Commit Graph

6416 Commits

Author SHA1 Message Date
c9s
5d441e3efe grid2: collect fees and check if we need to reduce the quantity for sell 2022-12-05 19:30:06 +08:00
c9s
16224583ff grid2: add historicalTrades store 2022-12-05 19:23:39 +08:00
c9s
5c83044297 bbgo: let tradeStore be able to collect trades from stream 2022-12-05 19:23:27 +08:00
c9s
537e9e14ec add GetOrderTrades method to TradeStore
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-12-05 19:00:39 +08:00
c9s
fcf8613319 grid2: fix feeRate var 2022-12-05 18:15:54 +08:00
c9s
f727f314e6 grid2: add FeeRate configuration for checking profit spread 2022-12-05 18:15:30 +08:00
c9s
c5fb15dc22 grid2: update test grid configuration 2022-12-05 18:12:38 +08:00
c9s
4bba5510dd grid2: position reset should reset the total fee 2022-12-05 18:11:44 +08:00
c9s
5be140de0e grid2: improve sell,buy price calculation 2022-12-05 15:19:24 +08:00
c9s
27b42db3d7 grid2: add test case for enough base investment 2022-12-05 11:23:21 +08:00
c9s
6df4a3c319 grid2: add TestStrategy_generateGridOrders 2022-12-05 11:21:07 +08:00
c9s
0b824a09fc grid2: fix tests 2022-12-05 00:47:08 +08:00
c9s
076ec3b3c2 grid2: pull out grid order generation 2022-12-05 00:20:18 +08:00
c9s
002ce1958e grid2: add omitempty to struct tag 2022-12-04 21:44:03 +08:00
c9s
19e0a20c67 grid2: fill fixedpoint.Zero for stats 2022-12-04 21:43:40 +08:00
c9s
ec6b170f01 grid2: add more log messages for stop loss 2022-12-04 21:09:39 +08:00
c9s
3b821c8b58 grid2: fix order price shifting 2022-12-04 21:06:52 +08:00
c9s
8d78399335 grid2: fix order shifting 2022-12-04 19:48:12 +08:00
c9s
efcfcf7c18 grid2: add position reset 2022-12-04 18:42:03 +08:00
c9s
a5e6173038 grid2: fix openGrid method 2022-12-04 18:33:28 +08:00
c9s
943912f6bf grid2: add grid order debug logs 2022-12-04 18:32:17 +08:00
c9s
ea34b3a962 grid2: another fix 2022-12-04 18:28:34 +08:00
c9s
01b013fcc7 grid2: fix trigger price check for onStart handler 2022-12-04 18:27:21 +08:00
c9s
bce004106c grid2: check price 2022-12-04 18:21:43 +08:00
c9s
9d62720111 grid2: add log for trigger price 2022-12-04 18:17:05 +08:00
c9s
50f3ca80cf config: add doc for stopLossPrice 2022-12-04 18:12:01 +08:00
c9s
e0a69a89c8 config: add stopLossPrice config to the default grid2 config 2022-12-04 18:02:30 +08:00
c9s
4f3a160bbf grid2: add stopLossPrice handler 2022-12-04 18:01:58 +08:00
c9s
5f0c45093c config: add triggerPrice doc to config 2022-12-04 17:58:32 +08:00
c9s
43b6ef6243 doc: add doc for sqlite3 2022-12-04 17:56:10 +08:00
c9s
3d29c24e7b add bbgo_test.sqlite3 file 2022-12-04 17:53:20 +08:00
c9s
7abeb3c59e doc: update strategy testing doc 2022-12-04 17:51:28 +08:00
c9s
e1f7d8b965 add data/bbgo_test.sql to git lfs 2022-12-04 17:48:43 +08:00
c9s
bec1103a64
grid2: add more parameters to the test strategy 2022-12-04 17:36:35 +08:00
c9s
5344b3d768
grid2: add TestStrategy_calculateProfit test 2022-12-04 17:35:35 +08:00
c9s
427daba6d0
grid2: change fee rate validation 2022-12-04 15:56:35 +08:00
c9s
bbab8728e3
grid2: add orderQueryService for querying order trades 2022-12-04 15:43:27 +08:00
c9s
92733411a3
config: add notification settings to grid2 2022-12-04 15:34:24 +08:00
c9s
813f9c45a7
grid2: add order object into the profit structure 2022-12-04 15:24:59 +08:00
c9s
a8fe55c284
grid2: push profit into stats 2022-12-04 15:24:13 +08:00
c9s
bc4c22f633
grid2: pull out quoteQuantity 2022-12-04 15:15:16 +08:00
c9s
bf62fb7d2d
grid2: calculate grid profit 2022-12-04 15:01:52 +08:00
c9s
9506516ea3
grid2: add grid profit stats to the strategy 2022-12-04 14:45:04 +08:00
c9s
8d601a6cb4
grid2: add exchange session field 2022-12-04 14:24:04 +08:00
c9s
dc2ce372c4
grid2: reset grid field when it's closed 2022-12-04 14:23:00 +08:00
c9s
0ea6dfb158
grid2: add triggerPrice protection 2022-12-04 14:22:11 +08:00
c9s
5148fadf67
types: remove duplciated klineCallback type 2022-12-04 14:22:01 +08:00
c9s
7abc799da4
grid2: make openGrid and closeGrid as private method 2022-12-04 13:04:14 +08:00
c9s
c77bb83b95
grid2: move OpenGrid method and add KeepOrdersWhenShutdown 2022-12-04 12:58:01 +08:00
Yo-An Lin
3d0de0926c
Merge pull request #1017 from zenixls2/script/sync_time
feature: add sync_time.sh utility
2022-12-04 12:53:37 +08:00