3345 Commits

Author	SHA1	Message	Date
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
c9s	d140012fd5	fix mockgen command ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-06 01:32:05 +08:00
c9s	f329af2c6b	generate mocks for the exchange interface ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-06 01:31:12 +08:00
c9s	4de5b0bc9b	add TrailingStop2	2022-07-05 16:10:55 +08:00
c9s	b643b8ed0d	fix LowerShadowTakeProfit kline filter condition	2022-07-05 12:15:31 +08:00
c9s	8ac21fa16e	fix LowerShadowTakeProfit kline filter condition	2022-07-05 12:14:53 +08:00
c9s	193703a9a0	all: use tradeStats constructor	2022-07-05 11:14:50 +08:00
Yo-An Lin	0b4044bbb6	Merge pull request #796 from c9s/strategy/pivotshort ... strategy/pivotshort: add supportTakeProfit method	2022-07-04 12:26:32 +08:00
c9s	c258d522e6	backtest: update backtest.Exchange currentTime	2022-07-04 02:38:42 +08:00
c9s	82f9fc139c	backtest: refactor exchange field, clean up startTime and endTime deps	2022-07-04 02:34:46 +08:00
c9s	8fc17f9c0b	backtest: move QueryOrder method	2022-07-04 02:29:18 +08:00
c9s	a31f61736a	backtest: pull out userDataStream to backtestEx.BindUserData	2022-07-04 02:27:29 +08:00
c9s	ecd4df86f9	backtest: assign user data stream to backtest.Exchange before we call EmitStart	2022-07-04 02:21:14 +08:00
c9s	449b2d8220	backtest: fix order update emit binding	2022-07-04 02:20:50 +08:00
c9s	3a37154737	pivotshort: fix supportTakeProfit binding	2022-07-04 02:20:15 +08:00
Yo-An Lin	6fe980a2a3	Merge pull request #793 from LarryLuTW/larry/fix-pnl-market ... Fix pnl command	2022-07-04 01:42:32 +08:00
Fredrik	771f578efd	optimizer/fix: prevent from crashing if missing SummaryReport	2022-07-03 13:16:41 +02:00
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
LarryLuTW	a0e8359d23	add market for calculator	2022-07-02 17:45:24 +08:00
c9s	f940bb8e0a	implement SupportTakeProfit method	2022-07-02 13:21:27 +08:00
c9s	ac1b5e4df4	check market in the NewPositionFromMarket ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-02 12:43:57 +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	178913dd1b	reformat code	2022-07-01 17:32:59 +08:00
c9s	b158c44b95	fix profit stats notification	2022-07-01 17:32:40 +08:00
c9s	4bb9fb7e1b	fix profit stats wording	2022-07-01 17:32:01 +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	8851e67356	dynamic: add doc comment to CallMatch ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-01 13:10:53 +08:00
c9s	910c17a567	dynamic: implement CallWithMatch for dynamic calls ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-07-01 13:09:30 +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	fa98f3fda2	fix position.IsOpened method ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-30 18:29:59 +08:00
c9s	3e6b975c2c	pivotshort: refactor ResistanceShort entry method	2022-06-30 18:29:02 +08:00
c9s	6aa6e57d96	add ema condition to the lower shadow take profit	2022-06-30 17:42:23 +08:00
c9s	903d773025	dynamic: invert if ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-30 15:49:18 +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	e2ab363e64	dynamic: add CallStructFieldsMethod for map struct field call ... 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