Commit Graph

5009 Commits

Author SHA1 Message Date
c9s
c27f416dbc
indicator: canonicalize the CalculateAndUpdate method call
also fix the xmaker boll indicator preloading
2022-07-14 09:18:42 +08:00
Yo-An Lin
ce3f7a3d51
Merge pull request #820 from c9s/feature/risk-cal-funcs
feature: add risk functions
2022-07-14 01:19:42 +08:00
c9s
5bbccacc89
risk: rename func 2022-07-14 00:07:49 +08:00
c9s
c7424479bb
risk: add tests 2022-07-14 00:03:47 +08:00
c9s
8985a7a635
risk: add risk function tests 2022-07-13 23:56:22 +08:00
c9s
7932688aa7
add risk calculator functions 2022-07-13 23:45:47 +08:00
Yo-An Lin
affe46655f
Merge pull request #818 from COLDTURNIP/fix/backtest_correct_final_asset
backtest: correct final asset calculation
2022-07-13 23:02:19 +08:00
Yo-An Lin
01d50496a1
Merge pull request #817 from COLDTURNIP/fix/optimizer_initial_storage
optimizer: prepare database before executing backtests
2022-07-13 23:01:59 +08:00
c9s
ad597a7808
Merge commit 'f07a0a98280e993254673375c624e6702317eafd' 2022-07-13 19:33:36 +08:00
Raphanus Lo
36bdacf3a3 backtest: correct final asset calculation 2022-07-13 17:20:48 +08:00
Raphanus Lo
4985c760be optimizer: prepare database before executing backtests 2022-07-13 15:28:11 +08:00
Yo-An Lin
b9729b0c4f
Merge pull request #816 from c9s/refactor/backtest-report
strategy/pivotshort: add trendEMA
2022-07-13 13:45:15 +08:00
Yo-An Lin
647182e575
Merge pull request #815 from COLDTURNIP/fix/optimizer_progress_bar_counter
optimizer: correct progress bar counter & ETA calculation
2022-07-13 13:35:34 +08:00
c9s
cecb278aa1
autoborrow: use info logger for the margin level info 2022-07-13 13:34:59 +08:00
Raphanus Lo
363c7b6ef6 optimizer: correct progress bar counter & ETA calculation 2022-07-13 11:44:04 +08:00
Yo-An Lin
a61a035099
Merge pull request #814 from zenixls2/fix/sma 2022-07-13 11:42:22 +08:00
zenix
d1689a3b14 fix: add error message on wrong sizeof klines passed in calculateSMA 2022-07-13 12:33:57 +09:00
zenix
4e2adcf29e fix: sma calculation, length, and add test case 2022-07-13 12:28:41 +09:00
c9s
ee163eb441
pivotshort: add trendEMA protection 2022-07-13 11:09:57 +08:00
c9s
f5f6fabe07
pivotshort: add trendEMA and add stopEMA subscribe 2022-07-13 10:49:52 +08:00
c9s
7daa73917c
fix readme 2022-07-13 10:30:03 +08:00
Yo-An Lin
47c3d80d4f
Merge pull request #804 from c9s/strategy/pivotshort
strategy/pivotshort:  merge exit method bind
2022-07-12 23:38:30 +08:00
Yo-An Lin
8119afbb44
Merge branch 'main' into strategy/pivotshort 2022-07-12 23:38:23 +08:00
Yo-An Lin
36857bd142
Merge pull request #812 from c9s/refactor/backtest-report
refactor: improve backtest report and fix issues
2022-07-12 23:37:34 +08:00
c9s
f91e1afe95
atrp: multiple 100 for percentage 2022-07-12 22:54:47 +08:00
c9s
a51f26e3a7
backtest: add gross profit and gross loss fields 2022-07-12 19:50:28 +08:00
c9s
7d232f86b8
remove duplicated dumper close 2022-07-12 19:34:07 +08:00
c9s
24e009f333
backtest: avoid writing same record into the file 2022-07-12 18:46:09 +08:00
c9s
e4bfc2bc52
remove unused state setters 2022-07-12 18:12:01 +08:00
c9s
92004ed34e
fix selectOrders filter 2022-07-12 18:11:26 +08:00
c9s
90aac7e469
backtest: add time range selector support to orders data and position data 2022-07-12 18:08:48 +08:00
c9s
6ce9f6a2b7
fix FilterSimpleArgs 2022-07-12 17:55:15 +08:00
c9s
b521a7cf70
pivotshort: fix resistance price update algo 2022-07-12 17:45:47 +08:00
c9s
a908135e87
ignore /localconfig 2022-07-12 17:45:47 +08:00
c9s
da4b35bd31
pivotshort: add 1m subscribe 2022-07-12 17:45:47 +08:00
Yo-An Lin
1ef2c1d668
Merge pull request #811 from andycheng123/fix/supertrend-strategy
strategy/supertrend: fix double dema initialization problem
2022-07-12 13:13:19 +08:00
c9s
28d9aa6820
autoborrow: show margin level when check 2022-07-11 16:26:25 +08:00
c9s
3f15df4c0e
autoborrow: fix repay balance check 2022-07-11 16:22:21 +08:00
c9s
98aaa6ce43
autoborrow: fix repay mech 2022-07-11 16:20:45 +08:00
Andy Cheng
1b5dc309f0 strategy/supertrend: fix double dema initialization problem 2022-07-11 13:37:01 +08:00
c9s
af488dc87a
add v1.36.0 release note 2022-07-10 19:08:30 +08:00
c9s
2a9a34ae66
bump version to v1.36.0 2022-07-10 19:08:30 +08:00
c9s
9f4ccfbfb4
update command doc files 2022-07-10 19:08:30 +08:00
c9s
c62aafdf2b
compile and update migration package 2022-07-10 19:08:30 +08:00
c9s
f07a0a9828
add v1.36.0 release note 2022-07-10 15:29:19 +08:00
c9s
fbcdbf5050
bump version to v1.36.0 2022-07-10 15:29:19 +08:00
c9s
69baa8772b
update command doc files 2022-07-10 15:29:19 +08:00
c9s
1759dcdb73
compile and update migration package 2022-07-10 15:29:07 +08:00
Zenix
e633cedd3c
Merge pull request #809 from zenixls2/feature/logistic_regression
feature: logistic regression
2022-07-09 17:27:20 +09:00
Yo-An Lin
eacbd13e6b
Merge pull request #810 from andycheng123/fix/supertrend-strategy 2022-07-08 21:03:01 +08:00