c9s
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dc547aa818
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fix BOLL map allocation
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2020-10-31 18:29:58 +08:00 |
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c9s
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c3961024cf
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implement grid strategy update orders method
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2020-10-31 18:29:58 +08:00 |
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c9s
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e60127090b
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add GetBOLL access to standard indicator sets
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2020-10-31 18:29:58 +08:00 |
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c9s
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d49b2be543
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add bollinger indicator
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2020-10-29 17:51:20 +08:00 |
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c9s
|
4afabd92ed
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clean up code
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2020-10-29 17:05:01 +08:00 |
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c9s
|
5f45d18ae2
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fix struct composition
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2020-10-29 13:08:33 +08:00 |
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c9s
|
19b600bb35
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simplify strategy registration api
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2020-10-29 07:54:59 +08:00 |
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c9s
|
c71f013916
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let SMA indicator and EWMA indicator use IntervalWindow type
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2020-10-29 07:51:23 +08:00 |
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c9s
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2f8bffeaca
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add strict injection check fo pointer only objects
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2020-10-29 07:49:06 +08:00 |
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c9s
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33257c591e
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refactor swing strategy with types IntervalWindow
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2020-10-29 07:44:22 +08:00 |
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c9s
|
6d8ec7894e
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refactor standard indicator set with store
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2020-10-29 07:40:02 +08:00 |
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c9s
|
67446670ac
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finalize swing strategy and fix trade reporter issue
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2020-10-28 17:48:16 +08:00 |
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c9s
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b22e0370b3
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drop legacy OrderProcessor and remove slack debug
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2020-10-28 17:48:16 +08:00 |
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c9s
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468864302e
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fix submit order quantity formatting
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2020-10-28 17:48:16 +08:00 |
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c9s
|
2680ad5072
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refactor environment, market data store, injection and add swing strategy
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2020-10-28 17:48:16 +08:00 |
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c9s
|
7d7d2c2fc7
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assign standard indicator set to the session
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2020-10-28 11:15:50 +08:00 |
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c9s
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e2df24f31c
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support standard indicatorset
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2020-10-28 09:43:19 +08:00 |
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c9s
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50693ae845
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implement ewma and sma
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2020-10-28 09:13:57 +08:00 |
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c9s
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388346b284
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move injectStrategyField to a single file
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2020-10-27 20:42:48 +08:00 |
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c9s
|
e1c2f7cc3d
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improve notifier signatures and fix slack Notify method
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2020-10-27 20:13:10 +08:00 |
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c9s
|
7905ba09d4
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pull out fillStrategyNotifiability
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2020-10-27 19:37:11 +08:00 |
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c9s
|
ccc381143d
|
support pointer type filling
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2020-10-27 19:33:11 +08:00 |
|
c9s
|
b3eaf832af
|
Add pricealert strategy for demonstrating notification
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2020-10-27 13:54:39 +08:00 |
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c9s
|
ab43de3efd
|
clean up comment for base order executor
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2020-10-27 10:00:41 +08:00 |
|
c9s
|
ef598c3a0f
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assign base order executor descendingly
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2020-10-27 09:58:21 +08:00 |
|
c9s
|
8453e95300
|
configure channel routers
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2020-10-27 09:38:29 +08:00 |
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c9s
|
42f947506c
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add route methods on Notifiability
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2020-10-27 09:24:59 +08:00 |
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c9s
|
c315b79bd7
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add notification config
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2020-10-27 08:48:47 +08:00 |
|
c9s
|
284a0676f7
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remove unused confg package
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2020-10-27 08:19:16 +08:00 |
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c9s
|
955479486a
|
add symbol channel router and object channel router for notification
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2020-10-27 08:19:16 +08:00 |
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c9s
|
1d8e0bff5a
|
drop legacy NewDefaultEnvironment method
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2020-10-27 08:19:16 +08:00 |
|
c9s
|
0fd9e8b95a
|
reset price field when market order is used
|
2020-10-26 22:08:16 +08:00 |
|
c9s
|
38c87bfecc
|
drop config dir
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2020-10-26 21:46:38 +08:00 |
|
c9s
|
a1eeb55778
|
refactor and clean up bbgo config
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2020-10-26 21:45:02 +08:00 |
|
c9s
|
c324a791f6
|
refactor and configure risk control order executor
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2020-10-26 21:36:47 +08:00 |
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c9s
|
59aa5c5ee2
|
implement RiskControlOrderExecutor
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2020-10-26 18:28:34 +08:00 |
|
c9s
|
4e7c1a327b
|
pull out order formatter
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2020-10-26 18:17:18 +08:00 |
|
c9s
|
a4b6a5f923
|
load order executor config
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2020-10-26 17:57:28 +08:00 |
|
c9s
|
8274f6e97c
|
reformat OrderProcessor code
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2020-10-26 16:45:09 +08:00 |
|
c9s
|
c9fa565c24
|
remove the legacy submit order method
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2020-10-26 16:44:05 +08:00 |
|
c9s
|
359b3c56b4
|
move files
|
2020-10-26 16:15:30 +08:00 |
|
c9s
|
19f259111d
|
improve config loading by adding unmarshal yaml method
|
2020-10-26 15:33:25 +08:00 |
|
c9s
|
cd666fdf9e
|
pull out db parameter from the constructor
|
2020-10-26 15:06:39 +08:00 |
|
c9s
|
332ca7ffe8
|
make trade sync optional
|
2020-10-26 13:48:59 +08:00 |
|
c9s
|
931c646fde
|
configure notifier and make slack notification optional
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2020-10-26 13:40:43 +08:00 |
|
c9s
|
145264aae4
|
cancel orders and re-submit maker orders
|
2020-10-26 00:26:17 +08:00 |
|
c9s
|
de11ef10f5
|
return created order objects from SubmitOrders method
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
308427416a
|
Add more exchange order features
- use uuid for client order id
- add stop limit and stop market order types
- add order convert functions
- improve submit orders
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
cd28fb8771
|
unmarshal imports into config
|
2020-10-23 14:49:54 +08:00 |
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c9s
|
6b0f2b80d7
|
add multiple spec support
|
2020-10-23 00:21:03 +08:00 |
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