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6,003 Commits 61 Branches 138 Tags 189 MiB
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4233 Commits

Author SHA1 Message Date
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
Yo-An Lin
4fdee25a96
Merge pull request #691 from c9s/fix/sync-time 
fix: fix sync since time field check
 2022-06-08 13:04:39 +08:00
c9s
fb5fc02bdf
fix since time field check 2022-06-08 12:54:48 +08:00
Yo-An Lin
047fad8d5b
Merge pull request #689 from c9s/fix/sqlite-gid-insert 
fix: fix reflect insert (remove gid field)
 2022-06-08 12:18:23 +08:00
c9s
e7dfd4a654
fix reflect insert (remove gid field) 2022-06-08 12:08:04 +08:00
zenix
7a045a48d4 fix: drift window in factorzoo, order_execution print order, refactor: use defer to mu.Unlock in depth/buffer.go 2022-06-08 12:14:53 +09:00
zenix
8361689974 fix: check for div zero in drift indicator 2022-06-08 11:07:26 +09:00
zenix
9dd8dbbede feature: add drift indicator, split heikinashi's Queue 2022-06-08 01:21:18 +08:00
c9s
792e67e982
bump version to v1.33.0 2022-06-07 22:34:16 +08:00
c9s
e92e0f04f3
bump version to v1.33.0 2022-06-07 22:31:08 +08:00
c9s
ea2ba5d11e
bump version to v1.33.0 2022-06-07 22:24:47 +08:00
c9s
7f07852086
fix filled market order update event duplicated trigger 2022-06-07 20:27:11 +08:00
c9s
fc8d3ea59f
register dca strategy to builtin 2022-06-07 20:26:56 +08:00
c9s
9a29843477
add dca strategy 2022-06-07 20:26:44 +08:00
c9s
dc0cb30b23
fix order submit message format 2022-06-07 20:26:33 +08:00
c9s
7e92e6592a
backtest: add test case for testing order update callbacks 2022-06-07 19:36:55 +08:00
Andy Cheng
9836fbbf82 strategy: rebase 2022-06-07 16:49:43 +08:00
Andy Cheng
39615c8981 indicator: get supertrend signal 2022-06-07 16:44:15 +08:00
Andy Cheng
14e70007d9 indicator: supertrend 2022-06-07 16:44:15 +08:00
Andy Cheng
34465fac89
Merge pull request #653 from andycheng123/strategy/supertrend 
strategy: add supertrend strategy
 2022-06-07 16:25:49 +08:00
Andy Cheng
ee26d6ce34 strategy: Persistence.Sync() after position change 2022-06-07 16:04:40 +08:00
Yo-An Lin
037f2949bd
Merge pull request #678 from andycheng123/fix/interact 
interact: fix missing make()
 2022-06-07 12:31:53 +08:00
c9s
32837d85a0
fix fmaker 2022-06-07 12:31:06 +08:00
c9s
46a008bea5
move batch insert back 2022-06-07 12:28:11 +08:00
Yo-An Lin
16e9535b8c
Merge pull request #638 from austin362667/strategy/f1 
strategy: add fmaker
 2022-06-07 12:24:26 +08:00
Andy Cheng
57aab937b3 interact: update test 2022-06-07 10:45:55 +08:00
Andy Cheng
9a086d2855 interact: use instance ID as signature 2022-06-07 10:40:15 +08:00
c9s
a4807d6594
fix tests 2022-06-07 01:21:27 +08:00
c9s
d7f9742360
binance: revert the start time filtering 2022-06-07 00:50:07 +08:00
c9s
53e74b6262
fix timezone issue for sqlite and mysql 2022-06-07 00:48:13 +08:00
c9s
b32b852303
service: fix FindMissingTimeRanges until check 2022-06-06 18:15:36 +08:00
zenix
c7eb065995 fix: close / rollback queries/transactions on error 2022-06-06 18:57:24 +09:00
Andy Cheng
58ec38d811 interact: update interact test 2022-06-06 17:43:25 +08:00
Andy Cheng
8410b1cc33 interact: update interact test 2022-06-06 17:34:39 +08:00
c9s
022775d0a2
service: use batch insert for kline 2022-06-06 17:21:31 +08:00
Andy Cheng
1f79e236ad interact: revert to id = strategy.ID() 2022-06-06 16:20:06 +08:00
Andy Cheng
3d9994706b interact: fix missing make() 2022-06-06 15:36:09 +08:00
c9s
dae4afec10
fix verify() time range 2022-06-06 14:58:26 +08:00
c9s
da6a209fd7
service: set PRAGMA for sqlite3 2022-06-06 14:53:37 +08:00
c9s
a6d18a87f5
fix: batch query exit issue 
- remove errC case (this channel is closed earlier)
- add empty data range test case for finding missing time range
 2022-06-06 13:25:11 +08:00
c9s
e1225d4127
add log insert option for sync 2022-06-06 12:24:18 +08:00
c9s
74f7e4181a
service: improve missing time range log 2022-06-06 12:15:06 +08:00
c9s
0a6deed305
service: fix QueryExistingDataRange 2022-06-06 11:46:18 +08:00
c9s
625bd0c5e4
fix order executor formatting 2022-06-06 07:23:16 +08:00
c9s
b209d94a9c
rename active order book constructor function 2022-06-06 06:57:25 +08:00
c9s
4dafa32e97
strategy: should always handle trade even if the strategy status is not running 2022-06-06 06:56:44 +08:00
c9s
2474aa777d
optimizer: fix parameter copy 2022-06-06 06:49:08 +08:00
c9s
43c2819d01
optimizer: copy param slice 2022-06-06 06:39:27 +08:00
c9s
0f6989af8b
service: avoid storing nil pointer to redis 2022-06-06 06:32:34 +08:00
c9s
a2cfea8acb
service: add stringer to TimeRange 2022-06-06 06:27:45 +08:00
c9s
be644bb91f
fix s.SyncKLineByInterval call 2022-06-06 06:24:25 +08:00
c9s
cb4c879942
backtest: copy the order object for updating status 2022-06-06 06:24:25 +08:00
c9s
f65b343ea6
service: clean up Verify method signature 2022-06-06 06:24:25 +08:00
c9s
41191c4db5
service: rewrite backtest verify 2022-06-06 06:24:24 +08:00
c9s
80d9c8a3be
update activeorderbook callback file 2022-06-06 06:03:49 +08:00
c9s
3786fc64f1
rename LocalActiveOrderBook to just ActiveOrderBook 2022-06-06 05:43:38 +08:00
c9s
1e27caa5e2
flashcrash: update local active book usage 2022-06-05 21:45:43 +08:00
c9s
1d340256ea
fix and simplify LocalActiveOrderBook 2022-06-05 18:12:26 +08:00
ankion
53f3df5ccf futures position no need to deduct fees 2022-06-05 16:33:08 +08:00
ankion
d90cf43d5a fix futures QuoteQuantity incorrect. 2022-06-05 16:33:08 +08:00
c9s
016ddfd8cd
pivotshort: also check isClosed 2022-06-05 13:14:17 +08:00
c9s
f883d42c58
pivotshort: avoid market sell again if position is already opened 2022-06-05 13:13:23 +08:00
c9s
629ae39095
fix var comparison 2022-06-05 13:09:32 +08:00
c9s
defff9b01d
pivotshort: add new found return value 2022-06-05 13:04:48 +08:00
c9s
f39ba4854d
pivotshort: add notify 2022-06-05 12:58:12 +08:00
c9s
74ee92832b
pivotshort: rename pivotBuffer to pivotLowPrices 2022-06-05 12:56:40 +08:00
c9s
32f324761e
pivotshort: market sell to open short 2022-06-05 12:55:36 +08:00
c9s
4bd322feb4
pivotshort: use notify and always collect trades 2022-06-05 12:51:45 +08:00
c9s
e7078edacd
pivotshort: add kline event handler and a todo 2022-06-05 12:48:54 +08:00
c9s
b20e1335c2
pivotshort: pull out market sell to a single method 2022-06-05 12:47:15 +08:00
c9s
f0578c5fa2
pivotshort: rename place order method 2022-06-05 12:40:41 +08:00
c9s
46b766857a
pivotshort: always collect trades after submitting orders 2022-06-05 12:40:08 +08:00
c9s
b9c32c7f7e
pivotshort: numLayers should be int 2022-06-05 12:37:35 +08:00
c9s
4b582830f0
remove timepoint map 2022-06-05 01:57:40 +08:00
c9s
c20e3fee4b
fix persistence unmarshalling issue 2022-06-05 01:48:56 +08:00
c9s
221a2d9dc7
fix persistence: calling type method on z zero value 2022-06-05 01:09:31 +08:00
c9s
39fcf1a51b
refactor sync command and add integration tests 2022-06-05 01:01:59 +08:00
c9s
425f8674d2
service: add kline partial sync 2022-06-04 19:15:11 +08:00
c9s
bf4d8d345e
service/backtest: implement backfill and time range scanner 2022-06-04 11:47:55 +08:00
c9s
9083881442
refactor exchange factory and solve the incorrect pkg import dependency from ftx 2022-06-04 11:47:55 +08:00
austin362667
9b8239abba pivotshort: add symbol name 2022-06-04 02:31:04 +08:00
austin362667
fcdc26e188 pivotshort: add init place order 2022-06-04 02:31:04 +08:00
c9s
6ceb54679a
add websocket log prefix 2022-06-04 00:39:24 +08:00
austin362667
5ca651a9b4 pivotshort: clean up field name 2022-06-03 23:28:48 +08:00
austin362667
af2d88d9a3 pivotshort: add immediate market sell 2022-06-03 23:23:26 +08:00
austin362667
9dab39849b pivotshort: clean up 2022-06-03 16:38:06 +08:00
austin362667
30be15dd34 pivotshort: add repay margin side effect 2022-06-03 15:48:49 +08:00
austin362667
2aac5bb273 pivotshort: improve post order & add margin 2022-06-03 15:48:49 +08:00
c9s
6936503cde
bollmaker: fix profit stats notification 2022-06-03 14:46:45 +08:00
c9s
3428aeba03
apply default exchange fee rate 
fixes #566
 2022-06-03 03:24:34 +08:00
c9s
4fc0687cf9
bollmaker: remove debug code 2022-06-03 03:14:19 +08:00
c9s
68d6e9e850
service: fix state loading (use correct ID method) 2022-06-03 03:10:50 +08:00
c9s
f7cdaff925
persistence: add store and load test case 2022-06-03 02:49:16 +08:00
c9s
7fce6a0fca
bollmaker: call persistence.Sync when position is changed 2022-06-03 02:44:00 +08:00
c9s
50d7d235a4
bollmaker: pull out functions 2022-06-03 02:44:00 +08:00
c9s
1a85299204
bollmaker: make detectPriceTrend simple function 2022-06-03 02:44:00 +08:00
Yo-An Lin
89c2e7de1e
Merge pull request #663 from c9s/fix/persistence-snapshot 
test: add more test on Test_loadPersistenceFields
 2022-06-03 02:09:52 +08:00
c9s
75bd5ffe32
ftx: fix kline time range check 2022-06-03 02:05:06 +08:00
c9s
55e9c7ee25
add more test on Test_loadPersistenceFields 2022-06-03 01:57:39 +08:00
c9s
0b6f7270ff
fix: drop IsZero 2022-06-03 01:15:08 +08:00
c9s
b1419a6f8b
ftx: add balance poller 2022-06-02 22:01:03 +08:00
c9s
3eb3a1f367
fix: ftx: add limit to ftx kline query 2022-06-02 21:51:22 +08:00
c9s
a7bd9239f2
fix: pull out time.now variable 2022-06-02 21:27:28 +08:00
c9s
32095e2741
fix: call abs on base for IsDust method 2022-06-02 21:06:52 +08:00
c9s
d27fee57ad
fix: do not load all trades into memory 2022-06-02 20:02:32 +08:00
c9s
d7c8b0b127
autoborrow: render balance map as SlackAttachment 2022-06-02 19:50:39 +08:00
Yo-An Lin
69c58ee38f
Merge pull request #656 from c9s/refactor/sync 
refactor: drop unused function
 2022-06-02 19:28:44 +08:00
c9s
5277098f70
add api .UnrealizedProfit and .IsDust method on Position 2022-06-02 18:05:35 +08:00
c9s
6a25f30b39
add IsLong and IsShort method on Position 2022-06-02 17:58:18 +08:00
c9s
e2f339e641
bollmaker: fix short position order 2022-06-02 17:55:14 +08:00
c9s
a2c7ebe90c
drop unused function 2022-06-02 17:24:54 +08:00
c9s
16322e19fe
service: set kline time to UTC 2022-06-02 16:53:17 +08:00
c9s
824951c3d5
batch: add remote query profiler 2022-06-02 16:52:34 +08:00
c9s
02a8bf4c8c
remove general rate limiter from batch query since it's already handled in the exchange 2022-06-02 16:52:33 +08:00
c9s
a878f35ca1
improve and fix kline sync 2022-06-02 16:52:33 +08:00
zenix
5faab1d55c fix: change from local timezone to UTC when do syncing 2022-06-02 17:12:17 +09:00
Yo-An Lin
38a6d8c813
Merge pull request #652 from c9s/refactor/sync 
refactor/fix: withdraw sync
 2022-06-02 14:03:54 +08:00
c9s
5d98674ab5
fix withdraw sync and improve withdraw string format 2022-06-02 13:56:24 +08:00
c9s
813166dd92
add TestWithdrawBatchQuery test 2022-06-02 13:56:24 +08:00
c9s
b36be80fd7
implement withdraw batch query 2022-06-02 13:56:23 +08:00
c9s
e11e0c97b8
types: update SupportedExchanges slice with correct types 2022-06-02 13:56:23 +08:00
c9s
c4f8b11f98
types: fix const type declaration 2022-06-02 13:56:23 +08:00
Andy Cheng
bf385899b9 strategy: use private for non-exported fields and functions 2022-06-02 13:47:16 +08:00
c9s
5527b3c48a
rename Withdrawal to Withdraw since it's a noun 2022-06-02 11:42:03 +08:00
c9s
c0f5c1963e
refactor and clean up withdraw history query method 2022-06-02 11:40:05 +08:00
c9s
e5ca6504f5
binance: add get_withdraw_history_request 2022-06-02 11:32:21 +08:00
Yo-An Lin
47098b08dd
Merge pull request #650 from austin362667/fix/persistence 
Fix: Persistence Reflect IsZero
 2022-06-02 02:32:36 +08:00
c9s
165b4fdb20
binance: remove loop from the withdraw history api 2022-06-02 02:31:46 +08:00
c9s
35ac5e1671
service/order: remove unused queryLast method 2022-06-02 02:13:42 +08:00
c9s
d6f144069d
service: refactor closed order sync method 2022-06-02 02:12:38 +08:00
c9s
f87a0ab316
autoborrow: add json tags 2022-06-02 01:53:22 +08:00
c9s
34e1b642d1
autoborrow: add exchange name to the margin action struct 2022-06-02 01:51:03 +08:00
c9s
4f842c521a
fix log message 2022-06-02 01:47:55 +08:00
c9s
8aec251a62
max: fix v3 loan/repay api path 2022-06-02 01:41:41 +08:00
c9s
ae8625da31
max: net asset should substract debt 2022-06-02 01:34:14 +08:00
c9s
92882f68f4
max: add borrow and repay todo 2022-06-02 01:28:33 +08:00
c9s
78f9c7d569
improve autoborrow checks 2022-06-02 01:27:04 +08:00
austin362667
f9bb2ae149 bbgo: fix persistence reflect IsZero check 2022-06-01 21:57:35 +08:00
c9s
4e666dee98
max: implement margin borrow and repay service on max 2022-06-01 20:44:24 +08:00
c9s
01822eee28
max: use v3 order api to submit orders 2022-06-01 20:34:20 +08:00
Yo-An Lin
b19ae857d3
Merge pull request #649 from c9s/feature/binance-margin-history 
fix: max: fix QueryAccount for margin wallet
 2022-06-01 19:58:54 +08:00
c9s
50accc5a2c
max: fix QueryAccount for margin 2022-06-01 19:56:10 +08:00
Yo-An Lin
bef73cf880
Merge pull request #648 from c9s/feature/binance-margin-history 
feature: binance margin history sync support
 2022-06-01 19:43:07 +08:00
c9s
b070952b32
service/sync: rewrite trade sync with syncTask 2022-06-01 19:40:30 +08:00
c9s
415450acb7
service/sync: add onLoad event support 2022-06-01 19:40:29 +08:00
c9s
fb63346732
service/reflect: add more debug logs 2022-06-01 19:40:29 +08:00
c9s
dfe29e07e7
service/margin: fix query ordering 2022-06-01 19:40:29 +08:00
c9s
991d13cb32
cmd/sync: support multiple session names 2022-06-01 19:40:29 +08:00
c9s
1a85e62993
service: integrate margin service into the sync service 2022-06-01 19:40:29 +08:00
c9s
5bb98734fb
batch: set jump if empty field 2022-06-01 19:40:29 +08:00
c9s
484fc62892
batch: set jump if empty field 2022-06-01 19:40:29 +08:00
c9s
118dc07e10
service: fix reflect rows scan 2022-06-01 19:40:29 +08:00
c9s
5a4a2db66f
service: add time function 2022-06-01 19:40:29 +08:00
c9s
5eaa4706f0
binance: set exchange field for margin records 2022-06-01 19:40:29 +08:00
c9s
63ad635f62
cmd: rewrite sync command 2022-06-01 19:40:29 +08:00
c9s
cf19ed6f26
refactor environment sync method 2022-06-01 19:40:29 +08:00
c9s
f4e7f4f6f6
add margin history entry in config 2022-06-01 19:40:29 +08:00
c9s
bdc76e8db6
types: add gid field 2022-06-01 19:40:29 +08:00
c9s
279e4d8682
service: refactor sync task 2022-06-01 12:02:15 +08:00
Andy Cheng
205921ea42 strategy: remove HasTradableBase() 2022-06-01 10:54:13 +08:00
Andy Cheng
cd96c01131 strategy: use Market.IsDustQuantity instead 2022-06-01 10:51:57 +08:00
Andy Cheng
237d1205e8 strategy: check update balance response in calculateQuantity 2022-06-01 10:26:04 +08:00
Yo-An Lin
a56bec9dc9
Merge pull request #644 from c9s/feature/binance-margin-history 
feature: sync binance margin history into db
 2022-05-31 17:48:12 +08:00
c9s
f116b7b2d0
service: add margin liqudiation sync task 2022-05-31 17:43:17 +08:00
c9s
bf92e28461
service: implement margin service for syncing margin related data 2022-05-31 17:43:17 +08:00
c9s
7601f08786
compile and update migration package 2022-05-31 17:32:55 +08:00
c9s
79fbad1266
migrations: add margin_liquidations table 2022-05-31 17:31:15 +08:00
Andy Cheng
6285e145a7 strategy: margin side effect 2022-05-31 15:46:55 +08:00
zenix
a2a186cfbb feature: add emv indicator, fix: sma 2022-05-31 16:28:38 +09:00
Andy Cheng
3421423cd6 strategy: update balance for exchanges like FTX 2022-05-31 14:30:37 +08:00
Andy Cheng
a5124c743f strategy: supertrend strategy TP/SL 2022-05-31 12:53:14 +08:00
c9s
c3f2c9eb4a
batch: add margin loan/repay/interest batch query 2022-05-31 01:19:38 +08:00
c9s
e66eb08db4
batch: refactor batch query 2022-05-31 00:59:33 +08:00
c9s
7add014a2b
service: use upper case sql keywords 2022-05-30 18:11:17 +08:00
c9s
f29e8bd6d2
service: use reflect to generate insert sql 2022-05-30 18:08:54 +08:00
c9s
2dc825f654
types: add db tag 2022-05-30 18:08:54 +08:00
c9s
d72b56f51f
binance: refine liquidation history api 2022-05-30 18:08:54 +08:00
Andy Cheng
d72a4e8e94 strategy: supertrend strategy config example 2022-05-30 16:48:07 +08:00
Andy Cheng
756284378b strategy: supertrend strategy control 2022-05-30 16:35:10 +08:00
Andy Cheng
44469ed3aa strategy: supertrend position control 2022-05-30 16:26:17 +08:00
Andy Cheng
07fe68d740 strategy: Validate() 2022-05-30 16:22:13 +08:00
Andy Cheng
0e1e5369f2 strategy: leverage parameter 2022-05-30 16:07:36 +08:00
Andy Cheng
1d24379c17 strategy: refactor supertrend sconfig 2022-05-30 14:52:51 +08:00
Zenix
8652b4e043
Merge pull request #633 from zenixls2/fix/ewo_entry 
Fix/ewo entry, backtest
 2022-05-30 15:47:46 +09:00
zenix
e3a8ef4e69 fix: statistics on entry/exit on signal changes, fix position check 2022-05-30 12:45:52 +09:00
austin362667
c904f9f0f7 strategy: add fmaker 
fmaker: cleanup
 2022-05-29 21:39:11 +08:00
c9s
61a53947ee
binance: re-organize convert functions 2022-05-29 12:03:21 +08:00
c9s
11075b0d1a
cmd: add marginInterestsCmd 2022-05-29 12:01:20 +08:00
c9s
4a4699a4bc
cmd: add margin repays cmd 2022-05-29 11:53:36 +08:00
c9s
70f0dccb9f
binance: convert loans and repays to global types 2022-05-29 11:52:25 +08:00
c9s
409ad9b75c
binance: adjust margin history interface 2022-05-29 01:42:08 +08:00
c9s
f58f44ffd8
binance: refactor query methods 2022-05-29 01:21:43 +08:00
c9s
4c30fce917
binance: add GetMarginInterestHistoryRequest api 2022-05-29 01:13:33 +08:00
c9s
e72f8bcd15
binance: fix and rename margin liquidation history request 2022-05-29 00:57:46 +08:00
c9s
1ab10eb574
binance: fix and add loan/repay history test 2022-05-29 00:52:22 +08:00
c9s
aec9de8dd6
types: define global margin history types 2022-05-28 17:34:29 +08:00
c9s
4f0ac41850
max: generate missing files 2022-05-28 16:52:02 +08:00
c9s
fcdf0f8168
max: rename methods 2022-05-28 16:48:51 +08:00
c9s
753d7a8d5e
max: rename requests 2022-05-28 16:47:41 +08:00
c9s
cef002ccb6
move type alias 2022-05-28 16:06:16 +08:00
Yo-An Lin
5c5a88fe0e
Merge pull request #636 from c9s/feature/max-margin-wallet 
fix: max: fix trades/orders parsing
 2022-05-27 19:55:22 +08:00
c9s
887fe09b44
max: add margin level info the account 2022-05-27 19:48:03 +08:00
c9s
c891cc56e3
max: fix trades/orders parsing 2022-05-27 19:48:03 +08:00
Andy Cheng
39b0013513 strategy: supertrend strategy tp/sl 2022-05-27 18:24:08 +08:00
Yo-An Lin
fd10408fdb
Merge pull request #635 from c9s/feature/max-margin-wallet 
feature: max margin wallet
 2022-05-27 16:55:30 +08:00
Yo-An Lin
424c235b43
Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread 
feature: bollmaker dynamic spread
 2022-05-27 16:55:20 +08:00
c9s
d792f3b83b
max: drop unused url ref vars 2022-05-27 16:46:56 +08:00
c9s
60d65a390f
max: add margin api (liquidation history and interest history) 2022-05-27 16:40:56 +08:00
Andy Cheng
98b794f265 strategy: DynamicSpreadSettings struct to make it more clean 2022-05-27 16:24:50 +08:00
c9s
410a9610c9
max: add margin api (loan, repay, ad ratio) 2022-05-27 16:13:01 +08:00
c9s
37ef5c4b97
max: add margin api (liquidation history and interest history) 2022-05-27 15:04:47 +08:00
Andy Cheng
bf26076112 strategy: prototype of supertrend strategy 2022-05-27 14:36:48 +08:00
c9s
8721679f74
max: update market struct fields 2022-05-26 20:32:25 +08:00
c9s
d9e10b7fcd
max: integrate v3 orders api 2022-05-26 19:52:38 +08:00
c9s
6ca71cf9f1
max: simplify constructor 2022-05-26 18:49:50 +08:00
c9s
2d20083244
max: pull out http transport and register order service v3 2022-05-26 18:49:18 +08:00
c9s
c1ba270d76
max: log max.DebtEvent 2022-05-26 18:07:17 +08:00
なるみ
c99be984d1 rebalance: place limit orders 2022-05-26 17:28:48 +08:00
c9s
4d8ea7d979
max: log adratio 2022-05-25 20:34:25 +08:00
c9s
459d839c1a
max: parse debt 2022-05-25 20:12:16 +08:00
c9s
2ffbb2ed82
max: add ad_ratio_update type 2022-05-25 20:06:51 +08:00
c9s
a74ad31ea0
max: parse ADRatio message 2022-05-25 20:06:17 +08:00
c9s
83abf14f3b
max: add updateTime field parse 2022-05-25 19:52:29 +08:00
zenix
e81216e678 fix: TP compare direction in ewo, feature: add trade report fro ewo, fix: db lock on insertion in sqlite3 2022-05-25 16:11:19 +09:00
c9s
f65821d4fd
max: add mwallet message type to parser 2022-05-25 14:42:45 +08:00
c9s
9f0d975b57
max: add filters when margin is on 2022-05-25 14:40:43 +08:00
c9s
e5e505d65e
max: apply margin settings struct 2022-05-25 14:38:09 +08:00
c9s
eccee460ca
max: add filters field to the auth message 2022-05-25 13:51:24 +08:00
zenix
c6bad0ba08 fix: tv chart, price direction in backtest 2022-05-25 01:48:14 +09:00
zenix
99122f44bc fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34 2022-05-24 23:05:01 +09:00
c9s
0ee23e0ce4
max: refactor order sort method into the types package 2022-05-24 18:07:34 +08:00
c9s
680231e0c5
max: drop legacy queryAllClosedOrders method 2022-05-24 18:04:33 +08:00
c9s
9d459612a4
maxapi: add wallet type validation 2022-05-24 18:00:52 +08:00
c9s
79893f4b88
define wallet type and separate wallet order api 2022-05-24 17:48:08 +08:00
c9s
c6ede883ce
add max v3 api 2022-05-24 17:40:00 +08:00
zenix
dbe0fbcd4c fix: split implementation, fix code comments, add explanation on ewo params 2022-05-24 16:19:00 +09:00
c9s
a66bae47fe
add v3 order endpoint 2022-05-23 18:34:08 +08:00
c9s
d88e41c20c
remove unused client field 2022-05-23 15:48:44 +08:00
c9s
35375c84c1
use requestgen.BaseAPIClient 2022-05-23 14:28:28 +08:00
Andy Cheng
944856eb72 strategy: fix typo 2022-05-23 12:58:45 +08:00
Andy Cheng
bb4d6e61b0 strategy: fix typo 2022-05-23 12:06:24 +08:00
Andy Cheng
64b1ec3780 strategy: update calculation of dynamic spread 2022-05-23 11:37:57 +08:00
c9s
18fc68f6c6
backtest: fix order update_time update in the matching engine 
fixes: #631
 2022-05-22 02:40:26 +08:00
c9s
f06ec76618
backtest: check quoteQuantity only when price is given 2022-05-22 01:19:43 +08:00
c9s
b9f0159537
add error handling 2022-05-20 18:57:41 +08:00
c9s
728190a78f
compile and update migration package 2022-05-20 16:36:38 +08:00
c9s
d70a5d79b5
compile and update migration package 2022-05-20 16:29:45 +08:00
c9s
b8eb036556
simplify ftx kline sync call 2022-05-20 14:06:37 +08:00
c9s
b9b2b8727a
avoid emitting duplicated kline 2022-05-20 13:37:28 +08:00
c9s
b61af0db39
optimizer: add metrics label 2022-05-20 01:53:51 +08:00
c9s
95c9fe4502
return metrics as a optimizer result 2022-05-20 01:42:32 +08:00
c9s
5c92bc5d66
use UTC time for position 2022-05-20 01:27:05 +08:00
c9s
9b10f87b97
types: use UTC time for order tsv 2022-05-20 01:27:05 +08:00
c9s
369afa8ab1
merge used intervals 2022-05-20 00:50:58 +08:00
c9s
590748b71d
tsv writer already flush the content before close handle 2022-05-20 00:37:29 +08:00
c9s
b4b4546220
sort metrics 2022-05-19 20:36:56 +08:00
c9s
b3da6caddb
optimizer: fix op builder 2022-05-19 20:31:25 +08:00
c9s
960f967c34
aggregate total profit and total unrealized profit 2022-05-19 18:45:45 +08:00
c9s
7056853ecd
implement grid optimizer and local process executor 2022-05-19 18:23:12 +08:00
c9s
32ce36fda7
implement json patch for optimizer 2022-05-19 17:27:59 +08:00
c9s
fd45f801e2
improve embed tool 2022-05-19 10:49:26 +08:00
c9s
40b3192e55
use config.GetAccount to avoid error 2022-05-19 10:04:03 +08:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
Andy Cheng
b41cef4bd7 strategy: use scale for dynamic spread 2022-05-18 14:31:59 +08:00
Yo-An Lin
e57c39e665
Merge pull request #605 from c9s/feature/backtest-report 
feature: add web-based back-test report
 2022-05-18 02:21:55 +08:00
c9s
f3f6e4e68b
collect symbols 2022-05-18 02:05:57 +08:00
c9s
7dffccb3bf
clean up unused code 2022-05-18 00:50:14 +08:00
c9s
b51d6b4ba1
refactor report structure and rewrite manifest paths 2022-05-17 22:59:34 +08:00
c9s
06e2902e5e
add file lock for report index 2022-05-17 22:41:39 +08:00
c9s
620e465bcf
refactor symbol report 2022-05-17 22:31:50 +08:00
austin362667
bb94d4a1bd pivotshort: clean up strategy 2022-05-17 19:18:21 +08:00
austin362667
f1c0ef4e07 indicator: refactor move pivot 2022-05-17 19:18:21 +08:00
austin362667
62d11181a4 pivotshort: clean up 2022-05-17 19:18:21 +08:00
austin362667
2c4a52ba30 pivot: fix futures & spot clean up 
pivot: clean up
 2022-05-17 19:18:21 +08:00
austin362667
8ab696deaa pivotshort: rename strategy & fix pivot indicator 2022-05-17 19:18:21 +08:00
austin362667
1a441425b5 strategy: pivot: add shadow TP 
strategy: pivot: add shadow TP
 2022-05-17 19:18:21 +08:00
austin362667
04ae49263d cmd: add built-in pivot strategy 2022-05-17 19:18:21 +08:00
austin362667
60a8c1f42b WIP: strategy: pivot: pivot low shorting strategy 2022-05-17 19:18:21 +08:00
Andy Cheng
7d3181f3fd strategy: update dynamic spread after kline being filtered 2022-05-17 19:00:02 +08:00
c9s
b5f9f86944
define DefaultBacktestAccount 2022-05-17 18:45:06 +08:00
c9s
6acd426f07
refactor backtest report index function 2022-05-17 18:25:05 +08:00
c9s
1cc4c69c66
move and refactor functions 2022-05-17 18:23:09 +08:00
c9s
6c0165afe4
add report index file 2022-05-17 18:10:37 +08:00
Andy Cheng
db62352e6e strategy: temp vars for faster calculation 2022-05-17 10:43:18 +08:00
c9s
e651b9d36f
fix kline dumper 2022-05-17 01:33:44 +08:00
c9s
f99e874072
add tsv writer 2022-05-17 01:33:43 +08:00
c9s
b4a79479fd
add pkg/strategy/ewoDgtrd/trylock_18.go 2022-05-17 01:33:24 +08:00
c9s
343434685b
rollback to go1.17 and make try lock backward compatible 2022-05-17 01:32:51 +08:00
Zenix
356ec71570
Merge pull request #610 from zenixls2/feature/liveSLTP 
feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…
 2022-05-16 20:41:15 +09:00
zenix
641d08c3d2 fix: disable book tick log 2022-05-16 20:37:08 +09:00
Andy Cheng
3c094a195b strategy: check min/max spread settings 2022-05-16 12:57:00 +08:00
Yo-An Lin
f37e407f99
Merge pull request #614 from jessy1092/ftx-support-interval 
ftx: Let FTX support 4hr interval
 2022-05-16 01:43:17 +08:00
Lee
8797e18959 ftx: Let FTX support 4hr interval 2022-05-16 01:23:38 +08:00
Yo-An Lin
1f1fcdedc4
Merge pull request #592 from narumiruna/coinmarketcap-api 
feature: add CoinMarketCap API
 2022-05-14 12:52:38 +08:00
Yo-An Lin
d4e342123d
Merge pull request #613 from c9s/bollmaker-set-exchange-fee 
bollmaker: set exchange fee to position
 2022-05-14 12:51:57 +08:00
c9s
d326494d57
set exchange fee to position 2022-05-13 22:30:04 +08:00
Yo-An Lin
fd7ce5307f
Merge pull request #609 from COLDTURNIP/fix/profit_symbol_length 
Fix error: Data too long for profits column 'symbol'
 2022-05-13 22:28:13 +08:00
zenix
382e6ee0fb fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo 2022-05-13 22:58:35 +09:00
Andy Cheng
64a760cf32 strategy: dynamic spread for bollmaker 2022-05-13 17:58:46 +08:00
c9s
eac0117e02
add adjustment orders 2022-05-13 13:01:03 +08:00
Raphanus Lo
e968688e7f fix sqlite column modification 2022-05-13 10:20:47 +08:00
c9s
e950ee9559
add wall strategy 2022-05-12 22:51:39 +08:00
zenix
2bea47003f feature: add InstanceID for report 2022-05-12 20:02:34 +09:00
zenix
71fe6c2d26 feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message 2022-05-12 19:43:04 +09:00
Raphanus Lo
075028f8fc Fix symbol length in profits 
This change fixes "Error 1406: Data too long for column 'symbol' at row 1"
for pair symbol longer than 8 chars.

Fixes #608
 2022-05-12 18:24:14 +08:00
なるみ
5d096d39bb use requestgen.BaseAPIClient 2022-05-12 16:41:42 +08:00
なるみ
65606b2c66 add listings request 2022-05-12 01:59:42 +08:00
zenix
668328dd16 fix: message typo 2022-05-11 21:22:22 +08:00
zenix
51e2343299 fix: add more live logs to ewo 2022-05-11 21:22:22 +08:00
zenix
5fa9e930d3 fix: wrong balance, wrong bottom/peak, feature: stdev 2022-05-11 21:22:22 +08:00
Yo-An Lin
88cbafe936
Merge pull request #603 from c9s/feature/backtest-report 
feature: backtest report - #2 state recorder
 2022-05-11 18:56:26 +08:00
c9s
4e4912ebdc
backtest: update order update time when new trade happen 2022-05-11 15:04:11 +08:00
c9s
323c94149d
add side column to orders.csv 2022-05-11 15:00:09 +08:00
c9s
0ae8c295e2
refactor csv writer 2022-05-11 14:58:52 +08:00
c9s
e947a05cbd
add defer close 2022-05-11 14:37:45 +08:00
c9s
479de002a6
record equity curve 2022-05-11 14:36:18 +08:00
c9s
11d0823782
cmd: refactor back-test command 2022-05-11 13:59:44 +08:00
c9s
6e1f9d6a4e
add backtest exchange to the kline handler function 2022-05-10 19:10:16 +08:00
Zenix
54c946bac0
Merge pull request #599 from zenixls2/feature/cci 
feature: add cci indicator
 2022-05-10 19:54:54 +09:00
c9s
5f68064ac6
pull out writeJsonFile function 2022-05-10 18:27:23 +08:00
zenix
2bbb36031c fix: index range in float64slice and wrong formula given by investopedia, test: add cci test 2022-05-10 17:15:26 +09:00
c9s
24464fdcb6
define ManifestEntry type 2022-05-10 14:23:11 +08:00
c9s
867047a1a2
backtest: improve manifest struct 2022-05-10 14:21:19 +08:00
c9s
6fbb082d5f
support manifest json encoding in backtest report 2022-05-10 14:05:44 +08:00
c9s
7b17b1a757
integrate state recorder 2022-05-10 13:31:23 +08:00
c9s
185a8279b2
implement state recorder 2022-05-10 12:44:51 +08:00
c9s
2e5b818a75
add balance snapshot type 2022-05-10 01:47:15 +08:00
c9s
54debaf979
remove stock field from report 2022-05-10 01:11:12 +08:00
c9s
2ddff59de6
add report header 2022-05-10 01:10:36 +08:00
c9s
f4991dbbfa
fix time printing 2022-05-10 01:09:40 +08:00
c9s
f6d95a49be
print start time and end time 2022-05-10 01:07:30 +08:00
c9s
5b443f0aeb
add start time and end time to the report struct 2022-05-10 01:06:16 +08:00
c9s
b11c4c7337
turn off UseTickerPrice when in the back-testing environment 2022-05-09 19:42:39 +08:00
c9s
6965baa8dd
cmd: add directory error checking 2022-05-09 19:40:49 +08:00
c9s
bff73a3a80
format backtest report session name 2022-05-09 19:27:02 +08:00
c9s
428e208120
cmd: add backtest --session option to make it backward compatible 2022-05-09 19:14:24 +08:00
c9s
0780dafdc3
add IsBackTesting method for checking environment mode 2022-05-09 18:58:09 +08:00
zenix
2311fbd95c feature: add cci indicator 2022-05-09 19:55:14 +09:00
c9s
234932bc0c
add kline dumper 2022-05-09 18:03:03 +08:00
c9s
6f16f32e16
optimize single exchange back-test 2022-05-09 17:03:01 +08:00
zenix
c81af9ce91 fix: binance futures sync issue 2022-05-09 15:04:51 +09:00
c9s
3af08abef2
ftx: fix ftx api get markets request 2022-05-08 18:36:25 +08:00
Yo-An Lin
278eb937ac
Merge pull request #593 from narumiruna/simplify-request 
glassnode: simplify NewAuthenticatedRequest
 2022-05-06 22:11:30 +08:00
Andy Cheng
c9ba81fcbb strategy: Update bollmaker to support new strategy controller 2022-05-06 16:52:00 +08:00
Yo-An Lin
c3c35c2240
Merge pull request #575 from c9s/feature/binance-margin-load-api 
feature: binance: add get deposit address request
 2022-05-06 11:53:50 +08:00
c9s
82c7c024ce
bbgo: add persistence Sync api 2022-05-05 18:18:38 +08:00
c9s
f3691489dd
add state key as the prefix 2022-05-05 18:18:38 +08:00
c9s
6635fd749d
xmaker: migrate xmaker persistence 2022-05-05 15:05:38 +08:00
c9s
10a7928580
extract NewProfitStats method 2022-05-05 14:48:50 +08:00
c9s
c3db85443e
bollmaker: add Deprecated note 2022-05-05 14:47:06 +08:00
c9s
3140b7e2ef
bollmaker: remove unnecessary log 2022-05-05 14:41:11 +08:00
c9s
019e6a2a88
improve legacy state handling and move fnv 2022-05-05 14:39:29 +08:00
c9s
7378c63cb7
cmd: call SaveState and LoadState for normal run 2022-05-05 14:28:42 +08:00
c9s
57c43936d6
ignore service.ErrPersistenceNotExists error 2022-05-05 14:04:44 +08:00
c9s
57a9647401
add more test case and simplify return stmt 2022-05-05 13:16:46 +08:00
c9s
4cf1f0a91a
add func type StructFieldIterator 2022-05-05 13:06:02 +08:00
c9s
30c85d2969
pull out callID method call 2022-05-05 13:05:01 +08:00
c9s
21f81dec29
implement reflect-based persistence restore and load 2022-05-05 12:53:48 +08:00
なるみ
98a35a485f glassnode: use requestgen.BaseAPIClient 2022-05-05 11:05:27 +08:00
c9s
18eab1fbd3
move graceful shutdown to a single file 2022-05-05 09:56:21 +08:00
c9s
58e8da914e
bollmaker: migrating state.position to strategy.position 2022-05-05 09:54:50 +08:00
c9s
3f734e6236
bump version to v1.32.0 2022-05-05 09:04:04 +08:00
なるみ
9c66930537 glassnode: simplify NewAuthenticatedRequest 2022-05-05 01:39:57 +08:00
c9s
f65ecbdbb5
max: add net asset field to max's balance 2022-05-04 21:43:59 +08:00
c9s
2a02c4928c
move balance test 2022-05-04 21:40:16 +08:00
c9s
8ec47a4aaa
add interest field to Asset 2022-05-04 21:38:18 +08:00
c9s
e903bd5f69
add Balance.Add method 2022-05-04 21:33:22 +08:00
c9s
d5b203a925
render borrowed in the attachment 2022-05-04 19:32:29 +08:00
c9s
573f8bb221
use net asset to calculate inUSD 2022-05-04 19:26:26 +08:00
c9s
ef419f75ab
net asset should sub interest 2022-05-04 19:13:55 +08:00
c9s
5dd969fa6f
compile and update migration package 2022-05-04 19:13:55 +08:00
c9s
30c9d251fe
change column to net_asset_in_* to avoid confusion 2022-05-04 19:13:55 +08:00
c9s
5662c5c680
use findUSDMarketPrice to get btc price 2022-05-04 17:56:03 +08:00
c9s
413c5c0479
add comment for the price cal 2022-05-04 17:47:34 +08:00
c9s
08a1819bd3
fix price in usd 2022-05-04 17:45:28 +08:00
c9s
4404098bf9
fix balance map add 2022-05-04 17:39:35 +08:00
c9s
75adb8f3c3
fix usd prices caculation 2022-05-04 17:27:58 +08:00
c9s
36c764efa9
refactor balance, asset and remove price cache check 2022-05-04 17:17:09 +08:00
c9s
f33e8a3de2
calculate netAsset if it's zero 2022-05-04 17:08:42 +08:00
c9s
1844035abb
fix asset calculation 2022-05-04 16:56:31 +08:00
c9s
c4e1cd9480
binanceapi: add GetForceLiquidationRecordRequest api 2022-05-04 16:27:28 +08:00
c9s
2008f179a2
binance: add GetDepositHistoryRequest 2022-05-04 16:27:28 +08:00
c9s
ed8ff89f34
binance: add type alias from github.com/adshao/go-binance/v2 2022-05-04 16:27:28 +08:00
c9s
434434c8d9
binanceapi: add withdraw request 2022-05-04 16:27:28 +08:00
c9s
0fd560d699
binance: add NewGetDepositAddressRequest api 2022-05-04 16:27:28 +08:00
c9s
c3c1666154
binance: add get deposit address request 2022-05-04 16:27:28 +08:00
Yo-An Lin
8cf9218dce
Merge pull request #584 from c9s/add-nav-columns 
feature: record nav values into db
 2022-05-04 16:25:04 +08:00
c9s
450517d159
bbgo: do not write trade when writing position 2022-05-04 16:21:53 +08:00
c9s
0e417f6f71
xnav: rename assets to allAssets 2022-05-04 16:21:53 +08:00
c9s
0061a5910b
use the same price time 2022-05-04 16:21:53 +08:00
c9s
754d10c3d0
use interval instead of duration 2022-05-04 16:21:53 +08:00
c9s
d78e0c607a
xnav: pass session to the record assets method call 2022-05-04 16:21:53 +08:00
c9s
6ed6f15b75
interact: use debug log instead of info 2022-05-04 16:21:53 +08:00
c9s
40c2de3259
fix: remove zeroed fields 2022-05-04 16:21:53 +08:00
c9s
8a93f0921f
add more margin info columns 2022-05-04 14:40:52 +08:00
c9s
01273f7c4c
compile and update migration package 2022-05-04 14:40:52 +08:00
c9s
5cd7e61006
xnav: support asset recording 2022-05-04 14:23:46 +08:00
c9s
95f7d85183
bbgo: pass price time into the asset conversion function 2022-05-04 14:23:46 +08:00
c9s
3b25db31df
types: extend balance map methods 2022-05-04 14:22:51 +08:00
c9s
5a00e2fe20
add account service test 2022-05-03 23:36:44 +08:00
なるみ
aa29fde9e3 indicator: add test case for boll 2022-05-03 22:28:40 +08:00
c9s
2c70509ee8
add recordAsset method 2022-05-03 19:26:52 +08:00
c9s
d93fd3cc48
service: insert asset fields 2022-05-03 17:51:47 +08:00
c9s
2fba2c335b
types: check borrowed fields 2022-05-03 17:44:31 +08:00
c9s
e0086a45cb
update asset borrowed, netAsset, priceInUSD fields 2022-05-03 17:40:57 +08:00
Yo-An Lin
9c08bea065
Fix accounts field 2022-05-03 17:32:10 +08:00
c9s
e1dcc7c6d3
types: extend asset struct fields 2022-05-03 16:54:39 +08:00
c9s
c9c16f1e47
show missing exchange name in the back-test config 2022-05-03 16:46:38 +08:00
Yo-An Lin
9689ec079d
Merge pull request #581 from c9s/add-sync-exchange-option 
feature: add --sync-exchange option to override backtest sync exchanges
 2022-05-03 12:55:44 +08:00
c9s
270d82e818
bump version to v1.31.4 2022-05-03 12:43:28 +08:00
Yo-An Lin
159c972d8b
Merge pull request #582 from c9s/rename-backtest-account-to-accounts 
improve: backtest: rename backtest.account to backtest.accounts
 2022-05-03 12:41:32 +08:00
Yo-An Lin
81ce9218b5
Merge pull request #580 from c9s/fix/okex-rate-limit 
fix: fix okex rate limit
 2022-05-03 12:40:46 +08:00
c9s
946bbdbca3
backtest: rename backtest.account to backtest.accounts 2022-05-03 12:18:40 +08:00
c9s
f2edd24029
add --sync-exchange option to override backtest sync exchanges 2022-05-03 12:12:39 +08:00
c9s
eb10889d35
okex: fix okex rate limit 2022-05-03 12:11:50 +08:00
c9s
b611a42bd9
kucoin: fix kucoin rate limit 2022-05-03 12:11:02 +08:00
c9s
d742aea633
okex: fix kline query 2022-05-03 11:14:53 +08:00
c9s
351426ecdd
bump version to v1.31.3 2022-05-02 11:56:23 +08:00
c9s
fa2eb87268
fix: sync can be nil 2022-05-02 11:55:40 +08:00
c9s
9875b52372
bump version to v1.31.2 2022-05-02 10:40:21 +08:00
c9s
2bdcf2266d
fix default sync logic 2022-05-02 10:39:59 +08:00
Yo-An Lin
faccc64377
Merge pull request #576 from zenixls2/update/ewoDgtrd 
feature: add atr stoploss on ewoDgtrd strategy
 2022-05-01 01:42:00 +08:00
c9s
ba1370a05d bump version to v1.31.1 2022-05-01 01:23:27 +08:00
c9s
eb10244e40 compile and update migration package 2022-05-01 01:23:27 +08:00
Yo-An Lin
9ec5ca710c
Merge pull request #578 from c9s/c9s-patch-1 
fix: use time.UTC instead of time.Local
 2022-05-01 01:18:19 +08:00
c9s
2897f5af93 bump version to v1.31.1 2022-05-01 01:16:14 +08:00
c9s
ce54e917a2 compile and update migration package 2022-05-01 01:16:10 +08:00
c9s
486cf50a9c bbgo: fix init band width setup 2022-05-01 01:12:57 +08:00
Yo-An Lin
a954f0e595
use time.UTC instead of time.Local 2022-04-29 14:06:22 +08:00
zenix
4eab82ee7b feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc 2022-04-28 20:09:15 +09:00
なるみ
c67bfc9a71 move glassnode to datasource 2022-04-27 18:16:54 +08:00
なるみ
0ec8ec6498 glassnode: query futures open interest 2022-04-27 18:16:54 +08:00
なるみ
b87eda3bbb move files to glassnodeapi 2022-04-27 18:16:54 +08:00
c9s
044470377b
avoid using the iterator variable 2022-04-27 17:13:58 +08:00
c9s
1f736d1f5e
binance: update stream order fields 2022-04-27 14:43:39 +08:00
c9s
ce6fd387be
remove unused ConvertTrades 2022-04-27 14:29:58 +08:00
c9s
1c1fbb1633
bbgo: document strategy id and pnl field 2022-04-27 13:30:07 +08:00
c9s
5edaa9708c
bbgo: fix margin order/trade sync 2022-04-27 13:25:42 +08:00
c9s
c9fd4c9a1d
bump version to v1.31.0 2022-04-27 13:02:18 +08:00
Yo-An Lin
14a29df975
Merge pull request #565 from c9s/fix/trade-sync 
fix: service: correct QueryLast query
 2022-04-27 12:40:05 +08:00
c9s
6630d3f56b
service: correct QueryLast query 2022-04-27 11:42:31 +08:00
Andy Cheng
8c353421d8 interact: Remove status from strategy signature 2022-04-26 21:05:26 +08:00
Andy Cheng
1a13826505 interact: refactor generateStrategyButtonsForm() 2022-04-26 19:11:50 +08:00
Yo-An Lin
9588064f19
Merge pull request #561 from zenixls2/fix/ma 
fix: window update in indicators. add: CA, TMA
 2022-04-26 18:56:32 +08:00
Yo-An Lin
44e51e966a
Merge pull request #563 from c9s/rockhopper-upgrade 
upgrade rockhopper
 2022-04-26 18:56:10 +08:00
c9s
085ba1e323
compile and update migration package 2022-04-26 18:48:27 +08:00
Andy Cheng
eb1beb05d1 interact: rename functions to private functions 2022-04-26 18:32:41 +08:00
Andy Cheng
7326a1b21d strategy: fix wrong string formatting syntax 2022-04-26 18:29:22 +08:00
Andy Cheng
6b62f27155 feature: make callback vars start with lowercase 2022-04-26 18:29:22 +08:00
Andy Cheng
61b6755518 interact: GetStrategySignatures() returns map[string]SingleExchangeStrategy instead of slice of strategy signatures 2022-04-26 18:29:22 +08:00
Andy Cheng
7b3e369766 feature: use LocalActiveOrderBook for cancelling open orders for strategy controller in support strategy 2022-04-26 18:29:22 +08:00
Andy Cheng
26a5114182 feature: adapt callbackgen style strategy controller in support strategy 2022-04-26 18:29:22 +08:00
Andy Cheng
cf8603e30b feature: use NewFromFloat 2022-04-26 18:29:22 +08:00
Andy Cheng
324c7ea432 feature: logging with strategy symbol 2022-04-26 18:29:22 +08:00
Andy Cheng
f6ec931bed feature: use callbackgen 2022-04-26 18:29:22 +08:00
Andy Cheng
cbf6bf78bc feature: make FilterStrategyByInterface a simple function 2022-04-26 18:29:22 +08:00
Andy Cheng
ecc63f743f feature: split strategy controller interface into several smaller ones 2022-04-26 18:29:21 +08:00
Andy Cheng
389752161d feature: adapt new strategy controller in support strategy 2022-04-26 18:29:21 +08:00
Andy Cheng
64766c48f3 feature: revert position closer and position reader back 2022-04-26 18:29:21 +08:00
Andy Cheng
78a8c2aaaf feature: mix embeded struct and callback in strategy controller 2022-04-26 18:29:21 +08:00
Andy Cheng
57fdc9b120 feature: adapt new strategy controller in support strategy 2022-04-26 18:29:21 +08:00
Andy Cheng
6228cddbec feature: adapt new strategy controller in interact 2022-04-26 18:29:21 +08:00
Andy Cheng
bb2bce4721 feature: strategy controller 2022-04-26 18:29:21 +08:00
Andy Cheng
85ffe9a2de feature: prototype of strategy controller struct 2022-04-26 18:29:21 +08:00
Andy Cheng
73c2c84cab feature: prototype of strategy controller struct 2022-04-26 18:29:21 +08:00
Andy Cheng
5799709e3e pkg: add empty strategy controller file 2022-04-26 18:29:21 +08:00
c9s
23dd60728e
binance: fix error check 2022-04-26 16:51:41 +08:00
c9s
6c29e10caf
binance: improve binary error check 2022-04-26 16:43:40 +08:00
zenix
b3741771e3 fix: window update in indicators. add: cumulative average, triangular moving average 2022-04-26 17:32:31 +09:00
c9s
109fdd6511
aggregate totalBorrowed 2022-04-26 16:13:07 +08:00
c9s
2933db20cd
types: show borrowed balance 2022-04-26 16:07:27 +08:00
c9s
cbec4ac199
binance: improve query trades conditions for start time and end time 2022-04-26 15:58:12 +08:00
c9s
16227cea2f
autoborrow: call tryToRepayAnyDebt when margin level is low 2022-04-26 15:44:13 +08:00
c9s
b97588f153
autoborrow: fix max total borrow condition 2022-04-26 15:33:01 +08:00
Zenix
a8f0c71a53
Merge pull request #545 from zenixls2/feature/ma_series 
feature: add some new ma indicators
 2022-04-25 21:01:17 +09:00
c9s
069db1d0cb
replace margin ratio with margin level 2022-04-25 19:15:47 +08:00
c9s
333378a52a
autoborrow: change debugf to infof 2022-04-25 19:10:22 +08:00
c9s
7b2398ce39
autoborrow: use margin level instead of margin ratio 2022-04-25 19:05:16 +08:00
c9s
095f25f30b
fix TestSortTradesAscending 2022-04-25 19:01:03 +08:00
c9s
2732fb413f
bbgo: remove slack debug option 2022-04-25 18:56:19 +08:00
c9s
638d839975
autoborrow: add more logs and warning color for slack message 2022-04-25 18:46:23 +08:00
c9s
a30aac6653
autoborrow: add slack notification 2022-04-25 18:12:08 +08:00
c9s
2290d132b1
autoborrow: assign s.ExchangeSession 2022-04-25 17:54:16 +08:00
c9s
f8fd13c576
add test for TestSortTradesAscending 2022-04-25 17:53:04 +08:00
c9s
a2553ee020
autoborrow: call check and borrow 2022-04-25 17:45:16 +08:00
c9s
78639dab5a
improve order layout 2022-04-25 17:27:27 +08:00
c9s
a57a238e09
bbgo: add more sync options 2022-04-25 17:18:42 +08:00
c9s
76012f0b71
max: deposit request currency field is optional 2022-04-25 16:27:07 +08:00
c9s
fae3b6a215
fix BOLL method 2022-04-25 15:31:12 +08:00
Yo-An Lin
b94b9e1b73
Merge pull request #437 from jessy1092/enhance-boll-indicator 
indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL
 2022-04-25 13:43:02 +08:00
c9s
18da434e92 all: use thread-safe GetAccount method to get account 2022-04-23 15:43:11 +08:00
c9s
5c2274c55c put sign check back 2022-04-23 15:27:28 +08:00
c9s
7b66d36f15 autoborrow: remove extra sign check 2022-04-23 15:27:28 +08:00
c9s
743ad0455f add autoborrow strategy 2022-04-23 15:27:28 +08:00
c9s
fd247cf7d7 cmd: add autoborrow to built-in 2022-04-23 15:00:53 +08:00
c9s
c70317af2b add autoborrow strategy 2022-04-23 15:00:04 +08:00
c9s
cf055c3f7d bbgo: improve account updating 2022-04-23 12:51:07 +08:00
c9s
9e48a850bd bbgo: call queryAccount to update account 2022-04-23 12:51:07 +08:00
c9s
a1c9bd7ec8 all: add AccountTypeIsolatedMargin 2022-04-23 12:51:07 +08:00
c9s
98a696a7d0 all: calculate MarginTolerance 2022-04-23 12:51:07 +08:00
c9s
76733898db binance: add QueryMarginAssetMaxBorrowable api 2022-04-23 12:51:07 +08:00
c9s
9f9f13dfe2 add MarginBorrowRepay interface 2022-04-23 12:51:07 +08:00
c9s
37b5d80f6f add margin repay and borrow api 2022-04-23 12:51:07 +08:00
c9s
c2d1ef0fc8 add margin borrow endpoint 2022-04-23 12:51:07 +08:00
c9s
a8fdd8006c binance: add transferCrossMarginAccount method 2022-04-23 12:51:07 +08:00
c9s
ecc19e1efd binance: assign more margin fields to account 2022-04-23 12:51:07 +08:00
c9s
cf2e8c9f0a all: extend balance field for margin 2022-04-23 12:51:07 +08:00
c9s
fbe1906e70 binance: add more fields to the balance struct 2022-04-23 12:51:07 +08:00
c9s
304cc89f68 binance: always sort trades back 2022-04-23 12:51:07 +08:00
c9s
2f5f02523f fix typpo 2022-04-23 00:10:27 +08:00
zenix
3d86330428 fix: python test code in indicator 2022-04-22 19:11:07 +09:00
zenix
c18f684afd test: add test cases for dema, hull, tema, till, vidya and zlema indicators 2022-04-22 19:02:26 +09:00
Yo-An Lin
6f810bf081
Merge pull request #553 from c9s/feature/max-order-history-api 
refactor: rewrite max private trade query request with requestgen
 2022-04-22 13:12:20 +08:00
zenix
5dc69a6175 fix: fix change, feature: implement vidya and till 2022-04-21 19:28:11 +09:00
c9s
9e06053c3b max: rewrite and rename private trade request 2022-04-21 14:56:20 +08:00
c9s
f9908f2931 rewrite private trade request 2022-04-21 14:52:44 +08:00
Yo-An Lin
96d2844487
Merge pull request #552 from c9s/feature/max-order-history-api 
improve: use max order history api for sync
 2022-04-21 14:34:38 +08:00
c9s
8e2a993370 max: improve max closed orders syncing 2022-04-21 14:11:49 +08:00
c9s
93b10f20ac maxapi: fix fromID to uint64 2022-04-21 13:18:00 +08:00
c9s
e754b68cdf maxapi: fix http timeout 2022-04-21 13:17:43 +08:00
Yo-An Lin
e91f15b2ea
Merge pull request #546 from c9s/feature/max-order-history-api 
feature: add max order history api
 2022-04-21 00:46:30 +08:00
c9s
0410ef1305 maxapi: refactor rewards api 2022-04-21 00:18:34 +08:00
austin362667
1163b89807 factorzoo: fix correlation 2022-04-20 18:10:27 +08:00
austin362667
71a032a29b factorzoo: clean up 
factorzoo: clean up

factorzoo: clean up
 2022-04-20 18:10:27 +08:00
austin362667
da51d56624 cmd: add built-in factorzoo strategy 2022-04-20 18:10:27 +08:00
austin362667
fdbb2be45c factorzoo: add cross-sectional factors model strategy 2022-04-20 18:10:27 +08:00
austin362667
a1fa23121d factorzoo: add correlation indicator 2022-04-20 18:10:27 +08:00
c9s
8b9383ecfa maxapi: refactor withdrawal request 2022-04-20 16:38:08 +08:00
c9s
72ea9f7e24 maxapi: add deposit request tests and withdrawal request tests 2022-04-20 14:01:18 +08:00
c9s
f3eafd5cd8 remove unused get trades method 2022-04-20 13:49:06 +08:00
なるみ
2754d2410c grpc: remove duplicate service registration 2022-04-20 13:48:41 +08:00
c9s
387c0bfb8b maxapi: rewrite vip level request 2022-04-20 13:35:17 +08:00
c9s
68abeb826b maxapi: add account service tests 2022-04-20 13:28:39 +08:00
c9s
f9df65a2f8 maxapi: add generated files 2022-04-20 13:20:54 +08:00
c9s
ff7f1a8bc8 maxapi: always merge params into the payload for signing 2022-04-20 12:18:35 +08:00
c9s
4d8997a8d5 max: pass context background to the request 2022-04-20 12:18:35 +08:00
c9s
5cba6a6133 maxapi: use requestgen to query and submit orders 2022-04-20 12:18:35 +08:00
c9s
93b19faa3a refactor newAuthenticatedRequest 2022-04-20 12:18:35 +08:00
c9s
bf4a0169bd max: update client api 2022-04-20 12:18:35 +08:00
Yo-An Lin
46015324e9
Merge pull request #540 from narumiruna/indicator/update 
indicator: make parameters of update method consistent
 2022-04-20 11:53:06 +08:00
Yo-An Lin
522e6b9aaf
Merge pull request #547 from kfrico/fix_ftx_bug 
fix ftx pollKines bug
 2022-04-20 11:52:16 +08:00
kfrico
bd4a932571 fix ftx pollKines bug 2022-04-19 21:29:45 +08:00
zenix
22d8c2efff feature: add some new ma indicators 2022-04-19 19:22:22 +09:00
なるみ
1d363f65a9 indicator: use rma indicator in atr 2022-04-19 13:45:23 +08:00
なるみ
167f9d3eaf indicator: make parameters of update method consistent 2022-04-19 13:45:23 +08:00
c9s
8442aafd4d compile and update migration package 2022-04-19 12:19:32 +08:00
なるみ
2896527c56 indicator: add rolling moving average 2022-04-18 11:43:05 +08:00
Yo-An Lin
fcaef0219a
Merge pull request #536 from narumiruna/indicator/atr 2022-04-18 00:34:43 +08:00
なるみ
7b4c68f766 indicator: add average true range indicator 2022-04-17 17:30:49 +08:00
c9s
b2e17e3552 interact: fix auth 2022-04-17 12:49:45 +08:00
Yo-An Lin
41c78f9035
Merge pull request #535 from narumiruna/grpc/register-trading-server 
fix: grpc: register trading server
 2022-04-17 00:50:25 +08:00
c9s
8f693dac50 bump version to v1.30.3 2022-04-17 00:38:42 +08:00
c9s
ad373b95a7 add FLUSH_OTP_KEY env for flushing otp key 2022-04-17 00:35:16 +08:00
c9s
63f525970f auth: store otp key url instead of just secret 2022-04-17 00:18:48 +08:00
c9s
6c7b6c6def interact: add more error check for /auth command 2022-04-17 00:06:37 +08:00
c9s
8e557b3da2 Merge branch 'fix/grpc-user-data-stream-subscribe' 2022-04-17 00:03:17 +08:00
c9s
d78370e355 grpc: register trading service to grpc 2022-04-16 23:57:53 +08:00
なるみ
6920ac9090 grpc: register trading server 2022-04-16 23:45:10 +08:00
TonyQ Wang
38dfa32bfa
Update auth.go 
refine message
 2022-04-16 21:25:46 +08:00
zenix
2a942eab0e fix: rename EVWMP to VWEMP, fix backtesting fee 2022-04-15 19:12:11 +09:00
Yo-An Lin
299f9d7af8
Merge pull request #528 from c9s/fix/grpc-user-data-stream-subscribe 
feature: grpc: implement TradingService cancel order
 2022-04-15 16:00:16 +08:00
Yo-An Lin
d6755d7ca0
Merge pull request #512 from zenixls2/feature/elliott_wave 
strategy: elliott wave oscillator
 2022-04-15 15:53:24 +08:00
c9s
cb51352d58 grpc: implement cancel order 2022-04-15 15:49:24 +08:00
Andy Cheng
07c30f82af
strategy: add StrategyController to bollmaker 2022-04-15 15:38:40 +08:00
Yo-An Lin
426af0109e
Merge pull request #525 from c9s/fix/grpc-user-data-stream-subscribe 
grpc: implement SubmitOrder method
 2022-04-15 15:06:01 +08:00
Yo-An Lin
d9fd661e1b
Merge pull request #524 from frin1/fix/improve-indicators 
improved indicators
 2022-04-15 15:04:37 +08:00
c9s
6e72ba33ed grpc: implement SubmitOrder method 2022-04-15 15:03:00 +08:00
c9s
a7383142e6 grpc: fix price,quantity types 2022-04-15 14:58:07 +08:00
c9s
f15f4e1aac grpc: add trading service 2022-04-15 14:53:50 +08:00
c9s
84d4f312fa grpc: fix connect and add balance snapshot 2022-04-15 14:28:35 +08:00
c9s
8b8cffbd06 grpc: fix user data stream subscribe 2022-04-15 14:26:04 +08:00
c9s
91dd81028a bump version to v1.30.2 2022-04-15 11:43:28 +08:00
c9s
f91132f35c bollmaker: avoid using time in force in maker order 2022-04-15 11:40:43 +08:00
Fredrik
f866787c21 improved indicators 2022-04-14 23:43:04 +02:00
zenix
6f04789111 fix: rename packae name 2022-04-14 20:01:13 +09:00
zenix
4ee73149c1 feature: add heikinashi 2022-04-14 19:58:05 +09:00
c9s
cd957460c9 add /api/outbound-ip api 2022-04-14 10:24:00 +08:00
zenix
2f51441256 fix: remove smartstop. use dynamic stoploss. improve profit and lower the lost 2022-04-13 21:10:07 +09:00
zenix
a0e218a5c6 use trailingstop 2022-04-13 21:10:07 +09:00
zenix
fcf29f7e11 fix: doing some performance tuning 2022-04-13 21:10:07 +09:00
zenix
0fe14c5fe5 feature: post orders for ewo 2022-04-13 21:10:07 +09:00
zenix
42a3737f2e fix: use series in ewo to predict values 2022-04-13 21:10:07 +09:00
zenix
017dd4175a feature: implement Elliott Wave Oscilla 2022-04-13 21:10:07 +09:00
c9s
339c72a554 grpc: translate private trade and balances 2022-04-13 19:43:08 +08:00
c9s
897dc55dcf binance: fix margin balance convert 2022-04-13 15:38:13 +08:00
c9s
a93a91546d grpc: convert order 2022-04-13 15:29:23 +08:00
c9s
8e81716d2a grpc: separate market data message and user data message 2022-04-13 14:14:25 +08:00
c9s
6c408fb209 move files 2022-04-13 13:24:38 +08:00
c9s
2e063e7eb2 grpc: refactor subscription convert 2022-04-13 13:06:26 +08:00
c9s
606a7b3220 convert: trade price/volume to string 2022-04-13 12:43:05 +08:00
c9s
d9617b59eb grpc: convert kline prices to string 2022-04-13 12:41:36 +08:00
c9s
12ce854150 grpc: integrate market trade 2022-04-13 11:53:09 +08:00
Zenix
b57c94fe12
Merge pull request #505 from zenixls2/feature/series 
feature: add pinescript series interface
 2022-04-13 11:13:56 +09:00
c9s
1f766441f2 bump version to v1.30.1 2022-04-12 23:47:46 +08:00
c9s
ea47e54318 kucoin: fix query parameter issues 2022-04-12 23:45:11 +08:00
c9s
6972838c34 add query attribute 2022-04-12 23:26:48 +08:00
c9s
a34dbf12e2 kucoin: fix trades sync 2022-04-12 23:25:56 +08:00
なるみ
d8361260a0 grpc: add start/end time to fix queryklines 2022-04-12 22:25:48 +08:00
c9s
8705f38220 grpc: allocate a stream pool 2022-04-12 17:48:30 +08:00
c9s
fb5703bf13 grpc: implement book stream 2022-04-12 17:12:16 +08:00
c9s
46cf220e2c implement market data subscription 2022-04-12 17:12:16 +08:00
なるみ
0de03e37fc Rename AbsoluteValues to Abs 2022-04-11 23:39:25 +08:00
なるみ
859933d4ed Avoid to use map[string]fixedpoint.Value 2022-04-11 23:26:05 +08:00
zenix
c7c856e84f fix: add default value for kline series type. fix crossresult indexing 2022-04-11 17:04:56 +09:00
zenix
af61952e40 fix: series not been updated 2022-04-11 17:04:56 +09:00
zenix
be0755d755 fix: simplify stoch indicator using float64slice. add ToReverseArray 2022-04-11 17:04:56 +09:00
zenix
339d36d61b feature: add mean, abs, sum, toArray, and dot operations on series. implement Float64Slice as series 2022-04-11 17:04:56 +09:00
zenix
d0c3390f84 fix log message to be lowercases 2022-04-11 17:04:56 +09:00
zenix
7778f9b590 feature: add NextCross function for future cross point prediction. modify line api to use index instead of timestamp as x. 2022-04-11 17:04:56 +09:00
zenix
5b75108992 feature: add series add and minus operation. add kline open/close/high/low series 2022-04-11 17:04:56 +09:00
zenix
e171101d90 fix: ad NaN error. feature: Line indicator init functions. feature: indicator manual 2022-04-11 17:04:56 +09:00
zenix
567e7bd214 add ad,macd,rsi,sma,stoch,vwap,vwma to Series interface 2022-04-11 17:04:56 +09:00
zenix
fac61f27dc feature: add pinescript series interface 2022-04-11 17:04:56 +09:00
c9s
95eab34512 bump version to v1.30.0 2022-04-11 15:57:40 +08:00
c9s
680261527c binance: fix closed order query 2022-04-11 15:39:03 +08:00
Zenix
57d9577c65
Merge pull request #513 from andycheng123/fix/support 
minor fixes of support strategy
 2022-04-10 03:49:56 +09:00
c9s
830503941e cmd: fix backtest sync 2022-04-10 00:57:55 +08:00
c9s
e51fb641af backtest: show symbols 2022-04-10 00:57:55 +08:00