Commit Graph

8886 Commits

Author SHA1 Message Date
zenix
5e7ea71613 feature: withdraw print config functionality from drift to be a general function 2022-08-18 17:38:27 +09:00
Yo-An Lin
c4a84840e2
Merge pull request #885 from c9s/fix/backtest-limit-taker
backtest: fix limit taker lock issue
2022-08-18 16:36:03 +08:00
c9s
4d32a578d7
backtest: emit balance update if we got some quote back 2022-08-18 16:09:07 +08:00
c9s
bd8b362274
backtest: delay the order update after the balance unlock 2022-08-18 15:43:09 +08:00
c9s
3a24a48cde
backtest: fix execution price for stop limit taker orders 2022-08-18 15:26:09 +08:00
c9s
9f9fc098f4
backtest: clean up todo 2022-08-18 15:11:27 +08:00
c9s
6c4d5041ba
backtest: fix limit taker lock issue 2022-08-18 15:09:46 +08:00
c9s
d7dbfd7613
bump version to v1.39.0 2022-08-18 13:43:48 +08:00
c9s
6d1fbca4fa
update command doc files 2022-08-18 13:43:48 +08:00
c9s
18e0fbb0a0
update release note 2022-08-18 13:43:22 +08:00
Yo-An Lin
37987b1427
Merge pull request #883 from andycheng123/release/v1.39.0
Release/v1.39.0
2022-08-18 11:50:55 +08:00
Andy Cheng
911b506ac4 add v1.39.0 release note 2022-08-17 18:59:26 +08:00
Andy Cheng
f990947370 bump version to v1.39.0 2022-08-17 18:59:26 +08:00
Andy Cheng
ffcaf0271b update command doc files 2022-08-17 18:59:26 +08:00
Yo-An Lin
c786d7d395
Merge pull request #882 from c9s/improve/autoborrow
strategy/autoborrow: add debt re-balancing
2022-08-17 17:17:45 +08:00
c9s
93ab26fbf7
doc: add instruction for creating branch 2022-08-17 17:00:00 +08:00
c9s
94e2e28edd
strategy/autoborrow: add debt re-balancing 2022-08-17 16:45:10 +08:00
c9s
c6e4fcf0c2
binance: fix QueryOrderTrades 2022-08-17 16:08:11 +08:00
c9s
b4e71dd5bb
binance: implement QueryOrderTrades method 2022-08-17 16:08:09 +08:00
c9s
53b8fd488e
types: add trade stats omitempty tag option 2022-08-17 16:07:47 +08:00
c9s
df8a4bef93
bbgo: remove unused trade store symbol argument 2022-08-17 16:02:42 +08:00
c9s
fa34a0ee70
binance: handle order status expired 2022-08-17 16:02:11 +08:00
Andy Cheng
2b638d1f8f strategy/supertrend: use pkg/data/tsv for tsv output 2022-08-16 15:49:08 +08:00
Andy Cheng
cd09ee0e34
Merge pull request #877 from andycheng123/improve/supertrend-strategy
strategy/supertrend: update example config
2022-08-16 15:38:21 +08:00
Andy Cheng
b5beadceb4 exhange/binance: exclude unrealized pnl from balance calculation 2022-08-16 15:06:13 +08:00
Raphanus Lo
b4e32a9ba7 hoptimizer: manually early stop
User is now able to stop trials by sending system signal (SIGINT & SIGTERM) and see the report earlier at any time.
2022-08-16 14:55:39 +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
Drift rebase
2022-08-16 15:35:42 +09:00
Yo-An Lin
0fa8692679
Merge pull request #875 from ankion/fix_pivotshort_trendema
pivotshort: trendema add initial date
2022-08-16 14:31:17 +08:00
Andy Cheng
0b5f2c308e exchange/binance: fix missing github.com/adshao/go-binance/v2 2022-08-16 14:21:48 +08:00
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
Andy Cheng
9cf29b6cc6 exchange/binance: get locked balance of futures account 2022-08-16 10:55:45 +08:00
zenix
71d3b926ec fix: go1.7 2022-08-15 21:46:13 +09:00
zenix
e3309ad709 fix: redundant params 2022-08-15 21:28:14 +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
3f48811dd4 feature: create simpleinteract and remove command in notification 2022-08-15 21:04:15 +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
Andy Cheng
f288e47270 strategy/supertrend: update example config 2022-08-15 18:10:56 +08:00
c9s
5fdbd7bba3 set go module to 1.17 2022-08-15 15:10:25 +08:00
Andy Cheng
f2f9e8c2bf
Merge pull request #876 from andycheng123/fix/risk
Fix: risk.AvailableQuote() should use Net() to get net value
2022-08-13 13:42:13 +08:00