zenix
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d8d77cec1e
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feature: add skew, covariance and variance
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2022-06-29 20:10:20 +09:00 |
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zenix
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1e31c4fb04
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feature: add correlation for series
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2022-06-29 20:10:20 +09:00 |
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zenix
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36127a6332
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feature: implement omega, sharp, sortino related functions
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2022-06-29 20:10:20 +09:00 |
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zenix
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b26d3005a3
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feature: add pct_change implementation in indicator
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2022-06-29 20:10:20 +09:00 |
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Yo-An Lin
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ccfaf0e070
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Merge pull request #784 from c9s/strategy/pivotshort
strategy: pivotshort: fix stopEMA
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2022-06-29 17:04:24 +08:00 |
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c9s
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4bb2e4a25f
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fix stopEMA range check
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2022-06-29 16:59:50 +08:00 |
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Andy Cheng
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6222ceef9a
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Merge pull request #785 from andycheng123/improve/optimizer-progressbar
optimizer: add progressbar
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2022-06-29 16:28:03 +08:00 |
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Andy Cheng
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a029509b63
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optimizer: add progressbar
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2022-06-29 16:17:43 +08:00 |
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c9s
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83d6f4764c
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types: fix profit factor calculation
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-29 15:37:18 +08:00 |
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c9s
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84083f56b7
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bbgo: add ExchangeSession param to the subscribe method
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2022-06-29 15:16:56 +08:00 |
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c9s
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cb1c5634a2
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pivotshort: remove redundant notification
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2022-06-29 15:14:24 +08:00 |
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Zenix
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6b6686caa8
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Merge pull request #778 from zenixls2/feature/series_extend
feature: add seriesExtend
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2022-06-29 12:35:48 +09:00 |
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Yo-An Lin
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f1d9f352eb
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Merge pull request #783 from c9s/strategy/pivotshort
fix: pivotshort: fix kline history loading
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2022-06-29 11:30:51 +08:00 |
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c9s
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38920dfc7a
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pivotshort: fix kline history loading
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2022-06-29 11:23:05 +08:00 |
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zenix
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0b8441f4a2
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rename: ToArray -> Array, ToReverseArray -> Reverse
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2022-06-29 11:13:43 +09:00 |
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Yo-An Lin
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95342d3481
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Merge pull request #782 from c9s/strategy/pivotshort
refactor: moving exit methods from pivotshort to the core
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2022-06-29 02:10:33 +08:00 |
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c9s
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fc3e76204a
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bbgo: add todo for the reflect Subscribe call
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2022-06-29 02:03:00 +08:00 |
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c9s
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95c2711b0d
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bbgo: call Subscribe method dynamically
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2022-06-29 02:02:23 +08:00 |
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c9s
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16f2a06b1f
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all: move exit methods to the bbgo core
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-29 01:58:15 +08:00 |
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Yo-An Lin
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6e9993c9eb
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Merge pull request #781 from c9s/strategy/pivotshort
strategy: pivotshort: optimize and update config
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2022-06-29 01:46:25 +08:00 |
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c9s
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cfc4fd1f81
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add doc for CumulatedVolumeTakeProfit
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2022-06-29 01:39:33 +08:00 |
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c9s
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3d4f765678
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rename protectionStopLoss to protectiveStopLoss
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2022-06-29 01:31:56 +08:00 |
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c9s
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44d0bbc3fa
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config: optimize and update pivotshort config
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-29 01:23:01 +08:00 |
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c9s
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37413e4355
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pivotshort: fix bounce ratio calculation
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2022-06-28 23:47:34 +08:00 |
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c9s
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b32cfef2fd
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backtest: set order price for market order
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2022-06-28 23:47:34 +08:00 |
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c9s
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609b6a7a50
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add ref link to trade stats
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2022-06-28 23:47:34 +08:00 |
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c9s
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32c76105b0
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types: add total net profit field to trade states
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-28 23:47:34 +08:00 |
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c9s
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1617005114
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pivotshort: fix pivotshort trigger condition
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2022-06-28 23:47:34 +08:00 |
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zenix
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12757a0458
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feature: add seriesExtend
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2022-06-28 21:11:07 +09:00 |
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Yo-An Lin
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cb1ad3a89b
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Merge pull request #775 from c9s/fix/backtest-order-cancel-test
test: backtest: add order cancel test case
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2022-06-28 18:34:52 +08:00 |
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c9s
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1156e15cfe
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backtest: add order cancel test case
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-28 18:25:51 +08:00 |
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Yo-An Lin
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ee59fc447d
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Merge pull request #773 from c9s/fix/backtest-taker-order
fix: fix backtest taker order execution
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2022-06-28 18:13:22 +08:00 |
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c9s
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c0f8bb9a2d
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backtest: do not change the backtest order price
- apply the last price on the executed trade
- add more tests
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2022-06-28 17:43:51 +08:00 |
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Yo-An Lin
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74d74a2d0f
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Merge pull request #772 from c9s/fix/backtest-stop-order
backtest: fix stop order backtest, add more test cases and assertions
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2022-06-28 15:30:19 +08:00 |
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c9s
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81ed5bff4f
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backtest: refactor calculateNativeOrderFee and add test case
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2022-06-28 15:29:01 +08:00 |
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c9s
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abee61cdc4
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backtest: fix stop order backtest, add more test cases and assertions
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2022-06-28 14:35:06 +08:00 |
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Yo-An Lin
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f2a642b165
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Merge pull request #770 from c9s/fix/backtest-stop-limit
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2022-06-28 04:08:28 +08:00 |
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c9s
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09e98eed82
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backtest: handle stop market and add test case
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 20:49:55 +08:00 |
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c9s
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34900776f6
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pivotshort: reformat code
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2022-06-27 19:54:58 +08:00 |
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c9s
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dec02296a3
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backtest-report: show order tag in the mark
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 19:53:43 +08:00 |
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c9s
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10d5a8a4f2
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backtest: fix stop limit order matching
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 19:48:14 +08:00 |
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c9s
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9631a2e551
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fix segment control default value
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 18:26:26 +08:00 |
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c9s
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11dacbc2cd
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show order tag in the order list
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2022-06-27 18:20:26 +08:00 |
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c9s
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2784408b8b
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add submit order tag
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2022-06-27 18:17:57 +08:00 |
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c9s
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2953518af9
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add limit to the order table
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2022-06-27 18:17:46 +08:00 |
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c9s
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b97ec7bb1e
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pivotshort: remove unused struct
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2022-06-27 18:14:12 +08:00 |
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Yo-An Lin
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3ea94871b0
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Merge pull request #769 from c9s/feature/time-range-picker
backtest-report: sort intervals
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2022-06-27 18:14:01 +08:00 |
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c9s
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95d7be25a7
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sort intervals
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2022-06-27 17:31:00 +08:00 |
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Yo-An Lin
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61582e4651
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Merge pull request #768 from c9s/feature/time-range-picker
feature: backtest: add ohlc legend
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2022-06-27 17:06:38 +08:00 |
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c9s
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e5251400a4
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add ampl and change percentage
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2022-06-27 16:56:31 +08:00 |
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