7293 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
c9s	cb612a22b1	add grid2 strategy	2022-12-02 00:09:57 +08:00
zenix	2e315240d9	feature: add sync_time.sh utility	2022-12-01 12:18:39 +09:00
Andy Cheng	19d4033aaa	strategy/linregmaker: adj config	2022-11-30 13:00:29 +08:00
Yo-An Lin	4825fb8d0e	Merge pull request #1016 from zenixls2/doc/series_extend ... doc: add series extend documentation	2022-11-30 11:11:08 +08:00
zenix	0cb9bc2c7b	doc: add series extend documentation	2022-11-29 16:25:12 +09:00
c9s	4b0db6b3af	bbgo: fix quantity adjustment	2022-11-27 00:25:29 +08:00
c9s	50d5449b9a	fix types.NewZeroAssetError panic error	2022-11-27 00:24:24 +08:00
Andy Cheng	71137620bd	strategy/linregmaker: qty calculation for backtest	2022-11-25 16:39:15 +08:00
Yo-An Lin	98f70756be	Merge pull request #1013 from a-dwarf/main ... feature: bbgo completion	2022-11-25 14:55:18 +08:00
Andy Cheng	02a67a3de8	strategy/linregmaker: initial trend	2022-11-25 12:38:28 +08:00
Andy Cheng	5c60ad0e41	strategy/linregmaker: re-organize strategy logic	2022-11-25 12:27:47 +08:00
a dwarf	daab130735	upgrade cobra	2022-11-25 10:37:54 +08:00
Yo-An Lin	e451667bc6	Merge pull request #1014 from c9s/remove-ftx ... all: remove ftx	2022-11-24 21:16:31 +08:00
a dwarf	a8cd36fdf0	move bbgo completion to topics	2022-11-24 17:21:24 +08:00
Andy Cheng	66f0f3e113	strategy/linregmaker: remove useTickerPrice	2022-11-24 17:06:14 +08:00
c9s	170c3b8c41	all: remove ftx	2022-11-24 17:05:20 +08:00
Yo-An Lin	16b4702248	Merge pull request #1011 from andycheng123/strategy/supertrend-config ... strategy/supertrend: update supertrend config	2022-11-24 16:57:08 +08:00
Yo-An Lin	e43e56a9fe	Merge pull request #1008 from zenixls2/feature/speedup_live_trading ... improve: speed-up live trade	2022-11-24 16:55:16 +08:00
Andy Cheng	8c57dec793	strategy/linregmaker: parameter of check main trend interval	2022-11-24 16:51:37 +08:00
a dwarf	70e45ccf93	Create bbgo_completion.md ... bbgo Completion	2022-11-24 16:13:16 +08:00
a dwarf	d14d441ff8	upgrade cobra ... bbgo Completion only supports unix-like operating systems	2022-11-24 16:05:02 +08:00
Andy Cheng	41e27a8e38	strategy/linregmaker: default value of spread	2022-11-23 17:44:40 +08:00
Andy Cheng	0f0549fa42	strategy/linregmaker: dynamic exposure works on both direction	2022-11-23 17:23:18 +08:00
Andy Cheng	fbc949a133	strategy/linregmaker: validate basic config parameters	2022-11-23 16:58:24 +08:00
Andy Cheng	cc124d4264	strategy/linregmaker: works w/o dynamic qty	2022-11-23 16:53:08 +08:00
Andy Cheng	e776c9e5ea	strategy/linregmaker: use session standard indicator set	2022-11-23 12:28:38 +08:00
Andy Cheng	37a2fedf15	strategy/linregmaker: dynamic qty uses linreg slope ratio	2022-11-22 18:24:04 +08:00
Andy Cheng	6af39e2e40	strategy/supertrend: update supertrend config	2022-11-22 11:39:15 +08:00
Andy Cheng	dd0f13e742	strategy/linregmaker: misc	2022-11-22 11:35:32 +08:00
Andy Cheng	f121218ede	strategy/linregmaker: prototype	2022-11-21 13:46:13 +08:00
zenix	a6e0edbb3c	fix: naming of prepare function of openPosition and add comments	2022-11-21 12:16:11 +09:00
zenix	109f4d0e3e	fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor	2022-11-21 12:16:11 +09:00
zenix	27800e95bd	feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter	2022-11-21 12:16:11 +09:00
Yo-An Lin	026d712f75	doc: remove FTX from Supported Exchange	2022-11-20 21:01:37 +08:00
Yo-An Lin	da4a701092	Remove FTX	2022-11-20 21:00:58 +08:00
Andy Cheng	8a81e68e27	strategy/linregmaker: add dynamic quantity	2022-11-18 16:42:51 +08:00
Andy Cheng	9be9ea2a47	strategy/linregmaker: add AllowOppositePosition and FasterDecreaseRatio	2022-11-18 15:12:38 +08:00
Andy Cheng	48c6326ac1	strategy/linregmaker: draft	2022-11-17 17:59:23 +08:00
Yo-An Lin	26d3289a4b	Merge pull request #1009 from zenixls2/feature/profit_factor_optimizer	2022-11-10 19:13:19 +08:00
zenix	7aaea257df	feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance	2022-11-10 18:17:35 +09:00
Austin Liu	7d03c69406	strategy:harmonic: fix	2022-11-03 15:14:56 +08:00
austin362667	c8aa4ae400	strategy: improve harmonic by adding HMM filter to denoise shark signal ... strategy: improve harmonic by adding HMM filter to denoise shark signal	2022-11-03 15:14:56 +08:00
Yo-An Lin	b80ac89486	Merge pull request #1004 from austin362667/austin362667/irr ... strategy:irr rollback to original nirr and consume kline	2022-11-03 13:48:22 +08:00
Austin Liu	6c8addc4ee	strategy:irr: refactor fast cancel from no wait	2022-11-02 16:51:06 +08:00
Austin Liu	5467c8ef01	strategy:irr rollback to original nirr and consume kline	2022-11-02 16:48:50 +08:00
Yo-An Lin	335b90a97c	Merge pull request #989 from austin362667/austin362667/irr ... strategy:irr: a mean reversion based on box of klines in same direction	2022-11-02 12:59:23 +08:00
c9s	04855b023a	bbgo: listen to both order signal and the wait time channel	2022-11-02 12:55:13 +08:00
c9s	3704f3f897	bbgo: emit sigchan when new order is added or an order is removed	2022-11-02 12:42:09 +08:00
c9s	9bf070172a	bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion	2022-11-02 12:34:04 +08:00
c9s	8707fcaa97	bbgo: drop FastCancelActiveOrderBook	2022-11-02 12:31:35 +08:00