a dwarf
daab130735
upgrade cobra
2022-11-25 10:37:54 +08:00
c9s
d73880d0a8
binance: upgrade github.com/adshao/go-binance/v2 to v2.3.8
2022-09-19 17:02:50 +08:00
c9s
ccd085a8e6
go mod tidy -compat=1.17
2022-09-12 14:39:21 +08:00
c9s
8cd646668a
bbgo: use enumer to generate enumer parser
2022-09-02 14:16:16 +08:00
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
e34b0c6c30
fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m
2022-08-15 21:04:31 +09:00
c9s
5fdbd7bba3
set go module to 1.17
2022-08-15 15:10:25 +08:00
Yo-An Lin
62aff676da
Revert "feature: add smart cancel to drift"
2022-08-09 16:25:36 +08:00
zenix
0e3aecb549
fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m
2022-08-09 13:26:56 +09:00
Raphanus Lo
67f8b1c32c
optimizeex: hyperparameter optimization tool
...
Currently support the following search algorithms:
- Tree-structured Parzen Estimators (tpe, default)
- Covariance Matrix Adaptation Evolution Strategy (cmaes)
- Quasi-monte carlo sampling based on Sobol sequence (sobol)
- random search (random)
And the following objective function:
- profit
- volume
- equity
2022-07-29 17:09:54 +08:00
zenix
c51a99400d
feature: add plot for series. add autocorrelation. add clone for indicators/series
2022-07-26 18:00:05 +09:00
c9s
f329af2c6b
generate mocks for the exchange interface
...
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-07-06 01:31:12 +08:00
Fredrik
771f578efd
optimizer/fix: prevent from crashing if missing SummaryReport
2022-07-03 13:16:41 +02:00
Andy Cheng
a029509b63
optimizer: add progressbar
2022-06-29 16:17:43 +08:00
austin362667
c227272542
rsmaker: add bulit-in strategy
...
rsmaker: clean up
2022-06-20 17:23:13 +08:00
c9s
f81633c955
upgrade rockhopper
2022-06-17 13:45:13 +08:00
c9s
bf92e28461
service: implement margin service for syncing margin related data
2022-05-31 17:43:17 +08:00
c9s
f29e8bd6d2
service: use reflect to generate insert sql
2022-05-30 18:08:54 +08:00
c9s
32ce36fda7
implement json patch for optimizer
2022-05-19 17:27:59 +08:00
c9s
06e2902e5e
add file lock for report index
2022-05-17 22:41:39 +08:00
なるみ
98a35a485f
glassnode: use requestgen.BaseAPIClient
2022-05-05 11:05:27 +08:00
c9s
d0b400f0da
go mod tidy
2022-05-01 01:06:25 +08:00
c9s
87b6722f90
upgrade github.com/c9s/rockhopper
2022-04-26 18:47:04 +08:00
c9s
6c29e10caf
binance: improve binary error check
2022-04-26 16:43:40 +08:00
c9s
c2d1ef0fc8
add margin borrow endpoint
2022-04-23 12:51:07 +08:00
austin362667
9eefcb8c4e
go: add regression package
2022-04-20 18:10:27 +08:00
Yo-An Lin
4cd646e346
feature: basic grpc server ( #514 )
2022-04-08 19:21:57 +08:00
c9s
e4c8db8287
update go module and sum files
2022-03-15 21:50:55 +08:00
zenix
06e9450859
feature: add cmd document
...
add documentation index
2022-02-22 19:36:45 +09:00
c9s
c0beca78f5
include terminal color for back-test report
2022-02-01 01:00:26 +08:00
c9s
c7f15efb23
interact: add Slack interaction
2022-01-23 02:21:26 +08:00
c9s
93722e6db3
implement position closer interaction
2022-01-15 02:52:46 +08:00
zenix
09d66de9ee
add twitter/telegram badge
2022-01-05 19:35:31 +09:00
c9s
fd2f12a64f
upgrade gopkg.in/tucnak/telebot.v2 to v2.5
2022-01-05 11:01:57 +08:00
c9s
b8b5ccdd2d
kucoin: refactor account service with requestgen
2021-12-31 01:25:04 +08:00
c9s
2c0af99a51
rewrite kucoin bullet api with requestgen
2021-12-29 22:06:21 +08:00
c9s
542380efdf
upgrade github.com/adshao/go-binance/v2 v2.3.2 => v2.3.3
2021-12-29 15:25:59 +08:00
c9s
42f22e0ef3
add prometheus metrics server
2021-12-27 16:27:14 +08:00
TonyQ
16862e7208
exchange/stream : implement booktickerupdate event for ftx and
...
binance
2021-12-22 21:01:11 +08:00
TonyQ
3e45035ab1
database: sqlite3 issue fix
...
database: upgrade gosqllite3 version for increasing variable amount limit
types: update kline starttime/endtime field to prevent sqlite3
time parsing issue.
fix #215
2021-12-15 14:34:31 +08:00
austin362667
7f96fa8dde
binance: add multierr
2021-12-15 01:01:05 +08:00
Yo-An Lin
6c6eb252cc
Merge pull request #363 from tony1223/feature/355-ftx-backtest
2021-12-14 16:09:16 +08:00
TonyQ
8eb3eede82
fix backtest (with review)
2021-12-14 16:02:54 +08:00
TonyQ
4eb5a099ae
account: add nav_history_details and account_service for #302
2021-12-14 08:09:18 +08:00
Yo-An Lin
cdd5f2df82
Merge branch 'main' into fix/go-dns-security
2021-12-06 02:08:52 +08:00
c9s
8a8203bcbc
upgrade github.com/miekg/dns
2021-12-06 02:05:43 +08:00
c9s
db62cc9117
remove jwt-go and run go mod tidy
2021-12-06 02:03:26 +08:00
Austin
a36739f119
add MarkPriceUpdateEvent
2021-11-16 01:24:36 +08:00
c9s
379dcb770d
upgrade upgraded github.com/adshao/go-binance/v2 v2.3.1 => v2.3.2
2021-10-19 15:31:27 +08:00
c9s
95f0ee4c24
upgrade telebot from 2.3.5 to v2.4.0
2021-10-15 12:15:19 +08:00