Commit Graph

956 Commits

Author SHA1 Message Date
c9s
adb96cac39
pivotshort: check maximum margin leverage 2022-07-14 17:38:11 +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
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
cb481c660f
fix all indicators for KLineCalculateUpdater interface 2022-07-14 10:28:53 +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
1152fae346
ewoDgtrd: upgrade order executor api 2022-07-14 01:36:02 +08:00
c9s
cecb278aa1
autoborrow: use info logger for the margin level info 2022-07-13 13:34:59 +08:00
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
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
Yo-An Lin
eacbd13e6b
Merge pull request #810 from andycheng123/fix/supertrend-strategy 2022-07-08 21:03:01 +08:00
c9s
59fcef0b6d
supertrend: avoid using embedded struct on DoubleDema 2022-07-08 17:13:12 +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
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
Andy Cheng
f8777752a0
Merge branch 'main' into improve/supertrend-strategy 2022-07-07 10:33:30 +08:00
c9s
81560746bd
all: reformat code 2022-07-07 02:26:39 +08:00
c9s
74593720a7
add ExitMethodSet.Bind method 2022-07-07 02:26:39 +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
2bc12c0522
add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 03:04:01 +08:00
Andy Cheng
2de16ac7d1 strategy/supertrend: fix missing Bind() of DEMA 2022-07-05 17:11:58 +08:00
Andy Cheng
91077ce61d strategy/supertrend: add ExitMethod 2022-07-05 16:55:48 +08:00
Andy Cheng
f0dc9d6147 strategy/supertrend: add TradeStats 2022-07-05 16:30:13 +08:00
Andy Cheng
5b3ba03042 strategy/supertrend: preload indicators 2022-07-05 16:25:02 +08:00
Andy Cheng
0a0e5ac4d8 strategy/supertrend: config switch for stop by different signals 2022-07-05 15:59:35 +08:00
c9s
193703a9a0
all: use tradeStats constructor 2022-07-05 11:14:50 +08:00
c9s
3a37154737
pivotshort: fix supportTakeProfit binding 2022-07-04 02:20:15 +08:00
c9s
81f9639c85
pivotshort: bind supportTakeProfit method 2022-07-03 17:22:29 +08:00
c9s
278fbb7b51
pivotshort: fix support take profit method 2022-07-03 17:13:01 +08:00
c9s
74cac6e977
pivotshort: adjust layer price calculation 2022-07-03 15:44:37 +08:00
c9s
a408b20eda
fix resistance price calculation 2022-07-03 15:26:05 +08:00
c9s
1e8ac0d08a
pivotshort: improve price grouping 2022-07-02 18:51:17 +08:00
c9s
f940bb8e0a
implement SupportTakeProfit method 2022-07-02 13:21:27 +08:00
c9s
004e6b0e0b
pivotshort: fix findNextResistancePriceAndPlaceOrders 2022-07-02 00:28:41 +08:00
c9s
f1867b02c3
pivotshort: fix message 2022-07-01 18:10:39 +08:00
c9s
9a11fd59ed
pivotshort: fix open close price compare 2022-07-01 17:43:51 +08:00
c9s
53204f47ea
bollmaker: remove legacy state loading 2022-07-01 17:28:48 +08:00
c9s
04df515aea
pivotshort: clean up and force kline direction 2022-07-01 17:26:45 +08:00
c9s
9374125712
pivotshort: pull out break low logics
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-01 17:22:09 +08:00
c9s
7f5e92d1b5
cancel order when shutdown 2022-07-01 16:29:03 +08:00
c9s
c792da2164
pivotshort: improve balance check for margin 2022-07-01 15:41:50 +08:00
c9s
09ba2d31c3
pivortshort: run placeResistanceOrders with margin borrow buy 2022-07-01 15:34:21 +08:00
c9s
1af18a5fac
pivotshort: fix breakLow handle event 2022-07-01 15:30:06 +08:00
c9s
503d851c9d
pivotshort: move resistance short to a single file 2022-07-01 01:24:34 +08:00
c9s
454036b166
use types.KLineWith to wrap callbacks 2022-07-01 01:06:10 +08:00
c9s
a4af4776d2
pivotshort: use active orderbook to maintain the resistance orders 2022-07-01 00:57:19 +08:00
c9s
3e6b975c2c
pivotshort: refactor ResistanceShort entry method 2022-06-30 18:29:02 +08:00
Andy Cheng
1573a9acf3 strategy/supertrend: add linear regression as filter 2022-06-30 16:35:00 +08:00
c9s
b15e8d0ce4
all: refactor exit method set and fix dynamic call/merge
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-30 15:49:18 +08:00
c9s
527070d13d
all: rewrite and clean up graceful shutdown api 2022-06-30 15:49:18 +08:00
c9s
7d5474e3dd
pivotshort: call MergeStructValues to update the field value 2022-06-30 15:49:18 +08:00
c9s
ab3341d5ae
pivotshort: make preload pivot as a pure function 2022-06-30 15:49:17 +08:00
c9s
9733eec280
pivotshort: move pure funcs to the bottom 2022-06-30 15:49:17 +08:00
c9s
38767cd2df
move private methods to the bottom 2022-06-30 15:49:17 +08:00
c9s
ee45f154a1
pivotshort: rename bounce short to resistance short 2022-06-30 15:49:17 +08:00
zenix
0141f81086 refactor: ewo use SeriesExtend 2022-06-29 22:02:50 +09:00
zenix
70f4676340 feature: extend indicators, extend seriesbase methods 2022-06-29 21:49:02 +09:00
Yo-An Lin
ccfaf0e070
Merge pull request #784 from c9s/strategy/pivotshort
strategy: pivotshort: fix stopEMA
2022-06-29 17:04:24 +08:00
c9s
4bb2e4a25f
fix stopEMA range check 2022-06-29 16:59:50 +08:00
c9s
cb1c5634a2
pivotshort: remove redundant notification 2022-06-29 15:14:24 +08:00
Zenix
6b6686caa8
Merge pull request #778 from zenixls2/feature/series_extend
feature: add seriesExtend
2022-06-29 12:35:48 +09:00
c9s
38920dfc7a
pivotshort: fix kline history loading 2022-06-29 11:23:05 +08:00
zenix
0b8441f4a2 rename: ToArray -> Array, ToReverseArray -> Reverse 2022-06-29 11:13:43 +09:00
c9s
16f2a06b1f
all: move exit methods to the bbgo core
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-29 01:58:15 +08:00
c9s
cfc4fd1f81
add doc for CumulatedVolumeTakeProfit 2022-06-29 01:39:33 +08:00
c9s
3d4f765678
rename protectionStopLoss to protectiveStopLoss 2022-06-29 01:31:56 +08:00
c9s
37413e4355 pivotshort: fix bounce ratio calculation 2022-06-28 23:47:34 +08:00
c9s
1617005114 pivotshort: fix pivotshort trigger condition 2022-06-28 23:47:34 +08:00
c9s
34900776f6
pivotshort: reformat code 2022-06-27 19:54:58 +08:00
c9s
10d5a8a4f2
backtest: fix stop limit order matching
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 19:48:14 +08:00
c9s
2784408b8b
add submit order tag 2022-06-27 18:17:57 +08:00
c9s
b97ec7bb1e
pivotshort: remove unused struct 2022-06-27 18:14:12 +08:00
c9s
1557423229
pivotshort: improve useQuantityOrBaseBalance and add bounce short check 2022-06-26 19:45:37 +08:00
c9s
4d862a4286
pivotshort: remove market trade debug 2022-06-26 19:29:01 +08:00
c9s
e1a9df0a2d
pivotshort: add safety check 2022-06-26 19:20:46 +08:00
c9s
3604bae933
pivotshort: pull out stop price check to a single method 2022-06-26 19:06:16 +08:00
c9s
ef31e90728
pivotshort: clean up
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:32:48 +08:00
c9s
e9b87f6f1e
pivotshort: refactor exit methods
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:31:48 +08:00
c9s
47677e303f
pivotshort: refactor take profit and stop loss methods
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:13:58 +08:00
c9s
4e670c67a8
pivotshort: change ratio calculation 2022-06-25 18:13:50 +08:00
c9s
2c96d079b8
skeleton: fix log WithField comment 2022-06-22 23:32:31 +08:00
c9s
2c5b553d21
skeleton: add notation 2022-06-22 23:29:29 +08:00
c9s
2550528f60
skeleton: add notification sample 2022-06-22 23:28:49 +08:00
c9s
dcbeace40e
skeleton: update more comments 2022-06-22 23:24:11 +08:00
c9s
b9cbb9d478
skeleton: add detailed comment to the skeleton 2022-06-22 23:18:11 +08:00
c9s
fa7177426f
cmd/pnl: fix trade table query 2022-06-22 18:19:11 +08:00
c9s
3150480db8
bollmaker: remove stopC 2022-06-22 16:30:29 +08:00
c9s
c26d0d7824
bollmaker: clean up commment 2022-06-22 16:20:59 +08:00
c9s
fa26d5260f
bollmaker: use bbgo.IsBackTesting 2022-06-22 16:18:50 +08:00
c9s
60d2ac1616
ewoDgtrd: clean up embedded struct 2022-06-22 15:37:02 +08:00
c9s
5d72ffaa0f
rsmaker: remove embedded bbgo.Persistence 2022-06-22 13:52:40 +08:00
c9s
51a2f14af7
rsmaker: remove unused vars 2022-06-22 13:52:18 +08:00
c9s
bae685d63d
rsmaker: refactor ClosePosition method 2022-06-22 13:51:36 +08:00
c9s
09d0a9bbc7
pivotshort: clean up ClosePosition method 2022-06-22 13:46:04 +08:00
c9s
dbc6d4fb44
bollmaker: refactor ClosePosition method 2022-06-22 13:46:04 +08:00
c9s
b3160815ff
dca: use order executor to close position 2022-06-22 13:46:04 +08:00
c9s
929ffc3e5e
dca: clean up 2022-06-22 13:46:04 +08:00
c9s
a5cb8355d4
dca: rewrite dca with the new order executor 2022-06-22 13:46:04 +08:00
c9s
5fe0f5a299
pull out bollinger settings 2022-06-22 13:46:04 +08:00
c9s
b75da154a8
rsmaker: remove legacy state struct 2022-06-22 13:46:04 +08:00
c9s
16eeeb852c
rsmaker: drop the legacy persistence state 2022-06-22 13:46:04 +08:00
c9s
3e5d252c10
rsmaker: clean up and remove unused code
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-22 13:46:04 +08:00
c9s
2cd44b194a
pivotshort: remove persistence from pivotshort 2022-06-22 13:46:04 +08:00
c9s
46691d5ae1
strategy/xbalance: update xbalance persistence usage 2022-06-22 13:46:04 +08:00
c9s
3112b40634
support: remove unused const 2022-06-22 13:46:03 +08:00
c9s
6ef54bf2fb
call bbgo.Sync to sync persistence 2022-06-22 13:46:03 +08:00
Yo-An Lin
d53176acdf
Merge pull request #746 from andycheng123/improve/pivotshort-control
pivotshort: add strategy controller
2022-06-21 01:24:47 +08:00
Yo-An Lin
223b3dd95f
Merge pull request #747 from andycheng123/improve/supertrend-strategy
strategy/supertrend: use new order executor api
2022-06-21 01:23:53 +08:00
Yo-An Lin
0e877b789e
Merge pull request #748 from andycheng123/improve/bollmaker
bollmaker: remove redundant code for adapting new order executor api
2022-06-21 00:26:41 +08:00
austin362667
2f18ea230a rsmaker: refactor active OB 2022-06-20 17:23:13 +08:00
austin362667
c227272542 rsmaker: add bulit-in strategy
rsmaker: clean up
2022-06-20 17:23:13 +08:00
Andy Cheng
cc7b8c83ed bollmaker: remove redundant code for adapting new order executor api 2022-06-20 13:47:17 +08:00
Andy Cheng
aa9296e8d5 strategy/supertrend: use new order executor api 2022-06-20 13:39:07 +08:00
Andy Cheng
24844052d2 pivotshort: add strategy controller 2022-06-20 11:39:18 +08:00
c9s
2a1beddba4
support: fix support strategy stop order update 2022-06-19 17:49:38 +08:00
c9s
f035667f37
support: refactor trailing stop order management 2022-06-19 17:23:10 +08:00
c9s
b6d1b4309b
refactor and update the support strategy 2022-06-19 15:57:59 +08:00
c9s
cb9ce753e2
strategy/bollmaker: refactor and clean up 2022-06-19 13:40:10 +08:00
c9s
156219456b
all: clean up bbgo.Notifiability 2022-06-19 13:05:02 +08:00
c9s
88a63df186
all: clean up notifiability usage 2022-06-19 13:01:22 +08:00
c9s
eacd1f1ae6
all: rewrite notification api
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 12:29:36 +08:00
c9s
88e83c944c
pivotshort: clean up log 2022-06-19 11:21:07 +08:00
c9s
c80fe1af33
pivotshort: call BindTradeStats 2022-06-18 16:32:53 +08:00
c9s
6cae9e7449
move GeneralOrderExecutor into bbgo package 2022-06-18 16:31:53 +08:00
c9s
d367186f3e
pivotshort: clean up and pull out order executor 2022-06-18 15:27:11 +08:00
c9s
47e76a9eb5
pivotshort: refactor and redesign order executor
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-18 12:30:42 +08:00
c9s
0326c34013
pivotshort: pull out GeneralOrderExecutor 2022-06-18 11:45:24 +08:00
c9s
807a3e125c
pivotshort: split trade collector callbacks 2022-06-18 10:54:06 +08:00
zenix
a5ffca7fe8 fix: gosimple alert 2022-06-17 20:19:51 +09:00
zenix
55fa4cc8f1 fix: apply gofmt on all files, add revive action 2022-06-17 16:06:59 +09:00
Andy Cheng
5c8cc397f9
Merge pull request #720 from andycheng123/fix/supertrend
fix: fix strategy supertrend
2022-06-17 10:26:09 +08:00
Andy Cheng
55f36b2f3e supertrend: add comment to make the condition clearer 2022-06-17 10:15:54 +08:00
Andy Cheng
f6770df50f supertrend: log with symbol 2022-06-16 17:14:50 +08:00
なるみ
50fbf0727e types: move valuemap and floatmap to types 2022-06-16 16:44:27 +08:00