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Author	SHA1	Message	Date
c9s	d71fd362b7	indicator: rename KLinePriceMapper to KLineValueMapper	2022-08-24 17:53:22 +08:00
c9s	09cc91bab8	bbgo: update VWMA and add VWMA to the indicator method	2022-08-24 17:45:43 +08:00
c9s	469c6bfb28	bbgo: move rightWindow to the IntervalWindow struct	2022-08-24 17:43:28 +08:00
c9s	f43f9af20f	indicator: extract pivot calculator and pull out the function handler	2022-08-24 17:37:44 +08:00
c9s	d930065bea	bbgo: move stoch to the simple indicator set	2022-08-24 17:34:19 +08:00
c9s	1a9c9a6d30	indicator: fix pivot low window calculation	2022-08-24 17:34:01 +08:00
c9s	8a020c34e3	bbgo: add package doc to bbgo	2022-08-24 16:54:31 +08:00
c9s	0509f61c0e	ignore .chglog	2022-08-24 13:47:56 +08:00
c9s	d1f18e0e40	remove v2 folder	2022-08-24 13:28:03 +08:00
c9s	1e295ffc9c	ignore *_local.yaml	2022-08-24 13:27:11 +08:00
c9s	2e7fc9afdb	make: clean coverage.txt	2022-08-24 13:21:50 +08:00
c9s	e32eecb803	ignore all *.sqlite3	2022-08-24 13:19:24 +08:00
c9s	e42d0d5910	ignore profile*.png	2022-08-24 13:18:41 +08:00
c9s	47b3ddc70b	ignore otp.png	2022-08-24 13:18:19 +08:00
c9s	b6f5dacc78	ignore coverage.txt	2022-08-24 13:17:59 +08:00
c9s	ccbe869142	ignore .systemd.*	2022-08-24 13:17:19 +08:00
c9s	61014bd069	ignore .cpuprofile	2022-08-24 13:17:07 +08:00
c9s	bf09533a6d	make: run gofmt on the version file	2022-08-24 13:03:00 +08:00
c9s	68064bfe44	move and fix binance exchange api examples	2022-08-24 12:58:06 +08:00
c9s	90f077b78b	examples: delete the outdated create-self-trade example	2022-08-24 12:54:46 +08:00
c9s	0baac39489	examples: fix lint issues	2022-08-24 12:53:10 +08:00
c9s	88f243c91b	util: move math util functions to util	2022-08-24 11:34:55 +08:00
c9s	94615f7ecf	all: remove empty files	2022-08-23 02:25:02 +08:00
c9s	c86b29e6dc	all: resolve import cycle	2022-08-23 02:12:26 +08:00
c9s	0947c28294	all: move PrintConfig to pkg/util	2022-08-23 01:56:15 +08:00
c9s	2611012d28	types: move json struct to types package	2022-08-23 01:54:29 +08:00
c9s	3761d6c36b	add v1.39.2 release note	2022-08-20 00:10:01 +08:00
c9s	c0abae90a7	bump version to v1.39.2	2022-08-20 00:10:01 +08:00
c9s	4e09444dc5	update command doc files	2022-08-20 00:10:01 +08:00
c9s	5a4d71b073	strategy/autoborrow: fix reBalanceDebt check	2022-08-19 18:56:25 +08:00
Yo-An Lin	0764107199	Merge pull request #889 from c9s/fix/backtest-last-kline-sync ... service/backtest: check and filter kline by its endTime	2022-08-19 18:42:41 +08:00
c9s	5d85ceeec4	service/backtest: filter klines that will be closed in the future	2022-08-19 17:55:48 +08:00
c9s	49728622bc	service/backtest: use second instead of milliseconds for filtering	2022-08-19 17:53:45 +08:00
c9s	5e1e0c7661	service/backtest: check and filter kline by its endTime	2022-08-19 17:28:55 +08:00
c9s	834487d568	strategy/schedule: add MaxBaseBalance config	2022-08-19 16:48:43 +08:00
c9s	4622f9f34e	autoborrow: add more verbose logs	2022-08-19 16:10:13 +08:00
Yo-An Lin	913343816c	Merge pull request #888 from c9s/fix/issue-887-sync ... binance: fix futures/margin order sync issue	2022-08-19 15:37:14 +08:00
c9s	8827fc3ec6	binance: fix futures/margin order sync issue ... fixes: #887	2022-08-19 15:28:24 +08:00
Zenix	bcd524361d	Merge pull request #886 from COLDTURNIP/feature/sortino_ratio ... Add Sortino ratio	2022-08-19 16:14:46 +09:00
Yo-An Lin	039fc21505	Merge pull request #881 from zenixls2/feature/print_strategy_config ... print strategy config	2022-08-19 15:13:50 +08:00
Raphanus Lo	747839212a	feature: add Sortino ratio	2022-08-18 23:26:54 +08:00
zenix	5030b93285	fix: move canInt to dynamic	2022-08-18 18:05:52 +09:00
c9s	555295f305	add v1.39.1 release note	2022-08-18 16:44:53 +08:00
c9s	369fc8c4ea	bump version to v1.39.1	2022-08-18 16:44:53 +08:00
zenix	a958d4d092	fix: matching_test add TickSize	2022-08-18 17:38:27 +09:00
zenix	e1c2ed40ff	fix: truncate price in backtest, don't truncate amount, add TruncatePrice function	2022-08-18 17:38:27 +09:00
zenix	66a2f55f9a	fix: matching test by adding default stepSize on BTCUSDT	2022-08-18 17:38:27 +09:00
zenix	f7398f163a	fix: inequality on quantites of balances and submitted orders in backtest	2022-08-18 17:38:27 +09:00
zenix	2720ee90b1	fix: equation of exit dump	2022-08-18 17:38:27 +09:00
zenix	e5c1152030	doc: add comment to strategy config printing func	2022-08-18 17:38:27 +09:00