c9s
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c27f416dbc
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indicator: canonicalize the CalculateAndUpdate method call
also fix the xmaker boll indicator preloading
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2022-07-14 09:18:42 +08:00 |
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Yo-An Lin
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ce3f7a3d51
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Merge pull request #820 from c9s/feature/risk-cal-funcs
feature: add risk functions
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2022-07-14 01:19:42 +08:00 |
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c9s
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5bbccacc89
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risk: rename func
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2022-07-14 00:07:49 +08:00 |
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c9s
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c7424479bb
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risk: add tests
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2022-07-14 00:03:47 +08:00 |
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c9s
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8985a7a635
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risk: add risk function tests
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2022-07-13 23:56:22 +08:00 |
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c9s
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7932688aa7
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add risk calculator functions
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2022-07-13 23:45:47 +08:00 |
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Yo-An Lin
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affe46655f
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Merge pull request #818 from COLDTURNIP/fix/backtest_correct_final_asset
backtest: correct final asset calculation
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2022-07-13 23:02:19 +08:00 |
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Yo-An Lin
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01d50496a1
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Merge pull request #817 from COLDTURNIP/fix/optimizer_initial_storage
optimizer: prepare database before executing backtests
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2022-07-13 23:01:59 +08:00 |
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c9s
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ad597a7808
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Merge commit 'f07a0a98280e993254673375c624e6702317eafd'
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2022-07-13 19:33:36 +08:00 |
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Raphanus Lo
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36bdacf3a3
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backtest: correct final asset calculation
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2022-07-13 17:20:48 +08:00 |
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Raphanus Lo
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4985c760be
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optimizer: prepare database before executing backtests
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2022-07-13 15:28:11 +08:00 |
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Yo-An Lin
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b9729b0c4f
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Merge pull request #816 from c9s/refactor/backtest-report
strategy/pivotshort: add trendEMA
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2022-07-13 13:45:15 +08:00 |
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Yo-An Lin
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647182e575
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Merge pull request #815 from COLDTURNIP/fix/optimizer_progress_bar_counter
optimizer: correct progress bar counter & ETA calculation
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2022-07-13 13:35:34 +08:00 |
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c9s
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cecb278aa1
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autoborrow: use info logger for the margin level info
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2022-07-13 13:34:59 +08:00 |
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Raphanus Lo
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363c7b6ef6
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optimizer: correct progress bar counter & ETA calculation
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2022-07-13 11:44:04 +08:00 |
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Yo-An Lin
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a61a035099
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Merge pull request #814 from zenixls2/fix/sma
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2022-07-13 11:42:22 +08:00 |
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zenix
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d1689a3b14
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fix: add error message on wrong sizeof klines passed in calculateSMA
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2022-07-13 12:33:57 +09:00 |
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zenix
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4e2adcf29e
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fix: sma calculation, length, and add test case
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2022-07-13 12:28:41 +09:00 |
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c9s
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ee163eb441
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pivotshort: add trendEMA protection
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2022-07-13 11:09:57 +08:00 |
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c9s
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f5f6fabe07
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pivotshort: add trendEMA and add stopEMA subscribe
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2022-07-13 10:49:52 +08:00 |
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c9s
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7daa73917c
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fix readme
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2022-07-13 10:30:03 +08:00 |
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Yo-An Lin
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47c3d80d4f
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Merge pull request #804 from c9s/strategy/pivotshort
strategy/pivotshort: merge exit method bind
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2022-07-12 23:38:30 +08:00 |
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Yo-An Lin
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8119afbb44
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Merge branch 'main' into strategy/pivotshort
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2022-07-12 23:38:23 +08:00 |
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Yo-An Lin
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36857bd142
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Merge pull request #812 from c9s/refactor/backtest-report
refactor: improve backtest report and fix issues
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2022-07-12 23:37:34 +08:00 |
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c9s
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f91e1afe95
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atrp: multiple 100 for percentage
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2022-07-12 22:54:47 +08:00 |
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c9s
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a51f26e3a7
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backtest: add gross profit and gross loss fields
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2022-07-12 19:50:28 +08:00 |
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c9s
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7d232f86b8
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remove duplicated dumper close
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2022-07-12 19:34:07 +08:00 |
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c9s
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24e009f333
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backtest: avoid writing same record into the file
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2022-07-12 18:46:09 +08:00 |
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c9s
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e4bfc2bc52
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remove unused state setters
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2022-07-12 18:12:01 +08:00 |
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c9s
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92004ed34e
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fix selectOrders filter
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2022-07-12 18:11:26 +08:00 |
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c9s
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90aac7e469
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backtest: add time range selector support to orders data and position data
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2022-07-12 18:08:48 +08:00 |
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c9s
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6ce9f6a2b7
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fix FilterSimpleArgs
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2022-07-12 17:55:15 +08:00 |
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c9s
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b521a7cf70
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pivotshort: fix resistance price update algo
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2022-07-12 17:45:47 +08:00 |
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c9s
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a908135e87
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ignore /localconfig
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2022-07-12 17:45:47 +08:00 |
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c9s
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da4b35bd31
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pivotshort: add 1m subscribe
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2022-07-12 17:45:47 +08:00 |
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Yo-An Lin
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1ef2c1d668
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Merge pull request #811 from andycheng123/fix/supertrend-strategy
strategy/supertrend: fix double dema initialization problem
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2022-07-12 13:13:19 +08:00 |
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c9s
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28d9aa6820
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autoborrow: show margin level when check
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2022-07-11 16:26:25 +08:00 |
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c9s
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3f15df4c0e
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autoborrow: fix repay balance check
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2022-07-11 16:22:21 +08:00 |
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c9s
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98aaa6ce43
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autoborrow: fix repay mech
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2022-07-11 16:20:45 +08:00 |
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Andy Cheng
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1b5dc309f0
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strategy/supertrend: fix double dema initialization problem
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2022-07-11 13:37:01 +08:00 |
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c9s
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af488dc87a
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add v1.36.0 release note
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2022-07-10 19:08:30 +08:00 |
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c9s
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2a9a34ae66
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bump version to v1.36.0
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2022-07-10 19:08:30 +08:00 |
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c9s
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9f4ccfbfb4
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update command doc files
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2022-07-10 19:08:30 +08:00 |
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c9s
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c62aafdf2b
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compile and update migration package
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2022-07-10 19:08:30 +08:00 |
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c9s
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f07a0a9828
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add v1.36.0 release note
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2022-07-10 15:29:19 +08:00 |
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c9s
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fbcdbf5050
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bump version to v1.36.0
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2022-07-10 15:29:19 +08:00 |
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c9s
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69baa8772b
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update command doc files
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2022-07-10 15:29:19 +08:00 |
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c9s
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1759dcdb73
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compile and update migration package
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2022-07-10 15:29:07 +08:00 |
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Zenix
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e633cedd3c
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Merge pull request #809 from zenixls2/feature/logistic_regression
feature: logistic regression
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2022-07-09 17:27:20 +09:00 |
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Yo-An Lin
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eacbd13e6b
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Merge pull request #810 from andycheng123/fix/supertrend-strategy
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2022-07-08 21:03:01 +08:00 |
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