3422 Commits

Author	SHA1	Message	Date
c9s	c4332fcac2	pivotshort: add leverage settings	2022-07-14 17:44:33 +08:00
c9s	adb96cac39	pivotshort: check maximum margin leverage	2022-07-14 17:38:11 +08:00
c9s	0284d090d8	all: move getExchangeAttributes	2022-07-14 17:36:16 +08:00
c9s	6c91af2392	pivotshort: improve useQuantityOrBaseBalance	2022-07-14 17:36:03 +08:00
c9s	0ba529cb45	pivotshort: replace orders if the active orders is empty	2022-07-14 16:34:03 +08:00
c9s	8fb216ce52	pivotshort: when resistance order is filled, reset the current resistance price	2022-07-14 16:28:30 +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
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
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
Yo-An Lin	8119afbb44	Merge branch 'main' into strategy/pivotshort	2022-07-12 23:38:23 +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	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	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	2a9a34ae66	bump version to v1.36.0	2022-07-10 19:08:30 +08:00
c9s	c62aafdf2b	compile and update migration package	2022-07-10 19:08:30 +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
Yo-An Lin	e6d9a8a84a	Merge pull request #808 from c9s/fix/kline-with-filtering	2022-07-08 21:02:28 +08:00
c9s	cc8821bb66	update max order api path	2022-07-08 20:47:51 +08:00
c9s	e9faf34b5e	max: fix balance field for api	2022-07-08 17:28:07 +08:00
c9s	59fcef0b6d	supertrend: avoid using embedded struct on DoubleDema	2022-07-08 17:13:12 +08:00
Andy Cheng	d73d7b4380	Merge branch 'main' into fix/supertrend-strategy	2022-07-08 16:45:26 +08:00
c9s	5bd292d0b2	bbgo: add notify(profit)	2022-07-08 16:43:32 +08:00
Andy Cheng	574e142cf9	strategy/supertrend: use types.IntervalWindow instead of types.Interval	2022-07-08 16:42:31 +08:00
c9s	79b70d4a31	supertrend: fix interval window for exit methods	2022-07-08 16:31:28 +08:00
zenix	0e64a14d7f	feature: add entropy, cross entropy, sigmoid, softmax, and logistic regression	2022-07-08 16:58:59 +09:00
c9s	46d6ecc663	fix types.TradeStats usage	2022-07-08 15:44:32 +08:00
c9s	581e4be218	supertrend: clean up and update	2022-07-08 15:41:28 +08:00