zenix
a6e0edbb3c
fix: naming of prepare function of openPosition and add comments
2022-11-21 12:16:11 +09:00
zenix
109f4d0e3e
fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor
2022-11-21 12:16:11 +09:00
zenix
27800e95bd
feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter
2022-11-21 12:16:11 +09:00
c9s
04855b023a
bbgo: listen to both order signal and the wait time channel
2022-11-02 12:55:13 +08:00
c9s
3704f3f897
bbgo: emit sigchan when new order is added or an order is removed
2022-11-02 12:42:09 +08:00
c9s
9bf070172a
bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion
2022-11-02 12:34:04 +08:00
c9s
8707fcaa97
bbgo: drop FastCancelActiveOrderBook
2022-11-02 12:31:35 +08:00
c9s
1120821977
add activeOrderBook.Symbol check
2022-11-02 12:27:36 +08:00
c9s
7b9edd0456
all: rename cancelNoWait to fastCancel
2022-11-02 12:25:34 +08:00
Yo-An Lin
999d7b3799
Merge pull request #997 from zenixls2/fix/serialMarketDataStore
2022-10-31 18:00:39 +08:00
grorge
a5555cf35a
feat: cancel order for exit roi take profit and loss
2022-10-28 17:56:07 +08:00
zenix
493b81f16c
fix: remove redundant notification
2022-10-27 17:35:50 +09:00
zenix
a15d125679
fix: instead of aggTrade, use market trade to match kline result
2022-10-27 17:35:50 +09:00
zenix
a8d60b251f
fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore.
2022-10-27 17:35:50 +09:00
zenix
17825fbde1
fix: rate settings in telegram, make elliottwave draw async
2022-10-27 17:35:50 +09:00
zenix
3d672ea518
fix: comment format, dbg logs in session
2022-10-27 17:35:50 +09:00
zenix
d247e1cb97
fix: show error message when aggTrade is used in backtesting
2022-10-27 17:35:50 +09:00
zenix
e021cdd060
rename: lock to mu
2022-10-27 17:35:50 +09:00
zenix
675f84dccf
fix: SerialMarketDataStore together with backtests
2022-10-27 17:35:50 +09:00
Andy Cheng
06c95a4735
fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()
2022-10-18 18:59:04 +08:00
Yo-An Lin
79c93e9a0f
Merge pull request #991 from andycheng123/fix/risk
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fix/risk: remove balance check in CalculateBaseQuantity()
2022-10-17 15:33:10 +08:00
zenix
09c85d346c
feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster
2022-10-17 15:14:36 +08:00
Andy Cheng
d350806cdc
fix/risk: remove balance check in the futures part of CalculateBaseQuantity()
2022-10-17 12:07:58 +08:00
austin362667
763bb45842
interval: avoid syncing 1s klines as default from backtest config syncSecKLines
2022-10-14 23:14:30 +08:00
c9s
7204e2550b
pull out shutdown timeout context
2022-10-11 14:23:02 +08:00
Andy Cheng
5ad247c8fe
fix/order-executor: check for short position
2022-10-07 13:28:24 +08:00
Andy Cheng
7a80b90dac
fix/order-executor: ClosePosition() works on futures position
2022-10-07 13:06:32 +08:00
c9s
e92219194f
bbgo: configure persistence facade into the isolation context
2022-10-05 18:48:12 +08:00
c9s
673304bcf1
bbgo: refactor ConfigurePersistence
2022-10-05 18:46:26 +08:00
c9s
4caa457fbe
bbgo: pull out ConfigurePersistence method to simple function
2022-10-05 18:42:55 +08:00
c9s
a8d9911e36
bbgo: refactor isolation and add more tests
2022-10-04 17:23:43 +08:00
c9s
2b953ad2d1
bbgo: make PersistenceServiceFacade private
2022-10-03 18:46:02 +08:00
c9s
8a50474ad1
all: add context parameter to Sync()
2022-10-03 18:45:24 +08:00
c9s
ce318fff3b
add persistenceServiceFacade to isolation
2022-10-03 18:40:49 +08:00
c9s
60956e0157
bbgo: add NewContextWithDefaultIsolation
2022-10-03 18:39:45 +08:00
c9s
198683d141
bbgo: add NewContextWithIsolation function
2022-10-03 18:39:07 +08:00
c9s
f7e76c0518
all: remove bbgo.Persistence
2022-10-03 18:37:53 +08:00
c9s
4a37273065
bbgo: remove Persistence injection
2022-10-03 16:31:04 +08:00
c9s
315f7da8f4
bbgo: remove context suffix from the isolation struct
2022-10-03 16:22:41 +08:00
c9s
59287b5116
all: support context isolation
2022-10-03 16:01:08 +08:00
c9s
a940e88016
add IsolationContext
2022-10-03 15:33:46 +08:00
c9s
77ca1a9c75
bbgo: register onShutdown from the trader
2022-10-03 15:33:46 +08:00
c9s
76b0f5518d
bbgo: let trader handles the shutdown handlers
2022-10-03 15:33:46 +08:00
zenix
58736b1b2d
refactor: extract stoploss, fix highest/lowest in trailingExit
2022-09-29 20:15:10 +09:00
zenix
5086af2886
fix: reduce Quantity precheck, drift condition, ewo refactor
2022-09-28 20:06:37 +09:00
c9s
bfc4cc0db1
bbgo: check options.price when limit order taker ratio is given
2022-09-24 01:27:28 +08:00
c9s
14c941c9f3
bbgo: add submitOrder retry limit
2022-09-24 01:25:28 +08:00
c9s
90303b38e2
remove unused NotifyFunc
2022-09-24 01:15:18 +08:00
zenix
fdbcaef2ca
fix: use ZeroAssetError, refactor
2022-09-22 20:26:18 +09:00
zenix
ac2f7decdf
fix: dup naming, remove Leverage from drift field
2022-09-22 13:48:01 +09:00
zenix
fd875c7060
fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior
2022-09-22 13:01:26 +09:00
Yo-An Lin
17b5e3566a
Merge pull request #960 from c9s/refactor/notification
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improve: improve the existing notification switch settings
2022-09-20 12:25:06 +08:00
Yo-An Lin
1086845522
Merge pull request #961 from frin1/fix/exit_protective_stop_loss-repay
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Feature: Add auto-repay to exit_protective_stop_loss
2022-09-20 12:04:24 +08:00
Fredrik
2dfa27d934
Add auto-repay
2022-09-19 21:39:13 +02:00
c9s
4387b078c0
bbgo: add basic notification switch
2022-09-19 19:28:29 +08:00
c9s
75b61ea285
bbgo: add NotificationSwitches
2022-09-19 19:25:18 +08:00
c9s
b067d67eab
bbgo: drop legacy notification routing
2022-09-19 19:22:08 +08:00
Yo-An Lin
29376defa3
Merge pull request #958 from c9s/strategy/pivotshort
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WIP: strategy/pivotshort: more improvements
2022-09-19 17:27:31 +08:00
c9s
c8f5bf8b08
bbgo: check e.session.Margin flag
2022-09-19 16:00:12 +08:00
c9s
b3ae4929be
bbgo: make the max borrowing error message clear
2022-09-19 14:56:13 +08:00
Yo-An Lin
cddc70fb0d
Merge pull request #957 from c9s/fix/submit-order-notify
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bbgo: remove submitOrder notification
2022-09-19 14:23:38 +08:00
c9s
1c23881da9
bbgo: check closing flag to avoid double closing
2022-09-19 13:23:23 +08:00
c9s
05defc3aad
bbgo: fix base amount borrow check
2022-09-19 13:12:49 +08:00
c9s
d4398bbbf9
bbgo: add more simple slice types to FilterSimpleArgs
2022-09-19 13:07:56 +08:00
c9s
e48ae215e5
bbgo: remove Notifiability from the order executor
2022-09-19 09:51:48 +08:00
Yo-An Lin
8e8979645d
Merge pull request #956 from c9s/improve/max-borrowable
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improve: bbgo: use margin asset borrowable amount to adjust the quantity
2022-09-19 09:47:23 +08:00
c9s
5800eab165
bbgo: remove submitOrder notification
2022-09-19 09:40:52 +08:00
c9s
59b1e52439
bbgo: remove submitOrder notification
2022-09-19 09:38:57 +08:00
c9s
1d1d5d497f
bbgo: init call to updateMarginAssetMaxBorrowable
2022-09-19 09:25:54 +08:00
c9s
8180153e9c
bbgo: use margin asset borrowable amount to adjust the quantity
2022-09-19 09:10:59 +08:00
Yo-An Lin
39c347f0a0
Merge pull request #950 from c9s/strategy/pivotshort
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strategy/pivotshort
2022-09-17 18:14:41 +08:00
Zenix
44de961ea1
Merge pull request #942 from zenixls2/feature/modifiable
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feature: add modify tg command. fix wdrift ma length
2022-09-16 15:23:38 +09:00
c9s
be40ed7410
bbgo: refactor marginAssetUpdater
2022-09-16 12:19:30 +08:00
c9s
d4f74822ad
bbgo/exit_protective_stop_loss: use types.KLineWith
2022-09-16 11:20:39 +08:00
c9s
2f575488c2
pivotshort: fix log format and notification
2022-09-16 11:18:11 +08:00
c9s
427723dcaf
bbgo: improve trendEMA condition
2022-09-16 01:20:48 +08:00
zenix
b66bcb1f67
fix: add more test cases on reflect.Value.Set
2022-09-14 20:11:38 +09:00
c9s
3ab5d35b77
bbgo: fix macdIndicators map initialization
2022-09-14 18:44:38 +08:00
c9s
7fd2b7472c
bbgo: integrate MACD indicator into standard indicator set
2022-09-14 18:33:06 +08:00
c9s
88696bc6d2
bbgo: add more interface implementation for order executor
2022-09-14 15:54:43 +08:00
Yo-An Lin
54782e763b
Merge pull request #947 from c9s/fix/acc-vol-stop
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improve: accumulated volume stop method
2022-09-14 12:42:16 +08:00
c9s
1880553a65
bbgo: cumulated volume stop - compare shadow height
2022-09-14 12:32:36 +08:00
c9s
d022c80727
bbgo: add strict condition for CumulatedVolumeTakeProfit
2022-09-14 12:04:12 +08:00
zenix
aaa657dcc3
fix: move some modify implementation to dynamic
2022-09-14 12:38:22 +09:00
zenix
d40b34e4d6
feature: add modify tg command. fix wdrift ma length
2022-09-14 11:08:10 +09:00
c9s
b855267604
bbgo: wrap keyboard removal in defer func
2022-09-14 02:53:32 +08:00
c9s
1d1ec12417
bbgo: fix telegram message error, there must be one message to send
2022-09-14 02:51:07 +08:00
c9s
02dab542c4
bbgo: add USDTTWD price test case
2022-09-14 02:18:39 +08:00
c9s
c9b064f0ac
types: define PriceMap type
2022-09-14 02:18:39 +08:00
c9s
809294b054
bbgo: add test case for calculateNetValueInQuote
2022-09-14 02:18:39 +08:00
c9s
8d4eb611f3
bbgo: add more open position doc comments
2022-09-12 23:48:40 +08:00
c9s
776f89b2f2
pivotshort: apply OpenPositionOptions to breakLow
2022-09-12 23:24:37 +08:00
c9s
424a1dec3f
bbgo: add lightweight mode
2022-09-12 14:24:18 +08:00
Yo-An Lin
2214920b37
Merge pull request #935 from c9s/fix/open-position
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bbgo: add price check and add max leverage for cross margin
2022-09-12 00:42:12 +08:00
c9s
b8e18dd75c
notifier: redirect error, panic, fatal error to telegram
2022-09-12 00:29:12 +08:00
c9s
caf57010a6
bbgo: move up base balance variable
2022-09-12 00:13:49 +08:00
c9s
53c4178ae2
bbgo: fix reverse pair price lookup and add tests
2022-09-12 00:05:22 +08:00
c9s
3b1725014b
bbgo: fix account value calculation for mixed usd fiat
2022-09-11 23:51:24 +08:00
c9s
307c5f2a8d
bbgo: add price check and add max leverage for cross margin
2022-09-11 23:26:48 +08:00
c9s
db94b2690a
bbgo: check base balance only for long position
2022-09-11 17:49:24 +08:00
c9s
7b68e5ee27
bbgo: fix balance lock issue
2022-09-11 17:46:23 +08:00
Andy Cheng
df7d768b94
strategy/pivotshort: add trendema test case
2022-09-11 14:42:05 +08:00
Andy Cheng
f132666738
strategy/pivotshort: fix trendema
2022-09-11 13:56:36 +08:00
Yo-An Lin
42a358fd34
Merge pull request #928 from c9s/refactor/iteract-filter
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refactor: refactor interact strategy filter functions
2022-09-11 12:20:38 +08:00
c9s
7b58460d00
bbgo/interact: move strategy filter functions to the bottom
2022-09-11 03:15:11 +08:00
c9s
8961c940b2
bbgo: add two test cases for reflect
2022-09-11 03:13:10 +08:00
Yo-An Lin
d45bc9e509
Merge pull request #927 from c9s/refactor/submit-order
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refactor: simplify submit order
2022-09-11 02:58:47 +08:00
c9s
278aa026f2
bbgo/interact: refactor strategy filter functions
2022-09-11 02:55:58 +08:00
c9s
442ca9287d
bbgo: implement position reset
2022-09-11 02:46:58 +08:00
c9s
3be801ab6b
bbgo/interact: add /resetposition command
2022-09-11 02:41:59 +08:00
c9s
9474c2779c
bbgo: call notify when opening new position
2022-09-11 02:36:45 +08:00
c9s
5c18bc4d41
bbgo: notify closing position
2022-09-11 02:33:32 +08:00
c9s
6c22c3799e
bbgo: Add ClosePosition doc comment
2022-09-11 02:01:48 +08:00
Yo-An Lin
e0228f80f4
Merge pull request #926 from c9s/feature/open-position
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fix: handle created orders before we retry
2022-09-10 13:37:16 +08:00
c9s
c484c1f176
reformat code
2022-09-10 13:31:31 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method
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- Replace SubmitOrders with SubmitOrder
- Accept only one submit order and return one created order
- Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method
2022-09-09 18:41:06 +08:00
Yo-An Lin
e86df62daf
Merge pull request #925 from c9s/feature/open-position
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feature: order executor open position method
2022-09-09 17:58:12 +08:00
c9s
94780b39e6
bbgo: order executor should collect the created orders first before we retry
2022-09-09 17:55:51 +08:00
c9s
5f2254e2cb
bbgo: add description to the open position options
2022-09-09 17:50:21 +08:00
c9s
8dca24e9ee
all: solve cyclic import
2022-09-09 17:40:17 +08:00
c9s
2e95246687
bbgo: add OpenPosition method
2022-09-09 13:57:39 +08:00
Zenix
afad9cca47
Merge pull request #910 from zenixls2/feature/ewo_renew
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SerialMarketDataStore, elliottwave renewal
2022-09-07 18:54:01 +09:00
zenix
e7a5669018
fix: lowestPrice in elliottwave, add more logs
2022-09-07 15:02:38 +09:00
c9s
33fdcefba3
bbgo: add notification tag
2022-09-07 01:05:43 +08:00
c9s
c2eec1e72b
bbgo: move fixedpoint one const to consts.go
2022-09-07 00:50:54 +08:00
c9s
62fb09c8d9
bbgo: protective stop should send notification when it's activated
2022-09-07 00:50:16 +08:00
zenix
66c8a3bb0d
fix: rename getSource to sourceGetter
2022-09-06 19:15:13 +09:00
zenix
36a5579660
fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status
2022-09-06 19:08:05 +09:00
c9s
8f363677bc
move bootstrap functions
2022-09-06 16:50:45 +08:00
zenix
67e57b49eb
fix: move sourceselector to bbgo folder
2022-09-06 14:43:05 +09:00
zenix
6c8902dd9c
fix: export kline query limit as a variable for preload decisions from strategy
2022-09-05 20:36:41 +09:00
zenix
4a878b5596
fix: rename generalorderexecutor.cancel to gracefulcancelorder
2022-09-05 19:32:35 +09:00
zenix
81084ddea6
feature: SerialMarketDataStore from session
2022-09-05 19:32:35 +09:00
zenix
fad9dedd1f
fix: active order book cancel message
2022-09-05 19:32:35 +09:00
zenix
938dc3c497
feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca
2022-09-05 19:32:35 +09:00
Raphanus Lo
65cd17dbbb
bbgo: add G-H & Kalman filters to the standard indicator set
2022-09-05 17:13:50 +08:00
Larry Lu
269529afa4
Fix typo
2022-09-04 13:35:01 +08:00
c9s
5c8d2a019a
backtest: rename BackTest to Backtest
2022-09-02 14:16:16 +08:00
c9s
8cd646668a
bbgo: use enumer to generate enumer parser
2022-09-02 14:16:16 +08:00
c9s
3d32faff46
backtest: add fee mode config
2022-09-02 14:16:15 +08:00
c9s
51972e9e28
bbgo: fix indicator load key duplicate issue
2022-08-31 01:45:06 +08:00
c9s
8fcc3ee368
indicator: update pivot low and pivot high indicator
2022-08-31 01:44:38 +08:00
c9s
179a9b1ddb
fix: ensure that orders.tsv are rendered in local timezone
2022-08-26 19:09:11 +08:00
c9s
17ba1c142d
bbgo: fix support take profit field type
2022-08-26 18:12:42 +08:00
c9s
fb9a4994c0
bbgo: add supportTakeProfit method to the core exit methods
2022-08-26 18:11:45 +08:00
c9s
11854db51a
pivotshort: move SupportTakeProfit to the core api
2022-08-26 18:09:46 +08:00
c9s
a48471d4c8
pivotshort: refactor trend ema and stop ema
2022-08-26 17:52:46 +08:00
c9s
8b7f4c6222
bbgo: add ProtectiveStopLoss doc comment
2022-08-26 17:52:46 +08:00
c9s
09cc91bab8
bbgo: update VWMA and add VWMA to the indicator method
2022-08-24 17:45:43 +08:00
c9s
469c6bfb28
bbgo: move rightWindow to the IntervalWindow struct
2022-08-24 17:43:28 +08:00
c9s
d930065bea
bbgo: move stoch to the simple indicator set
2022-08-24 17:34:19 +08:00
c9s
8a020c34e3
bbgo: add package doc to bbgo
2022-08-24 16:54:31 +08:00
c9s
c86b29e6dc
all: resolve import cycle
2022-08-23 02:12:26 +08:00
zenix
2720ee90b1
fix: equation of exit dump
2022-08-18 17:38:27 +09:00
zenix
5e7ea71613
feature: withdraw print config functionality from drift to be a general function
2022-08-18 17:38:27 +09:00
c9s
df8a4bef93
bbgo: remove unused trade store symbol argument
2022-08-17 16:02:42 +08:00
zenix
da28750313
feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift
2022-08-15 21:05:29 +09:00
zenix
6a4eec71d6
feature: create simpleinteract and remove command in notification
2022-08-15 21:03:48 +09:00
zenix
90e596f463
feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
2022-08-15 21:03:14 +09:00
Andy Cheng
62d450b92d
Merge pull request #872 from andycheng123/fix/trailing-stop
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fix: trailing stop properly works on both long and short positions
2022-08-11 17:37:07 +08:00
Andy Cheng
8527d4996e
trailingstop: add default case
2022-08-11 17:23:42 +08:00
Andy Cheng
8d3dfd17c7
trailingstop: add side both
2022-08-11 16:39:16 +08:00
Andy Cheng
6f2eb1688b
generalorderexecutor: retry submit/cancel order once
2022-08-11 13:49:16 +08:00
Andy Cheng
df0e527e1e
exits/trailingstop: properly works on both long and short positions
2022-08-11 13:36:31 +08:00
c9s
677b122964
bbgo: use types.KLineWith for roi take profit
2022-08-10 23:45:21 +08:00
Yo-An Lin
62aff676da
Revert "feature: add smart cancel to drift"
2022-08-09 16:25:36 +08:00
Yo-An Lin
55b4edc595
Merge pull request #853 from zenixls2/feature/smartcancel_drift
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feature: add smart cancel to drift
2022-08-09 16:23:33 +08:00
Raphanus Lo
ed975b7ed9
Merge pull request #860 from COLDTURNIP/feature/exchange_order_amount_protection
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exchange: order fee-amount protection
2022-08-09 15:01:53 +08:00
c9s
0283f2ad55
bbgo: fix doneTrades lock
2022-08-09 14:52:05 +08:00
zenix
45e819ebe7
feature: create simpleinteract and remove command in notification
2022-08-09 13:26:56 +09:00
zenix
4117a83cd1
feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
2022-08-09 13:26:56 +09:00
Andy Cheng
ef18791c6a
Merge pull request #865 from andycheng123/fix/protective-stoploss
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fix: protectivestoploss not working on long position
2022-08-09 12:15:33 +08:00
c9s
9867aa9c68
bbgo: add mutex protection to tradecollector
2022-08-09 11:37:44 +08:00
c9s
f191d3c091
bbgo: make position object optional for trade collector
2022-08-09 11:36:17 +08:00
c9s
cae8bc2882
bbgo: add mutli symbol support to active order book
2022-08-09 11:36:10 +08:00
Andy Cheng
6c2fc3fee0
exits/protectivestoploss: fix shouldStop()
2022-08-08 17:57:05 +08:00
Andy Cheng
b133767e47
exit/protectivestoploss: works in long position
2022-08-08 16:49:19 +08:00
Raphanus Lo
d76245cb43
exchange: adjust tests for order fee-amount protection
2022-08-02 15:12:14 +08:00
Raphanus Lo
ed7df4ddbe
exchange: order fee-amount protection
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Reduce the order amount to prevent submit rejection because of balance exceeding.
submit_amount = original_amount / (1 + fee_rate)
Currently supported only by FTX Pro.
2022-08-02 13:35:24 +08:00
Andy Cheng
4bc70820c4
positionmodifier: move functions into types.Position
2022-07-29 14:40:54 +08:00
Andy Cheng
9588a6f6bd
positionupdater: update command flow
2022-07-29 13:45:33 +08:00
Andy Cheng
2724949678
positionupdater: update avaerage cost
2022-07-29 12:05:39 +08:00
Andy Cheng
32b91b67dd
positionupdater: update quote position
2022-07-29 12:00:11 +08:00
Andy Cheng
8c53c7e575
positionupdater: update base position
2022-07-29 11:52:20 +08:00
zenix
d46267aff9
feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml
2022-07-28 19:34:12 +09:00
c9s
93593ffa06
bbgo: add close position tag log
2022-07-28 10:27:04 +08:00
Yo-An Lin
3aeb6912c9
Merge pull request #846 from c9s/strategy/pivotshort
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strategy/pivotshort: refactor breaklow + add fake break stop
2022-07-27 12:18:50 +08:00
c9s
7438798390
bbgo: add ClosedKLineStop trigger
2022-07-27 11:47:12 +08:00
Yo-An Lin
4fd571d712
Merge pull request #813 from zenixls2/feature/drift_study
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feature: drift study
2022-07-27 11:29:48 +08:00
c9s
3fbc634d81
bbgo: narrow down indicator interface type
2022-07-27 02:21:25 +08:00
c9s
3959e288fd
all: refactor standard indicator helper and fix tests
2022-07-26 18:35:50 +08:00
c9s
0456cdc7a9
bbgo: add hull to the standard indicator
2022-07-26 18:27:22 +08:00
c9s
808d742efc
bbgo: add CCI helper
2022-07-26 18:07:43 +08:00
c9s
f5e64e8e70
bbgo: add ATR, ATRP, EMV to the standard indicator set
2022-07-26 18:07:43 +08:00
c9s
1d6b1de8ba
bbgo: rename standard indicator receiver name
2022-07-26 18:07:43 +08:00
c9s
46afc54559
bbgo: refactor standard indicator set
2022-07-26 18:07:43 +08:00
c9s
0df321c880
indicator: drop the legacy CalculateAndUpdate for standard indicators
2022-07-26 17:30:41 +08:00
zenix
a5039de6aa
feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint
2022-07-26 18:00:05 +09:00
zenix
f2d37650a5
fix: drift bias on long entry position condition, make cancel faster
2022-07-26 18:00:05 +09:00
zenix
6a9e00ebd4
fix: update drift strategy
2022-07-26 18:00:05 +09:00
