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Author SHA1 Message Date
Andy Cheng
d350806cdc fix/risk: remove balance check in the futures part of CalculateBaseQuantity() 2022-10-17 12:07:58 +08:00
austin362667
763bb45842 interval: avoid syncing 1s klines as default from backtest config syncSecKLines 2022-10-14 23:14:30 +08:00
austin362667
18acd668a7 interval: finalize 1s support 
interval: finalize 1s support

interval: finalize 1s support
 2022-10-14 23:14:30 +08:00
austin362667
905c1f25ee interval: add 1s support 
interval: add 1s support

interval: add 1s support

interval: fix 1s for backtesting
 2022-10-14 23:14:30 +08:00
Yo-An Lin
ab8624cd98
Merge pull request #990 from c9s/narumi/rename 
fix: change variable names
 2022-10-14 02:27:26 +08:00
なるみ
9330b9fde5 change variable names 2022-10-13 18:18:02 +08:00
c9s
1d9cc54ea7
add v1.42.0 release note 2022-10-12 16:35:44 +08:00
c9s
b03687e07a
bump version to v1.42.0 2022-10-12 16:35:43 +08:00
c9s
b18c35ceb9
update command doc files 2022-10-12 16:35:43 +08:00
c9s
7204e2550b
pull out shutdown timeout context 2022-10-11 14:23:02 +08:00
Andy Cheng
82877101dc
Merge pull request #987 from andycheng123/fix/supertrend-strategy 
fix: supertrend-strategy: LinReg baseline slope wrongly calculated
 2022-10-07 16:44:42 +08:00
Andy Cheng
aa492a05a1 fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal 2022-10-07 13:48:16 +08:00
Andy Cheng
1744281d0f
Merge pull request #986 from andycheng123/fix/protective-stop 
fix: general order executor: ClosePosition() works on futures position
 2022-10-07 13:42:11 +08:00
Andy Cheng
5ad247c8fe fix/order-executor: check for short position 2022-10-07 13:28:24 +08:00
Andy Cheng
7a80b90dac fix/order-executor: ClosePosition() works on futures position 2022-10-07 13:06:32 +08:00
Yo-An Lin
34866ce7cc
Merge pull request #983 from c9s/fix/add-quantity-check 2022-10-06 15:39:45 +08:00
c9s
a515fff053
backtest: add order quantity check 2022-10-06 15:08:44 +08:00
c9s
c374a56110
config: fix config maker fee rate 2022-10-06 13:52:06 +08:00
c9s
350f6d7de2
config: fix maker fee rate config 2022-10-06 13:50:52 +08:00
Yo-An Lin
39247bb9d8
Merge pull request #982 from c9s/refactor/isolation 
refactor isolation context for persistence facade configuration
 2022-10-05 22:31:49 +08:00
Yo-An Lin
4c0fdee668
Merge pull request #981 from frin1/fix/optimizer-limit-results 
fix optimizer limit
 2022-10-05 18:50:00 +08:00
c9s
e92219194f
bbgo: configure persistence facade into the isolation context 2022-10-05 18:48:12 +08:00
c9s
673304bcf1
bbgo: refactor ConfigurePersistence 2022-10-05 18:46:26 +08:00
c9s
4caa457fbe
bbgo: pull out ConfigurePersistence method to simple function 2022-10-05 18:42:55 +08:00
Fredrik
8e83fc4ad7 fix optimizer limit 2022-10-05 08:51:30 +02:00
Yo-An Lin
4d42a61607
Merge pull request #976 from austin362667/austin362667/harmonic 
strategy: add harmonic shark pattern recognition
 2022-10-05 00:37:23 +08:00
Yo-An Lin
06675d0ac8
Merge pull request #977 from austin362667/austin362667/irr 
strategy: fix irr
 2022-10-05 00:36:30 +08:00
austin362667
600b17460d strategy:irr fix drawing defer close IO issue 2022-10-04 18:47:14 +08:00
austin362667
22ef28bc39 strategy:harmonic fix drawing defer close IO issue 2022-10-04 18:44:42 +08:00
Yo-An Lin
ed8b78f839
Merge pull request #978 from c9s/refactor/isolation 
refactor: refactor isolation and add more tests
 2022-10-04 17:44:23 +08:00
c9s
a66d8df23a
update grid config for max 2022-10-04 17:37:33 +08:00
Yo-An Lin
8ad4837c09
Merge pull request #979 from c9s/fix/maxapi 
fix: fix max kline api
 2022-10-04 17:36:06 +08:00
c9s
070a92e3ae
max: fix max kline api 2022-10-04 17:25:29 +08:00
c9s
a8d9911e36
bbgo: refactor isolation and add more tests 2022-10-04 17:23:43 +08:00
Yo-An Lin
de3ebc23f1
Update back-testing.md 2022-10-04 16:44:54 +08:00
austin362667
3c52e9e145 strategy: refactor draw lib 2022-10-04 15:23:48 +08:00
austin362667
26d640ff3b strategy: fix irr 2022-10-04 15:23:48 +08:00
austin362667
ec60c708c3 strategy: upgrade harmonic persistence sync 2022-10-04 15:22:52 +08:00
austin362667
60e51e1470 strategy: refactor harmonic draw lib 2022-10-04 15:20:17 +08:00
austin362667
f1ae7b5f30 strategy: add harmonic shark pattern recognition 
strategy: add harmonic shark pattern recognition
 2022-10-04 15:20:17 +08:00
Yo-An Lin
04453c23ea
Merge pull request #974 from c9s/refactor/isolation 
refactor persistence for isolation
 2022-10-04 11:28:48 +08:00
c9s
731e5569d0
telegramnotifier: fix err check 2022-10-03 21:14:46 +08:00
c9s
2b953ad2d1
bbgo: make PersistenceServiceFacade private 2022-10-03 18:46:02 +08:00
c9s
8a50474ad1
all: add context parameter to Sync() 2022-10-03 18:45:24 +08:00
c9s
ce318fff3b
add persistenceServiceFacade to isolation 2022-10-03 18:40:49 +08:00
c9s
60956e0157
bbgo: add NewContextWithDefaultIsolation 2022-10-03 18:39:45 +08:00
c9s
198683d141
bbgo: add NewContextWithIsolation function 2022-10-03 18:39:07 +08:00
c9s
f7e76c0518
all: remove bbgo.Persistence 2022-10-03 18:37:53 +08:00
Yo-An Lin
ef6a22d142
Merge pull request #973 from c9s/refactor/shutdown-handler 
refactor/feature: add isolation context support
 2022-10-03 16:40:01 +08:00
c9s
4a37273065
bbgo: remove Persistence injection 2022-10-03 16:31:04 +08:00