c9s
|
46bebb1022
|
grid2: calculate minBaseQuantity
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
45328a9f3d
|
grid2: add comment for the quantity loop
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
4eb652b560
|
grid2: add calculateQuoteBaseInvestmentQuantity
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
2260fd6908
|
grid2: add TestStrategy_calculateQuoteInvestmentQuantity test case
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
9f2e4d3f71
|
grid2: add calculateQuoteInvestmentQuantity so that we can calculate quantity from the quote investment
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
e385b589b6
|
config: add grid2 config
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
e981ad641a
|
grid2: ignore test build for dnum
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
1629a25beb
|
grid2: fix tests
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
622fe75ed3
|
grid2: check buy placed order price
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
020e7c8604
|
grid2: handle grid orders submission
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
e3c735b700
|
grid2: add more code to setupGridOrders
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
4407aa7f97
|
grid2: refactor checkRequiredInvestmentByAmount and checkRequiredInvestmentByQuantity
|
2022-12-02 00:10:00 +08:00 |
|
c9s
|
4eb21d5209
|
grid2: move out baseInvestment, quoteInvestment check
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
051755ec54
|
fixedpoint: add Floor test
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
991dc4121c
|
fixedpoint: add Floor() method on dnum
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
2aaa2e7775
|
grid2: add checkRequiredInvestmentByAmount test
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
f5219ae56b
|
grid2: fix error checking and add more tests
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
dcbce8aa5c
|
grid2: fix TestStrategy_checkRequiredInvestmentByQuantity
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
d0bdc859fb
|
grid2: add basic investment check test checkRequiredInvestmentByQuantity
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
3da86ab2e1
|
grid2: pull out check code to checkRequiredInvestmentByQuantity
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
cde463e294
|
grid2: remove notionalModifier
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
fa692d835f
|
grid2: add totalFee field and volume field
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
7fec736e7a
|
grid2: add GridProfitStats
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
4c8db08ccc
|
grid2: fix require quote and require base calculation
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
2c373959a8
|
grid2: add investment check
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
68b1fce634
|
grid2: get the last trade price and apply generalOrderExecutor
|
2022-12-02 00:09:59 +08:00 |
|
c9s
|
a42c1799e2
|
grid2: define PinCalculator type
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
a8cbe0e488
|
grid2: pull out calculate pins call
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
32b6299b93
|
grid2: pull out CalculatePins
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
1fa5186002
|
grid2: allocate grid object
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
84c3d386ca
|
grid2: implement find next higher/lower pin
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
629cea0f44
|
grid2: fix ExtendUpperPrice and its tests
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
4fb2230e5d
|
grid2: improve number func
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
f46fc7ee80
|
grid2: fix tests
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
4ddbeff7e4
|
grid2: fix Test_calculateArithmeticPins
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
f98c00b7aa
|
grid2: fix extendLowerPrice method and tests
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
75c088eb9c
|
refactor calculateArithmeticPins
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
725c624281
|
grid2: rewrite ExtendUpperPrice
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
533587ffd2
|
grid2: update lowerPrice
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
d6f751c027
|
grid2: improve ExtendLowerPrice
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
e675a084e2
|
grid2: refactor spread, height methods
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
2761cff2bf
|
grid2: add pin tests
|
2022-12-02 00:09:57 +08:00 |
|
c9s
|
21a1d550e3
|
grid2: add grid struct
|
2022-12-02 00:09:57 +08:00 |
|
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 |
|