3611 Commits

Author	SHA1	Message	Date
Andy Cheng	dc9ecdd6ca	strategy/supertrend: add accumulated profit SMA report	2022-08-03 14:04:30 +08:00
Yo-An Lin	1b177044fb	Merge pull request #855 from COLDTURNIP/feature/optimizer_hyperparam ... optimizeex: hyperparameter optimization tool	2022-08-02 17:38:38 +08:00
Raphanus Lo	68af2d0ff8	optimizer: rename optimizeex to hoptimize	2022-08-02 12:44:42 +08:00
Yo-An Lin	609508288c	Merge pull request #856 from COLDTURNIP/fix/ftx_default_fee ... exchange: FTX default fee	2022-07-31 13:16:01 +08:00
Raphanus Lo	5ef34a3b61	optimizer: calculate equity diff from whole assets instead of first symbol	2022-07-31 12:52:21 +08:00
Raphanus Lo	bad0aa31b7	optimizer: print best result in the same parameter order defined in config	2022-07-30 23:43:40 +08:00
Raphanus Lo	09940ed3cd	optimizer: optimizeEx supports discrete parameters	2022-07-30 20:34:28 +08:00
c9s	55a128ea90	pivotshort: use bbgo notify instead of just info log	2022-07-30 18:14:53 +08:00
c9s	8873101752	pivotshort: move trendEMA log	2022-07-30 18:02:28 +08:00
c9s	adb8a2a713	remove ping / pong debug	2022-07-30 16:27:43 +08:00
c9s	efaf8e9559	pivotshort: add more logs	2022-07-30 13:14:29 +08:00
Raphanus Lo	76d908e2bc	optimizer: workaround for data race in TPE optimization	2022-07-30 09:57:15 +08:00
Raphanus Lo	ae3eaaaeb3	optimizer: testing: param config	2022-07-30 00:19:12 +08:00
Raphanus Lo	f5d4fa098d	optimizer: refactor selector config types	2022-07-29 23:39:56 +08:00
Raphanus Lo	4e14df443a	optimizer: fix typo	2022-07-29 23:33:51 +08:00
Raphanus Lo	23dc8a9ce3	exchange: FTX default fee	2022-07-29 21:49:04 +08:00
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
c9s	bd754e1714	pivotshort: use infof log	2022-07-29 16:13:57 +08:00
Fredrik	b324149db2	added SideEffectTypeAutoRepay to supportTakeProfit	2022-07-29 09:41:35 +02:00
c9s	a132e789da	bump version to v1.38.0	2022-07-29 14:42:03 +08:00
Yo-An Lin	ae6c6c90a7	Merge pull request #849 from COLDTURNIP/feature/optimizer_output_asset_diff ... optimizer: print equity diff in final report	2022-07-28 18:56:41 +08:00
Yo-An Lin	a32ef8ca9a	Merge pull request #850 from COLDTURNIP/feature/optimizer_predict_grid_number ... optimizer: calculate total number of grids before testing	2022-07-28 18:54:21 +08:00
zenix	d46267aff9	feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml	2022-07-28 19:34:12 +09:00
Raphanus Lo	16814138a1	optimizer: calculate total number of grids before testing	2022-07-28 12:36:44 +08:00
Raphanus Lo	3c0d5727e6	optimizer: print equity diff in final report	2022-07-28 12:31:17 +08:00
c9s	30978ecbd4	pivotshort: check TrendEMA pointer	2022-07-28 11:29:27 +08:00
c9s	d61047cd26	pivotshort: add maxGradient config to trendEMA	2022-07-28 10:27:16 +08:00
c9s	93593ffa06	bbgo: add close position tag log	2022-07-28 10:27:04 +08:00
c9s	a791b455b8	types: fix average profit/loss overflow issue	2022-07-28 10:26:48 +08:00
c9s	5fa2606357	pivotshort: rename kLineClosedStop to fakeBreakStop	2022-07-28 09:29:10 +08:00
c9s	abd99a1d93	types: fix IntervalProfits struct tag	2022-07-27 19:26:16 +08:00
c9s	03541ca746	types: record the position open time	2022-07-27 19:25:30 +08:00
c9s	56bfa22dbe	types: add position openedAt time field	2022-07-27 19:25:30 +08:00
c9s	9f06be14aa	types: calculate MaximumConsecutiveLosses and MaximumConsecutiveProfits	2022-07-27 19:25:29 +08:00
c9s	151d907457	use debug log for trendEMA	2022-07-27 19:22:56 +08:00
c9s	c65456e44b	pivotshort: refactor and add trendEMA to resistance short	2022-07-27 19:22:56 +08:00
c9s	2719c86400	pivotshort: drop unused tail function	2022-07-27 19:22:56 +08:00
c9s	5821dd02cb	pivotshort: fix log format	2022-07-27 19:22:56 +08:00
c9s	9b35c789ee	pivotshort: add total quantity to the notification	2022-07-27 19:22:55 +08:00
c9s	b067c02cf0	pivotshort: fix resistance order quantity calculation	2022-07-27 19:22:55 +08:00
c9s	a9eef3fb93	pivotshort: fix pivot low usage	2022-07-27 19:22:55 +08:00
Yo-An Lin	3aeb6912c9	Merge pull request #846 from c9s/strategy/pivotshort ... strategy/pivotshort: refactor breaklow + add fake break stop	2022-07-27 12:18:50 +08:00
c9s	4c6fe11796	pivotshort: rename ClosedKLineStop to fake break stop	2022-07-27 12:04:54 +08:00
c9s	7438798390	bbgo: add ClosedKLineStop trigger	2022-07-27 11:47:12 +08:00
c9s	f323e91a56	pivotshort: fix resistance short	2022-07-27 11:30:32 +08:00
Yo-An Lin	4fd571d712	Merge pull request #813 from zenixls2/feature/drift_study ... feature: drift study	2022-07-27 11:29:48 +08:00
zenix	84c7c0596d	fix: fix drift naming style, fix kline Copy -> Set	2022-07-27 12:17:33 +09:00
zenix	3f33111182	fix: rename kline Copy to Set	2022-07-27 10:55:15 +09:00
c9s	3fbc634d81	bbgo: narrow down indicator interface type	2022-07-27 02:21:25 +08:00
c9s	feef912930	indicator: pivot low reformat	2022-07-27 01:58:05 +08:00