3284 Commits

Author	SHA1	Message	Date
Andy Cheng	c43d4e0b24	strategy/supertrend: func to get order side	2022-07-06 18:11:09 +08:00
Andy Cheng	8aa5b706b6	strategy/supertrend: fix double dema missing interval	2022-07-06 17:05:38 +08:00
Andy Cheng	6c93c42ef6	strategy/supertrend: pull double dema into a single file	2022-07-06 16:45:19 +08:00
Andy Cheng	c62e7bbb58	strategy/supertrend: refactor to smaller functions	2022-07-06 16:26:30 +08:00
Andy Cheng	2de16ac7d1	strategy/supertrend: fix missing Bind() of DEMA	2022-07-05 17:11:58 +08:00
Andy Cheng	91077ce61d	strategy/supertrend: add ExitMethod	2022-07-05 16:55:48 +08:00
Andy Cheng	f0dc9d6147	strategy/supertrend: add TradeStats	2022-07-05 16:30:13 +08:00
Andy Cheng	5b3ba03042	strategy/supertrend: preload indicators	2022-07-05 16:25:02 +08:00
Andy Cheng	0a0e5ac4d8	strategy/supertrend: config switch for stop by different signals	2022-07-05 15:59:35 +08:00
Andy Cheng	1573a9acf3	strategy/supertrend: add linear regression as filter	2022-06-30 16:35:00 +08:00
Andy Cheng	6222ceef9a	Merge pull request #785 from andycheng123/improve/optimizer-progressbar ... optimizer: add progressbar	2022-06-29 16:28:03 +08:00
Andy Cheng	a029509b63	optimizer: add progressbar	2022-06-29 16:17:43 +08:00
Zenix	6b6686caa8	Merge pull request #778 from zenixls2/feature/series_extend ... feature: add seriesExtend	2022-06-29 12:35:48 +09:00
c9s	38920dfc7a	pivotshort: fix kline history loading	2022-06-29 11:23:05 +08:00
zenix	0b8441f4a2	rename: ToArray -> Array, ToReverseArray -> Reverse	2022-06-29 11:13:43 +09:00
c9s	fc3e76204a	bbgo: add todo for the reflect Subscribe call	2022-06-29 02:03:00 +08:00
c9s	95c2711b0d	bbgo: call Subscribe method dynamically	2022-06-29 02:02:23 +08:00
c9s	16f2a06b1f	all: move exit methods to the bbgo core ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-29 01:58:15 +08:00
c9s	cfc4fd1f81	add doc for CumulatedVolumeTakeProfit	2022-06-29 01:39:33 +08:00
c9s	3d4f765678	rename protectionStopLoss to protectiveStopLoss	2022-06-29 01:31:56 +08:00
c9s	37413e4355	pivotshort: fix bounce ratio calculation	2022-06-28 23:47:34 +08:00
c9s	b32cfef2fd	backtest: set order price for market order	2022-06-28 23:47:34 +08:00
c9s	609b6a7a50	add ref link to trade stats	2022-06-28 23:47:34 +08:00
c9s	32c76105b0	types: add total net profit field to trade states ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-28 23:47:34 +08:00
c9s	1617005114	pivotshort: fix pivotshort trigger condition	2022-06-28 23:47:34 +08:00
zenix	12757a0458	feature: add seriesExtend	2022-06-28 21:11:07 +09:00
c9s	1156e15cfe	backtest: add order cancel test case ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-28 18:25:51 +08:00
c9s	c0f8bb9a2d	backtest: do not change the backtest order price ... - apply the last price on the executed trade - add more tests	2022-06-28 17:43:51 +08:00
c9s	81ed5bff4f	backtest: refactor calculateNativeOrderFee and add test case	2022-06-28 15:29:01 +08:00
c9s	abee61cdc4	backtest: fix stop order backtest, add more test cases and assertions	2022-06-28 14:35:06 +08:00
c9s	09e98eed82	backtest: handle stop market and add test case ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 20:49:55 +08:00
c9s	34900776f6	pivotshort: reformat code	2022-06-27 19:54:58 +08:00
c9s	10d5a8a4f2	backtest: fix stop limit order matching ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 19:48:14 +08:00
c9s	2784408b8b	add submit order tag	2022-06-27 18:17:57 +08:00
c9s	b97ec7bb1e	pivotshort: remove unused struct	2022-06-27 18:14:12 +08:00
c9s	dfdfd6b85e	types: use pointer receiver for submit order ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 15:56:09 +08:00
c9s	94ad8a5096	gross loss and gross profit	2022-06-27 14:40:49 +08:00
Yo-An Lin	fc5a753933	Merge pull request #764 from c9s/strategy/pivotshort ... strategy/pivotshort: refactor exit methods and add protection stop exit method	2022-06-27 00:20:11 +08:00
c9s	d46954a4b1	fix SimplePriceMatching test ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 00:13:57 +08:00
c9s	1557423229	pivotshort: improve useQuantityOrBaseBalance and add bounce short check	2022-06-26 19:45:37 +08:00
c9s	4d862a4286	pivotshort: remove market trade debug	2022-06-26 19:29:01 +08:00
c9s	e1a9df0a2d	pivotshort: add safety check	2022-06-26 19:20:46 +08:00
c9s	3604bae933	pivotshort: pull out stop price check to a single method	2022-06-26 19:06:16 +08:00
c9s	ef31e90728	pivotshort: clean up ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:32:48 +08:00
c9s	e9b87f6f1e	pivotshort: refactor exit methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:31:48 +08:00
c9s	47677e303f	pivotshort: refactor take profit and stop loss methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:13:58 +08:00
c9s	4c02d8f729	implement QueryOrder on the backtest exchange	2022-06-26 16:10:10 +08:00
c9s	88059016b4	add position roi tests ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:03:42 +08:00
c9s	0715437cc5	fix lastRecordTime ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 13:23:04 +08:00
c9s	25fb684fd1	types: add ROI method on position ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 13:11:19 +08:00