c9s
|
ca1e9e9657
|
pivotshort: remove the legacy support take profit
|
2022-08-31 00:37:12 +08:00 |
|
Yo-An Lin
|
251d1b7095
|
Merge pull request #899 from c9s/fix/local-timezone
fix: fix localtime zone issue for the web-based backtest report
|
2022-08-30 00:57:24 +08:00 |
|
Raphanus Lo
|
6314a31554
|
strategy: bollmaker: dynamic spread by weighted Bollinger width ratio
|
2022-08-29 21:41:34 +08:00 |
|
c9s
|
179a9b1ddb
|
fix: ensure that orders.tsv are rendered in local timezone
|
2022-08-26 19:09:11 +08:00 |
|
Yo-An Lin
|
f17249ba89
|
Merge pull request #898 from c9s/refactor/pivotshort
Refactor/pivotshort
|
2022-08-26 19:09:00 +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
|
c8c7211e75
|
pivotshort: fix resistance short subscribe
|
2022-08-26 17:55:59 +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 |
|
Yo-An Lin
|
85ba5e234c
|
Merge pull request #897 from c9s/feature/extend-floats-funcs
Feature/extend floats funcs
|
2022-08-26 17:25:00 +08:00 |
|
c9s
|
ba918f80ee
|
floats: add test case for Lower and Higher
|
2022-08-26 16:57:46 +08:00 |
|
c9s
|
f0ef60bb2b
|
floats: add reference link
|
2022-08-26 16:28:57 +08:00 |
|
c9s
|
9a0988db35
|
floats: port some functions from ta-lib
see https://github.com/markcheno/go-talib/blob/master/talib.go
|
2022-08-26 16:25:31 +08:00 |
|
c9s
|
52d245ecf1
|
floats: move floats related functions and add crossover, crossunder funcs
|
2022-08-26 16:15:39 +08:00 |
|
Raphanus Lo
|
a2ab9db4eb
|
strategy: bollmaker: fix nil pointer
|
2022-08-25 23:43:31 +08:00 |
|
Yo-An Lin
|
f05e1d1da6
|
Merge pull request #895 from c9s/refactor/floats
refactor: move float slice/map to a single package
|
2022-08-25 18:44:03 +08:00 |
|
c9s
|
5953fe49d1
|
all: move float slice/map to a single package
|
2022-08-25 17:31:42 +08:00 |
|
Raphanus Lo
|
de4f3721a2
|
backtest: avoid inifite float64 JSON serializing issue
|
2022-08-25 15:45:08 +08:00 |
|
Raphanus Lo
|
de59c1bd13
|
backtest: reformat sharpe/sortino report
|
2022-08-25 15:45:08 +08:00 |
|
Raphanus Lo
|
ad1b9a53a1
|
backtest: calculate realized Sharpe & Sortino ratios
|
2022-08-25 15:45:08 +08:00 |
|
Andy Cheng
|
e2774ed2b5
|
Merge pull request #880 from andycheng123/improve/supertrend-strategy-report
Improve: strategy-supertrend output acc. profit report to tsv file
|
2022-08-25 14:25:03 +08:00 |
|
Andy Cheng
|
d543ca3318
|
Merge pull request #894 from andycheng123/improve/bollmaker-dynamicspread
Improve: bollmaker preloads dynamic spreads
|
2022-08-25 13:58:22 +08:00 |
|
Andy Cheng
|
fcaa6466b6
|
strategy/bollmaker: preload dynamic spreads
|
2022-08-25 13:44:38 +08:00 |
|
c9s
|
702ce5220b
|
autoborrow: improve debtRatio repay
|
2022-08-25 11:05:31 +08:00 |
|
Yo-An Lin
|
066b0ca30e
|
Merge pull request #892 from c9s/feature/pivot-right-window
feature: add pivot low right window support
|
2022-08-24 19:44:44 +08:00 |
|
c9s
|
2e71e63fae
|
all: fix interval window struct usage
|
2022-08-24 18:17:37 +08:00 |
|
c9s
|
d71fd362b7
|
indicator: rename KLinePriceMapper to KLineValueMapper
|
2022-08-24 17:53:22 +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
|
f43f9af20f
|
indicator: extract pivot calculator and pull out the function handler
|
2022-08-24 17:37:44 +08:00 |
|
c9s
|
d930065bea
|
bbgo: move stoch to the simple indicator set
|
2022-08-24 17:34:19 +08:00 |
|
c9s
|
1a9c9a6d30
|
indicator: fix pivot low window calculation
|
2022-08-24 17:34:01 +08:00 |
|
c9s
|
8a020c34e3
|
bbgo: add package doc to bbgo
|
2022-08-24 16:54:31 +08:00 |
|
Zenix
|
3a98ae00b9
|
Merge pull request #890 from zenixls2/feature/wdrift
weighted drift
|
2022-08-24 16:59:25 +09:00 |
|
Andy Cheng
|
6176c06002
|
strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct
|
2022-08-24 13:58:30 +08:00 |
|
c9s
|
0509f61c0e
|
ignore .chglog
|
2022-08-24 13:47:56 +08:00 |
|
c9s
|
d1f18e0e40
|
remove v2 folder
|
2022-08-24 13:28:03 +08:00 |
|
c9s
|
1e295ffc9c
|
ignore *_local.yaml
|
2022-08-24 13:27:11 +08:00 |
|
c9s
|
2e7fc9afdb
|
make: clean coverage.txt
|
2022-08-24 13:21:50 +08:00 |
|
c9s
|
e32eecb803
|
ignore all *.sqlite3
|
2022-08-24 13:19:24 +08:00 |
|
c9s
|
e42d0d5910
|
ignore profile*.png
|
2022-08-24 13:18:41 +08:00 |
|
c9s
|
47b3ddc70b
|
ignore otp.png
|
2022-08-24 13:18:19 +08:00 |
|
c9s
|
b6f5dacc78
|
ignore coverage.txt
|
2022-08-24 13:17:59 +08:00 |
|
c9s
|
ccbe869142
|
ignore .systemd.*
|
2022-08-24 13:17:19 +08:00 |
|
c9s
|
61014bd069
|
ignore .cpuprofile
|
2022-08-24 13:17:07 +08:00 |
|
c9s
|
bf09533a6d
|
make: run gofmt on the version file
|
2022-08-24 13:03:00 +08:00 |
|
c9s
|
68064bfe44
|
move and fix binance exchange api examples
|
2022-08-24 12:58:06 +08:00 |
|
c9s
|
90f077b78b
|
examples: delete the outdated create-self-trade example
|
2022-08-24 12:54:46 +08:00 |
|