4672 Commits

Author	SHA1	Message	Date
chiahung	26054e4958	fix on max api level	2023-03-15 18:09:46 +08:00
chiahung	891cac0640	FIX: fix wrong fee currency	2023-03-15 17:29:17 +08:00
narumi	0f9319a2f5	make CreatePositions and CreateProfitStats public	2023-03-15 16:01:13 +08:00
c9s	0882bc4960	bollmaker: log submit order error	2023-03-15 13:26:27 +08:00
c9s	40040ff399	bump version to v1.44.1	2023-03-15 13:22:35 +08:00
なるみ	7d91fd01d8	Merge pull request #1109 from c9s/narumi/rebalance/fix-order-executor-not-found ... fix: rebalance: fix positions and profit stats map	2023-03-15 12:25:19 +08:00
Andy Cheng	0a6c41cfe7	fix/bollmaker: fix s.MinProfitActivationRate condition	2023-03-15 11:06:26 +08:00
Andy Cheng	ca4890425c	fix/bollmaker: MinProfitActivationRate is disabled if it's not set	2023-03-15 10:57:18 +08:00
narumi	0458858de0	fix position and profitstats	2023-03-14 19:27:41 +08:00
chiahung	da48e0fc85	make end_time down to start_time + 3 days if end_time > start_time + 3 days	2023-03-14 18:39:36 +08:00
chiahung	e0b445f1c1	FEATURE: make MAX QueryTrades support start_time, end_time	2023-03-14 16:32:00 +08:00
kbearXD	ee4388406e	Merge pull request #1097 from c9s/feature/grids/recover-from-trades ... FEATURE: get filled orders when bbgo down	2023-03-14 15:15:32 +08:00
chiahung	dce1e4c7d4	rename buildSyncOrderMap to SyncOrderMap	2023-03-14 14:35:15 +08:00
なるみ	cddf3570f2	Merge pull request #1104 from c9s/narumi/rebalance/balance ... fix: rebalance: adjust max amount by balance	2023-03-14 14:06:31 +08:00
chiahung	9da8c39d2c	avoid re-query same order	2023-03-14 13:46:46 +08:00
chiahung	4af8523144	new struct PinOrderMap	2023-03-14 10:47:25 +08:00
chiahung	7af4e3bf8a	FEATURE: get filled orders when bbgo down	2023-03-14 10:47:23 +08:00
c9s	60d7d20ced	grid2: fix newline for the message format	2023-03-14 00:29:13 +08:00
なるみ	add9372eba	use mid price to calculate weight	2023-03-13 15:30:33 +00:00
narumi	0690518dc7	add option to rebalance on start	2023-03-13 22:43:42 +08:00
narumi	640001ffa1	check minimal order quantity	2023-03-13 22:39:22 +08:00
narumi	c9f6995701	fix OrderExecutorMap's SumbitOrders	2023-03-13 22:39:04 +08:00
narumi	0b7f42c382	adjust max amount by balance	2023-03-13 22:39:01 +08:00
c9s	b58dcaba79	bump version to v1.44.0	2023-03-13 22:04:23 +08:00
Yo-An Lin	4b3f00fe79	Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max ... grid2: use newClientOrderID only for max	2023-03-13 21:47:02 +08:00
Yo-An Lin	07ebd83a62	Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit ... Improve/linregmaker minprofit	2023-03-13 21:31:28 +08:00
c9s	35ceda8408	grid2: use newClientOrderID only for max	2023-03-13 21:27:13 +08:00
gx578007	4b540fce88	Merge pull request #1100 from c9s/bhwu/grid2/specify-client-order-id ... FIX: [grid2] specify client order id explicitly	2023-03-13 18:51:27 +08:00
gx578007	83ba32bf2f	mock SubmitOrders by DoAndReturn	2023-03-13 18:43:52 +08:00
kbearXD	57d420fd6c	Merge pull request #1098 from c9s/fix/precision/format-string ... FIX: fix format string float point issue	2023-03-13 16:44:06 +08:00
Andy Cheng	360173ac2b	fix/linregmaker: fix syntax error	2023-03-13 16:35:19 +08:00
Andy Cheng	cb412dc13f	improve/bollmaker: add MinProfitActivationRate	2023-03-13 16:35:19 +08:00
Andy Cheng	5fc459d404	improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate	2023-03-13 16:35:19 +08:00
Andy Cheng	6e854f8027	improve/linregmaker: add MinProfitSpread	2023-03-13 16:35:19 +08:00
Andy Cheng	3c14382c3c	improve/linregmaker: fix StandardIndicatorSet initialization problem	2023-03-13 16:35:19 +08:00
Andy Cheng	a607f230d6	improve/linregmaker: more log for can buy sell	2023-03-13 16:35:19 +08:00
Andy Cheng	0ea345a18c	improve/linregmaker: fix balance calculation in backtesting	2023-03-13 16:35:18 +08:00
chiahung	51a52d1c18	comment out negative precision for dnum	2023-03-13 11:28:40 +08:00
narumi	4559a35f31	graceful cancel in rebalance strategy	2023-03-13 00:49:49 +08:00
c9s	b050ae4098	grid2: fix log format	2023-03-11 16:03:13 +08:00
narumi	74656e0e49	fix fixedmaker errors	2023-03-10 18:39:30 +08:00
gx578007	16b30960cc	FIX: [grid2] specify client order id explicitly	2023-03-10 18:29:53 +08:00
chiahung	8c9ed0538f	add more test case	2023-03-10 17:55:55 +08:00
chiahung	291a6f273a	fix test error	2023-03-10 17:32:35 +08:00
Yo-An Lin	31e299baf2	Merge pull request #1101 from c9s/narumi/fixedmaker ... strategy: add fixedmaker	2023-03-10 17:24:01 +08:00
c9s	3eae532e13	grid2: init filledOrderIDMap for tests	2023-03-10 17:11:51 +08:00
c9s	c6609927f2	grid2: fix Warn by using Warnf	2023-03-10 17:00:09 +08:00
narumi	a7cfd488ed	add fixedmaker	2023-03-10 16:41:01 +08:00
gx578007	fd2032b825	FIX: [grid2] avoid handling one orderID twice	2023-03-10 16:16:11 +08:00
chiahung	36f48bc604	FIX: fix format string float point issue	2023-03-10 15:27:50 +08:00