なるみ
99d6c0550d
glassnode: add Request struct
2022-06-25 19:59:00 +08:00
なるみ
5ce5571b5e
glassnode: delete all requests
2022-06-25 19:59:00 +08:00
c9s
4e670c67a8
pivotshort: change ratio calculation
2022-06-25 18:13:50 +08:00
c9s
66f923ad0d
backtest: add kline fixture generator
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-25 17:55:31 +08:00
c9s
118928d388
implement kline fixture generator
2022-06-25 17:52:37 +08:00
c9s
2e49a95d32
bbgo: remove unused context object
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-25 17:02:53 +08:00
c9s
b25be3d702
add doc comments
2022-06-25 16:55:54 +08:00
c9s
9f0e12dc25
service: fix import
2022-06-25 16:46:40 +08:00
c9s
7dd314703c
service: fix trade test
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-24 19:30:17 +08:00
c9s
751085f8ff
clean up todo comment
2022-06-24 19:24:49 +08:00
c9s
f4bb7bd231
service: drop unused methods
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-24 19:11:21 +08:00
c9s
bd991a7080
service: remove unused QueryLast method
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-24 19:08:51 +08:00
c9s
a9bff7701c
sync: avoid adding the millisecond one to the start time
2022-06-24 18:14:52 +08:00
c9s
cace7c8f97
sync: add more debug logs
2022-06-24 17:14:30 +08:00
c9s
4f42f90b49
service: update id map when inserting record
2022-06-24 16:49:41 +08:00
c9s
54d0a83eee
use local time instead of UTC
2022-06-24 15:42:30 +08:00
c9s
1587630b7b
service: pull out record to a var
2022-06-24 15:27:51 +08:00
c9s
3ad1f0e351
show trade ID in the console
2022-06-24 15:19:12 +08:00
c9s
7b60e34821
revert time range check change, it's the same lol
2022-06-23 17:59:46 +08:00
c9s
a78119b9ca
fix time range checking
2022-06-23 17:51:45 +08:00
c9s
4556e501da
batch: fix time range checking
2022-06-23 17:49:28 +08:00
c9s
8c1198de83
service: use created_at field to sort the orders
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-23 01:35:16 +08:00
c9s
2c96d079b8
skeleton: fix log WithField comment
2022-06-22 23:32:31 +08:00
c9s
2c5b553d21
skeleton: add notation
2022-06-22 23:29:29 +08:00
c9s
2550528f60
skeleton: add notification sample
2022-06-22 23:28:49 +08:00
c9s
dcbeace40e
skeleton: update more comments
2022-06-22 23:24:11 +08:00
c9s
b9cbb9d478
skeleton: add detailed comment to the skeleton
2022-06-22 23:18:11 +08:00
Yo-An Lin
7398afbde7
Merge pull request #758 from c9s/improve/pnl-cmd
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improve: add pnl cmd options and fix trade query
2022-06-22 18:38:02 +08:00
Yo-An Lin
d1abfcf80b
Merge pull request #757 from iamken1204/improve/totp-user
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totp-user: add default user 'bbgo'
2022-06-22 18:35:12 +08:00
c9s
8c850c71a2
cmd/pnl: add --sync option
2022-06-22 18:24:34 +08:00
c9s
fa7177426f
cmd/pnl: fix trade table query
2022-06-22 18:19:11 +08:00
c9s
9574a04cce
types: add time alias string to ParseLooseFormatTime
2022-06-22 17:20:10 +08:00
kettan
a0a96abeec
totp-user: add default user 'bbgo'
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There's no env in alpine image, causes the program throw error 'No USER or USERNAME' in containers.
* Create and assign env in bbgo image
* Fallback to use the default user 'bbgo' when env or was unassigned
2022-06-22 16:45:23 +08:00
c9s
3150480db8
bollmaker: remove stopC
2022-06-22 16:30:29 +08:00
c9s
c26d0d7824
bollmaker: clean up commment
2022-06-22 16:20:59 +08:00
c9s
fa26d5260f
bollmaker: use bbgo.IsBackTesting
2022-06-22 16:18:50 +08:00
c9s
60d2ac1616
ewoDgtrd: clean up embedded struct
2022-06-22 15:37:02 +08:00
c9s
027f1f01cf
improve callID fallback for persistence
2022-06-22 15:19:30 +08:00
c9s
5d72ffaa0f
rsmaker: remove embedded bbgo.Persistence
2022-06-22 13:52:40 +08:00
c9s
51a2f14af7
rsmaker: remove unused vars
2022-06-22 13:52:18 +08:00
c9s
bae685d63d
rsmaker: refactor ClosePosition method
2022-06-22 13:51:36 +08:00
c9s
09d0a9bbc7
pivotshort: clean up ClosePosition method
2022-06-22 13:46:04 +08:00
c9s
dbc6d4fb44
bollmaker: refactor ClosePosition method
2022-06-22 13:46:04 +08:00
c9s
b3160815ff
dca: use order executor to close position
2022-06-22 13:46:04 +08:00
c9s
929ffc3e5e
dca: clean up
2022-06-22 13:46:04 +08:00
c9s
a5cb8355d4
dca: rewrite dca with the new order executor
2022-06-22 13:46:04 +08:00
c9s
5fe0f5a299
pull out bollinger settings
2022-06-22 13:46:04 +08:00
c9s
b75da154a8
rsmaker: remove legacy state struct
2022-06-22 13:46:04 +08:00
c9s
16eeeb852c
rsmaker: drop the legacy persistence state
2022-06-22 13:46:04 +08:00
c9s
3e5d252c10
rsmaker: clean up and remove unused code
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-22 13:46:04 +08:00
c9s
2cd44b194a
pivotshort: remove persistence from pivotshort
2022-06-22 13:46:04 +08:00
c9s
46691d5ae1
strategy/xbalance: update xbalance persistence usage
2022-06-22 13:46:04 +08:00
c9s
3112b40634
support: remove unused const
2022-06-22 13:46:03 +08:00
c9s
6ef54bf2fb
call bbgo.Sync to sync persistence
2022-06-22 13:46:03 +08:00
c9s
7c9ad535fd
bbgo: call global persistence facade to sync data
2022-06-21 14:32:43 +08:00
Yo-An Lin
612df45c5e
Merge pull request #750 from c9s/refactor/persistence-singleton
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refactor: persistence singleton and improve backtest cancel performance
2022-06-21 14:01:14 +08:00
c9s
9b82de596b
refine optimizer executor config structure
2022-06-21 12:31:42 +08:00
Andy Cheng
edfdb5b888
optimizer: add max num of thread in config
2022-06-21 11:51:20 +08:00
c9s
9f2b810fd3
reformat go code
2022-06-21 01:25:47 +08:00
Yo-An Lin
d53176acdf
Merge pull request #746 from andycheng123/improve/pivotshort-control
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pivotshort: add strategy controller
2022-06-21 01:24:47 +08:00
Yo-An Lin
223b3dd95f
Merge pull request #747 from andycheng123/improve/supertrend-strategy
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strategy/supertrend: use new order executor api
2022-06-21 01:23:53 +08:00
c9s
19d8013f49
bbgo: optimize order cancel for back-testing
2022-06-21 01:12:16 +08:00
c9s
58c819bd75
bbgo: pull out PersistenceServiceFacade to singleton
2022-06-21 01:05:13 +08:00
Yo-An Lin
0e877b789e
Merge pull request #748 from andycheng123/improve/bollmaker
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bollmaker: remove redundant code for adapting new order executor api
2022-06-21 00:26:41 +08:00
Yo-An Lin
74e8540550
Merge pull request #749 from c9s/improve/optimizer-local-proc
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improve: add parallel local process executor for optimizer
2022-06-20 21:47:06 +08:00
austin362667
2f18ea230a
rsmaker: refactor active OB
2022-06-20 17:23:13 +08:00
austin362667
c227272542
rsmaker: add bulit-in strategy
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rsmaker: clean up
2022-06-20 17:23:13 +08:00
c9s
6afe2de9f7
optimizer: add parallel local process worker support for optimizer
2022-06-20 17:18:05 +08:00
c9s
626934a059
move out label copy and params copy to the outside of the loop
2022-06-20 15:27:01 +08:00
c9s
9be38e2421
optimizer: support multi metric value functions
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-20 14:52:40 +08:00
Andy Cheng
cc7b8c83ed
bollmaker: remove redundant code for adapting new order executor api
2022-06-20 13:47:17 +08:00
Andy Cheng
aa9296e8d5
strategy/supertrend: use new order executor api
2022-06-20 13:39:07 +08:00
c9s
6669db4264
optimizer: refactor Execute method
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-20 11:54:55 +08:00
Andy Cheng
24844052d2
pivotshort: add strategy controller
2022-06-20 11:39:18 +08:00
c9s
dd087b287d
optimizer: refactor LocalProcessExecutor and pull out config test
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-20 11:20:26 +08:00
c9s
3a072181bc
optimizer: close config file handle
2022-06-20 11:07:48 +08:00
c9s
d1b8710102
add export symbol comment
2022-06-20 10:21:42 +08:00
c9s
ee89a1c382
depth: do not test depth buffer when race is on
2022-06-20 02:49:07 +08:00
c9s
2a1beddba4
support: fix support strategy stop order update
2022-06-19 17:49:38 +08:00
c9s
6e562e2ede
increase batch insert size to 1000 for klines
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 17:41:52 +08:00
c9s
bf0186cf55
fix batch buffer size check
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 17:36:28 +08:00
c9s
f035667f37
support: refactor trailing stop order management
2022-06-19 17:23:10 +08:00
c9s
b6d1b4309b
refactor and update the support strategy
2022-06-19 15:57:59 +08:00
c9s
cb9ce753e2
strategy/bollmaker: refactor and clean up
2022-06-19 13:40:10 +08:00
c9s
156219456b
all: clean up bbgo.Notifiability
2022-06-19 13:05:02 +08:00
c9s
88a63df186
all: clean up notifiability usage
2022-06-19 13:01:22 +08:00
c9s
eacd1f1ae6
all: rewrite notification api
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 12:29:36 +08:00
c9s
88e83c944c
pivotshort: clean up log
2022-06-19 11:21:07 +08:00
c9s
c80fe1af33
pivotshort: call BindTradeStats
2022-06-18 16:32:53 +08:00
c9s
6cae9e7449
move GeneralOrderExecutor into bbgo package
2022-06-18 16:31:53 +08:00
c9s
d367186f3e
pivotshort: clean up and pull out order executor
2022-06-18 15:27:11 +08:00
c9s
47e76a9eb5
pivotshort: refactor and redesign order executor
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-18 12:30:42 +08:00
c9s
0326c34013
pivotshort: pull out GeneralOrderExecutor
2022-06-18 11:45:24 +08:00
c9s
807a3e125c
pivotshort: split trade collector callbacks
2022-06-18 10:54:06 +08:00
c9s
687be4aa7c
fix Withdraw stringer format
2022-06-18 03:33:53 +08:00
Yo-An Lin
ed19d0395f
Merge pull request #738 from c9s/feature/binance-rebate-history
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feature: binance: add binance spot rebate history support
2022-06-18 03:07:31 +08:00
Yo-An Lin
24fc5c2baf
Merge pull request #736 from zenixls2/feature/lint_fmt_check
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fix: gosimple alert
2022-06-18 02:48:47 +08:00
c9s
2fb36f4a9f
binance: add binance spot rebate history support
2022-06-18 02:47:15 +08:00
c9s
8038b7a1c7
service: drop unused queryLast method
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-18 02:28:40 +08:00
c9s
d2d6b84079
service: add reward stringer support
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Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-18 02:27:38 +08:00