Commit Graph

6141 Commits

Author SHA1 Message Date
c9s
bbe58f51cf
doc: simplify backtest command example 2022-12-20 16:05:50 +08:00
c9s
330be79ec6
grid2: add recoverGrid 2022-12-20 15:56:38 +08:00
c9s
1fd431df5f
doc: add back-test report viewer doc link 2022-12-20 15:38:56 +08:00
c9s
565193ed69
config: add multi-session example 2022-12-19 20:04:17 +08:00
Yo-An Lin
f38a89c0a5
Merge pull request #1028 from c9s/feature/grid2 2022-12-19 19:33:10 +08:00
c9s
5d6669fde4
config: update grid2 config for sync 2022-12-19 19:00:52 +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
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
f4529171f3
config: turn on notification for grid2 2022-12-15 18:39:06 +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
c9s
c0598a05f6
grid2: add slack attachment footer 2022-12-15 17:47:34 +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
Yo-An Lin
8c575f6f3c
Merge pull request #1025 from c9s/feature/rollbar
feature: add rollbar support
2022-12-12 17:53:53 +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
01314ea6e4 lfs untrack files 2022-12-12 13:17:06 +08:00
c9s
df6a34f5af binanceapi: adjust http timeout to 10s 2022-12-09 21:30:33 +08:00
Yo-An Lin
d3dea2870b Merge pull request #1024 from c9s/fix/binance-my-trades-api
fix: binance my trades api
2022-12-09 17:43:40 +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
Yo-An Lin
37f4435aba Merge pull request #1022 from c9s/feature/grid2
strategy: grid2: more refactoring, fix bugs and add more tests
2022-12-07 16:29:50 +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
Yo-An Lin
4c9403d919 Merge pull request #1021 from c9s/feature/grid2
grid2: add test case for aggregateOrderBaseFee
2022-12-06 16:51:38 +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