c9s
29105eb57f
all: simplify underlying exchange submitOrder method
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- Replace SubmitOrders with SubmitOrder
- Accept only one submit order and return one created order
- Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method
2022-09-09 18:41:06 +08:00
Yo-An Lin
e86df62daf
Merge pull request #925 from c9s/feature/open-position
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feature: order executor open position method
2022-09-09 17:58:12 +08:00
c9s
8dca24e9ee
all: solve cyclic import
2022-09-09 17:40:17 +08:00
c9s
2e95246687
bbgo: add OpenPosition method
2022-09-09 13:57:39 +08:00
c9s
90f3727d68
pivotshort: log submit order error
2022-09-08 23:19:14 +08:00
c9s
edc8c132d5
pivotshort: print stopEMA protection
2022-09-08 23:17:35 +08:00
Yo-An Lin
3e07f1fa86
Merge pull request #921 from andycheng123/improve/supertrend-strategy-profit-report
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strategy/supertrend: use ma by day instead of by trade
2022-09-08 12:15:50 +08:00
Andy Cheng
6ca1a80cf9
strategy/supertrend: use ma by day instead of by trade
2022-09-07 18:27:11 +08:00
Zenix
afad9cca47
Merge pull request #910 from zenixls2/feature/ewo_renew
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SerialMarketDataStore, elliottwave renewal
2022-09-07 18:54:01 +09:00
austin362667
46b3fabfe3
strategy: add trend trader
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strategy: add trend treader
strategy: add trend treader
2022-09-07 16:11:31 +08:00
austin362667
8b97e4c4e8
audacity: finalize strategy
2022-09-07 16:05:51 +08:00
austin362667
713ead669e
audacity: stddev outlier func & all order change to maker
2022-09-07 16:05:51 +08:00
austin362667
43a3e21a7b
audacitymaker: rename perTrade
2022-09-07 16:05:51 +08:00
austin362667
132f700377
builtib: update strategy registery
2022-09-07 16:05:51 +08:00
austin362667
1d727345ee
strategy: redesign to audacitymaker
2022-09-07 16:05:51 +08:00
austin362667
833d30ce64
ktrade: add second try
2022-09-07 16:05:51 +08:00
austin362667
6a119bfca0
ktrade: remove ticker
2022-09-07 16:05:51 +08:00
austin362667
a18a06819e
ktrade: error handling
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ktrade: remove error handling
ktrade: remove error handling
ktrade: remove error handling
ktrade: error handling
2022-09-07 16:05:51 +08:00
austin362667
49f7c3de46
ktrade: rounding instead of ceil/floor
2022-09-07 16:05:51 +08:00
austin362667
42d7117464
strategy: add ktrade
2022-09-07 16:05:51 +08:00
zenix
e7a5669018
fix: lowestPrice in elliottwave, add more logs
2022-09-07 15:02:38 +09:00
zenix
36a5579660
fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status
2022-09-06 19:08:05 +09:00
zenix
67e57b49eb
fix: move sourceselector to bbgo folder
2022-09-06 14:43:05 +09:00
zenix
b35bce1afd
fix: remove non-code file
2022-09-06 14:36:55 +09:00
zenix
1d0893b699
fix: enable interval parsing for non-whitelisted time spans
2022-09-06 14:26:17 +09:00
zenix
6c8902dd9c
fix: export kline query limit as a variable for preload decisions from strategy
2022-09-05 20:36:41 +09:00
zenix
28802dd107
feature: re-implement heikinashi for elliottwave
2022-09-05 19:32:35 +09:00
zenix
4a878b5596
fix: rename generalorderexecutor.cancel to gracefulcancelorder
2022-09-05 19:32:35 +09:00
zenix
ff7fd38372
feature: ewo add draw function
2022-09-05 19:32:35 +09:00
zenix
81084ddea6
feature: SerialMarketDataStore from session
2022-09-05 19:32:35 +09:00
zenix
938dc3c497
feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca
2022-09-05 19:32:35 +09:00
Zenix
57d283726a
Merge pull request #900 from zenixls2/fix/backtest
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fix: backtest
2022-09-01 11:57:05 +09:00
Yo-An Lin
58487aca4b
Merge pull request #908 from c9s/strategy/pivotshort-failed-break-high
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strategy/pivotshort: failed break high improvements
2022-08-31 13:56:59 +08:00
c9s
149b1e1444
pivotshort: add BreakInterval config
2022-08-31 13:00:32 +08:00
c9s
3598550d3f
pivotshort: vwma interval should be consistent
2022-08-31 13:00:25 +08:00
c9s
c7bff1695e
pivotshort: avoid using 1m interval to check break
2022-08-31 12:59:54 +08:00
c9s
df902b236c
pivotshort: add vwma condition
2022-08-31 12:59:48 +08:00
Raphanus Lo
0b6cc6d3cd
strategy: bollmaker: sensitivity factor of BB width ratio
2022-08-31 04:31:17 +08:00
c9s
9d97eedc0e
pivotshort: add failedBreakHigh
2022-08-31 00:37:17 +08:00
c9s
ca1e9e9657
pivotshort: remove the legacy support take profit
2022-08-31 00:37:12 +08:00
Raphanus Lo
6314a31554
strategy: bollmaker: dynamic spread by weighted Bollinger width ratio
2022-08-29 21:41:34 +08:00
zenix
1eb03c3dba
fix: taker price, matching engine kline emit order and process order, nan in sortino and sharpe
2022-08-29 14:11:02 +09:00
c9s
11854db51a
pivotshort: move SupportTakeProfit to the core api
2022-08-26 18:09:46 +08:00
c9s
c8c7211e75
pivotshort: fix resistance short subscribe
2022-08-26 17:55:59 +08:00
c9s
a48471d4c8
pivotshort: refactor trend ema and stop ema
2022-08-26 17:52:46 +08:00
c9s
52d245ecf1
floats: move floats related functions and add crossover, crossunder funcs
2022-08-26 16:15:39 +08:00
Raphanus Lo
a2ab9db4eb
strategy: bollmaker: fix nil pointer
2022-08-25 23:43:31 +08:00
c9s
5953fe49d1
all: move float slice/map to a single package
2022-08-25 17:31:42 +08:00
Andy Cheng
e2774ed2b5
Merge pull request #880 from andycheng123/improve/supertrend-strategy-report
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Improve: strategy-supertrend output acc. profit report to tsv file
2022-08-25 14:25:03 +08:00
Andy Cheng
fcaa6466b6
strategy/bollmaker: preload dynamic spreads
2022-08-25 13:44:38 +08:00
c9s
702ce5220b
autoborrow: improve debtRatio repay
2022-08-25 11:05:31 +08:00
Yo-An Lin
066b0ca30e
Merge pull request #892 from c9s/feature/pivot-right-window
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feature: add pivot low right window support
2022-08-24 19:44:44 +08:00
c9s
2e71e63fae
all: fix interval window struct usage
2022-08-24 18:17:37 +08:00
Zenix
3a98ae00b9
Merge pull request #890 from zenixls2/feature/wdrift
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weighted drift
2022-08-24 16:59:25 +09:00
Andy Cheng
6176c06002
strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct
2022-08-24 13:58:30 +08:00
c9s
88f243c91b
util: move math util functions to util
2022-08-24 11:34:55 +08:00
Andy Cheng
978db22c0a
strategy/supertrend: accumulated daily profit uses its own window config
2022-08-24 11:23:48 +08:00
Andy Cheng
592eae8c3c
strategy/supertrend: output by interval
2022-08-23 18:43:13 +08:00
zenix
6b6a24a655
feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation
2022-08-23 17:22:45 +09:00
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
5a4d71b073
strategy/autoborrow: fix reBalanceDebt check
2022-08-19 18:56:25 +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
zenix
5030b93285
fix: move canInt to dynamic
2022-08-18 18:05:52 +09:00
zenix
e5c1152030
doc: add comment to strategy config printing func
2022-08-18 17:38:27 +09:00
zenix
5e7ea71613
feature: withdraw print config functionality from drift to be a general function
2022-08-18 17:38:27 +09:00
c9s
94e2e28edd
strategy/autoborrow: add debt re-balancing
2022-08-17 16:45:10 +08:00
Andy Cheng
2b638d1f8f
strategy/supertrend: use pkg/data/tsv for tsv output
2022-08-16 15:49:08 +08:00
Andy Cheng
f7feb7e0fc
strategy/supertrend: output acc. profit report to tsv file
2022-08-16 14:42:04 +08:00
Zenix
2e9f554f9e
Merge pull request #878 from zenixls2/drift_rebase
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Drift rebase
2022-08-16 15:35:42 +09:00
zenix
17d6b2465c
fix: drift add back symbol in InstanceID
2022-08-16 12:50:30 +09:00
zenix
14aa667d59
fix: drift pnl and cumpnl
2022-08-16 12:45:40 +09:00
zenix
9f8b8d97d0
fix: drift empty pnl. exit condition
2022-08-16 12:30:29 +09:00
zenix
71d3b926ec
fix: go1.7
2022-08-15 21:46:13 +09:00
zenix
c1d9df8cdb
feature: export drift1m, remove take profit, add profit report for listing pnl by date
2022-08-15 21:06:46 +09:00
zenix
da28750313
feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift
2022-08-15 21:05:29 +09:00
zenix
2f75dda6ee
fix: highest price and lowest price reset, condition gets crossed
2022-08-15 21:05:08 +09:00
zenix
ba532bd98c
fix: takeProfitFactor NaN
2022-08-15 21:04:48 +09:00
zenix
e34b0c6c30
fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m
2022-08-15 21:04:31 +09:00
zenix
0cc3c5d485
feature: output config to telegram
2022-08-15 21:04:01 +09:00
zenix
6a4eec71d6
feature: create simpleinteract and remove command in notification
2022-08-15 21:03:48 +09:00
zenix
90e596f463
feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
2022-08-15 21:03:14 +09:00
zenix
008814992f
fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
2022-08-15 21:02:59 +09:00
zenix
d11738b6b5
feature: add smart cancel to drift
2022-08-15 21:02:43 +09:00
ankion
65218d8920
pivotshort: trendema add length check
2022-08-12 00:54:40 +08:00
ankion
1b0f653450
pivotshort: trendema add initial date
2022-08-11 16:42:29 +08:00
c9s
3bdc6c7f28
bollmaker: remove unused embedded struct
2022-08-10 23:46:24 +08:00
Yo-An Lin
62aff676da
Revert "feature: add smart cancel to drift"
2022-08-09 16:25:36 +08:00
zenix
5be6e822e9
fix: highest price and lowest price reset, condition gets crossed
2022-08-09 13:26:56 +09:00
zenix
2c4e03a102
fix: takeProfitFactor NaN
2022-08-09 13:26:56 +09:00
zenix
0e3aecb549
fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m
2022-08-09 13:26:56 +09:00
zenix
9704c09a09
feature: output config to telegram
2022-08-09 13:26:56 +09:00
zenix
45e819ebe7
feature: create simpleinteract and remove command in notification
2022-08-09 13:26:56 +09:00
zenix
4117a83cd1
feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
2022-08-09 13:26:56 +09:00
zenix
214e7259ed
fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
2022-08-09 13:26:56 +09:00
zenix
53d4f21c30
feature: add smart cancel to drift
2022-08-09 13:26:56 +09:00
Andy Cheng
ef18791c6a
Merge pull request #865 from andycheng123/fix/protective-stoploss
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fix: protectivestoploss not working on long position
2022-08-09 12:15:33 +08:00
austin362667
bb4db871b2
factorzoo: add comments for strategy
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factorzoo: add comments for strategy
2022-08-09 00:01:34 +08:00
