 01:57:33 +08:00
c9s	e7ff7a49db	grid2: fix calculateQuoteInvestmentQuantity for profitSpread	2022-12-06 01:51:50 +08:00
c9s	7e0ac66ea1	grid2: fix calculateQuoteBaseInvestmentQuantity grid calculation	2022-12-06 01:21:41 +08:00
c9s	541c0e76b5	grid2: consider profitSpread in calculateQuoteBaseInvestmentQuantity	2022-12-06 01:19:24 +08:00
c9s	a8c957fc8d	grid2: fix profit spread behavior and tests	2022-12-06 01:17:29 +08:00
c9s	bee528c7c5	grid2: set enable prune for trade history	2022-12-06 00:55:08 +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	79733b963b	grid2: fix take profit handler	2022-12-05 23:42:03 +08:00
c9s	9be3c79f8a	grid2: handle take profit	2022-12-05 19:46:08 +08:00
c9s	a67d01e821	grid2: fix log format	2022-12-05 19:43:58 +08:00
c9s	c4544cf8b2	grid2: improve debug logging	2022-12-05 19:42:36 +08:00
c9s	8e3bfe8499	grid2: consider base sell quantity reduction	2022-12-05 19:37:42 +08:00
c9s	fae61bd91f	grid2: narrow down orderQueryService support checking	2022-12-05 19:31:44 +08:00
c9s	5d441e3efe	grid2: collect fees and check if we need to reduce the quantity for sell	2022-12-05 19:30:06 +08:00
c9s	16224583ff	grid2: add historicalTrades store	2022-12-05 19:23:39 +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	fcf8613319	grid2: fix feeRate var	2022-12-05 18:15:54 +08:00
c9s	f727f314e6	grid2: add FeeRate configuration for checking profit spread	2022-12-05 18:15:30 +08:00
c9s	4bba5510dd	grid2: position reset should reset the total fee	2022-12-05 18:11:44 +08:00
c9s	5be140de0e	grid2: improve sell,buy price calculation	2022-12-05 15:19:24 +08:00
c9s	27b42db3d7	grid2: add test case for enough base investment	2022-12-05 11:23:21 +08:00
c9s	6df4a3c319	grid2: add TestStrategy_generateGridOrders	2022-12-05 11:21:07 +08:00
c9s	0b824a09fc	grid2: fix tests	2022-12-05 00:47:08 +08:00
c9s	076ec3b3c2	grid2: pull out grid order generation	2022-12-05 00:20:18 +08:00
c9s	002ce1958e	grid2: add omitempty to struct tag	2022-12-04 21:44:03 +08:00
c9s	19e0a20c67	grid2: fill fixedpoint.Zero for stats	2022-12-04 21:43:40 +08:00
c9s	ec6b170f01	grid2: add more log messages for stop loss	2022-12-04 21:09:39 +08:00
c9s	3b821c8b58	grid2: fix order price shifting	2022-12-04 21:06:52 +08:00
c9s	8d78399335	grid2: fix order shifting	2022-12-04 19:48:12 +08:00
c9s	efcfcf7c18	grid2: add position reset	2022-12-04 18:42:03 +08:00
c9s	a5e6173038	grid2: fix openGrid method	2022-12-04 18:33:28 +08:00
c9s	943912f6bf	grid2: add grid order debug logs	2022-12-04 18:32:17 +08:00
c9s	ea34b3a962	grid2: another fix	2022-12-04 18:28:34 +08:00
c9s	01b013fcc7	grid2: fix trigger price check for onStart handler	2022-12-04 18:27:21 +08:00
c9s	bce004106c	grid2: check price	2022-12-04 18:21:43 +08:00
c9s	9d62720111	grid2: add log for trigger price	2022-12-04 18:17:05 +08:00
c9s	4f3a160bbf	grid2: add stopLossPrice handler	2022-12-04 18:01:58 +08:00
c9s	bec1103a64	grid2: add more parameters to the test strategy	2022-12-04 17:36:35 +08:00
c9s	5344b3d768	grid2: add TestStrategy_calculateProfit test	2022-12-04 17:35:35 +08:00
c9s	427daba6d0	grid2: change fee rate validation	2022-12-04 15:56:35 +08:00
c9s	bbab8728e3	grid2: add orderQueryService for querying order trades	2022-12-04 15:43:27 +08:00
c9s	813f9c45a7	grid2: add order object into the profit structure	2022-12-04 15:24:59 +08:00
c9s	a8fe55c284	grid2: push profit into stats	2022-12-04 15:24:13 +08:00
c9s	bc4c22f633	grid2: pull out quoteQuantity	2022-12-04 15:15:16 +08:00
c9s	bf62fb7d2d	grid2: calculate grid profit	2022-12-04 15:01:52 +08:00
c9s	9506516ea3	grid2: add grid profit stats to the strategy	2022-12-04 14:45:04 +08:00
c9s	8d601a6cb4	grid2: add exchange session field	2022-12-04 14:24:04 +08:00
c9s	dc2ce372c4	grid2: reset grid field when it's closed	2022-12-04 14:23:00 +08:00
c9s	0ea6dfb158	grid2: add triggerPrice protection	2022-12-04 14:22:11 +08:00
c9s	5148fadf67	types: remove duplciated klineCallback type	2022-12-04 14:22:01 +08:00
c9s	7abc799da4	grid2: make openGrid and closeGrid as private method	2022-12-04 13:04:14 +08:00
c9s	c77bb83b95	grid2: move OpenGrid method and add KeepOrdersWhenShutdown	2022-12-04 12:58:01 +08:00
c9s	7dc3c448bb	grid2: remove unused fields	2022-12-04 11:47:30 +08:00
c9s	c00d59806f	grid2: add closeGrid option	2022-12-04 11:47:01 +08:00
c9s	dd2d48fde0	bbgo: handle order cancel event	2022-12-04 11:39:43 +08:00
c9s	2977c80dd1	grid2: check profitSpread for profit	2022-12-03 16:59:47 +08:00
c9s	64d8a30ecc	grid2: add earnBase option	2022-12-03 16:40:40 +08:00
c9s	5f7ad125c6	grid2: add earnBase option	2022-12-03 16:03:01 +08:00
c9s	6ed09c847d	grid2: add compound mode option	2022-12-03 15:21:03 +08:00
c9s	9bb628328c	grid2: use profit to buy more inventory	2022-12-03 15:18:47 +08:00
c9s	d5cf1a7311	grid2: log submitOrder	2022-12-03 15:17:31 +08:00
c9s	c0573210b3	grid2: log grid info	2022-12-03 14:58:53 +08:00
c9s	54ffc8cbcc	grid2: add order filled handler	2022-12-03 14:46:05 +08:00
c9s	3521d42310	trendtrader: fix converge lint issue	2022-12-03 12:36:51 +08:00
c9s	d5f8c3e756	binance: fix binanceapi client test	2022-12-03 12:35:04 +08:00
c9s	a825ae5d04	grid2: use custom logger entry	2022-12-03 11:36:14 +08:00
c9s	a715933106	grid2: allocate logger instance for fields	2022-12-03 11:31:44 +08:00
c9s	d91921f6c2	grid2: fix grid sell order quantity calculation	2022-12-03 11:25:18 +08:00
c9s	1e13fe6191	grid2: fix grid2 strategy validation	2022-12-03 11:02:55 +08:00
c9s	26e221cf7e	service: fix backtest test for binance restrict	2022-12-03 11:02:36 +08:00
c9s	2b14803829	grid2: add comment	2022-12-02 00:10:01 +08:00
c9s	29f3ff7ba2	grid2: remove todo	2022-12-02 00:10:00 +08:00
c9s	22569fcb30	grid2: fix quantity calculation	2022-12-02 00:10:00 +08:00
c9s	e80c8f2959	grid2: pull out maxNumberOfSellOrders	2022-12-02 00:10:00 +08:00
c9s	46bebb1022	grid2: calculate minBaseQuantity	2022-12-02 00:10:00 +08:00
c9s	45328a9f3d	grid2: add comment for the quantity loop	2022-12-02 00:10:00 +08:00
c9s	4eb652b560	grid2: add calculateQuoteBaseInvestmentQuantity	2022-12-02 00:10:00 +08:00
c9s	2260fd6908	grid2: add TestStrategy_calculateQuoteInvestmentQuantity test case	2022-12-02 00:10:00 +08:00
c9s	9f2e4d3f71	grid2: add calculateQuoteInvestmentQuantity so that we can calculate quantity from the quote investment	2022-12-02 00:10:00 +08:00
c9s	e385b589b6	config: add grid2 config	2022-12-02 00:10:00 +08:00
c9s	e981ad641a	grid2: ignore test build for dnum	2022-12-02 00:10:00 +08:00
c9s	1629a25beb	grid2: fix tests	2022-12-02 00:10:00 +08:00
c9s	622fe75ed3	grid2: check buy placed order price	2022-12-02 00:10:00 +08:00
c9s	020e7c8604	grid2: handle grid orders submission	2022-12-02 00:10:00 +08:00
c9s	e3c735b700	grid2: add more code to setupGridOrders	2022-12-02 00:10:00 +08:00
c9s	4407aa7f97	grid2: refactor checkRequiredInvestmentByAmount and checkRequiredInvestmentByQuantity	2022-12-02 00:10:00 +08:00
c9s	4eb21d5209	grid2: move out baseInvestment, quoteInvestment check	2022-12-02 00:09:59 +08:00
c9s	051755ec54	fixedpoint: add Floor test	2022-12-02 00:09:59 +08:00
c9s	991dc4121c	fixedpoint: add Floor() method on dnum	2022-12-02 00:09:59 +08:00
c9s	2aaa2e7775	grid2: add checkRequiredInvestmentByAmount test	2022-12-02 00:09:59 +08:00
c9s	f5219ae56b	grid2: fix error checking and add more tests	2022-12-02 00:09:59 +08:00
c9s	dcbce8aa5c	grid2: fix TestStrategy_checkRequiredInvestmentByQuantity	2022-12-02 00:09:59 +08:00
c9s	d0bdc859fb	grid2: add basic investment check test checkRequiredInvestmentByQuantity	2022-12-02 00:09:59 +08:00
c9s	3da86ab2e1	grid2: pull out check code to checkRequiredInvestmentByQuantity	2022-12-02 00:09:59 +08:00
c9s	cde463e294	grid2: remove notionalModifier	2022-12-02 00:09:59 +08:00
c9s	fa692d835f	grid2: add totalFee field and volume field	2022-12-02 00:09:59 +08:00
c9s	7fec736e7a	grid2: add GridProfitStats	2022-12-02 00:09:59 +08:00
c9s	4c8db08ccc	grid2: fix require quote and require base calculation	2022-12-02 00:09:59 +08:00
c9s	2c373959a8	grid2: add investment check	2022-12-02 00:09:59 +08:00
c9s	68b1fce634	grid2: get the last trade price and apply generalOrderExecutor	2022-12-02 00:09:59 +08:00
c9s	a42c1799e2	grid2: define PinCalculator type	2022-12-02 00:09:58 +08:00
c9s	a8cbe0e488	grid2: pull out calculate pins call	2022-12-02 00:09:58 +08:00
c9s	32b6299b93	grid2: pull out CalculatePins	2022-12-02 00:09:58 +08:00
c9s	1fa5186002	grid2: allocate grid object	2022-12-02 00:09:58 +08:00
c9s	84c3d386ca	grid2: implement find next higher/lower pin	2022-12-02 00:09:58 +08:00
c9s	629cea0f44	grid2: fix ExtendUpperPrice and its tests	2022-12-02 00:09:58 +08:00
c9s	4fb2230e5d	grid2: improve number func	2022-12-02 00:09:58 +08:00
c9s	f46fc7ee80	grid2: fix tests	2022-12-02 00:09:58 +08:00
c9s	4ddbeff7e4	grid2: fix Test_calculateArithmeticPins	2022-12-02 00:09:58 +08:00
c9s	f98c00b7aa	grid2: fix extendLowerPrice method and tests	2022-12-02 00:09:58 +08:00
c9s	75c088eb9c	refactor calculateArithmeticPins	2022-12-02 00:09:58 +08:00
c9s	725c624281	grid2: rewrite ExtendUpperPrice	2022-12-02 00:09:58 +08:00
c9s	533587ffd2	grid2: update lowerPrice	2022-12-02 00:09:58 +08:00
c9s	d6f751c027	grid2: improve ExtendLowerPrice	2022-12-02 00:09:58 +08:00
c9s	e675a084e2	grid2: refactor spread, height methods	2022-12-02 00:09:58 +08:00
c9s	2761cff2bf	grid2: add pin tests	2022-12-02 00:09:57 +08:00
c9s	21a1d550e3	grid2: add grid struct	2022-12-02 00:09:57 +08:00
c9s	cb612a22b1	add grid2 strategy	2022-12-02 00:09:57 +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	71137620bd	strategy/linregmaker: qty calculation for backtest	2022-11-25 16:39:15 +08:00
Andy Cheng	02a67a3de8	strategy/linregmaker: initial trend	2022-11-25 12:38:28 +08:00
Andy Cheng	5c60ad0e41	strategy/linregmaker: re-organize strategy logic	2022-11-25 12:27:47 +08:00
Andy Cheng	66f0f3e113	strategy/linregmaker: remove useTickerPrice	2022-11-24 17:06:14 +08:00
c9s	170c3b8c41	all: remove ftx	2022-11-24 17:05:20 +08:00
Andy Cheng	8c57dec793	strategy/linregmaker: parameter of check main trend interval	2022-11-24 16:51:37 +08:00
Andy Cheng	41e27a8e38	strategy/linregmaker: default value of spread	2022-11-23 17:44:40 +08:00
Andy Cheng	0f0549fa42	strategy/linregmaker: dynamic exposure works on both direction	2022-11-23 17:23:18 +08:00
Andy Cheng	fbc949a133	strategy/linregmaker: validate basic config parameters	2022-11-23 16:58:24 +08:00
Andy Cheng	cc124d4264	strategy/linregmaker: works w/o dynamic qty	2022-11-23 16:53:08 +08:00
Andy Cheng	e776c9e5ea	strategy/linregmaker: use session standard indicator set	2022-11-23 12:28:38 +08:00
Andy Cheng	37a2fedf15	strategy/linregmaker: dynamic qty uses linreg slope ratio	2022-11-22 18:24:04 +08:00
Andy Cheng	dd0f13e742	strategy/linregmaker: misc	2022-11-22 11:35:32 +08:00
Andy Cheng	f121218ede	strategy/linregmaker: prototype	2022-11-21 13:46:13 +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
Andy Cheng	8a81e68e27	strategy/linregmaker: add dynamic quantity	2022-11-18 16:42:51 +08:00
Andy Cheng	9be9ea2a47	strategy/linregmaker: add AllowOppositePosition and FasterDecreaseRatio	2022-11-18 15:12:38 +08:00
Andy Cheng	48c6326ac1	strategy/linregmaker: draft	2022-11-17 17:59:23 +08:00
zenix	7aaea257df	feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance	2022-11-10 18:17:35 +09:00
Austin Liu	7d03c69406	strategy:harmonic: fix	2022-11-03 15:14:56 +08:00
austin362667	c8aa4ae400	strategy: improve harmonic by adding HMM filter to denoise shark signal ... strategy: improve harmonic by adding HMM filter to denoise shark signal	2022-11-03 15:14:56 +08:00
Austin Liu	6c8addc4ee	strategy:irr: refactor fast cancel from no wait	2022-11-02 16:51:06 +08:00
Austin Liu	5467c8ef01	strategy:irr rollback to original nirr and consume kline	2022-11-02 16:48:50 +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	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
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
Yo-An Lin	999d7b3799	Merge pull request #997 from zenixls2/fix/serialMarketDataStore	2022-10-31 18:00:39 +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
grorge	a5555cf35a	feat: cancel order for exit roi take profit and loss	2022-10-28 17:56:07 +08:00
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	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	faee87d2ad	feature/dynamicExposure: dynamicExposure as a common package	2022-10-21 17:20:31 +08:00
Andy Cheng	df05cf65d2	feature/dynamicSpread: dynamicSpread as a common package	2022-10-21 16:15:55 +08:00
Andy Cheng	7de9975336	indicator/linreg: LinReg indicator	2022-10-21 16:14:47 +08:00
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
Andy Cheng	7dd951e39c	Merge pull request #996 from andycheng123/fix/general-order-executor ... fix/general-order-executor: do not check for base balance for futures	2022-10-18 19:14:18 +08:00
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
Zenix	4dad96755a	Merge pull request #995 from zenixls2/feature/async_telegram_notify ... feature: telegram notify to become async	2022-10-17 19:08:41 +09:00
Zenix	798079070c	Merge pull request #993 from zenixls2/fix/indicator_for_1s ... fix: indicator timeframe 1s	2022-10-17 18:53:05 +09:00
Zenix	6f0c4fdfd2	Merge pull request #994 from zenixls2/feature/binance_aggTrade ... feature: add aggTrade for binance	2022-10-17 18:50:15 +09:00
zenix	8a66e5b218	feature: telegram notify to become async	2022-10-17 18:38:03 +09:00
zenix	9213caf9c5	feature: add aggTrade for binance	2022-10-17 17:01:46 +09:00
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
zenix	ffae290060	fix: indicator timeframe 1s	2022-10-17 14:23:40 +09:00
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
austin362667	18acd668a7	interval: finalize 1s support ... interval: finalize 1s support interval: finalize 1s support	2022-10-14 23:14:30 +08:00
austin362667	905c1f25ee	interval: add 1s support ... interval: add 1s support interval: add 1s support interval: fix 1s for backtesting	2022-10-14 23:14:30 +08:00
なるみ	9330b9fde5	change variable names	2022-10-13 18:18:02 +08:00
c9s	b03687e07a	bump version to v1.42.0	2022-10-12 16:35:43 +08:00
c9s	7204e2550b	pull out shutdown timeout context	2022-10-11 14:23:02 +08:00
Andy Cheng	aa492a05a1	fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal	2022-10-07 13:48:16 +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	a515fff053	backtest: add order quantity check	2022-10-06 15:08:44 +08:00
Yo-An Lin	39247bb9d8	Merge pull request #982 from c9s/refactor/isolation ... refactor isolation context for persistence facade configuration	2022-10-05 22:31:49 +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
Fredrik	8e83fc4ad7	fix optimizer limit	2022-10-05 08:51:30 +02:00
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
Yo-An Lin	06675d0ac8	Merge pull request #977 from austin362667/austin362667/irr ... strategy: fix irr	2022-10-05 00:36:30 +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
Yo-An Lin	ed8b78f839	Merge pull request #978 from c9s/refactor/isolation ... refactor: refactor isolation and add more tests	2022-10-04 17:44:23 +08:00
c9s	070a92e3ae	max: fix max kline api	2022-10-04 17:25:29 +08:00
c9s	a8d9911e36	bbgo: refactor isolation and add more tests	2022-10-04 17:23:43 +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	731e5569d0	telegramnotifier: fix err check	2022-10-03 21:14:46 +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	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
Yo-An Lin	1fa542b895	Merge pull request #965 from c9s/fix/binance-futures-order-types ... binance: fix futures order conversion	2022-09-28 16:49:29 +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
Yo-An Lin	0ef565ec81	Merge pull request #963 from frin1/feature/limit_number_of_optimizer_results ... Feature: limit how many metrics is shown by optimizer	2022-09-24 01:53:58 +08:00
c9s	1342423294	binance: fix futures order conversion	2022-09-24 01:38:25 +08:00
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	2022-09-24 01:25:28 +08:00
c9s	90303b38e2	remove unused NotifyFunc	2022-09-24 01:15:18 +08:00
zenix	fdbcaef2ca	fix: use ZeroAssetError, refactor	2022-09-22 20:26:18 +09:00
Fredrik	29f0e0d07c	refactoring	2022-09-22 09:16:37 +02:00
なるみ	4b1f7c65ce	reduce frequency of querying data from coinmarketcap	2022-09-22 14:12:18 +08:00
zenix	ac2f7decdf	fix: dup naming, remove Leverage from drift field	2022-09-22 13:48:01 +09:00
zenix	15308fbe3b	fix: add FieldByIndexErr and eliminate all possible panic	2022-09-22 13:41:09 +09:00
zenix	fd875c7060	fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior	2022-09-22 13:01:26 +09:00
zenix	d8dea22e10	fix: set ctx	2022-09-21 15:32:55 +09:00
zenix	9cce165aa5	fix: extract split string by length as a function	2022-09-21 15:14:33 +09:00
Fredrik	2fb4c7e258	add limit to optimizer results	2022-09-20 22:49:21 +02:00
zenix	097860af6b	fix: add rate limit on telegram api and split messages by unicode with size limitation	2022-09-20 17:02:02 +09:00
c9s	2a9fdcc998	bump version to v1.41.0	2022-09-20 15:34:43 +08:00
c9s	247a22c4fe	xmaker: fix profit stats notification	2022-09-20 15:09:22 +08:00
c9s	de1b0bccfc	types: fix balance filtering	2022-09-20 15:08:49 +08:00
Yo-An Lin	17b5e3566a	Merge pull request #960 from c9s/refactor/notification ... improve: improve the existing notification switch settings	2022-09-20 12:25:06 +08:00
Yo-An Lin	1086845522	Merge pull request #961 from frin1/fix/exit_protective_stop_loss-repay ... Feature: Add auto-repay to exit_protective_stop_loss	2022-09-20 12:04:24 +08:00
austin362667	beb13449cb	strategy: refactor oneliner to irr	2022-09-20 10:32:57 +08:00
austin362667	4f99110d2b	stratgy: add oneliner	2022-09-20 10:32:57 +08:00
Fredrik	2dfa27d934	Add auto-repay	2022-09-19 21:39:13 +02:00
c9s	4387b078c0	bbgo: add basic notification switch	2022-09-19 19:28:29 +08:00
c9s	75b61ea285	bbgo: add NotificationSwitches	2022-09-19 19:25:18 +08:00
c9s	b067d67eab	bbgo: drop legacy notification routing	2022-09-19 19:22:08 +08:00
Yo-An Lin	29376defa3	Merge pull request #958 from c9s/strategy/pivotshort ... WIP: strategy/pivotshort: more improvements	2022-09-19 17:27:31 +08:00
c9s	1c58a44e44	binance: implement get margin max borrowable request	2022-09-19 17:09:34 +08:00
c9s	d73880d0a8	binance: upgrade github.com/adshao/go-binance/v2 to v2.3.8	2022-09-19 17:02:50 +08:00
c9s	c8f5bf8b08	bbgo: check e.session.Margin flag	2022-09-19 16:00:12 +08:00
c9s	b3ae4929be	bbgo: make the max borrowing error message clear	2022-09-19 14:56:13 +08:00
c9s	7ef008dc4f	telegramnotifier: show error message in the telegram log	2022-09-19 14:55:58 +08:00
Yo-An Lin	cddc70fb0d	Merge pull request #957 from c9s/fix/submit-order-notify ... bbgo: remove submitOrder notification	2022-09-19 14:23:38 +08:00
c9s	1c23881da9	bbgo: check closing flag to avoid double closing	2022-09-19 13:23:23 +08:00
c9s	05defc3aad	bbgo: fix base amount borrow check	2022-09-19 13:12:49 +08:00
c9s	d4398bbbf9	bbgo: add more simple slice types to FilterSimpleArgs	2022-09-19 13:07:56 +08:00
c9s	e48ae215e5	bbgo: remove Notifiability from the order executor	2022-09-19 09:51:48 +08:00
Yo-An Lin	8e8979645d	Merge pull request #956 from c9s/improve/max-borrowable ... improve: bbgo: use margin asset borrowable amount to adjust the quantity	2022-09-19 09:47:23 +08:00
c9s	850f3c86ba	types: fix net asset value display in telegram	2022-09-19 09:45:18 +08:00
c9s	d7711867b2	types: fix net asset value display in telegram	2022-09-19 09:44:26 +08:00
c9s	5800eab165	bbgo: remove submitOrder notification	2022-09-19 09:40:52 +08:00
c9s	59b1e52439	bbgo: remove submitOrder notification	2022-09-19 09:38:57 +08:00
c9s	f9f2df29e7	types: use passed time to reset today pnl	2022-09-19 09:33:18 +08:00
c9s	26cf048c84	types: preset fixedpoint zero fields	2022-09-19 09:31:04 +08:00
c9s	dc0fca09f2	types: rename json fields to grossProfit and grossLoss	2022-09-19 09:28:28 +08:00
c9s	1d1d5d497f	bbgo: init call to updateMarginAssetMaxBorrowable	2022-09-19 09:25:54 +08:00
c9s	8180153e9c	bbgo: use margin asset borrowable amount to adjust the quantity	2022-09-19 09:10:59 +08:00
Yo-An Lin	3230088f9f	Merge pull request #953 from zenixls2/fix/drift ... fix: drift minus weight, preloaded kline not enough	2022-09-17 18:15:44 +08:00
Yo-An Lin	39c347f0a0	Merge pull request #950 from c9s/strategy/pivotshort ... strategy/pivotshort	2022-09-17 18:14:41 +08:00
zenix	7044b0d8ea	fix: drift minus weight, preloaded kline not enough	2022-09-16 19:11:36 +09:00
Zenix	44de961ea1	Merge pull request #942 from zenixls2/feature/modifiable ... feature: add modify tg command. fix wdrift ma length	2022-09-16 15:23:38 +09:00
c9s	be40ed7410	bbgo: refactor marginAssetUpdater	2022-09-16 12:19:30 +08:00
c9s	d4f74822ad	bbgo/exit_protective_stop_loss: use types.KLineWith	2022-09-16 11:20:39 +08:00
c9s	2f575488c2	pivotshort: fix log format and notification	2022-09-16 11:18:11 +08:00
c9s	9ebb8ada13	optimizer: wrap error with the output if err is not nil	2022-09-16 01:53:23 +08:00
c9s	9819f0941b	pivotshort: clean up debug comment	2022-09-16 01:24:01 +08:00
c9s	cd338f8fe2	pivotshort: add pivotWindow parameter	2022-09-16 01:23:15 +08:00
c9s	427723dcaf	bbgo: improve trendEMA condition	2022-09-16 01:20:48 +08:00
c9s	3d7fc75e4b	pivotshort: add MACDDivergence protection	2022-09-16 01:15:18 +08:00
c9s	e2dd7c7360	indicator: improve macd indicator update callback	2022-09-15 17:53:12 +08:00
c9s	24fd81986c	types: init today since if it's 0	2022-09-15 17:29:16 +08:00
c9s	f0c0c6712d	types: use tradedAt time instead of time.Now	2022-09-15 17:26:35 +08:00
c9s	0ead18a95b	types: fix gross profit calculation	2022-09-15 17:12:12 +08:00
c9s	8bfd1f7f30	indicator: refactor pivot function to floats	2022-09-15 17:12:10 +08:00
c9s	a297b26dfb	types: fix AccumulatedSince initialization	2022-09-15 17:10:53 +08:00
c9s	0096d561d7	types: fix gross profit calculation	2022-09-15 17:09:32 +08:00
c9s	432f9df137	indicator: refactor pivot function to floats	2022-09-15 11:49:19 +08:00
c9s	539513ada0	pivotshort: fix breaklow parameters	2022-09-14 21:03:54 +08:00
zenix	528d65c9fb	fix: hide ZeroValue from dynamic	2022-09-14 20:12:53 +09:00
zenix	b66bcb1f67	fix: add more test cases on reflect.Value.Set	2022-09-14 20:11:38 +09:00
c9s	53d622daf5	pivotshort: add the kline object to the notification	2022-09-14 19:08:54 +08:00
c9s	728cb6d56c	pivotshort: add one more kline pattern to check the break	2022-09-14 19:08:21 +08:00
c9s	3ab5d35b77	bbgo: fix macdIndicators map initialization	2022-09-14 18:44:38 +08:00
c9s	67b526120a	indicator/macd: fix update callback and add log in pivotshort	2022-09-14 18:41:11 +08:00
c9s	7fd2b7472c	bbgo: integrate MACD indicator into standard indicator set	2022-09-14 18:33:06 +08:00
c9s	82b4594984	pivotshort: remove unused trendEMA floats	2022-09-14 18:20:56 +08:00
c9s	ebf4abf54d	pivotshort: improve last high/low invalidation	2022-09-14 18:20:02 +08:00
c9s	88696bc6d2	bbgo: add more interface implementation for order executor	2022-09-14 15:54:43 +08:00
Yo-An Lin	dc195e824b	Merge pull request #920 from austin362667/austin362667/factorzoo ... strategy: add trend trader	2022-09-14 15:00:08 +08:00
Yo-An Lin	54782e763b	Merge pull request #947 from c9s/fix/acc-vol-stop ... improve: accumulated volume stop method	2022-09-14 12:42:16 +08:00
c9s	1880553a65	bbgo: cumulated volume stop - compare shadow height	2022-09-14 12:32:36 +08:00
c9s	4b04beb729	types: fix kline receiver type	2022-09-14 12:04:19 +08:00
c9s	d022c80727	bbgo: add strict condition for CumulatedVolumeTakeProfit	2022-09-14 12:04:12 +08:00
zenix	aaa657dcc3	fix: move some modify implementation to dynamic	2022-09-14 12:38:22 +09:00
Yo-An Lin	a3034546f4	Merge pull request #945 from narumiruna/feature/marketcap/coinmarketcap ... FEATURE: marketcap: get marketcap values from coinmarketcap	2022-09-14 10:58:08 +08:00
Yo-An Lin	cfeb0ba97b	Merge pull request #946 from c9s/fix/telegram-error ... bbgo: fix telegram message error, there must be one message to send	2022-09-14 10:57:10 +08:00
zenix	d40b34e4d6	feature: add modify tg command. fix wdrift ma length	2022-09-14 11:08:10 +09:00
c9s	402ac58b53	pivotshort: fix pilotQuantity calculation	2022-09-14 03:10:48 +08:00
c9s	0b9320f7dc	interact: fix telegram message length check	2022-09-14 02:56:47 +08:00
c9s	b855267604	bbgo: wrap keyboard removal in defer func	2022-09-14 02:53:32 +08:00
なるみ	7b218e65e2	remove unused field	2022-09-14 02:51:12 +08:00
c9s	1d1ec12417	bbgo: fix telegram message error, there must be one message to send	2022-09-14 02:51:07 +08:00
なるみ	71ae75df73	fixup! get marketcap values from coinmarketcap	2022-09-14 02:47:12 +08:00
なるみ	e7a7e21b68	remove notifiability	2022-09-14 02:46:23 +08:00
なるみ	9b5f204cbe	get marketcap values from coinmarketcap	2022-09-14 02:44:57 +08:00
c9s	b76d779902	types: add BalanceMap_Assets test case	2022-09-14 02:26:06 +08:00
c9s	b4990f173d	xnav: fix negative usd value check	2022-09-14 02:20:54 +08:00
c9s	02dab542c4	bbgo: add USDTTWD price test case	2022-09-14 02:18:39 +08:00
c9s	c9b064f0ac	types: define PriceMap type	2022-09-14 02:18:39 +08:00
c9s	809294b054	bbgo: add test case for calculateNetValueInQuote	2022-09-14 02:18:39 +08:00
c9s	7617679651	pivotshort: add EarlyStopRatio config	2022-09-14 02:18:39 +08:00
c9s	fe9a546c65	pivotshort: improve notification	2022-09-14 02:18:39 +08:00
c9s	f0ea9a357a	pivotshort: add one more kline price compare condition	2022-09-14 02:18:39 +08:00
なるみ	0a07a70415	Merge pull request #943 from narumiruna/fix/marketcap-market-error ... FIX: fix market error	2022-09-13 23:45:41 +08:00
なるみ	9af58b07ec	fix market error	2022-09-13 23:35:29 +08:00
c9s	613b23eab5	pivotshort: add FastWindow parameter	2022-09-13 13:09:11 +08:00
c9s	e171932f07	pivotshort: fix fast high filtering	2022-09-13 11:57:38 +08:00
c9s	8d4eb611f3	bbgo: add more open position doc comments	2022-09-12 23:48:40 +08:00
c9s	68d40de62c	pivotshort/failedbreakhigh: call OpenPosition method	2022-09-12 23:38:27 +08:00
c9s	b22a48cb8a	pivotshort: fix fast low pivot filtering	2022-09-12 23:32:53 +08:00
c9s	ba85e7e5ff	pivotshort: add fastWindow parameter	2022-09-12 23:26:40 +08:00
c9s	776f89b2f2	pivotshort: apply OpenPositionOptions to breakLow	2022-09-12 23:24:37 +08:00
c9s	04f7b96c6a	pivotshort: add fast pivot high filtering	2022-09-12 23:13:31 +08:00
c9s	e23ed8c783	pivotshort: add fastpivot	2022-09-12 23:13:31 +08:00
Yo-An Lin	4b78ba112f	Merge pull request #939 from c9s/fix/rate-limit-adjustment ... binance: add queryTrades rate limiter	2022-09-12 15:11:53 +08:00
c9s	a5ba870cd8	binance: add queryTrades rate limiter	2022-09-12 15:03:01 +08:00
c9s	424a1dec3f	bbgo: add lightweight mode	2022-09-12 14:24:18 +08:00
c9s	f729937527	bump version to v1.40.4	2022-09-12 00:43:53 +08:00
Yo-An Lin	2214920b37	Merge pull request #935 from c9s/fix/open-position ... bbgo: add price check and add max leverage for cross margin	2022-09-12 00:42:12 +08:00
Yo-An Lin	4ea723d1d8	Merge pull request #937 from c9s/feature/telegram-error-log-hook ... notifier: redirect error, panic, fatal error to telegram	2022-09-12 00:39:12 +08:00
Yo-An Lin	8462054d58	Merge pull request #936 from COLDTURNIP/fix/bollmaker_dyn_spread_setting_backward_compatibility ... bollmaker: fix settings overriding	2022-09-12 00:38:58 +08:00
Yo-An Lin	5db41f4be2	Merge pull request #934 from c9s/fix/pnl-position ... pnl: fix nil position point issue	2022-09-12 00:32:17 +08:00
c9s	b8e18dd75c	notifier: redirect error, panic, fatal error to telegram	2022-09-12 00:29:12 +08:00
Raphanus Lo	8286356d3b	bollmaker: fix settings overriding	2022-09-12 00:27:11 +08:00
c9s	20dd37c1e2	slacknotifier: drop unused code	2022-09-12 00:17:00 +08:00
c9s	caf57010a6	bbgo: move up base balance variable	2022-09-12 00:13:49 +08:00
c9s	53c4178ae2	bbgo: fix reverse pair price lookup and add tests	2022-09-12 00:05:22 +08:00
c9s	3b1725014b	bbgo: fix account value calculation for mixed usd fiat	2022-09-11 23:51:24 +08:00
c9s	307c5f2a8d	bbgo: add price check and add max leverage for cross margin	2022-09-11 23:26:48 +08:00
c9s	4617245cbf	pnl: fix nil position point issue	2022-09-11 23:18:54 +08:00
Raphanus Lo	cf16176f5e	bollmaker: fix backward compatibility of dynamic spread settings	2022-09-11 20:58:13 +08:00
c9s	aebc6f7fb8	bump version to v1.40.3	2022-09-11 18:02:42 +08:00
c9s	db94b2690a	bbgo: check base balance only for long position	2022-09-11 17:49:24 +08:00
c9s	7b68e5ee27	bbgo: fix balance lock issue	2022-09-11 17:46:23 +08:00
c9s	a425c940fa	bollmaker: add trendEMA support	2022-09-11 17:28:54 +08:00
c9s	080b4dea95	bollmaker: add doc file for bollmaker	2022-09-11 16:56:05 +08:00
Yo-An Lin	3c4bad6124	Merge pull request #930 from andycheng123/fix/pivotshort-trendema ... Fix: Pivotshort	2022-09-11 16:53:02 +08:00
Yo-An Lin	e0d3a5ec95	Merge pull request #929 from frin1/supertrend-draw-pnl ... feature: strategy/supertrend: draw pnl on	2022-09-11 16:52:46 +08:00
Fredrik	386ab1f6f3	refactor draw on supertrend	2022-09-11 09:48:08 +02:00
Fredrik	3a188aa66a	rename variables	2022-09-11 08:44:59 +02:00
Andy Cheng	df7d768b94	strategy/pivotshort: add trendema test case	2022-09-11 14:42:05 +08:00
c9s	f2e3acf8ec	binance: emit reconnect when received ListenKeyExpired	2022-09-11 14:11:50 +08:00
c9s	ff635195fb	binance: add listenKeyExpired callback	2022-09-11 14:10:30 +08:00
Andy Cheng	98bd6ca1d2	strategy/pivotshort: make strategy controller work	2022-09-11 14:09:46 +08:00
c9s	4890d19ebf	binance: parse listenKeyExpired event	2022-09-11 14:06:55 +08:00
Andy Cheng	f132666738	strategy/pivotshort: fix trendema	2022-09-11 13:56:36 +08:00
Yo-An Lin	42a358fd34	Merge pull request #928 from c9s/refactor/iteract-filter ... refactor: refactor interact strategy filter functions	2022-09-11 12:20:38 +08:00
Fredrik	e02840e08d	Feature: draw pnl	2022-09-11 01:19:23 +02:00
c9s	7b58460d00	bbgo/interact: move strategy filter functions to the bottom	2022-09-11 03:15:11 +08:00
c9s	8961c940b2	bbgo: add two test cases for reflect	2022-09-11 03:13:10 +08:00
Yo-An Lin	d45bc9e509	Merge pull request #927 from c9s/refactor/submit-order ... refactor: simplify submit order	2022-09-11 02:58:47 +08:00
c9s	278aa026f2	bbgo/interact: refactor strategy filter functions	2022-09-11 02:55:58 +08:00
c9s	442ca9287d	bbgo: implement position reset	2022-09-11 02:46:58 +08:00
c9s	3be801ab6b	bbgo/interact: add /resetposition command	2022-09-11 02:41:59 +08:00
c9s	9474c2779c	bbgo: call notify when opening new position	2022-09-11 02:36:45 +08:00
c9s	5c18bc4d41	bbgo: notify closing position	2022-09-11 02:33:32 +08:00
c9s	6c22c3799e	bbgo: Add ClosePosition doc comment	2022-09-11 02:01:48 +08:00
Yo-An Lin	e0228f80f4	Merge pull request #926 from c9s/feature/open-position ... fix: handle created orders before we retry	2022-09-10 13:37:16 +08:00
c9s	c484c1f176	reformat code	2022-09-10 13:31:31 +08:00
c9s	29105eb57f	all: simplify underlying exchange submitOrder method ... - Replace SubmitOrders with SubmitOrder - Accept only one submit order and return one created order - Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method	2022-09-09 18:41:06 +08:00
Yo-An Lin	e86df62daf	Merge pull request #925 from c9s/feature/open-position ... feature: order executor open position method	2022-09-09 17:58:12 +08:00
c9s	94780b39e6	bbgo: order executor should collect the created orders first before we retry	2022-09-09 17:55:51 +08:00
c9s	5f2254e2cb	bbgo: add description to the open position options	2022-09-09 17:50:21 +08:00
c9s	8dca24e9ee	all: solve cyclic import	2022-09-09 17:40:17 +08:00
c9s	2e95246687	bbgo: add OpenPosition method	2022-09-09 13:57:39 +08:00
c9s	90f3727d68	pivotshort: log submit order error	2022-09-08 23:19:14 +08:00
c9s	edc8c132d5	pivotshort: print stopEMA protection	2022-09-08 23:17:35 +08:00
Yo-An Lin	1c7b40a0be	Merge pull request #922 from c9s/fix/trade-stats-for-live ... fix: types/tradeStats: use last order id to identity consecutive win and loss	2022-09-08 17:30:48 +08:00
c9s	3aebb58091	types/tradeStats: use tester	2022-09-08 16:37:47 +08:00
c9s	3b208ee4ef	types/tradeStats: expose Recalculate trade stats method	2022-09-08 16:29:48 +08:00
c9s	950e998ed1	types/tradeStats: call updates when marshalling	2022-09-08 16:10:18 +08:00
c9s	d12df59c1b	types/tradeStats: use last order id to identity consecutive win and loss	2022-09-08 15:49:23 +08:00
Yo-An Lin	3e07f1fa86	Merge pull request #921 from andycheng123/improve/supertrend-strategy-profit-report ... strategy/supertrend: use ma by day instead of by trade	2022-09-08 12:15:50 +08:00
Andy Cheng	6ca1a80cf9	strategy/supertrend: use ma by day instead of by trade	2022-09-07 18:27:11 +08:00
Zenix	afad9cca47	Merge pull request #910 from zenixls2/feature/ewo_renew ... SerialMarketDataStore, elliottwave renewal	2022-09-07 18:54:01 +09:00
Yo-An Lin	d24b816518	Merge pull request #919 from c9s/fix/trade-stats-for-live ... feature: add fixedpoint.Reducer, Counter and add update stats method on TradeStats	2022-09-07 17:36:49 +08:00
austin362667	46b3fabfe3	strategy: add trend trader ... strategy: add trend treader strategy: add trend treader	2022-09-07 16:11:31 +08:00
austin362667	8b97e4c4e8	audacity: finalize strategy	2022-09-07 16:05:51 +08:00
austin362667	713ead669e	audacity: stddev outlier func & all order change to maker	2022-09-07 16:05:51 +08:00
austin362667	43a3e21a7b	audacitymaker: rename perTrade	2022-09-07 16:05:51 +08:00
austin362667	132f700377	builtib: update strategy registery	2022-09-07 16:05:51 +08:00
austin362667	73a8f3586f	builtib: update strategy list ... builtib: update strategy list	2022-09-07 16:05:51 +08:00
austin362667	1d727345ee	strategy: redesign to audacitymaker	2022-09-07 16:05:51 +08:00
austin362667	833d30ce64	ktrade: add second try	2022-09-07 16:05:51 +08:00
austin362667	6a119bfca0	ktrade: remove ticker	2022-09-07 16:05:51 +08:00
austin362667	a18a06819e	ktrade: error handling ... ktrade: remove error handling ktrade: remove error handling ktrade: remove error handling ktrade: error handling	2022-09-07 16:05:51 +08:00
austin362667	49f7c3de46	ktrade: rounding instead of ceil/floor	2022-09-07 16:05:51 +08:00
austin362667	42d7117464	strategy: add ktrade	2022-09-07 16:05:51 +08:00
c9s	56c53958cd	fixedpoint: positive tester and negative tester	2022-09-07 15:11:07 +08:00
c9s	c62330b2c1	fixedpoint: add counter func	2022-09-07 14:05:44 +08:00
c9s	e28921879d	types: implement stats update method for live trading	2022-09-07 14:02:57 +08:00
zenix	e7a5669018	fix: lowestPrice in elliottwave, add more logs	2022-09-07 15:02:38 +09:00
c9s	668180f8aa	fixedpoint: add reducer and its tests	2022-09-07 14:00:26 +08:00
c9s	e161f4ec1a	fixedpoint: add sort interface support on fixedpoint	2022-09-07 12:35:09 +08:00
c9s	e0e279f756	fixedpoint: add reducer	2022-09-07 12:28:13 +08:00
c9s	6b4661783d	types: group profits by order id	2022-09-07 11:59:08 +08:00
c9s	4c3334c482	types: assign orderID to profit object	2022-09-07 11:57:09 +08:00
c9s	889318ddcb	cmd/order: add market order support	2022-09-07 02:17:56 +08:00
c9s	90b633158a	cmd/order: add margin-side-effect option	2022-09-07 02:01:38 +08:00
c9s	33fdcefba3	bbgo: add notification tag	2022-09-07 01:05:43 +08:00
c9s	c2eec1e72b	bbgo: move fixedpoint one const to consts.go	2022-09-07 00:50:54 +08:00
c9s	62fb09c8d9	bbgo: protective stop should send notification when it's activated	2022-09-07 00:50:16 +08:00
c9s	9bbd69c030	bump version to v1.40.2	2022-09-07 00:40:01 +08:00
c9s	f62eb301e3	fix: fix pivothigh indicator use high instead of low	2022-09-06 23:39:13 +08:00
zenix	66c8a3bb0d	fix: rename getSource to sourceGetter	2022-09-06 19:15:13 +09:00
zenix	36a5579660	fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status	2022-09-06 19:08:05 +09:00
c9s	8f363677bc	move bootstrap functions	2022-09-06 16:50:45 +08:00
zenix	67e57b49eb	fix: move sourceselector to bbgo folder	2022-09-06 14:43:05 +09:00
zenix	b35bce1afd	fix: remove non-code file	2022-09-06 14:36:55 +09:00
zenix	1d0893b699	fix: enable interval parsing for non-whitelisted time spans	2022-09-06 14:26:17 +09:00
c9s	ed975de2cd	cmd: write config json file into the backtest report dir	2022-09-06 13:20:37 +08:00
c9s	8ed39f7565	cmd: add session name to the symbol report json file	2022-09-06 13:18:35 +08:00
Raphanus Lo	7416f1074a	Merge pull request #915 from COLDTURNIP/feature/observer_filters ... feature: add G-H filter and Kalman filter	2022-09-05 20:29:41 +08:00
zenix	6c8902dd9c	fix: export kline query limit as a variable for preload decisions from strategy	2022-09-05 20:36:41 +09:00
zenix	28802dd107	feature: re-implement heikinashi for elliottwave	2022-09-05 19:32:35 +09:00
zenix	4a878b5596	fix: rename generalorderexecutor.cancel to gracefulcancelorder	2022-09-05 19:32:35 +09:00
zenix	ff7fd38372	feature: ewo add draw function	2022-09-05 19:32:35 +09:00
zenix	81084ddea6	feature: SerialMarketDataStore from session	2022-09-05 19:32:35 +09:00
zenix	fad9dedd1f	fix: active order book cancel message	2022-09-05 19:32:35 +09:00
zenix	938dc3c497	feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca	2022-09-05 19:32:35 +09:00
c9s	925df19ee0	bump version to v1.40.1	2022-09-05 18:19:03 +08:00
c9s	28027518f6	fix utils/generate-version-file.sh	2022-09-05 18:18:45 +08:00
c9s	bf4eade604	backtest: fix backtest fee mode when fee currency is not base or quote	2022-09-05 17:41:12 +08:00
Raphanus Lo	65cd17dbbb	bbgo: add G-H & Kalman filters to the standard indicator set	2022-09-05 17:13:50 +08:00
Raphanus Lo	425d9e0475	indicator: GH & Kalman filters: remove deprecated method implementation	2022-09-05 16:51:30 +08:00
Raphanus Lo	9c684c124c	feature: add G-H filter and Kalman filter ... - implement G-H (alpha beta) filter and Kalman filter - compare the predict accurateness with other indicator	2022-09-04 21:48:05 +08:00
Larry Lu	269529afa4	Fix typo	2022-09-04 13:35:01 +08:00
Yo-An Lin	55474b4bf9	Merge pull request #913 from COLDTURNIP/fix/fixedpoint_support_inf_string_unmarshal ... fix: fixedpoint UnarshalJson on inf	2022-09-02 15:14:34 +08:00
Raphanus Lo	338c4ea170	fix: fixedpoint UnarshalJson on inf for decimal support	2022-09-02 15:02:46 +08:00
c9s	3a225fe7c7	backtest: fix tests for fee	2022-09-02 14:31:04 +08:00
Raphanus Lo	750bdc82b5	fix: fixedpoint UnarshalJson on inf	2022-09-02 14:17:51 +08:00
c9s	db622fbb55	types: add CsvHeaders and CsvRecords methods to TradeStats	2022-09-02 14:16:16 +08:00
c9s	5c8d2a019a	backtest: rename BackTest to Backtest	2022-09-02 14:16:16 +08:00
c9s	30742bcf0b	backtest: set default fee mode to quote mode	2022-09-02 14:16:16 +08:00
c9s	2e9487e9f4	backtest: fix fee calculator	2022-09-02 14:16:16 +08:00
c9s	d2f9a352a2	backtest,accounting: add position info to the average cost pnl report	2022-09-02 14:16:16 +08:00
c9s	45fb87f2b8	backtest: add fee mode function tests	2022-09-02 14:16:16 +08:00
c9s	10ed706ed6	backtest: move fee mode functions to fee.go	2022-09-02 14:16:16 +08:00
c9s	8cd646668a	bbgo: use enumer to generate enumer parser	2022-09-02 14:16:16 +08:00
c9s	3d32faff46	backtest: add fee mode config	2022-09-02 14:16:15 +08:00
zenix	acd057cf3e	fix: set exchangeDataSource to pointer in backtest to prevent pass by copy in for loop	2022-09-02 12:32:38 +09:00
Zenix	57d283726a	Merge pull request #900 from zenixls2/fix/backtest ... fix: backtest	2022-09-01 11:57:05 +09:00
Yo-An Lin	58487aca4b	Merge pull request #908 from c9s/strategy/pivotshort-failed-break-high ... strategy/pivotshort: failed break high improvements	2022-08-31 13:56:59 +08:00
c9s	149b1e1444	pivotshort: add BreakInterval config	2022-08-31 13:00:32 +08:00
c9s	3598550d3f	pivotshort: vwma interval should be consistent	2022-08-31 13:00:25 +08:00
c9s	c7bff1695e	pivotshort: avoid using 1m interval to check break	2022-08-31 12:59:54 +08:00
c9s	df902b236c	pivotshort: add vwma condition	2022-08-31 12:59:48 +08:00
zenix	a28b257568	fix: debug code	2022-08-31 13:01:00 +09:00
Raphanus Lo	0b6cc6d3cd	strategy: bollmaker: sensitivity factor of BB width ratio	2022-08-31 04:31:17 +08:00
c9s	51972e9e28	bbgo: fix indicator load key duplicate issue	2022-08-31 01:45:06 +08:00
c9s	70fb6d19a9	indicator: rename PivotHigh value field	2022-08-31 01:44:51 +08:00
c9s	8fcc3ee368	indicator: update pivot low and pivot high indicator	2022-08-31 01:44:38 +08:00
c9s	9d97eedc0e	pivotshort: add failedBreakHigh	2022-08-31 00:37:17 +08:00
c9s	ca1e9e9657	pivotshort: remove the legacy support take profit	2022-08-31 00:37:12 +08:00
zenix	b52598d1ad	fix: fixedpoint MarshalJson on inf	2022-08-30 21:55:16 +09:00
zenix	51d7c1b9ad	fix: currentTime in backtest not updated	2022-08-30 21:12:23 +09:00
zenix	be1f6e7242	fix: add description on the limit taker behavior	2022-08-30 21:07:49 +09:00
zenix	c2d5a5961f	fix: legacy fixedpoint inf handling, refactor backtest kline consuming	2022-08-30 21:02:21 +09:00
zenix	20ee3fdfbb	fix: nan in sortino and sharpe	2022-08-30 12:42:50 +09:00
zenix	c73f4018d0	fix: null pointer error on NextKLine	2022-08-30 12:09:39 +09:00
Yo-An Lin	251d1b7095	Merge pull request #899 from c9s/fix/local-timezone ... fix: fix localtime zone issue for the web-based backtest report	2022-08-30 00:57:24 +08:00
Raphanus Lo	6314a31554	strategy: bollmaker: dynamic spread by weighted Bollinger width ratio	2022-08-29 21:41:34 +08:00
zenix	ecc959835a	fix: cache params and kline until next kline 1m appears	2022-08-29 19:46:58 +09:00
zenix	1eb03c3dba	fix: taker price, matching engine kline emit order and process order, nan in sortino and sharpe	2022-08-29 14:11:02 +09:00
c9s	179a9b1ddb	fix: ensure that orders.tsv are rendered in local timezone	2022-08-26 19:09:11 +08:00
c9s	17ba1c142d	bbgo: fix support take profit field type	2022-08-26 18:12:42 +08:00
c9s	fb9a4994c0	bbgo: add supportTakeProfit method to the core exit methods	2022-08-26 18:11:45 +08:00
c9s	11854db51a	pivotshort: move SupportTakeProfit to the core api	2022-08-26 18:09:46 +08:00
c9s	c8c7211e75	pivotshort: fix resistance short subscribe	2022-08-26 17:55:59 +08:00
c9s	a48471d4c8	pivotshort: refactor trend ema and stop ema	2022-08-26 17:52:46 +08:00
c9s	8b7f4c6222	bbgo: add ProtectiveStopLoss doc comment	2022-08-26 17:52:46 +08:00
c9s	ba918f80ee	floats: add test case for Lower and Higher	2022-08-26 16:57:46 +08:00
c9s	f0ef60bb2b	floats: add reference link	2022-08-26 16:28:57 +08:00
c9s	9a0988db35	floats: port some functions from ta-lib ... see https://github.com/markcheno/go-talib/blob/master/talib.go	2022-08-26 16:25:31 +08:00
c9s	52d245ecf1	floats: move floats related functions and add crossover, crossunder funcs	2022-08-26 16:15:39 +08:00
Raphanus Lo	a2ab9db4eb	strategy: bollmaker: fix nil pointer	2022-08-25 23:43:31 +08:00
c9s	5953fe49d1	all: move float slice/map to a single package	2022-08-25 17:31:42 +08:00
Raphanus Lo	de4f3721a2	backtest: avoid inifite float64 JSON serializing issue	2022-08-25 15:45:08 +08:00
Raphanus Lo	de59c1bd13	backtest: reformat sharpe/sortino report	2022-08-25 15:45:08 +08:00
Raphanus Lo	ad1b9a53a1	backtest: calculate realized Sharpe & Sortino ratios	2022-08-25 15:45:08 +08:00
Andy Cheng	e2774ed2b5	Merge pull request #880 from andycheng123/improve/supertrend-strategy-report ... Improve: strategy-supertrend output acc. profit report to tsv file	2022-08-25 14:25:03 +08:00
Andy Cheng	fcaa6466b6	strategy/bollmaker: preload dynamic spreads	2022-08-25 13:44:38 +08:00
c9s	702ce5220b	autoborrow: improve debtRatio repay	2022-08-25 11:05:31 +08:00
Yo-An Lin	066b0ca30e	Merge pull request #892 from c9s/feature/pivot-right-window ... feature: add pivot low right window support	2022-08-24 19:44:44 +08:00
c9s	2e71e63fae	all: fix interval window struct usage	2022-08-24 18:17:37 +08:00
c9s	d71fd362b7	indicator: rename KLinePriceMapper to KLineValueMapper	2022-08-24 17:53:22 +08:00
c9s	09cc91bab8	bbgo: update VWMA and add VWMA to the indicator method	2022-08-24 17:45:43 +08:00
c9s	469c6bfb28	bbgo: move rightWindow to the IntervalWindow struct	2022-08-24 17:43:28 +08:00
c9s	f43f9af20f	indicator: extract pivot calculator and pull out the function handler	2022-08-24 17:37:44 +08:00
c9s	d930065bea	bbgo: move stoch to the simple indicator set	2022-08-24 17:34:19 +08:00
c9s	1a9c9a6d30	indicator: fix pivot low window calculation	2022-08-24 17:34:01 +08:00
c9s	8a020c34e3	bbgo: add package doc to bbgo	2022-08-24 16:54:31 +08:00
Zenix	3a98ae00b9	Merge pull request #890 from zenixls2/feature/wdrift ... weighted drift	2022-08-24 16:59:25 +09:00
Andy Cheng	6176c06002	strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct	2022-08-24 13:58:30 +08:00
c9s	bf09533a6d	make: run gofmt on the version file	2022-08-24 13:03:00 +08:00
c9s	68064bfe44	move and fix binance exchange api examples	2022-08-24 12:58:06 +08:00
c9s	88f243c91b	util: move math util functions to util	2022-08-24 11:34:55 +08:00
Andy Cheng	978db22c0a	strategy/supertrend: accumulated daily profit uses its own window config	2022-08-24 11:23:48 +08:00
Andy Cheng	592eae8c3c	strategy/supertrend: output by interval	2022-08-23 18:43:13 +08:00
zenix	6b6a24a655	feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation	2022-08-23 17:22:45 +09:00
c9s	94615f7ecf	all: remove empty files	2022-08-23 02:25:02 +08:00
c9s	c86b29e6dc	all: resolve import cycle	2022-08-23 02:12:26 +08:00
c9s	0947c28294	all: move PrintConfig to pkg/util	2022-08-23 01:56:15 +08:00
c9s	2611012d28	types: move json struct to types package	2022-08-23 01:54:29 +08:00
c9s	c0abae90a7	bump version to v1.39.2	2022-08-20 00:10:01 +08:00
c9s	5a4d71b073	strategy/autoborrow: fix reBalanceDebt check	2022-08-19 18:56:25 +08:00
c9s	5d85ceeec4	service/backtest: filter klines that will be closed in the future	2022-08-19 17:55:48 +08:00
c9s	49728622bc	service/backtest: use second instead of milliseconds for filtering	2022-08-19 17:53:45 +08:00
c9s	5e1e0c7661	service/backtest: check and filter kline by its endTime	2022-08-19 17:28:55 +08:00
c9s	834487d568	strategy/schedule: add MaxBaseBalance config	2022-08-19 16:48:43 +08:00
c9s	4622f9f34e	autoborrow: add more verbose logs	2022-08-19 16:10:13 +08:00
c9s	8827fc3ec6	binance: fix futures/margin order sync issue ... fixes: #887	2022-08-19 15:28:24 +08:00
Zenix	bcd524361d	Merge pull request #886 from COLDTURNIP/feature/sortino_ratio ... Add Sortino ratio	2022-08-19 16:14:46 +09:00
Yo-An Lin	039fc21505	Merge pull request #881 from zenixls2/feature/print_strategy_config ... print strategy config	2022-08-19 15:13:50 +08:00
Raphanus Lo	747839212a	feature: add Sortino ratio	2022-08-18 23:26:54 +08:00
zenix	5030b93285	fix: move canInt to dynamic	2022-08-18 18:05:52 +09:00
c9s	369fc8c4ea	bump version to v1.39.1	2022-08-18 16:44:53 +08:00
zenix	a958d4d092	fix: matching_test add TickSize	2022-08-18 17:38:27 +09:00
zenix	e1c2ed40ff	fix: truncate price in backtest, don't truncate amount, add TruncatePrice function	2022-08-18 17:38:27 +09:00
zenix	66a2f55f9a	fix: matching test by adding default stepSize on BTCUSDT	2022-08-18 17:38:27 +09:00
zenix	f7398f163a	fix: inequality on quantites of balances and submitted orders in backtest	2022-08-18 17:38:27 +09:00
zenix	2720ee90b1	fix: equation of exit dump	2022-08-18 17:38:27 +09:00
zenix	e5c1152030	doc: add comment to strategy config printing func	2022-08-18 17:38:27 +09:00
zenix	5e7ea71613	feature: withdraw print config functionality from drift to be a general function	2022-08-18 17:38:27 +09:00
c9s	4d32a578d7	backtest: emit balance update if we got some quote back	2022-08-18 16:09:07 +08:00
c9s	bd8b362274	backtest: delay the order update after the balance unlock	2022-08-18 15:43:09 +08:00
c9s	3a24a48cde	backtest: fix execution price for stop limit taker orders	2022-08-18 15:26:09 +08:00
c9s	9f9fc098f4	backtest: clean up todo	2022-08-18 15:11:27 +08:00
c9s	6c4d5041ba	backtest: fix limit taker lock issue	2022-08-18 15:09:46 +08:00
c9s	d7dbfd7613	bump version to v1.39.0	2022-08-18 13:43:48 +08:00
Andy Cheng	f990947370	bump version to v1.39.0	2022-08-17 18:59:26 +08:00
c9s	94e2e28edd	strategy/autoborrow: add debt re-balancing	2022-08-17 16:45:10 +08:00
c9s	c6e4fcf0c2	binance: fix QueryOrderTrades	2022-08-17 16:08:11 +08:00
c9s	b4e71dd5bb	binance: implement QueryOrderTrades method	2022-08-17 16:08:09 +08:00
c9s	53b8fd488e	types: add trade stats omitempty tag option	2022-08-17 16:07:47 +08:00
c9s	df8a4bef93	bbgo: remove unused trade store symbol argument	2022-08-17 16:02:42 +08:00
c9s	fa34a0ee70	binance: handle order status expired	2022-08-17 16:02:11 +08:00
Andy Cheng	2b638d1f8f	strategy/supertrend: use pkg/data/tsv for tsv output	2022-08-16 15:49:08 +08:00
Andy Cheng	cd09ee0e34	Merge pull request #877 from andycheng123/improve/supertrend-strategy ... strategy/supertrend: update example config	2022-08-16 15:38:21 +08:00
Andy Cheng	b5beadceb4	exhange/binance: exclude unrealized pnl from balance calculation	2022-08-16 15:06:13 +08:00
Raphanus Lo	b4e32a9ba7	hoptimizer: manually early stop ... User is now able to stop trials by sending system signal (SIGINT & SIGTERM) and see the report earlier at any time.	2022-08-16 14:55:39 +08:00
Andy Cheng	f7feb7e0fc	strategy/supertrend: output acc. profit report to tsv file	2022-08-16 14:42:04 +08:00
Zenix	2e9f554f9e	Merge pull request #878 from zenixls2/drift_rebase ... Drift rebase	2022-08-16 15:35:42 +09:00
Yo-An Lin	0fa8692679	Merge pull request #875 from ankion/fix_pivotshort_trendema ... pivotshort: trendema add initial date	2022-08-16 14:31:17 +08:00
Andy Cheng	0b5f2c308e	exchange/binance: fix missing github.com/adshao/go-binance/v2	2022-08-16 14:21:48 +08:00
zenix	17d6b2465c	fix: drift add back symbol in InstanceID	2022-08-16 12:50:30 +09:00
zenix	14aa667d59	fix: drift pnl and cumpnl	2022-08-16 12:45:40 +09:00
zenix	9f8b8d97d0	fix: drift empty pnl. exit condition	2022-08-16 12:30:29 +09:00
Andy Cheng	9cf29b6cc6	exchange/binance: get locked balance of futures account	2022-08-16 10:55:45 +08:00
zenix	71d3b926ec	fix: go1.7	2022-08-15 21:46:13 +09:00
zenix	c1d9df8cdb	feature: export drift1m, remove take profit, add profit report for listing pnl by date	2022-08-15 21:06:46 +09:00
zenix	da28750313	feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift	2022-08-15 21:05:29 +09:00
zenix	2f75dda6ee	fix: highest price and lowest price reset, condition gets crossed	2022-08-15 21:05:08 +09:00
zenix	ba532bd98c	fix: takeProfitFactor NaN	2022-08-15 21:04:48 +09:00
zenix	e34b0c6c30	fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m	2022-08-15 21:04:31 +09:00
zenix	0cc3c5d485	feature: output config to telegram	2022-08-15 21:04:01 +09:00
zenix	6a4eec71d6	feature: create simpleinteract and remove command in notification	2022-08-15 21:03:48 +09:00
zenix	90e596f463	feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering	2022-08-15 21:03:14 +09:00
zenix	008814992f	fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype	2022-08-15 21:02:59 +09:00
zenix	d11738b6b5	feature: add smart cancel to drift	2022-08-15 21:02:43 +09:00
Andy Cheng	3da86556b5	risk: AvailableQuote() should use Net() to get net value	2022-08-13 13:28:45 +08:00
Yo-An Lin	dad562db97	Merge pull request #874 from ankion/fix_binance_futures ... Fix binance futures	2022-08-12 01:43:15 +08:00
ankion	65218d8920	pivotshort: trendema add length check	2022-08-12 00:54:40 +08:00
Andy Cheng	62d450b92d	Merge pull request #872 from andycheng123/fix/trailing-stop ... fix: trailing stop properly works on both long and short positions	2022-08-11 17:37:07 +08:00
Andy Cheng	8527d4996e	trailingstop: add default case	2022-08-11 17:23:42 +08:00
ankion	1b0f653450	pivotshort: trendema add initial date	2022-08-11 16:42:29 +08:00
Andy Cheng	8d3dfd17c7	trailingstop: add side both	2022-08-11 16:39:16 +08:00
ankion	69e03c8428	binance: fix futures position	2022-08-11 14:29:28 +08:00
Andy Cheng	6f2eb1688b	generalorderexecutor: retry submit/cancel order once	2022-08-11 13:49:16 +08:00
Andy Cheng	df0e527e1e	exits/trailingstop: properly works on both long and short positions	2022-08-11 13:36:31 +08:00
ankion	ffd46fd71d	binance: fix futures orderTypelimitMaker timeInForce was null	2022-08-11 11:30:00 +08:00
ankion	68a65f1913	binance: fix futures not emit filled event	2022-08-11 10:40:19 +08:00
c9s	e735362efd	cmd/kline: show klines from restful api	2022-08-11 00:08:48 +08:00
c9s	ba87ffab43	max: fix order type casting	2022-08-11 00:00:25 +08:00
c9s	e2df05c054	maxapi: add option to disable user agent header	2022-08-10 23:59:55 +08:00
c9s	8f17d6b019	maxapi: rewrite public service with requestgen	2022-08-10 23:59:50 +08:00
c9s	fc73a12689	maxapi: add get klines request	2022-08-10 23:59:43 +08:00
c9s	6f35aa0f20	maxapi: replace client field type with interface	2022-08-10 23:59:38 +08:00
c9s	c5e93dba00	max: replace client field type with interface	2022-08-10 23:59:25 +08:00
c9s	ae3f6001b9	maxapi/v3: add order type alias	2022-08-10 23:59:21 +08:00
c9s	2380ebb285	maxapi/v3: apply order type constant type	2022-08-10 23:59:16 +08:00
c9s	2f8020efd6	max: add v2 order api back	2022-08-10 23:59:10 +08:00
c9s	3bdc6c7f28	bollmaker: remove unused embedded struct	2022-08-10 23:46:24 +08:00
c9s	677b122964	bbgo: use types.KLineWith for roi take profit	2022-08-10 23:45:21 +08:00
Yo-An Lin	62aff676da	Revert "feature: add smart cancel to drift"	2022-08-09 16:25:36 +08:00
Yo-An Lin	55b4edc595	Merge pull request #853 from zenixls2/feature/smartcancel_drift ... feature: add smart cancel to drift	2022-08-09 16:23:33 +08:00
Raphanus Lo	ed975b7ed9	Merge pull request #860 from COLDTURNIP/feature/exchange_order_amount_protection ... exchange: order fee-amount protection	2022-08-09 15:01:53 +08:00
c9s	0283f2ad55	bbgo: fix doneTrades lock	2022-08-09 14:52:05 +08:00
zenix	5be6e822e9	fix: highest price and lowest price reset, condition gets crossed	2022-08-09 13:26:56 +09:00
zenix	2c4e03a102	fix: takeProfitFactor NaN	2022-08-09 13:26:56 +09:00
zenix	0e3aecb549	fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m	2022-08-09 13:26:56 +09:00
zenix	9704c09a09	feature: output config to telegram	2022-08-09 13:26:56 +09:00
zenix	45e819ebe7	feature: create simpleinteract and remove command in notification	2022-08-09 13:26:56 +09:00
zenix	4117a83cd1	feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering	2022-08-09 13:26:56 +09:00
zenix	214e7259ed	fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype	2022-08-09 13:26:56 +09:00
zenix	53d4f21c30	feature: add smart cancel to drift	2022-08-09 13:26:56 +09:00
Andy Cheng	ef18791c6a	Merge pull request #865 from andycheng123/fix/protective-stoploss ... fix: protectivestoploss not working on long position	2022-08-09 12:15:33 +08:00
Yo-An Lin	072b808a6e	Merge pull request #868 from c9s/fixes ... fix: many minor fixes	2022-08-09 12:11:38 +08:00
c9s	9867aa9c68	bbgo: add mutex protection to tradecollector	2022-08-09 11:37:44 +08:00
c9s	2dff1e72da	types: rbtree - add panic check	2022-08-09 11:37:38 +08:00
c9s	4e4ffe83e5	cmd: fix cpu profile starter	2022-08-09 11:37:30 +08:00
c9s	ba7b6f82e2	types: add average price support in order in/out method	2022-08-09 11:37:23 +08:00
c9s	dce64871e8	types: add IsUSDFiatCurrency helper	2022-08-09 11:37:17 +08:00
c9s	99121d19c0	exchange/max: fix order trades query field name	2022-08-09 11:37:12 +08:00
c9s	b4dcdc4031	exchange/max: fix GetOrderTradesRequest order id field	2022-08-09 11:37:05 +08:00
c9s	a5a40c3a42	exchange/max: check order id field	2022-08-09 11:36:59 +08:00
c9s	cba9ffe064	exchange/max: add order trades api	2022-08-09 11:36:53 +08:00
c9s	df4ea9c1e6	types: update ExchangeOrderQueryService interface	2022-08-09 11:36:45 +08:00
c9s	babb0abc95	types: add Out() and Int() methods on SubmitOrder type	2022-08-09 11:36:39 +08:00
c9s	938e612c42	util: move emoji and pnl related functions to util	2022-08-09 11:36:24 +08:00
c9s	f191d3c091	bbgo: make position object optional for trade collector	2022-08-09 11:36:17 +08:00
c9s	cae8bc2882	bbgo: add mutli symbol support to active order book	2022-08-09 11:36:10 +08:00
c9s	f9fe5d7790	cmd: move package import paths	2022-08-09 11:36:02 +08:00
c9s	96b10caa8c	types: add callbacks to the stream order book	2022-08-09 11:35:35 +08:00
austin362667	bb4db871b2	factorzoo: add comments for strategy ... factorzoo: add comments for strategy	2022-08-09 00:01:34 +08:00
austin362667	d282568614	factorzoo: add customized indicators	2022-08-08 23:50:42 +08:00
austin362667	bdb04a4322	strategy: factorzoo: refactor to logistic regression ... re-format	2022-08-08 20:09:15 +08:00
Andy Cheng	6c2fc3fee0	exits/protectivestoploss: fix shouldStop()	2022-08-08 17:57:05 +08:00
Andy Cheng	5455ae810b	strategy/supertrend: only show nterval profit report in backtesting	2022-08-08 17:42:21 +08:00
Andy Cheng	b133767e47	exit/protectivestoploss: works in long position	2022-08-08 16:49:19 +08:00
Andy Cheng	1cd48177ae	Merge pull request #862 from andycheng123/improve/supertrend-strategy ... Improve: supertrend strategy	2022-08-08 14:11:49 +08:00
Andy Cheng	c6407e92c8	strategy/supertrend: supertrend indicator adapted new indicator API	2022-08-08 13:07:59 +08:00
Andy Cheng	9d0eecc5bc	strategy/supertrend: linreg adapted new indicator API	2022-08-08 12:43:38 +08:00
Raphanus Lo	318590f41b	types: rbtree: resolve neel reusing problem	2022-08-08 00:51:37 +08:00
Andy Cheng	737f6e99ba	strategy/supertrend: use CalculateQuoteQuantity() in strategy	2022-08-05 16:28:42 +08:00
Andy Cheng	b564e69f82	strategy/supertrend: add CalculateQuoteQuantity()	2022-08-05 15:59:20 +08:00
Andy Cheng	dba1102588	strategy/supertrend: rename AvailableValue() to AvailableQuote()	2022-08-05 15:38:19 +08:00
Andy Cheng	eb57e80119	strategy/supertrend: different qty calculation for spot and leveraged	2022-08-05 15:11:15 +08:00
Andy Cheng	550f2f3fd7	strategy/supertrend: adapt risk.AccountValueCalculator	2022-08-05 11:47:36 +08:00
Andy Cheng	9369ad3155	strategy/supertrend: adapt SetIntervalProfitCollector	2022-08-04 10:39:52 +08:00
Andy Cheng	0d82f32769	Merge pull request #852 from andycheng123/position-updater ... feature: PositionModifier	2022-08-03 16:45:02 +08:00
Andy Cheng	e60aae40eb	positionModifier: combine callbacks into one	2022-08-03 16:27:05 +08:00
Andy Cheng	5d1bfc6010	strategy/supertrend: add last period accumulated profit report	2022-08-03 15:31:20 +08:00
Andy Cheng	dc9ecdd6ca	strategy/supertrend: add accumulated profit SMA report	2022-08-03 14:04:30 +08:00
Yo-An Lin	1b177044fb	Merge pull request #855 from COLDTURNIP/feature/optimizer_hyperparam ... optimizeex: hyperparameter optimization tool	2022-08-02 17:38:38 +08:00
Raphanus Lo	d76245cb43	exchange: adjust tests for order fee-amount protection	2022-08-02 15:12:14 +08:00
Raphanus Lo	ed7df4ddbe	exchange: order fee-amount protection ... Reduce the order amount to prevent submit rejection because of balance exceeding. submit_amount = original_amount / (1 + fee_rate) Currently supported only by FTX Pro.	2022-08-02 13:35:24 +08:00
Raphanus Lo	68af2d0ff8	optimizer: rename optimizeex to hoptimize	2022-08-02 12:44:42 +08:00
Yo-An Lin	609508288c	Merge pull request #856 from COLDTURNIP/fix/ftx_default_fee ... exchange: FTX default fee	2022-07-31 13:16:01 +08:00
Raphanus Lo	5ef34a3b61	optimizer: calculate equity diff from whole assets instead of first symbol	2022-07-31 12:52:21 +08:00
Raphanus Lo	bad0aa31b7	optimizer: print best result in the same parameter order defined in config	2022-07-30 23:43:40 +08:00
Raphanus Lo	09940ed3cd	optimizer: optimizeEx supports discrete parameters	2022-07-30 20:34:28 +08:00
c9s	55a128ea90	pivotshort: use bbgo notify instead of just info log	2022-07-30 18:14:53 +08:00
c9s	8873101752	pivotshort: move trendEMA log	2022-07-30 18:02:28 +08:00
c9s	adb8a2a713	remove ping / pong debug	2022-07-30 16:27:43 +08:00
c9s	efaf8e9559	pivotshort: add more logs	2022-07-30 13:14:29 +08:00
Raphanus Lo	76d908e2bc	optimizer: workaround for data race in TPE optimization	2022-07-30 09:57:15 +08:00
Raphanus Lo	ae3eaaaeb3	optimizer: testing: param config	2022-07-30 00:19:12 +08:00
Raphanus Lo	f5d4fa098d	optimizer: refactor selector config types	2022-07-29 23:39:56 +08:00
Raphanus Lo	4e14df443a	optimizer: fix typo	2022-07-29 23:33:51 +08:00
Raphanus Lo	23dc8a9ce3	exchange: FTX default fee	2022-07-29 21:49:04 +08:00
Raphanus Lo	67f8b1c32c	optimizeex: hyperparameter optimization tool ... Currently support the following search algorithms: - Tree-structured Parzen Estimators (tpe, default) - Covariance Matrix Adaptation Evolution Strategy (cmaes) - Quasi-monte carlo sampling based on Sobol sequence (sobol) - random search (random) And the following objective function: - profit - volume - equity	2022-07-29 17:09:54 +08:00
c9s	bd754e1714	pivotshort: use infof log	2022-07-29 16:13:57 +08:00
Fredrik	b324149db2	added SideEffectTypeAutoRepay to supportTakeProfit	2022-07-29 09:41:35 +02:00
c9s	a132e789da	bump version to v1.38.0	2022-07-29 14:42:03 +08:00
Andy Cheng	4bc70820c4	positionmodifier: move functions into types.Position	2022-07-29 14:40:54 +08:00
Andy Cheng	9588a6f6bd	positionupdater: update command flow	2022-07-29 13:45:33 +08:00
Andy Cheng	2724949678	positionupdater: update avaerage cost	2022-07-29 12:05:39 +08:00
Andy Cheng	32b91b67dd	positionupdater: update quote position	2022-07-29 12:00:11 +08:00
Andy Cheng	8c53c7e575	positionupdater: update base position	2022-07-29 11:52:20 +08:00
Yo-An Lin	ae6c6c90a7	Merge pull request #849 from COLDTURNIP/feature/optimizer_output_asset_diff ... optimizer: print equity diff in final report	2022-07-28 18:56:41 +08:00
Yo-An Lin	a32ef8ca9a	Merge pull request #850 from COLDTURNIP/feature/optimizer_predict_grid_number ... optimizer: calculate total number of grids before testing	2022-07-28 18:54:21 +08:00
zenix	d46267aff9	feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml	2022-07-28 19:34:12 +09:00
Raphanus Lo	16814138a1	optimizer: calculate total number of grids before testing	2022-07-28 12:36:44 +08:00
Raphanus Lo	3c0d5727e6	optimizer: print equity diff in final report	2022-07-28 12:31:17 +08:00
c9s	30978ecbd4	pivotshort: check TrendEMA pointer	2022-07-28 11:29:27 +08:00
c9s	d61047cd26	pivotshort: add maxGradient config to trendEMA	2022-07-28 10:27:16 +08:00
c9s	93593ffa06	bbgo: add close position tag log	2022-07-28 10:27:04 +08:00
c9s	a791b455b8	types: fix average profit/loss overflow issue	2022-07-28 10:26:48 +08:00
c9s	5fa2606357	pivotshort: rename kLineClosedStop to fakeBreakStop	2022-07-28 09:29:10 +08:00
c9s	abd99a1d93	types: fix IntervalProfits struct tag	2022-07-27 19:26:16 +08:00
c9s	03541ca746	types: record the position open time	2022-07-27 19:25:30 +08:00
c9s	56bfa22dbe	types: add position openedAt time field	2022-07-27 19:25:30 +08:00
c9s	9f06be14aa	types: calculate MaximumConsecutiveLosses and MaximumConsecutiveProfits	2022-07-27 19:25:29 +08:00
c9s	151d907457	use debug log for trendEMA	2022-07-27 19:22:56 +08:00
c9s	c65456e44b	pivotshort: refactor and add trendEMA to resistance short	2022-07-27 19:22:56 +08:00
c9s	2719c86400	pivotshort: drop unused tail function	2022-07-27 19:22:56 +08:00
c9s	5821dd02cb	pivotshort: fix log format	2022-07-27 19:22:56 +08:00
c9s	9b35c789ee	pivotshort: add total quantity to the notification	2022-07-27 19:22:55 +08:00
c9s	b067c02cf0	pivotshort: fix resistance order quantity calculation	2022-07-27 19:22:55 +08:00
c9s	a9eef3fb93	pivotshort: fix pivot low usage	2022-07-27 19:22:55 +08:00
Yo-An Lin	3aeb6912c9	Merge pull request #846 from c9s/strategy/pivotshort ... strategy/pivotshort: refactor breaklow + add fake break stop	2022-07-27 12:18:50 +08:00
c9s	4c6fe11796	pivotshort: rename ClosedKLineStop to fake break stop	2022-07-27 12:04:54 +08:00
c9s	7438798390	bbgo: add ClosedKLineStop trigger	2022-07-27 11:47:12 +08:00
c9s	f323e91a56	pivotshort: fix resistance short	2022-07-27 11:30:32 +08:00
Yo-An Lin	4fd571d712	Merge pull request #813 from zenixls2/feature/drift_study ... feature: drift study	2022-07-27 11:29:48 +08:00
zenix	84c7c0596d	fix: fix drift naming style, fix kline Copy -> Set	2022-07-27 12:17:33 +09:00
zenix	3f33111182	fix: rename kline Copy to Set	2022-07-27 10:55:15 +09:00
c9s	3fbc634d81	bbgo: narrow down indicator interface type	2022-07-27 02:21:25 +08:00
c9s	feef912930	indicator: pivot low reformat	2022-07-27 01:58:05 +08:00
c9s	ac496e8488	pivotshort: refactor pivot low collector	2022-07-27 01:57:28 +08:00
c9s	b746f801f7	pivotshort: get the correct pivot low value	2022-07-27 01:56:18 +08:00
c9s	854af6b4bd	pivotshort: use new config struct stopEMA and trendEMA	2022-07-27 01:53:53 +08:00
c9s	6f64b6d08e	pivotshort: introduce new config struct	2022-07-27 01:51:47 +08:00
c9s	4fd318701d	indicator: fix slice	2022-07-27 01:43:36 +08:00
c9s	0e18aa68f7	indicator: fix length slice calculation	2022-07-27 01:32:37 +08:00
c9s	5dd14feb42	indicator: fix pivot low indicator	2022-07-27 01:30:43 +08:00
c9s	076f196621	risk: return quantity directly if it's not zero	2022-07-27 01:29:53 +08:00
c9s	578e4b2801	indicator: fix pivot low indicator	2022-07-27 00:58:05 +08:00
zenix	da51bf44c8	fix: rebase error	2022-07-26 20:14:23 +09:00
c9s	2822e39e7b	pivotshort: remove the legacy preloadPivot	2022-07-26 19:00:09 +08:00
c9s	f460a7901d	indicator: refactor macd indicator	2022-07-26 19:00:09 +08:00
c9s	3959e288fd	all: refactor standard indicator helper and fix tests	2022-07-26 18:35:50 +08:00
c9s	0456cdc7a9	bbgo: add hull to the standard indicator	2022-07-26 18:27:22 +08:00
c9s	2459dbd384	indicator: refactor hull indicator	2022-07-26 18:26:52 +08:00
c9s	808d742efc	bbgo: add CCI helper	2022-07-26 18:07:43 +08:00
c9s	f5e64e8e70	bbgo: add ATR, ATRP, EMV to the standard indicator set	2022-07-26 18:07:43 +08:00
c9s	1d6b1de8ba	bbgo: rename standard indicator receiver name	2022-07-26 18:07:43 +08:00
c9s	46afc54559	bbgo: refactor standard indicator set	2022-07-26 18:07:43 +08:00
c9s	94efa8890b	rename inf.go to interface.go	2022-07-26 18:07:43 +08:00
c9s	82673e501b	indicator: fix test cases	2022-07-26 18:07:43 +08:00
c9s	16c62eab2b	indicator/pivotlow: drop the legacy CalculateAndUpdate	2022-07-26 17:33:09 +08:00
c9s	0df321c880	indicator: drop the legacy CalculateAndUpdate for standard indicators	2022-07-26 17:30:41 +08:00
c9s	8bf9b280fc	add low indicator	2022-07-26 17:27:38 +08:00
c9s	eeab328648	indicator: rewrite pivotlow indicator	2022-07-26 17:00:17 +08:00
zenix	85f8b9510d	fix: gofmt	2022-07-26 18:00:05 +09:00
zenix	4dd4c5823f	fix: unlock lock to get latest price	2022-07-26 18:00:05 +09:00
zenix	2ceb24ad09	fix: panic on image drawing, reduce fee by smoothing the drift curve	2022-07-26 18:00:05 +09:00
zenix	553a55811c	fix: buyPrice/sellPrice calculation on one order multiple trades	2022-07-26 18:00:05 +09:00
zenix	d2dee44647	fix: ewma copy	2022-07-26 18:00:05 +09:00
zenix	a8fe20ae3a	fix: drift exit condition, trade_stats serialization in redis	2022-07-26 18:00:05 +09:00
zenix	a5039de6aa	feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint	2022-07-26 18:00:05 +09:00
zenix	b6fb5e958d	feature: deduct fee from entry, move StopLoss orders cleanup to the begin of close position function	2022-07-26 18:00:05 +09:00
zenix	ac5c7f5773	feature: add pnl / cummulative pnl graph, add continuous graph	2022-07-26 18:00:05 +09:00
zenix	62aac8ecc4	fix: indicator limits	2022-07-26 18:00:05 +09:00
zenix	0d65fe1b8a	feature: trailing stop, print mean and modify normalization function of output graph	2022-07-26 18:00:05 +09:00
zenix	c6563aa9bd	feature: add stoploss from stopPrice	2022-07-26 18:00:05 +09:00
zenix	9c73aa4adb	fix: fine tune drift config. fix atr updating issue	2022-07-26 18:00:05 +09:00
zenix	b52208d7b6	fix: bug in wrong channel subscription in drift	2022-07-26 18:00:05 +09:00
zenix	7368069c7a	fix: add persistence to drift	2022-07-26 18:00:05 +09:00
zenix	f2d37650a5	fix: drift bias on long entry position condition, make cancel faster	2022-07-26 18:00:05 +09:00
zenix	55704fdd21	fix: Reverse length, alma comment	2022-07-26 18:00:05 +09:00
zenix	e097421b7b	feature: export canvas path for drift strategy. fix exit/entry order and fix missing columns from json parsing	2022-07-26 18:00:05 +09:00
zenix	586f1ff269	fix: clone on sma	2022-07-26 18:00:05 +09:00
zenix	83f8b7a84e	fix: logistic regression test case	2022-07-26 18:00:05 +09:00
zenix	7310feb0de	fix: highest price normalization in drift strategy	2022-07-26 18:00:05 +09:00
zenix	c51a99400d	feature: add plot for series. add autocorrelation. add clone for indicators/series	2022-07-26 18:00:05 +09:00
zenix	69b45e90e9	add drift exit condition	2022-07-26 18:00:05 +09:00
zenix	6a9e00ebd4	fix: update drift strategy	2022-07-26 18:00:05 +09:00
zenix	0ae6b6736c	feature: use drift indicator to create basic strategy for study	2022-07-26 18:00:05 +09:00
c9s	44c3e5a6f7	indicator: split pivot low indicator	2022-07-26 16:50:45 +08:00
c9s	5bb1722007	binance: remove ineffected DEBUG_BINANCE_STREAM	2022-07-26 16:26:40 +08:00
c9s	e1e725878e	binance: refactor server time offset setter	2022-07-26 16:25:08 +08:00
c9s	ff61235e70	binance: rename to timeSetterOnce	2022-07-26 16:22:57 +08:00
c9s	cf5e81c848	binance: refactor set server time go routine	2022-07-26 16:22:29 +08:00
zenix	2568a81dfe	fix: binance time sync, exchange interval query interface, yaml for fixedpoint	2022-07-26 16:42:34 +09:00
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
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
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
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
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
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	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
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
c9s	a821641dcf	indicator/atr: implement LoadK and BindK	2022-07-21 01:27:38 +08:00
c9s	0b9d6939f3	indicator/till: add zero time check	2022-07-21 01:22:28 +08:00
c9s	2523c2261b	indicator/till: refactor CalculateAndUpdate	2022-07-21 01:21:29 +08:00
c9s	9f937f529e	bbgo: refactor standard indicator	2022-07-21 01:05:08 +08:00
c9s	4300e00580	indicator/rma: move endTime update to PushK	2022-07-21 01:05:08 +08:00
Yo-An Lin	ed91fdc915	Merge pull request #831 from c9s/feature/defaulter ... feature: api: add strategy defaulter interface	2022-07-19 17:55:24 +08:00
c9s	ea4efccd89	schedule: use general order executor and fix notification message format	2022-07-19 17:38:32 +08:00
c9s	ab83805b34	bbgo: add StrategyShutdown interface	2022-07-19 17:13:35 +08:00
c9s	8af2f2f83f	add defaulter interface	2022-07-19 16:59:56 +08:00
c9s	808ba2fc02	bbgo: make slack-app-token optional	2022-07-19 11:41:49 +08:00
c9s	f72cf9bfff	pivotshort: fix quantity check	2022-07-19 11:25:27 +08:00
c9s	9302474d51	add 1m subscribe to RoiTakeProfit	2022-07-19 11:00:45 +08:00
c9s	a6fc03efe5	bump version to v1.37.0	2022-07-19 09:48:21 +08:00
c9s	29fc58cb18	autoborrow: fix repay amount	2022-07-18 19:14:31 +08:00
Raphanus Lo	13455e4ee1	backtest: resolve data race on index.json	2022-07-17 15:46:55 +08:00
c9s	6e4c28ed1b	disable marketTrade stop	2022-07-17 00:59:35 +08:00
c9s	2d0fbe4b99	fix ProtectiveStopLoss subscribe	2022-07-16 14:45:02 +08:00
Raphanus Lo	620381f64b	optimizer: eliminate limitation of number of grid point	2022-07-15 23:01:56 +08:00
c9s	44f3793db8	max: emit debt event and ad ratio event	2022-07-15 13:25:02 +08:00
c9s	26f5f36f7e	backtest: for types.OrderTypeStopMarket, use stop price to simulate the actual price for balance locking	2022-07-14 19:26:04 +08:00
c9s	a370a5e489	pivotshort: fix on start handler	2022-07-14 18:36:28 +08:00
c9s	89ffd94d98	update pivotlow on start	2022-07-14 18:35:58 +08:00
Yo-An Lin	191e00adeb	Merge pull request #827 from c9s/strategy/pivotshort ... strategy/pivotshort: improve quantity calculation for margin and futures	2022-07-14 18:16:48 +08:00
c9s	c4332fcac2	pivotshort: add leverage settings	2022-07-14 17:44:33 +08:00
c9s	adb96cac39	pivotshort: check maximum margin leverage	2022-07-14 17:38:11 +08:00
c9s	0284d090d8	all: move getExchangeAttributes	2022-07-14 17:36:16 +08:00
c9s	6c91af2392	pivotshort: improve useQuantityOrBaseBalance	2022-07-14 17:36:03 +08:00
c9s	0ba529cb45	pivotshort: replace orders if the active orders is empty	2022-07-14 16:34:03 +08:00
c9s	8fb216ce52	pivotshort: when resistance order is filled, reset the current resistance price	2022-07-14 16:28:30 +08:00
c9s	dd3bd6a325	indicator: rewrite VWMA calculator	2022-07-14 15:57:17 +08:00
c9s	2ef8ecf3d9	indicator: clean up bollinger band indicator api usage	2022-07-14 14:26:08 +08:00
c9s	a5715c6aee	indicator: rewrite boll indicator with stddev indicator	2022-07-14 14:26:08 +08:00
c9s	975d0d6995	indicator: pull out emit update	2022-07-14 11:36:34 +08:00
c9s	bbf01275cc	indicator/sma: clean CalculateAndUpdate and make cache field private	2022-07-14 11:34:53 +08:00
c9s	7696c9f21e	indicator: improve rma preload	2022-07-14 10:54:46 +08:00
c9s	da4dbf4800	indicator: macd: add link for macd https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram	2022-07-14 10:45:22 +08:00
c9s	0b07fb5a83	indicator/macd: drop the legacy func calculateMACD	2022-07-14 10:36:16 +08:00
c9s	a7b7ed6610	rename to KLineClosedEmitter	2022-07-14 10:33:10 +08:00
c9s	77264342ce	indicator: add KLineLoader interface	2022-07-14 10:31:38 +08:00
c9s	cb481c660f	fix all indicators for KLineCalculateUpdater interface	2022-07-14 10:28:53 +08:00
c9s	e6c634690b	indicator: clean up ewma's CalculateAndUpdate	2022-07-14 09:29:54 +08:00
c9s	8d8d9a7c59	indicator/rsi: make update callback field private	2022-07-14 09:18:43 +08:00
c9s	b2538b6960	indicator: make callback field private	2022-07-14 09:18:43 +08:00
c9s	2a3118a086	indicator: clean up and update calculator method names	2022-07-14 09:18:42 +08:00
c9s	c27f416dbc	indicator: canonicalize the CalculateAndUpdate method call ... also fix the xmaker boll indicator preloading	2022-07-14 09:18:42 +08:00
c9s	1152fae346	ewoDgtrd: upgrade order executor api	2022-07-14 01:36:02 +08:00
c9s	5bbccacc89	risk: rename func	2022-07-14 00:07:49 +08:00
c9s	c7424479bb	risk: add tests	2022-07-14 00:03:47 +08:00
c9s	8985a7a635	risk: add risk function tests	2022-07-13 23:56:22 +08:00
c9s	7932688aa7	add risk calculator functions	2022-07-13 23:45:47 +08:00
Yo-An Lin	affe46655f	Merge pull request #818 from COLDTURNIP/fix/backtest_correct_final_asset ... backtest: correct final asset calculation	2022-07-13 23:02:19 +08:00
Yo-An Lin	01d50496a1	Merge pull request #817 from COLDTURNIP/fix/optimizer_initial_storage ... optimizer: prepare database before executing backtests	2022-07-13 23:01:59 +08:00
Raphanus Lo	36bdacf3a3	backtest: correct final asset calculation	2022-07-13 17:20:48 +08:00
Raphanus Lo	4985c760be	optimizer: prepare database before executing backtests	2022-07-13 15:28:11 +08:00
Yo-An Lin	b9729b0c4f	Merge pull request #816 from c9s/refactor/backtest-report ... strategy/pivotshort: add trendEMA	2022-07-13 13:45:15 +08:00
Yo-An Lin	647182e575	Merge pull request #815 from COLDTURNIP/fix/optimizer_progress_bar_counter ... optimizer: correct progress bar counter & ETA calculation	2022-07-13 13:35:34 +08:00
c9s	cecb278aa1	autoborrow: use info logger for the margin level info	2022-07-13 13:34:59 +08:00
Raphanus Lo	363c7b6ef6	optimizer: correct progress bar counter & ETA calculation	2022-07-13 11:44:04 +08:00
zenix	d1689a3b14	fix: add error message on wrong sizeof klines passed in calculateSMA	2022-07-13 12:33:57 +09:00
zenix	4e2adcf29e	fix: sma calculation, length, and add test case	2022-07-13 12:28:41 +09:00
c9s	ee163eb441	pivotshort: add trendEMA protection	2022-07-13 11:09:57 +08:00
c9s	f5f6fabe07	pivotshort: add trendEMA and add stopEMA subscribe	2022-07-13 10:49:52 +08:00
Yo-An Lin	8119afbb44	Merge branch 'main' into strategy/pivotshort	2022-07-12 23:38:23 +08:00
c9s	f91e1afe95	atrp: multiple 100 for percentage	2022-07-12 22:54:47 +08:00
c9s	a51f26e3a7	backtest: add gross profit and gross loss fields	2022-07-12 19:50:28 +08:00
c9s	7d232f86b8	remove duplicated dumper close	2022-07-12 19:34:07 +08:00
c9s	24e009f333	backtest: avoid writing same record into the file	2022-07-12 18:46:09 +08:00
c9s	6ce9f6a2b7	fix FilterSimpleArgs	2022-07-12 17:55:15 +08:00
c9s	b521a7cf70	pivotshort: fix resistance price update algo	2022-07-12 17:45:47 +08:00
c9s	da4b35bd31	pivotshort: add 1m subscribe	2022-07-12 17:45:47 +08:00
Yo-An Lin	1ef2c1d668	Merge pull request #811 from andycheng123/fix/supertrend-strategy ... strategy/supertrend: fix double dema initialization problem	2022-07-12 13:13:19 +08:00
c9s	28d9aa6820	autoborrow: show margin level when check	2022-07-11 16:26:25 +08:00
c9s	3f15df4c0e	autoborrow: fix repay balance check	2022-07-11 16:22:21 +08:00
c9s	98aaa6ce43	autoborrow: fix repay mech	2022-07-11 16:20:45 +08:00
Andy Cheng	1b5dc309f0	strategy/supertrend: fix double dema initialization problem	2022-07-11 13:37:01 +08:00
c9s	2a9a34ae66	bump version to v1.36.0	2022-07-10 19:08:30 +08:00
c9s	c62aafdf2b	compile and update migration package	2022-07-10 19:08:30 +08:00
Zenix	e633cedd3c	Merge pull request #809 from zenixls2/feature/logistic_regression ... feature: logistic regression	2022-07-09 17:27:20 +09:00
Yo-An Lin	eacbd13e6b	Merge pull request #810 from andycheng123/fix/supertrend-strategy	2022-07-08 21:03:01 +08:00
Yo-An Lin	e6d9a8a84a	Merge pull request #808 from c9s/fix/kline-with-filtering	2022-07-08 21:02:28 +08:00
c9s	cc8821bb66	update max order api path	2022-07-08 20:47:51 +08:00
c9s	e9faf34b5e	max: fix balance field for api	2022-07-08 17:28:07 +08:00
c9s	59fcef0b6d	supertrend: avoid using embedded struct on DoubleDema	2022-07-08 17:13:12 +08:00
Andy Cheng	d73d7b4380	Merge branch 'main' into fix/supertrend-strategy	2022-07-08 16:45:26 +08:00
c9s	5bd292d0b2	bbgo: add notify(profit)	2022-07-08 16:43:32 +08:00
Andy Cheng	574e142cf9	strategy/supertrend: use types.IntervalWindow instead of types.Interval	2022-07-08 16:42:31 +08:00
c9s	79b70d4a31	supertrend: fix interval window for exit methods	2022-07-08 16:31:28 +08:00
zenix	0e64a14d7f	feature: add entropy, cross entropy, sigmoid, softmax, and logistic regression	2022-07-08 16:58:59 +09:00
c9s	46d6ecc663	fix types.TradeStats usage	2022-07-08 15:44:32 +08:00
c9s	581e4be218	supertrend: clean up and update	2022-07-08 15:41:28 +08:00
c9s	d7f83a45b3	fix: check if interval is empty string	2022-07-08 14:47:36 +08:00
Andy Cheng	f8777752a0	Merge branch 'main' into improve/supertrend-strategy	2022-07-07 10:33:30 +08:00
Yo-An Lin	e778db1f24	Merge pull request #801 from c9s/feature/optimizer-metrics-tsv-format ... feature: optimizer: support --tsv option and render tsv output	2022-07-07 06:23:49 +08:00
c9s	ba74e83552	optimizer: show *exec.ExitError	2022-07-07 02:26:39 +08:00
c9s	81560746bd	all: reformat code	2022-07-07 02:26:39 +08:00
c9s	c9859c9238	add more struct field tests	2022-07-07 02:26:39 +08:00
c9s	30deaad079	dynamic: add IterateFields	2022-07-07 02:26:39 +08:00
c9s	3131786c02	bbgo: fix trailing stop binding	2022-07-07 02:26:39 +08:00
c9s	74593720a7	add ExitMethodSet.Bind method	2022-07-07 02:26:39 +08:00
c9s	d2637ce261	trailing stop: apply ClosePosition parameter	2022-07-07 02:26:39 +08:00
c9s	7b7d0690c7	optimizer: support --tsv option and render tsv output	2022-07-07 02:11:52 +08:00
c9s	81e05a3f2c	add more struct field tests	2022-07-06 22:01:35 +08:00
c9s	825022715d	dynamic: add IterateFields	2022-07-06 21:58:26 +08:00
c9s	b3e04a68da	bbgo: fix trailing stop binding	2022-07-06 21:50:38 +08:00
Andy Cheng	c43d4e0b24	strategy/supertrend: func to get order side	2022-07-06 18:11:09 +08:00
Andy Cheng	8aa5b706b6	strategy/supertrend: fix double dema missing interval	2022-07-06 17:05:38 +08:00
Andy Cheng	6c93c42ef6	strategy/supertrend: pull double dema into a single file	2022-07-06 16:45:19 +08:00
Andy Cheng	c62e7bbb58	strategy/supertrend: refactor to smaller functions	2022-07-06 16:26:30 +08:00
c9s	3d9db2786d	add trailing stop to the exit method	2022-07-06 10:56:10 +08:00
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
Andy Cheng	2de16ac7d1	strategy/supertrend: fix missing Bind() of DEMA	2022-07-05 17:11:58 +08:00
Andy Cheng	91077ce61d	strategy/supertrend: add ExitMethod	2022-07-05 16:55:48 +08:00
Andy Cheng	f0dc9d6147	strategy/supertrend: add TradeStats	2022-07-05 16:30:13 +08:00
Andy Cheng	5b3ba03042	strategy/supertrend: preload indicators	2022-07-05 16:25:02 +08:00
c9s	4de5b0bc9b	add TrailingStop2	2022-07-05 16:10:55 +08:00
Andy Cheng	0a0e5ac4d8	strategy/supertrend: config switch for stop by different signals	2022-07-05 15:59:35 +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	193703a9a0	all: use tradeStats constructor	2022-07-05 11:14:50 +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	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	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
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
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
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
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
c9s	53204f47ea	bollmaker: remove legacy state loading	2022-07-01 17:28:48 +08:00
c9s	04df515aea	pivotshort: clean up and force kline direction	2022-07-01 17:26:45 +08:00
c9s	9374125712	pivotshort: pull out break low logics ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-01 17:22:09 +08:00
c9s	7f5e92d1b5	cancel order when shutdown	2022-07-01 16:29:03 +08:00
c9s	c792da2164	pivotshort: improve balance check for margin	2022-07-01 15:41:50 +08:00
c9s	09ba2d31c3	pivortshort: run placeResistanceOrders with margin borrow buy	2022-07-01 15:34:21 +08:00
c9s	1af18a5fac	pivotshort: fix breakLow handle event	2022-07-01 15:30:06 +08:00
c9s	8851e67356	dynamic: add doc comment to CallMatch ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-01 13:10:53 +08:00
c9s	910c17a567	dynamic: implement CallWithMatch for dynamic calls ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-01 13:09:30 +08:00
c9s	503d851c9d	pivotshort: move resistance short to a single file	2022-07-01 01:24:34 +08:00
c9s	454036b166	use types.KLineWith to wrap callbacks	2022-07-01 01:06:10 +08:00
c9s	a4af4776d2	pivotshort: use active orderbook to maintain the resistance orders	2022-07-01 00:57:19 +08:00
c9s	fa98f3fda2	fix position.IsOpened method ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-30 18:29:59 +08:00
c9s	3e6b975c2c	pivotshort: refactor ResistanceShort entry method	2022-06-30 18:29:02 +08:00
c9s	6aa6e57d96	add ema condition to the lower shadow take profit	2022-06-30 17:42:23 +08:00
Andy Cheng	1573a9acf3	strategy/supertrend: add linear regression as filter	2022-06-30 16:35:00 +08:00
c9s	903d773025	dynamic: invert if ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-30 15:49:18 +08:00
c9s	b15e8d0ce4	all: refactor exit method set and fix dynamic call/merge ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-30 15:49:18 +08:00
c9s	e2ab363e64	dynamic: add CallStructFieldsMethod for map struct field call ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-30 15:49:18 +08:00
c9s	527070d13d	all: rewrite and clean up graceful shutdown api	2022-06-30 15:49:18 +08:00
c9s	7d5474e3dd	pivotshort: call MergeStructValues to update the field value	2022-06-30 15:49:18 +08:00
c9s	cf0ca70d24	move and rename isSymbolBasedStrategy	2022-06-30 15:49:18 +08:00
c9s	3013eeccc7	move dynamic stuff to the pkg/dynamic package	2022-06-30 15:49:18 +08:00
c9s	a74decc47d	add more test case for reflect	2022-06-30 15:49:18 +08:00
c9s	fa917b0b77	bbgo: implmenet reflectMergeStructFields so that we can merge field values	2022-06-30 15:49:17 +08:00
c9s	ab3341d5ae	pivotshort: make preload pivot as a pure function	2022-06-30 15:49:17 +08:00
c9s	9733eec280	pivotshort: move pure funcs to the bottom	2022-06-30 15:49:17 +08:00
c9s	38767cd2df	move private methods to the bottom	2022-06-30 15:49:17 +08:00
c9s	ee45f154a1	pivotshort: rename bounce short to resistance short	2022-06-30 15:49:17 +08:00
zenix	0141f81086	refactor: ewo use SeriesExtend	2022-06-29 22:02:50 +09:00
zenix	70f4676340	feature: extend indicators, extend seriesbase methods	2022-06-29 21:49:02 +09:00
zenix	69533c0397	feature: add sharpe function implementation	2022-06-29 20:10:20 +09:00
zenix	d8d77cec1e	feature: add skew, covariance and variance	2022-06-29 20:10:20 +09:00
zenix	1e31c4fb04	feature: add correlation for series	2022-06-29 20:10:20 +09:00
zenix	36127a6332	feature: implement omega, sharp, sortino related functions	2022-06-29 20:10:20 +09:00
zenix	b26d3005a3	feature: add pct_change implementation in indicator	2022-06-29 20:10:20 +09:00
Yo-An Lin	ccfaf0e070	Merge pull request #784 from c9s/strategy/pivotshort ... strategy: pivotshort: fix stopEMA	2022-06-29 17:04:24 +08:00
c9s	4bb2e4a25f	fix stopEMA range check	2022-06-29 16:59:50 +08:00
Andy Cheng	6222ceef9a	Merge pull request #785 from andycheng123/improve/optimizer-progressbar ... optimizer: add progressbar	2022-06-29 16:28:03 +08:00
Andy Cheng	a029509b63	optimizer: add progressbar	2022-06-29 16:17:43 +08:00
c9s	83d6f4764c	types: fix profit factor calculation ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-29 15:37:18 +08:00
c9s	84083f56b7	bbgo: add ExchangeSession param to the subscribe method	2022-06-29 15:16:56 +08:00
c9s	cb1c5634a2	pivotshort: remove redundant notification	2022-06-29 15:14:24 +08:00
Zenix	6b6686caa8	Merge pull request #778 from zenixls2/feature/series_extend ... feature: add seriesExtend	2022-06-29 12:35:48 +09:00
c9s	38920dfc7a	pivotshort: fix kline history loading	2022-06-29 11:23:05 +08:00
zenix	0b8441f4a2	rename: ToArray -> Array, ToReverseArray -> Reverse	2022-06-29 11:13:43 +09:00
c9s	fc3e76204a	bbgo: add todo for the reflect Subscribe call	2022-06-29 02:03:00 +08:00
c9s	95c2711b0d	bbgo: call Subscribe method dynamically	2022-06-29 02:02:23 +08:00
c9s	16f2a06b1f	all: move exit methods to the bbgo core ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-29 01:58:15 +08:00
c9s	cfc4fd1f81	add doc for CumulatedVolumeTakeProfit	2022-06-29 01:39:33 +08:00
c9s	3d4f765678	rename protectionStopLoss to protectiveStopLoss	2022-06-29 01:31:56 +08:00
c9s	37413e4355	pivotshort: fix bounce ratio calculation	2022-06-28 23:47:34 +08:00
c9s	b32cfef2fd	backtest: set order price for market order	2022-06-28 23:47:34 +08:00
c9s	609b6a7a50	add ref link to trade stats	2022-06-28 23:47:34 +08:00
c9s	32c76105b0	types: add total net profit field to trade states ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-28 23:47:34 +08:00
c9s	1617005114	pivotshort: fix pivotshort trigger condition	2022-06-28 23:47:34 +08:00
zenix	12757a0458	feature: add seriesExtend	2022-06-28 21:11:07 +09:00
c9s	1156e15cfe	backtest: add order cancel test case ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-28 18:25:51 +08:00
c9s	c0f8bb9a2d	backtest: do not change the backtest order price ... - apply the last price on the executed trade - add more tests	2022-06-28 17:43:51 +08:00
c9s	81ed5bff4f	backtest: refactor calculateNativeOrderFee and add test case	2022-06-28 15:29:01 +08:00
c9s	abee61cdc4	backtest: fix stop order backtest, add more test cases and assertions	2022-06-28 14:35:06 +08:00
c9s	09e98eed82	backtest: handle stop market and add test case ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 20:49:55 +08:00
c9s	34900776f6	pivotshort: reformat code	2022-06-27 19:54:58 +08:00
c9s	10d5a8a4f2	backtest: fix stop limit order matching ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 19:48:14 +08:00
c9s	2784408b8b	add submit order tag	2022-06-27 18:17:57 +08:00
c9s	b97ec7bb1e	pivotshort: remove unused struct	2022-06-27 18:14:12 +08:00
c9s	dfdfd6b85e	types: use pointer receiver for submit order ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 15:56:09 +08:00
c9s	94ad8a5096	gross loss and gross profit	2022-06-27 14:40:49 +08:00
Yo-An Lin	fc5a753933	Merge pull request #764 from c9s/strategy/pivotshort ... strategy/pivotshort: refactor exit methods and add protection stop exit method	2022-06-27 00:20:11 +08:00
c9s	d46954a4b1	fix SimplePriceMatching test ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 00:13:57 +08:00
c9s	1557423229	pivotshort: improve useQuantityOrBaseBalance and add bounce short check	2022-06-26 19:45:37 +08:00
c9s	4d862a4286	pivotshort: remove market trade debug	2022-06-26 19:29:01 +08:00
c9s	e1a9df0a2d	pivotshort: add safety check	2022-06-26 19:20:46 +08:00
c9s	3604bae933	pivotshort: pull out stop price check to a single method	2022-06-26 19:06:16 +08:00
c9s	ef31e90728	pivotshort: clean up ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:32:48 +08:00
c9s	e9b87f6f1e	pivotshort: refactor exit methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:31:48 +08:00
c9s	47677e303f	pivotshort: refactor take profit and stop loss methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:13:58 +08:00
c9s	4c02d8f729	implement QueryOrder on the backtest exchange	2022-06-26 16:10:10 +08:00
c9s	88059016b4	add position roi tests ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:03:42 +08:00
c9s	0715437cc5	fix lastRecordTime ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 13:23:04 +08:00
c9s	25fb684fd1	types: add ROI method on position ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 13:11:19 +08:00
なるみ	cbb3effc42	glassnode: add QueryOptions	2022-06-25 20:25:42 +08:00
なるみ	99d6c0550d	glassnode: add Request struct	2022-06-25 19:59:00 +08:00
なるみ	5ce5571b5e	glassnode: delete all requests	2022-06-25 19:59:00 +08:00
c9s	4e670c67a8	pivotshort: change ratio calculation	2022-06-25 18:13:50 +08:00
c9s	66f923ad0d	backtest: add kline fixture generator ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-25 17:55:31 +08:00
c9s	118928d388	implement kline fixture generator	2022-06-25 17:52:37 +08:00
c9s	2e49a95d32	bbgo: remove unused context object ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-25 17:02:53 +08:00
c9s	b25be3d702	add doc comments	2022-06-25 16:55:54 +08:00
c9s	9f0e12dc25	service: fix import	2022-06-25 16:46:40 +08:00
c9s	7dd314703c	service: fix trade test ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-24 19:30:17 +08:00
c9s	751085f8ff	clean up todo comment	2022-06-24 19:24:49 +08:00
c9s	f4bb7bd231	service: drop unused methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-24 19:11:21 +08:00
c9s	bd991a7080	service: remove unused QueryLast method ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-24 19:08:51 +08:00
c9s	a9bff7701c	sync: avoid adding the millisecond one to the start time	2022-06-24 18:14:52 +08:00
c9s	cace7c8f97	sync: add more debug logs	2022-06-24 17:14:30 +08:00
c9s	4f42f90b49	service: update id map when inserting record	2022-06-24 16:49:41 +08:00
c9s	54d0a83eee	use local time instead of UTC	2022-06-24 15:42:30 +08:00
c9s	1587630b7b	service: pull out record to a var	2022-06-24 15:27:51 +08:00
c9s	3ad1f0e351	show trade ID in the console	2022-06-24 15:19:12 +08:00
c9s	7b60e34821	revert time range check change, it's the same lol	2022-06-23 17:59:46 +08:00
c9s	a78119b9ca	fix time range checking	2022-06-23 17:51:45 +08:00
c9s	4556e501da	batch: fix time range checking	2022-06-23 17:49:28 +08:00
c9s	8c1198de83	service: use created_at field to sort the orders ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-23 01:35:16 +08:00
c9s	2c96d079b8	skeleton: fix log WithField comment	2022-06-22 23:32:31 +08:00
c9s	2c5b553d21	skeleton: add notation	2022-06-22 23:29:29 +08:00
c9s	2550528f60	skeleton: add notification sample	2022-06-22 23:28:49 +08:00
c9s	dcbeace40e	skeleton: update more comments	2022-06-22 23:24:11 +08:00
c9s	b9cbb9d478	skeleton: add detailed comment to the skeleton	2022-06-22 23:18:11 +08:00
Yo-An Lin	7398afbde7	Merge pull request #758 from c9s/improve/pnl-cmd ... improve: add pnl cmd options and fix trade query	2022-06-22 18:38:02 +08:00
Yo-An Lin	d1abfcf80b	Merge pull request #757 from iamken1204/improve/totp-user ... totp-user: add default user 'bbgo'	2022-06-22 18:35:12 +08:00
c9s	8c850c71a2	cmd/pnl: add --sync option	2022-06-22 18:24:34 +08:00
c9s	fa7177426f	cmd/pnl: fix trade table query	2022-06-22 18:19:11 +08:00
c9s	9574a04cce	types: add time alias string to ParseLooseFormatTime	2022-06-22 17:20:10 +08:00
kettan	a0a96abeec	totp-user: add default user 'bbgo' ... There's no env in alpine image, causes the program throw error 'No USER or USERNAME' in containers. * Create and assign env in bbgo image * Fallback to use the default user 'bbgo' when env or was unassigned	2022-06-22 16:45:23 +08:00
c9s	3150480db8	bollmaker: remove stopC	2022-06-22 16:30:29 +08:00
c9s	c26d0d7824	bollmaker: clean up commment	2022-06-22 16:20:59 +08:00
c9s	fa26d5260f	bollmaker: use bbgo.IsBackTesting	2022-06-22 16:18:50 +08:00
c9s	60d2ac1616	ewoDgtrd: clean up embedded struct	2022-06-22 15:37:02 +08:00
c9s	027f1f01cf	improve callID fallback for persistence	2022-06-22 15:19:30 +08:00
c9s	5d72ffaa0f	rsmaker: remove embedded bbgo.Persistence	2022-06-22 13:52:40 +08:00
c9s	51a2f14af7	rsmaker: remove unused vars	2022-06-22 13:52:18 +08:00
c9s	bae685d63d	rsmaker: refactor ClosePosition method	2022-06-22 13:51:36 +08:00
c9s	09d0a9bbc7	pivotshort: clean up ClosePosition method	2022-06-22 13:46:04 +08:00
c9s	dbc6d4fb44	bollmaker: refactor ClosePosition method	2022-06-22 13:46:04 +08:00
c9s	b3160815ff	dca: use order executor to close position	2022-06-22 13:46:04 +08:00
c9s	929ffc3e5e	dca: clean up	2022-06-22 13:46:04 +08:00
c9s	a5cb8355d4	dca: rewrite dca with the new order executor	2022-06-22 13:46:04 +08:00
c9s	5fe0f5a299	pull out bollinger settings	2022-06-22 13:46:04 +08:00
c9s	b75da154a8	rsmaker: remove legacy state struct	2022-06-22 13:46:04 +08:00
c9s	16eeeb852c	rsmaker: drop the legacy persistence state	2022-06-22 13:46:04 +08:00
c9s	3e5d252c10	rsmaker: clean up and remove unused code ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-22 13:46:04 +08:00
c9s	2cd44b194a	pivotshort: remove persistence from pivotshort	2022-06-22 13:46:04 +08:00
c9s	46691d5ae1	strategy/xbalance: update xbalance persistence usage	2022-06-22 13:46:04 +08:00
c9s	3112b40634	support: remove unused const	2022-06-22 13:46:03 +08:00
c9s	6ef54bf2fb	call bbgo.Sync to sync persistence	2022-06-22 13:46:03 +08:00
c9s	7c9ad535fd	bbgo: call global persistence facade to sync data	2022-06-21 14:32:43 +08:00
Yo-An Lin	612df45c5e	Merge pull request #750 from c9s/refactor/persistence-singleton ... refactor: persistence singleton and improve backtest cancel performance	2022-06-21 14:01:14 +08:00
c9s	9b82de596b	refine optimizer executor config structure	2022-06-21 12:31:42 +08:00
Andy Cheng	edfdb5b888	optimizer: add max num of thread in config	2022-06-21 11:51:20 +08:00
c9s	9f2b810fd3	reformat go code	2022-06-21 01:25:47 +08:00
Yo-An Lin	d53176acdf	Merge pull request #746 from andycheng123/improve/pivotshort-control ... pivotshort: add strategy controller	2022-06-21 01:24:47 +08:00
Yo-An Lin	223b3dd95f	Merge pull request #747 from andycheng123/improve/supertrend-strategy ... strategy/supertrend: use new order executor api	2022-06-21 01:23:53 +08:00
c9s	19d8013f49	bbgo: optimize order cancel for back-testing	2022-06-21 01:12:16 +08:00
c9s	58c819bd75	bbgo: pull out PersistenceServiceFacade to singleton	2022-06-21 01:05:13 +08:00
Yo-An Lin	0e877b789e	Merge pull request #748 from andycheng123/improve/bollmaker ... bollmaker: remove redundant code for adapting new order executor api	2022-06-21 00:26:41 +08:00
Yo-An Lin	74e8540550	Merge pull request #749 from c9s/improve/optimizer-local-proc ... improve: add parallel local process executor for optimizer	2022-06-20 21:47:06 +08:00
austin362667	2f18ea230a	rsmaker: refactor active OB	2022-06-20 17:23:13 +08:00
austin362667	c227272542	rsmaker: add bulit-in strategy ... rsmaker: clean up	2022-06-20 17:23:13 +08:00
c9s	6afe2de9f7	optimizer: add parallel local process worker support for optimizer	2022-06-20 17:18:05 +08:00
c9s	626934a059	move out label copy and params copy to the outside of the loop	2022-06-20 15:27:01 +08:00
c9s	9be38e2421	optimizer: support multi metric value functions ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-20 14:52:40 +08:00
Andy Cheng	cc7b8c83ed	bollmaker: remove redundant code for adapting new order executor api	2022-06-20 13:47:17 +08:00
Andy Cheng	aa9296e8d5	strategy/supertrend: use new order executor api	2022-06-20 13:39:07 +08:00
c9s	6669db4264	optimizer: refactor Execute method ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-20 11:54:55 +08:00
Andy Cheng	24844052d2	pivotshort: add strategy controller	2022-06-20 11:39:18 +08:00
c9s	dd087b287d	optimizer: refactor LocalProcessExecutor and pull out config test ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-20 11:20:26 +08:00
c9s	3a072181bc	optimizer: close config file handle	2022-06-20 11:07:48 +08:00
c9s	d1b8710102	add export symbol comment	2022-06-20 10:21:42 +08:00
c9s	ee89a1c382	depth: do not test depth buffer when race is on	2022-06-20 02:49:07 +08:00
c9s	2a1beddba4	support: fix support strategy stop order update	2022-06-19 17:49:38 +08:00
c9s	6e562e2ede	increase batch insert size to 1000 for klines ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-19 17:41:52 +08:00
c9s	bf0186cf55	fix batch buffer size check ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-19 17:36:28 +08:00
c9s	f035667f37	support: refactor trailing stop order management	2022-06-19 17:23:10 +08:00
c9s	b6d1b4309b	refactor and update the support strategy	2022-06-19 15:57:59 +08:00
c9s	cb9ce753e2	strategy/bollmaker: refactor and clean up	2022-06-19 13:40:10 +08:00
c9s	156219456b	all: clean up bbgo.Notifiability	2022-06-19 13:05:02 +08:00
c9s	88a63df186	all: clean up notifiability usage	2022-06-19 13:01:22 +08:00
c9s	eacd1f1ae6	all: rewrite notification api ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-19 12:29:36 +08:00
c9s	88e83c944c	pivotshort: clean up log	2022-06-19 11:21:07 +08:00
c9s	c80fe1af33	pivotshort: call BindTradeStats	2022-06-18 16:32:53 +08:00
c9s	6cae9e7449	move GeneralOrderExecutor into bbgo package	2022-06-18 16:31:53 +08:00
c9s	d367186f3e	pivotshort: clean up and pull out order executor	2022-06-18 15:27:11 +08:00
c9s	47e76a9eb5	pivotshort: refactor and redesign order executor ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-18 12:30:42 +08:00
c9s	0326c34013	pivotshort: pull out GeneralOrderExecutor	2022-06-18 11:45:24 +08:00
c9s	807a3e125c	pivotshort: split trade collector callbacks	2022-06-18 10:54:06 +08:00
c9s	687be4aa7c	fix Withdraw stringer format	2022-06-18 03:33:53 +08:00
Yo-An Lin	ed19d0395f	Merge pull request #738 from c9s/feature/binance-rebate-history ... feature: binance: add binance spot rebate history support	2022-06-18 03:07:31 +08:00
Yo-An Lin	24fc5c2baf	Merge pull request #736 from zenixls2/feature/lint_fmt_check ... fix: gosimple alert	2022-06-18 02:48:47 +08:00
c9s	2fb36f4a9f	binance: add binance spot rebate history support	2022-06-18 02:47:15 +08:00
c9s	8038b7a1c7	service: drop unused queryLast method ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-18 02:28:40 +08:00
c9s	d2d6b84079	service: add reward stringer support ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-18 02:27:38 +08:00
c9s	d6f2f4046a	max: add limit to the closed order query	2022-06-18 01:57:34 +08:00
c9s	ee1ba417cd	rewrite reward sync	2022-06-18 01:42:33 +08:00
c9s	ac404b20a5	make default sync simple	2022-06-18 01:42:24 +08:00
zenix	a5ffca7fe8	fix: gosimple alert	2022-06-17 20:19:51 +09:00
zenix	0c7a98cc4b	fix: race condition in buffer	2022-06-17 19:26:14 +09:00
zenix	ba1342cbc3	feature: add pre-commit	2022-06-17 16:07:00 +09:00
zenix	55fa4cc8f1	fix: apply gofmt on all files, add revive action	2022-06-17 16:06:59 +09:00
c9s	fc9d5f72be	bump version to v1.35.0	2022-06-17 14:01:14 +08:00
c9s	daaa3352d7	compile and update migration package	2022-06-17 14:00:36 +08:00
c9s	aedd3e79d5	maxapi: drop unused mustParseURL	2022-06-17 12:52:22 +08:00
c9s	ce63723ff0	maxapi: drop unused functions	2022-06-17 12:52:06 +08:00
Zenix	d33b12ae81	Merge pull request #721 from zenixls2/feature/heikinashi_session ... feature: add heikinashi support	2022-06-17 12:24:02 +09:00
zenix	aa8d188d15	fix: rename useHeikinAshi to heikinAshi in config	2022-06-17 11:38:36 +09:00
Andy Cheng	5c8cc397f9	Merge pull request #720 from andycheng123/fix/supertrend ... fix: fix strategy supertrend	2022-06-17 10:26:09 +08:00
Andy Cheng	55f36b2f3e	supertrend: add comment to make the condition clearer	2022-06-17 10:15:54 +08:00
zenix	f5007752b2	feature: add heikinashi support	2022-06-17 10:58:32 +09:00
Yo-An Lin	7225a597f2	Merge pull request #728 from zenixls2/feature/dmi ... feature: add dmi indicator	2022-06-17 01:13:53 +08:00
zenix	126974cd79	feature: dmi add test, fix: rma with Adjust setting (follow the implementation of pandas.DataFrame.ewm)	2022-06-16 19:55:14 +09:00
zenix	0a4379eec9	feature: add dmi indicator	2022-06-16 19:26:16 +09:00
Andy Cheng	f6770df50f	supertrend: log with symbol	2022-06-16 17:14:50 +08:00
なるみ	50fbf0727e	types: move valuemap and floatmap to types	2022-06-16 16:44:27 +08:00
なるみ	5799497a09	marketp: add marketcap strategy	2022-06-16 16:44:02 +08:00
c9s	500dc64ed4	maxapi: drop unused v2 order api	2022-06-16 16:05:21 +08:00
c9s	0aa606ebcb	maxapi: drop unused v2 api	2022-06-16 16:03:12 +08:00
Yo-An Lin	f9a18e04c2	Merge pull request #729 from c9s/improve/maxapi ... refactor: re-arrange maxapi files	2022-06-16 15:41:59 +08:00
c9s	4af722e0e0	bump version to v1.34.0	2022-06-16 15:33:36 +08:00
c9s	4b14e7f7e5	refactor maxapi files	2022-06-16 15:22:36 +08:00
Zenix	b691572c0b	Merge pull request #723 from zenixls2/feature/ssf ... feature: add Ehler's Super smoother filter	2022-06-16 13:09:18 +09:00
zenix	0377ecd42d	fix: ssf less indent	2022-06-16 13:02:00 +09:00
なるみ	8d9faff859	rebalance: validate symbols	2022-06-16 10:44:13 +08:00
なるみ	3d0ad010eb	rebalance: replace Float64Slice by ValueMap	2022-06-16 10:44:13 +08:00
なるみ	0a602bc259	rebalance: add ValueMap	2022-06-16 10:44:13 +08:00
Yo-An Lin	fc340c2286	Merge pull request #725 from narumiruna/rebalance/activeorderbook ... rebalance: simplify code	2022-06-16 07:34:18 +08:00
Yo-An Lin	4ef10d1dc4	Merge pull request #713 from andycheng123/improve/share-kline ... improve: share klines tsv	2022-06-16 07:33:43 +08:00
なるみ	ad98cf883c	rebalance: remove unused subscriptions	2022-06-16 01:33:28 +08:00
なるみ	21a793e16b	rebalance: rename variable	2022-06-16 01:33:28 +08:00
なるみ	87adf694b1	rebalance: manage active order book without specifying symbol	2022-06-16 01:33:28 +08:00
なるみ	a4814951d4	rebalance: remove ignoreLock and simplify code	2022-06-16 01:33:28 +08:00
なるみ	f19e1fdf87	rebalance: rename methods	2022-06-16 00:22:19 +08:00
zenix	f4c4d631f8	feature: add Ehler's Super smoother filter	2022-06-15 20:09:33 +09:00
ankion	b82476428d	fix futures mode not use futures kline data.	2022-06-15 16:00:30 +08:00
Yo-An Lin	694c226bc0	Merge pull request #719 from andycheng123/improve/optimizer ... optimizer: bool type parameter	2022-06-15 15:45:39 +08:00
c9s	22d5b6e142	move max api files	2022-06-15 14:55:43 +08:00
YC	84a00a8249	Merge pull request #718 from c9s/yc/fix/syncing ... fix: sync api guard condition	2022-06-15 14:33:24 +08:00
Andy Cheng	ae935971f4	indicator: fix wrong supertrend signal due to atr window not satisfied yet	2022-06-15 12:23:41 +08:00
Andy Cheng	91e4003520	strategy: prevent supertrend from open extra position	2022-06-15 12:22:26 +08:00
Andy Cheng	d967525a10	optimizer: bool type parameter	2022-06-15 12:16:18 +08:00
ycdesu	bee85f7973	fix: sync api guard condition	2022-06-15 11:44:39 +08:00
Zenix	92b21e8fe6	Merge pull request #707 from zenixls2/feature/alma ... feature: add basic implementation of alma indicator	2022-06-15 09:00:42 +09:00
c9s	5aa2f8a681	xmaker: skip quoting if bb value is zero	2022-06-15 01:18:46 +08:00
c9s	5210b97a23	xmaker: update klines to boll indicator	2022-06-15 01:17:41 +08:00
c9s	b47d103cf8	xmaker: pull out band value to fixedpoint	2022-06-15 01:13:54 +08:00
zenix	f2c5ef296a	feature: alma indicator add test	2022-06-14 17:51:06 +09:00
zenix	686d1dcaac	feature: add basic implementation of alma indicator	2022-06-14 16:56:37 +09:00
Yo-An Lin	e261d2c270	Merge pull request #714 from c9s/improve/sync-symbol-opt ... improve: support specifying session in the sync symbol	2022-06-14 14:34:23 +08:00
zenix	bf6726a529	fix: output color output to stderr	2022-06-14 14:41:41 +09:00
zenix	28d01486ee	clean: clean code, add comments, add more report on exit	2022-06-14 14:41:41 +09:00
zenix	0ff3d94919	refactor: ewo choose ma	2022-06-14 14:41:41 +09:00
zenix	b5b1719045	feature: filter signal by ewo histogram and 3*atr entry	2022-06-14 14:41:41 +09:00
c9s	e7fc12aca7	update symbols doc	2022-06-14 13:32:13 +08:00
c9s	b1873aa19b	support specifying session in sync symbol	2022-06-14 13:02:36 +08:00
Andy Cheng	7ffe010c57	optimizer: kline directory by backtest period	2022-06-14 12:54:05 +08:00
c9s	8d9e63671e	binance: add GetApiReferralIfNewUserRequest api	2022-06-14 12:24:48 +08:00
Andy Cheng	8f18b414b6	optimizer: move klines to shared/	2022-06-13 13:14:39 +08:00
Andy Cheng	70d6d8f5db	optimizer: share klines in report	2022-06-13 12:26:47 +08:00
c9s	a506a00001	xmaker: fix position notify	2022-06-13 12:04:35 +08:00
c9s	4a6fb63c8b	check nil	2022-06-13 12:03:31 +08:00
c9s	8d2967c1a0	bump version to v1.33.4	2022-06-13 11:44:05 +08:00
c9s	e3a894eb7e	fix telegram filterPlaintextMessages	2022-06-13 11:29:33 +08:00
c9s	eba6706b92	move FilterSimpleArgs to the util package	2022-06-13 11:20:29 +08:00
c9s	0164cd1c72	fix reflect.Elem call	2022-06-13 11:05:00 +08:00
c9s	35d04bd31f	remove kline debug log	2022-06-13 10:38:15 +08:00
c9s	e8d25538f6	fix filterSimpleArgs for notification format	2022-06-13 10:37:39 +08:00
c9s	28666d4e98	fix profit pointer check	2022-06-13 10:33:28 +08:00
zenix	a65374d686	fix: fixedpoint percentage bound check	2022-06-13 11:05:55 +09:00
Yo-An Lin	77e8af2ae6	Merge pull request #710 from c9s/strategy/pivot ... strategy: pivot: add bounce short	2022-06-12 12:12:04 +08:00
c9s	69fc6ca252	backtest: add fee token support	2022-06-12 03:55:02 +08:00
c9s	2e8f9c3ad8	backtest: fix fee calculation	2022-06-12 03:45:47 +08:00
c9s	ce70bbbc4a	account: check if balance exists	2022-06-12 03:45:28 +08:00
c9s	5949c7587e	make bounce short optional	2022-06-11 16:41:56 +08:00
c9s	3d0c0717ba	pivotshort: fix bounce short	2022-06-11 16:33:21 +08:00
c9s	ec68dc2f40	reimplement placeBounceSellOrders	2022-06-11 00:26:44 +08:00
Yo-An Lin	2bab2103e8	Merge pull request #703 from c9s/fix/sync-goroutine-leak ... fix: syncing goroutine leak	2022-06-10 16:47:02 +08:00
c9s	46450c0122	pivotshort: rename pivotLength to window and update indicator manually	2022-06-10 15:34:57 +08:00
c9s	91b9605884	pivotshort: manually update pivot indicator	2022-06-10 15:18:12 +08:00
c9s	fba0a20cda	fix pivot indicator: filter out zero lows and highs	2022-06-10 15:17:06 +08:00
zenix	1e67acd77a	fix: set buffer period to allow buffer to get fully appended before the estimation in buffer_test	2022-06-10 15:24:13 +09:00
zenix	f1e24bf43b	feature: add codecoverage and add race detection in go test, fix: fix race conditions	2022-06-10 14:01:14 +09:00
ycdesu	9a71c9a5eb	web: pass root ctx into setup func	2022-06-10 12:19:38 +08:00
ycdesu	1dbd5dbd94	sync: only sync when previous operation is done	2022-06-10 12:16:58 +08:00
c9s	a9d2a9e57a	pivotshort: add breakLow.bounceRatio option	2022-06-10 11:36:04 +08:00
c9s	0921f038a6	bump version to v1.33.3	2022-06-10 02:52:54 +08:00
c9s	9ffefbab03	adjust CancelOrderWaitTime back to 20ms	2022-06-10 02:51:20 +08:00
c9s	470e003867	max: fix max v3 order cancel	2022-06-10 02:50:39 +08:00
Yo-An Lin	aeae2d58c9	Merge pull request #699 from c9s/strategy/pivot ... pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume…	2022-06-10 02:47:13 +08:00
c9s	35a58268cf	pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume option	2022-06-10 02:39:14 +08:00
Yo-An Lin	449186f460	Merge pull request #697 from andycheng123/fix/supertrend ... strategy: remove redundant code	2022-06-10 01:29:45 +08:00
c9s	e575236db8	pivotshort: adjust shadow ratio calculation	2022-06-10 01:21:59 +08:00
c9s	260857b5b1	pivotshort: add TradeStats	2022-06-10 00:49:32 +08:00
c9s	b79e4f2fb8	fixedpoint: add marshalYAML interface support	2022-06-10 00:42:48 +08:00
c9s	a8134561f5	pivotshort: add stopEMA	2022-06-09 18:16:32 +08:00
c9s	aa2ba265f1	pivotshort: refactor and add more fix	2022-06-09 17:36:22 +08:00
Andy Cheng	2e3badc0da	strategy: remove redundant code	2022-06-09 16:37:19 +08:00
c9s	4f9ac6f3fb	pivotshort: move notification message to make log clean	2022-06-09 15:50:43 +08:00
c9s	e117cc4157	optimize single symbol query for kline query	2022-06-09 15:50:23 +08:00
c9s	77eb5da7b7	clean up type conversion	2022-06-09 15:50:06 +08:00
c9s	f8dbd26736	move cpu profile option to global cmd	2022-06-09 15:49:52 +08:00
c9s	8d3f487d0d	reduce order cancel wait time to 10ms	2022-06-09 15:49:34 +08:00
c9s	b731405658	add fixedpoint.Value to simple types	2022-06-09 15:49:13 +08:00
c9s	5a809f60e0	pivotshort: fix order cancel step	2022-06-09 13:26:30 +08:00
c9s	4b08e93758	rename st = store	2022-06-09 12:34:23 +08:00
c9s	fc0457cefe	fix notify args filtering	2022-06-09 12:34:23 +08:00
c9s	e17535e651	pivotshort: fix position close bugs	2022-06-09 12:34:23 +08:00
c9s	1bfc125a52	gracefully cancel order before closing position	2022-06-09 12:34:23 +08:00
c9s	1d8cd2d604	improve kline matching error	2022-06-09 12:34:22 +08:00
c9s	77b704b6ec	move some methods back for refactoring	2022-06-09 12:34:22 +08:00
austin362667	3c40f9e90e	pivotshort: improve market sell when breaks previous pivot low only ... pivotshort: improve market sell when breaks previous pivot low only	2022-06-09 12:34:22 +08:00
c9s	9065b5bae7	bump version to v1.33.2	2022-06-08 23:17:11 +08:00
Yo-An Lin	60af0b08e3	Merge pull request #693 from c9s/fix/binance-deposit-history-sync ... fix: fix and rewrite binance deposit history sync	2022-06-08 19:16:10 +08:00
c9s	c16fe8188a	fix: calcualte fee in quote only when fee is not zero	2022-06-08 18:09:17 +08:00
c9s	83d7aab4d4	fix trade format alignment	2022-06-08 18:06:49 +08:00
c9s	f1cce3e123	clean up	2022-06-08 17:33:52 +08:00
c9s	f3a7428b48	add stringer method for deposit struct	2022-06-08 17:32:42 +08:00
c9s	6d78b05b41	rewrite deposit sync service	2022-06-08 15:49:44 +08:00
c9s	5f075af24f	batch: add DepositBatchQuery	2022-06-08 15:49:44 +08:00
c9s	c4c8bca72f	binance: re-implement deposit history query	2022-06-08 15:49:44 +08:00
c9s	854661bc71	backtest: move info log suppress after sync	2022-06-08 15:15:57 +08:00
c9s	99bf914415	add warning logs to pnl cmd	2022-06-08 15:10:43 +08:00
c9s	8c6331073d	cmd: fix pnl cmd	2022-06-08 15:10:43 +08:00
c9s	e023d0be5b	service: rewrite kline sync check	2022-06-08 15:10:43 +08:00
c9s	1f927d5162	use the same time object for 'now'	2022-06-08 14:37:03 +08:00
c9s	09912b3fc3	environment: avoid setting UTC on time object	2022-06-08 14:36:26 +08:00
c9s	14ffa0fe2f	bump version to v1.33.1	2022-06-08 13:15:52 +08:00