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1,926 Commits 60 Branches 138 Tags 189 MiB
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1926 Commits

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Author SHA1 Message Date
c9s
8995300cbe use go routine to send message so that we wont be blocked 2021-05-10 00:02:08 +08:00
c9s
0307a740e3 calculate accumulatedProfit 2021-05-09 23:56:54 +08:00
c9s
a98fbeea77 reduce notify calls 2021-05-09 21:14:51 +08:00
c9s
3f8f5616d7 add more order info the local order book printing 2021-05-09 20:03:16 +08:00
c9s
2f326d0fed xmaker: add interval jitter 2021-05-09 20:03:06 +08:00
c9s
c278cdbf30 improve order sync map lock handling 2021-05-09 19:50:26 +08:00
c9s
74e01ce444 fix order waiting for graceful shutdown 2021-05-09 19:44:51 +08:00
c9s
e06310da26 print unhandled order status 2021-05-09 19:44:43 +08:00
c9s
ff90a704d9 fix fixedpoint format 2021-05-09 19:40:56 +08:00
c9s
e35eef2b72 fix message formatting 2021-05-09 19:15:37 +08:00
c9s
9525a334d2 add more fix 2021-05-09 19:04:44 +08:00
c9s
1b454be0f3 fix quote quantity label 2021-05-09 18:58:05 +08:00
c9s
b343ecad61 xmaker: add more helpful messages 2021-05-09 18:55:56 +08:00
c9s
dc282182a5 fix xmaker order cancellation in the graceful shutdown 2021-05-09 18:48:25 +08:00
c9s
569bbfea54 use new bbgo position for calculating profits 2021-05-09 18:46:09 +08:00
c9s
f44d85d704 fix QuantityMultiplier 2021-05-09 18:33:11 +08:00
c9s
c0f12cf452 xmaker: add active maker order cancellation check 2021-05-09 18:32:29 +08:00
なるみ
52248fcf2e feature: add MACD indicator (#219) 2021-05-09 00:56:44 +08:00
Jui-Nan Lin
7de72282fe Merge pull request #216 from jnlin/feature/workflow 
[WIP] Github actions for release automation
 2021-05-08 15:55:29 +08:00
Frank Chang
da0ea3d390 fix(bollgrid): skip canceling profit order on graceful exit 
profit orders shouldn't be canceled on graceful exit unless
properly persisted.

a new strategy parameter `shutdownCancelProfitOrders` is added.

Issue: #220
 2021-05-08 15:19:04 +08:00
Jui-Nan Lin
ea6340d354 Merge branch 'main' into feature/workflow 2021-05-08 10:13:47 +08:00
なるみ
3f39131d76 feature: add volume weighted average price (vwap) indicator (#211) 2021-05-08 02:09:45 +08:00
c9s
7cb425d33d simplify makefile targets for slim binaries 2021-05-08 01:47:20 +08:00
c9s
22ee727dc0 use wildcard to build dist files 2021-05-08 01:16:36 +08:00
c9s
fd7081e96f bump version to v1.15.5 2021-05-08 01:11:31 +08:00
c9s
d01abffde3 add todo for the backtest trades 2021-05-08 01:09:06 +08:00
c9s
6c34ed2d71 increase date range 2021-05-08 01:04:48 +08:00
c9s
28b918b3f9 adjust balance config and grid parameters 2021-05-08 01:03:50 +08:00
c9s
13d9f2ba49 grid: fix order generator checking 2021-05-08 01:00:57 +08:00
c9s
a94c42d9c2 grid: improve error messages 2021-05-08 00:59:30 +08:00
c9s
ee68deb114 apply limit param to the queries 2021-05-08 00:57:25 +08:00
c9s
d8d2e17b9e fix backtest exchange query klines methods 2021-05-08 00:57:12 +08:00
c9s
6bbd66a4f9 split environment start and init 2021-05-08 00:45:24 +08:00
c9s
14eedecd0e fix backtest sync from time 2021-05-08 00:44:43 +08:00
c9s
61ad2b6567 emit start callback for backtest 2021-05-08 00:43:53 +08:00
c9s
3501e8f5fd refactor backtest, add BootstrapBacktestEnvironment 2021-05-08 00:14:25 +08:00
Jui-Nan Lin
446b8cf825 feat(workflow): add github action workflow 2021-05-07 19:39:06 +08:00
c9s
b9aa182727 update setup script 2021-05-07 19:32:11 +08:00
c9s
42dcc5632b remove .FORCE from the static file 2021-05-07 19:22:54 +08:00
c9s
7677fd28f5 fix makefile dependencies 2021-05-07 19:22:02 +08:00
c9s
9c95aecc2f fix linux build rules 2021-05-07 19:16:02 +08:00
c9s
748e3cfbe3 use single target to build linux and darwin binaries 2021-05-07 18:54:17 +08:00
c9s
160a914e04 rewrite dist targets 2021-05-07 18:49:36 +08:00
c9s
174f9becd8 split makefile targets 2021-05-07 18:15:11 +08:00
c9s
db1a3aff91 Makefile: gpg use --detach-sign 2021-05-07 18:00:30 +08:00
c9s
683886c86a improve pack rule 2021-05-07 17:58:28 +08:00
c9s
5b9313040b use --clearsign option 2021-05-07 16:14:17 +08:00
c9s
612058c7c9 pack the right arch binary 2021-05-07 14:46:40 +08:00
c9s
cae0fd9d48 improve makefile rules 2021-05-07 14:44:42 +08:00
c9s
831779b7ae fix bash syntax 2021-05-07 14:42:45 +08:00