3501 Commits

Author	SHA1	Message	Date
c9s	f72cf9bfff	pivotshort: fix quantity check	2022-07-19 11:25:27 +08:00
c9s	9302474d51	add 1m subscribe to RoiTakeProfit	2022-07-19 11:00:45 +08:00
c9s	a6fc03efe5	bump version to v1.37.0	2022-07-19 09:48:21 +08:00
c9s	29fc58cb18	autoborrow: fix repay amount	2022-07-18 19:14:31 +08:00
Raphanus Lo	13455e4ee1	backtest: resolve data race on index.json	2022-07-17 15:46:55 +08:00
c9s	6e4c28ed1b	disable marketTrade stop	2022-07-17 00:59:35 +08:00
c9s	2d0fbe4b99	fix ProtectiveStopLoss subscribe	2022-07-16 14:45:02 +08:00
Raphanus Lo	620381f64b	optimizer: eliminate limitation of number of grid point	2022-07-15 23:01:56 +08:00
c9s	44f3793db8	max: emit debt event and ad ratio event	2022-07-15 13:25:02 +08:00
c9s	26f5f36f7e	backtest: for types.OrderTypeStopMarket, use stop price to simulate the actual price for balance locking	2022-07-14 19:26:04 +08:00
c9s	a370a5e489	pivotshort: fix on start handler	2022-07-14 18:36:28 +08:00
c9s	89ffd94d98	update pivotlow on start	2022-07-14 18:35:58 +08:00
Yo-An Lin	191e00adeb	Merge pull request #827 from c9s/strategy/pivotshort ... strategy/pivotshort: improve quantity calculation for margin and futures	2022-07-14 18:16:48 +08:00
c9s	c4332fcac2	pivotshort: add leverage settings	2022-07-14 17:44:33 +08:00
c9s	adb96cac39	pivotshort: check maximum margin leverage	2022-07-14 17:38:11 +08:00
c9s	0284d090d8	all: move getExchangeAttributes	2022-07-14 17:36:16 +08:00
c9s	6c91af2392	pivotshort: improve useQuantityOrBaseBalance	2022-07-14 17:36:03 +08:00
c9s	0ba529cb45	pivotshort: replace orders if the active orders is empty	2022-07-14 16:34:03 +08:00
c9s	8fb216ce52	pivotshort: when resistance order is filled, reset the current resistance price	2022-07-14 16:28:30 +08:00
c9s	dd3bd6a325	indicator: rewrite VWMA calculator	2022-07-14 15:57:17 +08:00
c9s	2ef8ecf3d9	indicator: clean up bollinger band indicator api usage	2022-07-14 14:26:08 +08:00
c9s	a5715c6aee	indicator: rewrite boll indicator with stddev indicator	2022-07-14 14:26:08 +08:00
c9s	975d0d6995	indicator: pull out emit update	2022-07-14 11:36:34 +08:00
c9s	bbf01275cc	indicator/sma: clean CalculateAndUpdate and make cache field private	2022-07-14 11:34:53 +08:00
c9s	7696c9f21e	indicator: improve rma preload	2022-07-14 10:54:46 +08:00
c9s	da4dbf4800	indicator: macd: add link for macd https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram	2022-07-14 10:45:22 +08:00
c9s	0b07fb5a83	indicator/macd: drop the legacy func calculateMACD	2022-07-14 10:36:16 +08:00
c9s	a7b7ed6610	rename to KLineClosedEmitter	2022-07-14 10:33:10 +08:00
c9s	77264342ce	indicator: add KLineLoader interface	2022-07-14 10:31:38 +08:00
c9s	cb481c660f	fix all indicators for KLineCalculateUpdater interface	2022-07-14 10:28:53 +08:00
c9s	e6c634690b	indicator: clean up ewma's CalculateAndUpdate	2022-07-14 09:29:54 +08:00
c9s	8d8d9a7c59	indicator/rsi: make update callback field private	2022-07-14 09:18:43 +08:00
c9s	b2538b6960	indicator: make callback field private	2022-07-14 09:18:43 +08:00
c9s	2a3118a086	indicator: clean up and update calculator method names	2022-07-14 09:18:42 +08:00
c9s	c27f416dbc	indicator: canonicalize the CalculateAndUpdate method call ... also fix the xmaker boll indicator preloading	2022-07-14 09:18:42 +08:00
c9s	5bbccacc89	risk: rename func	2022-07-14 00:07:49 +08:00
c9s	c7424479bb	risk: add tests	2022-07-14 00:03:47 +08:00
c9s	8985a7a635	risk: add risk function tests	2022-07-13 23:56:22 +08:00
c9s	7932688aa7	add risk calculator functions	2022-07-13 23:45:47 +08:00
Yo-An Lin	affe46655f	Merge pull request #818 from COLDTURNIP/fix/backtest_correct_final_asset ... backtest: correct final asset calculation	2022-07-13 23:02:19 +08:00
Yo-An Lin	01d50496a1	Merge pull request #817 from COLDTURNIP/fix/optimizer_initial_storage ... optimizer: prepare database before executing backtests	2022-07-13 23:01:59 +08:00
Raphanus Lo	36bdacf3a3	backtest: correct final asset calculation	2022-07-13 17:20:48 +08:00
Raphanus Lo	4985c760be	optimizer: prepare database before executing backtests	2022-07-13 15:28:11 +08:00
Yo-An Lin	b9729b0c4f	Merge pull request #816 from c9s/refactor/backtest-report ... strategy/pivotshort: add trendEMA	2022-07-13 13:45:15 +08:00
Yo-An Lin	647182e575	Merge pull request #815 from COLDTURNIP/fix/optimizer_progress_bar_counter ... optimizer: correct progress bar counter & ETA calculation	2022-07-13 13:35:34 +08:00
c9s	cecb278aa1	autoborrow: use info logger for the margin level info	2022-07-13 13:34:59 +08:00
Raphanus Lo	363c7b6ef6	optimizer: correct progress bar counter & ETA calculation	2022-07-13 11:44:04 +08:00
zenix	d1689a3b14	fix: add error message on wrong sizeof klines passed in calculateSMA	2022-07-13 12:33:57 +09:00
zenix	4e2adcf29e	fix: sma calculation, length, and add test case	2022-07-13 12:28:41 +09:00
c9s	ee163eb441	pivotshort: add trendEMA protection	2022-07-13 11:09:57 +08:00
c9s	f5f6fabe07	pivotshort: add trendEMA and add stopEMA subscribe	2022-07-13 10:49:52 +08:00
Yo-An Lin	8119afbb44	Merge branch 'main' into strategy/pivotshort	2022-07-12 23:38:23 +08:00
c9s	f91e1afe95	atrp: multiple 100 for percentage	2022-07-12 22:54:47 +08:00
c9s	a51f26e3a7	backtest: add gross profit and gross loss fields	2022-07-12 19:50:28 +08:00
c9s	7d232f86b8	remove duplicated dumper close	2022-07-12 19:34:07 +08:00
c9s	24e009f333	backtest: avoid writing same record into the file	2022-07-12 18:46:09 +08:00
c9s	6ce9f6a2b7	fix FilterSimpleArgs	2022-07-12 17:55:15 +08:00
c9s	b521a7cf70	pivotshort: fix resistance price update algo	2022-07-12 17:45:47 +08:00
c9s	da4b35bd31	pivotshort: add 1m subscribe	2022-07-12 17:45:47 +08:00
Yo-An Lin	1ef2c1d668	Merge pull request #811 from andycheng123/fix/supertrend-strategy ... strategy/supertrend: fix double dema initialization problem	2022-07-12 13:13:19 +08:00
c9s	28d9aa6820	autoborrow: show margin level when check	2022-07-11 16:26:25 +08:00
c9s	3f15df4c0e	autoborrow: fix repay balance check	2022-07-11 16:22:21 +08:00
c9s	98aaa6ce43	autoborrow: fix repay mech	2022-07-11 16:20:45 +08:00
Andy Cheng	1b5dc309f0	strategy/supertrend: fix double dema initialization problem	2022-07-11 13:37:01 +08:00
c9s	2a9a34ae66	bump version to v1.36.0	2022-07-10 19:08:30 +08:00
c9s	c62aafdf2b	compile and update migration package	2022-07-10 19:08:30 +08:00
Zenix	e633cedd3c	Merge pull request #809 from zenixls2/feature/logistic_regression ... feature: logistic regression	2022-07-09 17:27:20 +09:00
Yo-An Lin	eacbd13e6b	Merge pull request #810 from andycheng123/fix/supertrend-strategy	2022-07-08 21:03:01 +08:00
Yo-An Lin	e6d9a8a84a	Merge pull request #808 from c9s/fix/kline-with-filtering	2022-07-08 21:02:28 +08:00
c9s	cc8821bb66	update max order api path	2022-07-08 20:47:51 +08:00
c9s	e9faf34b5e	max: fix balance field for api	2022-07-08 17:28:07 +08:00
c9s	59fcef0b6d	supertrend: avoid using embedded struct on DoubleDema	2022-07-08 17:13:12 +08:00
Andy Cheng	d73d7b4380	Merge branch 'main' into fix/supertrend-strategy	2022-07-08 16:45:26 +08:00
c9s	5bd292d0b2	bbgo: add notify(profit)	2022-07-08 16:43:32 +08:00
Andy Cheng	574e142cf9	strategy/supertrend: use types.IntervalWindow instead of types.Interval	2022-07-08 16:42:31 +08:00
c9s	79b70d4a31	supertrend: fix interval window for exit methods	2022-07-08 16:31:28 +08:00
zenix	0e64a14d7f	feature: add entropy, cross entropy, sigmoid, softmax, and logistic regression	2022-07-08 16:58:59 +09:00
c9s	46d6ecc663	fix types.TradeStats usage	2022-07-08 15:44:32 +08:00
c9s	581e4be218	supertrend: clean up and update	2022-07-08 15:41:28 +08:00
c9s	d7f83a45b3	fix: check if interval is empty string	2022-07-08 14:47:36 +08:00
Andy Cheng	f8777752a0	Merge branch 'main' into improve/supertrend-strategy	2022-07-07 10:33:30 +08:00
Yo-An Lin	e778db1f24	Merge pull request #801 from c9s/feature/optimizer-metrics-tsv-format ... feature: optimizer: support --tsv option and render tsv output	2022-07-07 06:23:49 +08:00
c9s	ba74e83552	optimizer: show *exec.ExitError	2022-07-07 02:26:39 +08:00
c9s	81560746bd	all: reformat code	2022-07-07 02:26:39 +08:00
c9s	c9859c9238	add more struct field tests	2022-07-07 02:26:39 +08:00
c9s	30deaad079	dynamic: add IterateFields	2022-07-07 02:26:39 +08:00
c9s	3131786c02	bbgo: fix trailing stop binding	2022-07-07 02:26:39 +08:00
c9s	74593720a7	add ExitMethodSet.Bind method	2022-07-07 02:26:39 +08:00
c9s	d2637ce261	trailing stop: apply ClosePosition parameter	2022-07-07 02:26:39 +08:00
c9s	7b7d0690c7	optimizer: support --tsv option and render tsv output	2022-07-07 02:11:52 +08:00
c9s	81e05a3f2c	add more struct field tests	2022-07-06 22:01:35 +08:00
c9s	825022715d	dynamic: add IterateFields	2022-07-06 21:58:26 +08:00
c9s	b3e04a68da	bbgo: fix trailing stop binding	2022-07-06 21:50:38 +08:00
Andy Cheng	c43d4e0b24	strategy/supertrend: func to get order side	2022-07-06 18:11:09 +08:00
Andy Cheng	8aa5b706b6	strategy/supertrend: fix double dema missing interval	2022-07-06 17:05:38 +08:00
Andy Cheng	6c93c42ef6	strategy/supertrend: pull double dema into a single file	2022-07-06 16:45:19 +08:00
Andy Cheng	c62e7bbb58	strategy/supertrend: refactor to smaller functions	2022-07-06 16:26:30 +08:00
c9s	3d9db2786d	add trailing stop to the exit method	2022-07-06 10:56:10 +08:00
c9s	b49f12300c	add long position test for trailing stop ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-06 10:54:53 +08:00
c9s	03481000cc	reset activated flag when stop order is submitted ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-06 03:09:57 +08:00