Andy Cheng
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ca4890425c
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fix/bollmaker: MinProfitActivationRate is disabled if it's not set
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2023-03-15 10:57:18 +08:00 |
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kbearXD
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78071dc2c7
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Merge pull request #1107 from c9s/feature/maxapi/support-time-range
FEATURE: make MAX QueryTrades support start_time, end_time
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2023-03-14 21:12:59 +08:00 |
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chiahung
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da48e0fc85
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make end_time down to start_time + 3 days if end_time > start_time + 3 days
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2023-03-14 18:39:36 +08:00 |
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chiahung
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e0b445f1c1
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FEATURE: make MAX QueryTrades support start_time, end_time
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2023-03-14 16:32:00 +08:00 |
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kbearXD
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ee4388406e
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Merge pull request #1097 from c9s/feature/grids/recover-from-trades
FEATURE: get filled orders when bbgo down
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2023-03-14 15:15:32 +08:00 |
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chiahung
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dce1e4c7d4
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rename buildSyncOrderMap to SyncOrderMap
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2023-03-14 14:35:15 +08:00 |
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なるみ
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cddf3570f2
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Merge pull request #1104 from c9s/narumi/rebalance/balance
fix: rebalance: adjust max amount by balance
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2023-03-14 14:06:31 +08:00 |
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chiahung
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9da8c39d2c
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avoid re-query same order
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2023-03-14 13:46:46 +08:00 |
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chiahung
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4af8523144
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new struct PinOrderMap
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2023-03-14 10:47:25 +08:00 |
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chiahung
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7af4e3bf8a
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FEATURE: get filled orders when bbgo down
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2023-03-14 10:47:23 +08:00 |
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c9s
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60d7d20ced
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grid2: fix newline for the message format
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2023-03-14 00:29:13 +08:00 |
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なるみ
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add9372eba
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use mid price to calculate weight
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2023-03-13 15:30:33 +00:00 |
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narumi
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0690518dc7
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add option to rebalance on start
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2023-03-13 22:43:42 +08:00 |
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narumi
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640001ffa1
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check minimal order quantity
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2023-03-13 22:39:22 +08:00 |
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narumi
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c9f6995701
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fix OrderExecutorMap's SumbitOrders
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2023-03-13 22:39:04 +08:00 |
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narumi
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0b7f42c382
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adjust max amount by balance
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2023-03-13 22:39:01 +08:00 |
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c9s
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a5641f6c73
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add v1.44.0 release note
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2023-03-13 22:04:23 +08:00 |
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c9s
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b58dcaba79
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bump version to v1.44.0
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2023-03-13 22:04:23 +08:00 |
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c9s
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18b401e100
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update command doc files
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2023-03-13 22:04:23 +08:00 |
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Yo-An Lin
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4b3f00fe79
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Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max
grid2: use newClientOrderID only for max
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2023-03-13 21:47:02 +08:00 |
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Yo-An Lin
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07ebd83a62
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Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit
Improve/linregmaker minprofit
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2023-03-13 21:31:28 +08:00 |
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c9s
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35ceda8408
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grid2: use newClientOrderID only for max
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2023-03-13 21:27:13 +08:00 |
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gx578007
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4b540fce88
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Merge pull request #1100 from c9s/bhwu/grid2/specify-client-order-id
FIX: [grid2] specify client order id explicitly
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2023-03-13 18:51:27 +08:00 |
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gx578007
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83ba32bf2f
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mock SubmitOrders by DoAndReturn
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2023-03-13 18:43:52 +08:00 |
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kbearXD
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57d420fd6c
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Merge pull request #1098 from c9s/fix/precision/format-string
FIX: fix format string float point issue
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2023-03-13 16:44:06 +08:00 |
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Andy Cheng
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360173ac2b
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fix/linregmaker: fix syntax error
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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cb412dc13f
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improve/bollmaker: add MinProfitActivationRate
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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5fc459d404
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improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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dd87d716ce
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improve/linregmaker: fix end date of linregmaker config
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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6e854f8027
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improve/linregmaker: add MinProfitSpread
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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3c14382c3c
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improve/linregmaker: fix StandardIndicatorSet initialization problem
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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a607f230d6
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improve/linregmaker: more log for can buy sell
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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0ea345a18c
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improve/linregmaker: fix balance calculation in backtesting
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2023-03-13 16:35:18 +08:00 |
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なるみ
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94828e6f55
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Merge pull request #1103 from c9s/narumi/rebalance/graceful-cancel
strategy: rebalance: graceful cancel
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2023-03-13 12:14:28 +08:00 |
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chiahung
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51a52d1c18
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comment out negative precision for dnum
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2023-03-13 11:28:40 +08:00 |
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narumi
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4559a35f31
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graceful cancel in rebalance strategy
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2023-03-13 00:49:49 +08:00 |
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c9s
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b050ae4098
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grid2: fix log format
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2023-03-11 16:03:13 +08:00 |
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なるみ
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5ea007ab39
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Merge pull request #1102 from c9s/narumi/fixedmaker
fix: strategy: fix fixedmaker
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2023-03-10 19:07:15 +08:00 |
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narumi
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74656e0e49
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fix fixedmaker errors
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2023-03-10 18:39:30 +08:00 |
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gx578007
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16b30960cc
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FIX: [grid2] specify client order id explicitly
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2023-03-10 18:29:53 +08:00 |
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chiahung
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8c9ed0538f
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add more test case
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2023-03-10 17:55:55 +08:00 |
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chiahung
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291a6f273a
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fix test error
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2023-03-10 17:32:35 +08:00 |
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Yo-An Lin
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31e299baf2
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Merge pull request #1101 from c9s/narumi/fixedmaker
strategy: add fixedmaker
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2023-03-10 17:24:01 +08:00 |
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Yo-An Lin
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c84fbc75f1
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Merge pull request #1099 from c9s/bhwu/grid2/handle-dup-orderid
FIX: [grid2] avoid handling one orderID twice
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2023-03-10 17:19:24 +08:00 |
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c9s
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3eae532e13
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grid2: init filledOrderIDMap for tests
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2023-03-10 17:11:51 +08:00 |
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c9s
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c6609927f2
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grid2: fix Warn by using Warnf
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2023-03-10 17:00:09 +08:00 |
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narumi
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a7cfd488ed
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add fixedmaker
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2023-03-10 16:41:01 +08:00 |
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gx578007
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fd2032b825
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FIX: [grid2] avoid handling one orderID twice
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2023-03-10 16:16:11 +08:00 |
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chiahung
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36f48bc604
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FIX: fix format string float point issue
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2023-03-10 15:27:50 +08:00 |
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Yo-An Lin
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78d65d74d2
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Merge pull request #1090 from andycheng123/fix/scale
fix/scale: fix LinearScale calculation
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2023-03-10 14:18:02 +08:00 |
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