Commit Graph

1129 Commits

Author SHA1 Message Date
Andy Cheng
80170e0397
improve/profitTracker: do not bind in order executor 2023-07-11 10:48:28 +08:00
Andy Cheng
5513330816
feature/profitTracker: fix bugs 2023-07-11 10:48:28 +08:00
Andy Cheng
027acfe3b5
feature/profitTracker: integrate profit report with profit tracker 2023-07-11 10:48:28 +08:00
Andy Cheng
d5e194ca80
feature/profitTracker: prototype 2023-07-11 10:48:27 +08:00
c9s
1da94f55e9
Merge pull request #1226 from c9s/c9s/base-strategy
REFACTOR: pull out base strategy struct
2023-07-10 17:50:12 +08:00
c9s
5853434aec
all: move v2 indicator to indicator/v2 2023-07-10 17:17:46 +08:00
c9s
5c88abe72f
add rsicross strategy 2023-07-09 21:23:42 +08:00
c9s
5962742b43
all: integrate google spread sheet service 2023-07-09 13:17:39 +08:00
c9s
05a8a7442c
Merge pull request #1221 from c9s/feature/tri
FEATURE: add triangular arbitrate strategy as an example
2023-07-05 16:24:29 +08:00
c9s
b9b89756e2
Merge pull request #1220 from c9s/feature/scmaker-with-risk-control
REFACTOR: refactor risk control with the order executor interface and mocks
2023-07-05 15:48:38 +08:00
c9s
01096829ae
bbgo: drop empty files 2023-07-05 15:30:15 +08:00
c9s
1ad10a9360
all: move trade collector to pkg/core 2023-07-05 15:26:36 +08:00
c9s
ff727ae495
all: use order executor extended interface to mock the risk tests 2023-07-04 22:07:31 +08:00
c9s
f1828beac8
all: move trade store and order store into pkg/core 2023-07-04 21:42:24 +08:00
c9s
c8ae36ddfc
riskcontrol: move release position order submission into the pos risk control 2023-07-04 21:31:47 +08:00
Andy Cheng
b877d07f74
exit/hhllStop: log hhll detection instead of notify 2023-07-03 16:06:04 +08:00
c9s
3f7710303f
fix .Indicators nil map 2023-07-02 14:13:24 +08:00
c9s
334204b46a
bbgo: add deprecation warning 2023-07-01 13:26:57 +08:00
Andy Cheng
2fe19119a7
exit/hhllStop: avoid using underscore in variable names 2023-06-30 14:10:25 +08:00
Andy Cheng
12e3e9b5f8
exit/hhllStop: readability 2023-06-30 14:03:46 +08:00
Andy Cheng
936a3c95d9
exit/hhllStop: readability 2023-06-30 13:55:07 +08:00
Andy Cheng
43c49aa41d
exit/hhllStop: readability 2023-06-30 13:51:47 +08:00
Andy Cheng
3c0ade57f8
exit/hhllStop: fix bugs 2023-06-30 13:42:10 +08:00
c9s
e1affc746d
Merge pull request #1213 from c9s/feature/v2-indicator-set
FEATURE: add v2 indicator set api
2023-06-30 12:01:03 +08:00
c9s
0e2f69e837
bbgo: just use else condition 2023-06-30 11:05:03 +08:00
c9s
a3a1586e24
bbgo: add TestIndicatorSet_EWMA test 2023-06-30 11:02:42 +08:00
c9s
ea1025d790
indicator: implement Subscribe method on PriceStream 2023-06-30 10:58:25 +08:00
c9s
dcb091cab1
bbgo: add TestIndicatorSet_closeCache test 2023-06-30 10:46:40 +08:00
c9s
9885a68537
bbgo: rename AddBackLog to BackFill 2023-06-30 10:38:38 +08:00
c9s
064932ea9d
indicator: add VOLUME api 2023-06-30 10:37:42 +08:00
c9s
b29c1aa972
bbgo: add warning 2023-06-30 10:35:34 +08:00
c9s
5c5543d78a
bbgo: when err == nil, should just return the created orders 2023-06-29 21:08:43 +08:00
c9s
eafd777046
add indicators v2 api to session 2023-06-29 17:49:04 +08:00
c9s
dddf7c57ba
bbgo: add v2 indicator set 2023-06-29 17:44:36 +08:00
c9s
ce40549e88
all: rename QueryOrderUntilSuccessful to QueryOrderUntilFilled 2023-06-29 17:17:32 +08:00
c9s
c6f7723620
bbgo: rename env ENABLE_MARKET_TRADE_STOP to DISABLE_MARKET_TRADE_STOP
since we've set it default to true
2023-06-29 14:26:12 +08:00
c9s
c4bd5a8a13
Merge pull request #1210 from c9s/refactor/move-retry-funcs
REFACTOR: move retry functions
2023-06-29 14:16:51 +08:00
c9s
2b65012b37
bbgo: openPosition should check if it's still closing 2023-06-29 13:29:31 +08:00
c9s
b6dba18f77
all: move retry functions to the retry package 2023-06-29 10:59:01 +08:00
c9s
195ace63b0
check if it's in back testing mode 2023-06-28 18:11:00 +08:00
c9s
0360d9fa8b
block and query order until the market order for closing position is filled 2023-06-28 18:09:10 +08:00
c9s
b5f2f57678
bbgo: introduce ENABLE_MARKET_TRADE_STOP env var 2023-06-27 16:39:10 +08:00
c9s
5afd23b5c7
bbgo: trigger trailingStop when kline is updated 2023-06-27 16:39:10 +08:00
c9s
ac1b5aa0e2
bbgo: trigger price check when kline is updated (not just closed) 2023-06-27 16:39:09 +08:00
c9s
fdf2a91604
bbgo: enable enableMarketTradeStop 2023-06-27 16:39:09 +08:00
c9s
4bc41bad9d
bbgo: improve ProtectiveStopLoss notification message 2023-06-27 16:39:09 +08:00
c9s
aa4f998382
bbgo: add scale Sum method 2023-06-14 17:25:23 +08:00
c9s
5996b32ee1
Merge pull request #1194 from c9s/improve/hhllstop
IMPROVE: improve hhllstop message
2023-06-09 19:11:57 +08:00
c9s
c25ac65eb0
bbgo: improve hhllstop message 2023-06-07 16:45:46 +08:00
c9s
bd335a0335
bbgo: fix trailing stop order tag 2023-06-07 16:39:37 +08:00