c9s
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c62330b2c1
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fixedpoint: add counter func
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2022-09-07 14:05:44 +08:00 |
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c9s
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e28921879d
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types: implement stats update method for live trading
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2022-09-07 14:02:57 +08:00 |
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zenix
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e7a5669018
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fix: lowestPrice in elliottwave, add more logs
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2022-09-07 15:02:38 +09:00 |
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c9s
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668180f8aa
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fixedpoint: add reducer and its tests
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2022-09-07 14:00:26 +08:00 |
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c9s
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e161f4ec1a
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fixedpoint: add sort interface support on fixedpoint
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2022-09-07 12:35:09 +08:00 |
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c9s
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e0e279f756
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fixedpoint: add reducer
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2022-09-07 12:28:13 +08:00 |
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c9s
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6b4661783d
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types: group profits by order id
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2022-09-07 11:59:08 +08:00 |
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c9s
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4c3334c482
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types: assign orderID to profit object
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2022-09-07 11:57:09 +08:00 |
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c9s
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889318ddcb
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cmd/order: add market order support
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2022-09-07 02:17:56 +08:00 |
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c9s
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90b633158a
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cmd/order: add margin-side-effect option
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2022-09-07 02:01:38 +08:00 |
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c9s
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33fdcefba3
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bbgo: add notification tag
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2022-09-07 01:05:43 +08:00 |
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c9s
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c2eec1e72b
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bbgo: move fixedpoint one const to consts.go
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2022-09-07 00:50:54 +08:00 |
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c9s
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62fb09c8d9
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bbgo: protective stop should send notification when it's activated
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2022-09-07 00:50:16 +08:00 |
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c9s
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bf77f67cbb
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add v1.40.2 release note
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2022-09-07 00:40:01 +08:00 |
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c9s
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9bbd69c030
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bump version to v1.40.2
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2022-09-07 00:40:01 +08:00 |
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c9s
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2a47140c27
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update command doc files
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2022-09-07 00:40:01 +08:00 |
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c9s
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f62eb301e3
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fix: fix pivothigh indicator use high instead of low
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2022-09-06 23:39:13 +08:00 |
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c9s
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78299a6e7d
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makefile: fix frontend app path
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2022-09-06 18:57:40 +08:00 |
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c9s
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46d8d28b5b
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move frontend to apps dir
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2022-09-06 18:55:43 +08:00 |
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zenix
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66c8a3bb0d
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fix: rename getSource to sourceGetter
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2022-09-06 19:15:13 +09:00 |
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zenix
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36a5579660
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fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status
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2022-09-06 19:08:05 +09:00 |
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c9s
|
8f363677bc
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move bootstrap functions
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2022-09-06 16:50:45 +08:00 |
|
Yo-An Lin
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3f27facd83
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Merge pull request #918 from c9s/feature/backtest-report-config
feature: write strategy config in the backtest report directory
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2022-09-06 15:10:24 +08:00 |
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zenix
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67e57b49eb
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fix: move sourceselector to bbgo folder
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2022-09-06 14:43:05 +09:00 |
|
zenix
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b35bce1afd
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fix: remove non-code file
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2022-09-06 14:36:55 +09:00 |
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zenix
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1d0893b699
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fix: enable interval parsing for non-whitelisted time spans
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2022-09-06 14:26:17 +09:00 |
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c9s
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ed975de2cd
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cmd: write config json file into the backtest report dir
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2022-09-06 13:20:37 +08:00 |
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c9s
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8ed39f7565
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cmd: add session name to the symbol report json file
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2022-09-06 13:18:35 +08:00 |
|
Raphanus Lo
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7416f1074a
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Merge pull request #915 from COLDTURNIP/feature/observer_filters
feature: add G-H filter and Kalman filter
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2022-09-05 20:29:41 +08:00 |
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zenix
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6c8902dd9c
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fix: export kline query limit as a variable for preload decisions from strategy
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2022-09-05 20:36:41 +09:00 |
|
zenix
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28802dd107
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feature: re-implement heikinashi for elliottwave
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2022-09-05 19:32:35 +09:00 |
|
zenix
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4a878b5596
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fix: rename generalorderexecutor.cancel to gracefulcancelorder
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2022-09-05 19:32:35 +09:00 |
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zenix
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ff7fd38372
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feature: ewo add draw function
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2022-09-05 19:32:35 +09:00 |
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zenix
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81084ddea6
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feature: SerialMarketDataStore from session
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2022-09-05 19:32:35 +09:00 |
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zenix
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fad9dedd1f
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fix: active order book cancel message
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2022-09-05 19:32:35 +09:00 |
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zenix
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938dc3c497
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feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca
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2022-09-05 19:32:35 +09:00 |
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c9s
|
067f1274b3
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add v1.40.1 release note
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2022-09-05 18:19:03 +08:00 |
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c9s
|
925df19ee0
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bump version to v1.40.1
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2022-09-05 18:19:03 +08:00 |
|
c9s
|
86e3f9f4e1
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update command doc files
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2022-09-05 18:19:03 +08:00 |
|
c9s
|
28027518f6
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fix utils/generate-version-file.sh
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2022-09-05 18:18:45 +08:00 |
|
Yo-An Lin
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36a79336dd
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Merge pull request #917 from c9s/fix/backtest-fee-mode
backtest: fix backtest fee mode when fee currency is not base or quote
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2022-09-05 17:49:45 +08:00 |
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c9s
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bf4eade604
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backtest: fix backtest fee mode when fee currency is not base or quote
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2022-09-05 17:41:12 +08:00 |
|
Raphanus Lo
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65cd17dbbb
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bbgo: add G-H & Kalman filters to the standard indicator set
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2022-09-05 17:13:50 +08:00 |
|
Yo-An Lin
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1bbd837e84
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Update README.md
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2022-09-05 17:09:42 +08:00 |
|
Raphanus Lo
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425d9e0475
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indicator: GH & Kalman filters: remove deprecated method implementation
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2022-09-05 16:51:30 +08:00 |
|
Raphanus Lo
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9c684c124c
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feature: add G-H filter and Kalman filter
- implement G-H (alpha beta) filter and Kalman filter
- compare the predict accurateness with other indicator
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2022-09-04 21:48:05 +08:00 |
|
Yo-An Lin
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843b81e132
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Merge pull request #914 from LarryLuTW/patch-1
Fix typo
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2022-09-04 13:43:54 +08:00 |
|
Larry Lu
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269529afa4
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Fix typo
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2022-09-04 13:35:01 +08:00 |
|
Yo-An Lin
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55474b4bf9
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Merge pull request #913 from COLDTURNIP/fix/fixedpoint_support_inf_string_unmarshal
fix: fixedpoint UnarshalJson on inf
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2022-09-02 15:14:34 +08:00 |
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Yo-An Lin
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fcb7a27f70
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Merge pull request #911 from c9s/feature/backtest-report
feature: add fee mode to back-test matching engine
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2022-09-02 15:09:04 +08:00 |
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