3334 Commits

Author	SHA1	Message	Date
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