5111 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
c9s	c3b6cb80c3	bollmaker: upgrade bollmaker exits methods	2022-07-26 12:08:47 +08:00
c9s	6ae0620730	bollmaker: integrate exits method to bollmaker	2022-07-26 12:08:47 +08:00
c9s	06d71aab4a	types: add doc comment	2022-07-26 11:53:22 +08:00
c9s	ee4fb1a677	add 24hours guard to AddProfit	2022-07-26 11:51:58 +08:00
c9s	9c944d4aba	types: fix profit stats titles	2022-07-26 11:51:24 +08:00
c9s	549e28079b	autoborrow: call Debt() for repay	2022-07-26 11:49:04 +08:00
c9s	bdfb5d08aa	risk: pull out max quantity variable	2022-07-26 11:47:07 +08:00
c9s	9787b867ac	types: call debt()	2022-07-26 11:44:57 +08:00
c9s	79fe49f66f	types: for net() always return total sub debt	2022-07-26 11:44:34 +08:00
c9s	e482a164cf	types: repay debt when closing position	2022-07-25 22:10:02 +08:00
Yo-An Lin	2e7ed9f583	Merge pull request #840 from andycheng123/fix/supertrend-strategy ... strategy/supertrend: fix exit methods problem	2022-07-25 15:14:22 +08:00
c9s	0d5d92b26d	pivotshort: fix tail function	2022-07-25 15:02:59 +08:00
Andy Cheng	07959c8862	strategy/supertrend: fix exit methods problem	2022-07-25 14:11:55 +08:00
Yo-An Lin	bfb7dd51d6	Merge pull request #838 from c9s/improve/backtest-json-format ... improve: use marshal instead of marshal indent	2022-07-23 12:33:27 +08:00
c9s	4345cef8d7	util: use marshal instead of marshal indent	2022-07-23 12:16:06 +08:00
Yo-An Lin	3e44e05553	Merge pull request #837 from c9s/strategy/pivotshort ... risk: add account value calculator test case	2022-07-23 12:15:09 +08:00
c9s	a609c0606a	risk: fix margin level prec assertion	2022-07-22 15:06:10 +08:00
c9s	4b7126ce41	risk: add doc comment for MarginLevel method	2022-07-22 14:54:25 +08:00
c9s	a9f9fc4e5e	risk: add margin level calculator	2022-07-22 14:53:17 +08:00
c9s	b53da177c2	risk: add test case for account calculator	2022-07-22 14:42:30 +08:00
c9s	3cf5175baa	risk: make calculateAccountNetValue public	2022-07-22 13:36:03 +08:00
Yo-An Lin	c62ba3a4b5	Merge pull request #836 from c9s/strategy/pivotshort ... refactor: risk functions for leveraged quantity	2022-07-22 12:12:01 +08:00
c9s	a1387bb4dd	risk: move spot condition to the top	2022-07-22 12:04:43 +08:00
c9s	36cfaa924d	risk: move leverage quantity calculation to the risk package	2022-07-22 11:55:24 +08:00
c9s	54affd2f99	pivotshort: quantity calculation -- sub debt	2022-07-22 11:47:48 +08:00
c9s	76def2fe9d	pull out AccountValueCalculator	2022-07-21 19:46:58 +08:00
Yo-An Lin	e09e2dfff2	Merge pull request #834 from c9s/strategy/pivotshort ... fix: strategy/pivotshort: add trade loss to the account value calculation	2022-07-21 13:50:10 +08:00
c9s	15879adf3b	pivotshort: fix trade loss ratio	2022-07-21 13:17:46 +08:00
c9s	88c0f31e87	pivotshort: add trade loss to the quantity calculating	2022-07-21 13:05:46 +08:00
c9s	756fcb4807	pivotshort: fix min leverage protection	2022-07-21 13:04:19 +08:00
Yo-An Lin	8c61f68d1d	Merge pull request #833 from c9s/fix/pivotshort-quantity-cal ... fix: strategy/pivotshort: fix margin quantity calculation	2022-07-21 12:58:09 +08:00
c9s	763ae1f62f	bbgo: fix missing var	2022-07-21 12:36:26 +08:00
c9s	1079757833	bbgo: bind market data store to market data stream when allocating new instance	2022-07-21 12:35:38 +08:00
c9s	de62d9dd67	bbgo: fix injection	2022-07-21 12:33:29 +08:00
c9s	7ce7a1b11c	config: update pivotshort config	2022-07-21 12:18:31 +08:00
c9s	c78ba6a539	bbgo: fix strategy struct field injection phase	2022-07-21 12:18:09 +08:00
c9s	b6d0482517	pivotshort: add more logs and check	2022-07-21 12:05:05 +08:00
Yo-An Lin	0a08cc21df	Merge pull request #825 from c9s/refactor/indicator-api ... refactor: new indicator api	2022-07-21 11:53:17 +08:00
c9s	ea08a61e28	indicator/stoch: simplify CalculateAndUpdate	2022-07-21 01:35:27 +08:00
c9s	86c1619e50	indicator/stoch: move emitUpdate	2022-07-21 01:35:03 +08:00
c9s	9c89359a5f	indicator/stoch: move endTime check to pushK	2022-07-21 01:34:35 +08:00
c9s	6e043ba129	indicator/till: fix e1 check	2022-07-21 01:33:30 +08:00
c9s	946fb96b03	bbgo: reformat	2022-07-21 01:32:09 +08:00
c9s	02c978b812	bbgo: remove volatility from the standard indicator set	2022-07-21 01:31:42 +08:00
c9s	a821641dcf	indicator/atr: implement LoadK and BindK	2022-07-21 01:27:38 +08:00
c9s	0b9d6939f3	indicator/till: add zero time check	2022-07-21 01:22:28 +08:00
c9s	2523c2261b	indicator/till: refactor CalculateAndUpdate	2022-07-21 01:21:29 +08:00
c9s	9f937f529e	bbgo: refactor standard indicator	2022-07-21 01:05:08 +08:00
c9s	4300e00580	indicator/rma: move endTime update to PushK	2022-07-21 01:05:08 +08:00
Yo-An Lin	ed91fdc915	Merge pull request #831 from c9s/feature/defaulter ... feature: api: add strategy defaulter interface	2022-07-19 17:55:24 +08:00