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 |
|
Yo-An Lin
|
f1d9f352eb
|
Merge pull request #783 from c9s/strategy/pivotshort
fix: pivotshort: fix kline history loading
|
2022-06-29 11:30:51 +08:00 |
|
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 |
|
Yo-An Lin
|
95342d3481
|
Merge pull request #782 from c9s/strategy/pivotshort
refactor: moving exit methods from pivotshort to the core
|
2022-06-29 02:10:33 +08:00 |
|
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 |
|
Yo-An Lin
|
6e9993c9eb
|
Merge pull request #781 from c9s/strategy/pivotshort
strategy: pivotshort: optimize and update config
|
2022-06-29 01:46:25 +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
|
44d0bbc3fa
|
config: optimize and update pivotshort config
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-29 01:23:01 +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 |
|
Yo-An Lin
|
cb1ad3a89b
|
Merge pull request #775 from c9s/fix/backtest-order-cancel-test
test: backtest: add order cancel test case
|
2022-06-28 18:34:52 +08:00 |
|
c9s
|
1156e15cfe
|
backtest: add order cancel test case
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-28 18:25:51 +08:00 |
|
Yo-An Lin
|
ee59fc447d
|
Merge pull request #773 from c9s/fix/backtest-taker-order
fix: fix backtest taker order execution
|
2022-06-28 18:13:22 +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 |
|
Yo-An Lin
|
74d74a2d0f
|
Merge pull request #772 from c9s/fix/backtest-stop-order
backtest: fix stop order backtest, add more test cases and assertions
|
2022-06-28 15:30:19 +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 |
|
Yo-An Lin
|
f2a642b165
|
Merge pull request #770 from c9s/fix/backtest-stop-limit
|
2022-06-28 04:08:28 +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
|
dec02296a3
|
backtest-report: show order tag in the mark
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-27 19:53:43 +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
|
9631a2e551
|
fix segment control default value
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-27 18:26:26 +08:00 |
|
c9s
|
11dacbc2cd
|
show order tag in the order list
|
2022-06-27 18:20:26 +08:00 |
|
c9s
|
2784408b8b
|
add submit order tag
|
2022-06-27 18:17:57 +08:00 |
|
c9s
|
2953518af9
|
add limit to the order table
|
2022-06-27 18:17:46 +08:00 |
|
c9s
|
b97ec7bb1e
|
pivotshort: remove unused struct
|
2022-06-27 18:14:12 +08:00 |
|
Yo-An Lin
|
3ea94871b0
|
Merge pull request #769 from c9s/feature/time-range-picker
backtest-report: sort intervals
|
2022-06-27 18:14:01 +08:00 |
|
c9s
|
95d7be25a7
|
sort intervals
|
2022-06-27 17:31:00 +08:00 |
|
Yo-An Lin
|
61582e4651
|
Merge pull request #768 from c9s/feature/time-range-picker
feature: backtest: add ohlc legend
|
2022-06-27 17:06:38 +08:00 |
|
c9s
|
e5251400a4
|
add ampl and change percentage
|
2022-06-27 16:56:31 +08:00 |
|
c9s
|
ec86d49135
|
add price change and improve time format
|
2022-06-27 16:50:01 +08:00 |
|
c9s
|
c9aed1e21b
|
backtest: fix empty data format
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-27 16:40:44 +08:00 |
|
c9s
|
f12e173254
|
backtest: remove debug log
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-27 16:40:04 +08:00 |
|
c9s
|
8db6c5e278
|
add ohlc legend
|
2022-06-27 16:39:46 +08:00 |
|
c9s
|
a90b6bd1f5
|
refactor TradingViewChart
|
2022-06-27 16:24:00 +08:00 |
|
c9s
|
ec3ac4e077
|
backtest: pull out OrderListTable
|
2022-06-27 16:17:06 +08:00 |
|