8909 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
Yo-An Lin	75047d50ce	Merge pull request #851 from zenixls2/stablize/drift ... stabilize drift	2022-07-28 18:53:23 +08:00
zenix	d46267aff9	feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml	2022-07-28 19:34:12 +09:00
Raphanus Lo	16814138a1	optimizer: calculate total number of grids before testing	2022-07-28 12:36:44 +08:00
Raphanus Lo	3c0d5727e6	optimizer: print equity diff in final report	2022-07-28 12:31:17 +08:00
c9s	30978ecbd4	pivotshort: check TrendEMA pointer	2022-07-28 11:29:27 +08:00
Yo-An Lin	05f6581bcd	Merge pull request #848 from c9s/strategy/pivotshort ... strategy/pivotshort: refactor trendEMA and add maxGradient config	2022-07-28 10:36:29 +08:00
c9s	d61047cd26	pivotshort: add maxGradient config to trendEMA	2022-07-28 10:27:16 +08:00
c9s	93593ffa06	bbgo: add close position tag log	2022-07-28 10:27:04 +08:00
c9s	a791b455b8	types: fix average profit/loss overflow issue	2022-07-28 10:26:48 +08:00
c9s	5fa2606357	pivotshort: rename kLineClosedStop to fakeBreakStop	2022-07-28 09:29:10 +08:00
Yo-An Lin	5e276ddd75	Merge pull request #847 from c9s/strategy/pivotshort ... strategy/pivotshort: fine-tune and add more trade stats metrics	2022-07-28 09:02:56 +08:00
c9s	abd99a1d93	types: fix IntervalProfits struct tag	2022-07-27 19:26:16 +08:00
c9s	03541ca746	types: record the position open time	2022-07-27 19:25:30 +08:00
c9s	56bfa22dbe	types: add position openedAt time field	2022-07-27 19:25:30 +08:00
c9s	9f06be14aa	types: calculate MaximumConsecutiveLosses and MaximumConsecutiveProfits	2022-07-27 19:25:29 +08:00
c9s	151d907457	use debug log for trendEMA	2022-07-27 19:22:56 +08:00
c9s	c65456e44b	pivotshort: refactor and add trendEMA to resistance short	2022-07-27 19:22:56 +08:00
c9s	2719c86400	pivotshort: drop unused tail function	2022-07-27 19:22:56 +08:00
c9s	5821dd02cb	pivotshort: fix log format	2022-07-27 19:22:56 +08:00
c9s	9b35c789ee	pivotshort: add total quantity to the notification	2022-07-27 19:22:55 +08:00
c9s	b067c02cf0	pivotshort: fix resistance order quantity calculation	2022-07-27 19:22:55 +08:00
c9s	a9eef3fb93	pivotshort: fix pivot low usage	2022-07-27 19:22:55 +08:00
Yo-An Lin	3aeb6912c9	Merge pull request #846 from c9s/strategy/pivotshort ... strategy/pivotshort: refactor breaklow + add fake break stop	2022-07-27 12:18:50 +08:00
c9s	4c6fe11796	pivotshort: rename ClosedKLineStop to fake break stop	2022-07-27 12:04:54 +08:00
c9s	7438798390	bbgo: add ClosedKLineStop trigger	2022-07-27 11:47:12 +08:00
c9s	f323e91a56	pivotshort: fix resistance short	2022-07-27 11:30:32 +08:00
Yo-An Lin	4fd571d712	Merge pull request #813 from zenixls2/feature/drift_study ... feature: drift study	2022-07-27 11:29:48 +08:00
zenix	84c7c0596d	fix: fix drift naming style, fix kline Copy -> Set	2022-07-27 12:17:33 +09:00
zenix	3f33111182	fix: rename kline Copy to Set	2022-07-27 10:55:15 +09:00
c9s	3fbc634d81	bbgo: narrow down indicator interface type	2022-07-27 02:21:25 +08:00
c9s	3adeb46c65	config: update pivotshort default config	2022-07-27 01:58:19 +08:00
c9s	feef912930	indicator: pivot low reformat	2022-07-27 01:58:05 +08:00
c9s	ac496e8488	pivotshort: refactor pivot low collector	2022-07-27 01:57:28 +08:00
c9s	b746f801f7	pivotshort: get the correct pivot low value	2022-07-27 01:56:18 +08:00
c9s	854af6b4bd	pivotshort: use new config struct stopEMA and trendEMA	2022-07-27 01:53:53 +08:00
c9s	6f64b6d08e	pivotshort: introduce new config struct	2022-07-27 01:51:47 +08:00
c9s	4fd318701d	indicator: fix slice	2022-07-27 01:43:36 +08:00
c9s	0e18aa68f7	indicator: fix length slice calculation	2022-07-27 01:32:37 +08:00
c9s	5dd14feb42	indicator: fix pivot low indicator	2022-07-27 01:30:43 +08:00
c9s	076f196621	risk: return quantity directly if it's not zero	2022-07-27 01:29:53 +08:00
c9s	578e4b2801	indicator: fix pivot low indicator	2022-07-27 00:58:05 +08:00
Yo-An Lin	605c66556e	Merge pull request #844 from c9s/strategy/pivotshort ... strategy/pivotshort: refactor and update indicator api usage	2022-07-26 23:43:22 +08:00
zenix	da51bf44c8	fix: rebase error	2022-07-26 20:14:23 +09:00
c9s	2822e39e7b	pivotshort: remove the legacy preloadPivot	2022-07-26 19:00:09 +08:00
c9s	f460a7901d	indicator: refactor macd indicator	2022-07-26 19:00:09 +08:00
Yo-An Lin	2758239e40	Merge pull request #845 from c9s/refactor/standard-indicator ... refactor: refactor standard indicator and add simple indicator interface	2022-07-26 18:45:13 +08:00
c9s	3959e288fd	all: refactor standard indicator helper and fix tests	2022-07-26 18:35:50 +08:00
c9s	0456cdc7a9	bbgo: add hull to the standard indicator	2022-07-26 18:27:22 +08:00
c9s	2459dbd384	indicator: refactor hull indicator	2022-07-26 18:26:52 +08:00
c9s	808d742efc	bbgo: add CCI helper	2022-07-26 18:07:43 +08:00