3128 Commits

Author	SHA1	Message	Date
zenix	bf6726a529	fix: output color output to stderr	2022-06-14 14:41:41 +09:00
zenix	28d01486ee	clean: clean code, add comments, add more report on exit	2022-06-14 14:41:41 +09:00
zenix	0ff3d94919	refactor: ewo choose ma	2022-06-14 14:41:41 +09:00
zenix	b5b1719045	feature: filter signal by ewo histogram and 3*atr entry	2022-06-14 14:41:41 +09:00
c9s	e7fc12aca7	update symbols doc	2022-06-14 13:32:13 +08:00
c9s	b1873aa19b	support specifying session in sync symbol	2022-06-14 13:02:36 +08:00
Andy Cheng	7ffe010c57	optimizer: kline directory by backtest period	2022-06-14 12:54:05 +08:00
c9s	8d9e63671e	binance: add GetApiReferralIfNewUserRequest api	2022-06-14 12:24:48 +08:00
Andy Cheng	8f18b414b6	optimizer: move klines to shared/	2022-06-13 13:14:39 +08:00
Andy Cheng	70d6d8f5db	optimizer: share klines in report	2022-06-13 12:26:47 +08:00
c9s	a506a00001	xmaker: fix position notify	2022-06-13 12:04:35 +08:00
c9s	4a6fb63c8b	check nil	2022-06-13 12:03:31 +08:00
c9s	8d2967c1a0	bump version to v1.33.4	2022-06-13 11:44:05 +08:00
c9s	e3a894eb7e	fix telegram filterPlaintextMessages	2022-06-13 11:29:33 +08:00
c9s	eba6706b92	move FilterSimpleArgs to the util package	2022-06-13 11:20:29 +08:00
c9s	0164cd1c72	fix reflect.Elem call	2022-06-13 11:05:00 +08:00
c9s	35d04bd31f	remove kline debug log	2022-06-13 10:38:15 +08:00
c9s	e8d25538f6	fix filterSimpleArgs for notification format	2022-06-13 10:37:39 +08:00
c9s	28666d4e98	fix profit pointer check	2022-06-13 10:33:28 +08:00
zenix	a65374d686	fix: fixedpoint percentage bound check	2022-06-13 11:05:55 +09:00
Yo-An Lin	77e8af2ae6	Merge pull request #710 from c9s/strategy/pivot ... strategy: pivot: add bounce short	2022-06-12 12:12:04 +08:00
c9s	69fc6ca252	backtest: add fee token support	2022-06-12 03:55:02 +08:00
c9s	2e8f9c3ad8	backtest: fix fee calculation	2022-06-12 03:45:47 +08:00
c9s	ce70bbbc4a	account: check if balance exists	2022-06-12 03:45:28 +08:00
c9s	5949c7587e	make bounce short optional	2022-06-11 16:41:56 +08:00
c9s	3d0c0717ba	pivotshort: fix bounce short	2022-06-11 16:33:21 +08:00
c9s	ec68dc2f40	reimplement placeBounceSellOrders	2022-06-11 00:26:44 +08:00
Yo-An Lin	2bab2103e8	Merge pull request #703 from c9s/fix/sync-goroutine-leak ... fix: syncing goroutine leak	2022-06-10 16:47:02 +08:00
c9s	46450c0122	pivotshort: rename pivotLength to window and update indicator manually	2022-06-10 15:34:57 +08:00
c9s	91b9605884	pivotshort: manually update pivot indicator	2022-06-10 15:18:12 +08:00
c9s	fba0a20cda	fix pivot indicator: filter out zero lows and highs	2022-06-10 15:17:06 +08:00
zenix	1e67acd77a	fix: set buffer period to allow buffer to get fully appended before the estimation in buffer_test	2022-06-10 15:24:13 +09:00
zenix	f1e24bf43b	feature: add codecoverage and add race detection in go test, fix: fix race conditions	2022-06-10 14:01:14 +09:00
ycdesu	9a71c9a5eb	web: pass root ctx into setup func	2022-06-10 12:19:38 +08:00
ycdesu	1dbd5dbd94	sync: only sync when previous operation is done	2022-06-10 12:16:58 +08:00
c9s	a9d2a9e57a	pivotshort: add breakLow.bounceRatio option	2022-06-10 11:36:04 +08:00
c9s	0921f038a6	bump version to v1.33.3	2022-06-10 02:52:54 +08:00
c9s	9ffefbab03	adjust CancelOrderWaitTime back to 20ms	2022-06-10 02:51:20 +08:00
c9s	470e003867	max: fix max v3 order cancel	2022-06-10 02:50:39 +08:00
Yo-An Lin	aeae2d58c9	Merge pull request #699 from c9s/strategy/pivot ... pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume…	2022-06-10 02:47:13 +08:00
c9s	35a58268cf	pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume option	2022-06-10 02:39:14 +08:00
Yo-An Lin	449186f460	Merge pull request #697 from andycheng123/fix/supertrend ... strategy: remove redundant code	2022-06-10 01:29:45 +08:00
c9s	e575236db8	pivotshort: adjust shadow ratio calculation	2022-06-10 01:21:59 +08:00
c9s	260857b5b1	pivotshort: add TradeStats	2022-06-10 00:49:32 +08:00
c9s	b79e4f2fb8	fixedpoint: add marshalYAML interface support	2022-06-10 00:42:48 +08:00
c9s	a8134561f5	pivotshort: add stopEMA	2022-06-09 18:16:32 +08:00
c9s	aa2ba265f1	pivotshort: refactor and add more fix	2022-06-09 17:36:22 +08:00
Andy Cheng	2e3badc0da	strategy: remove redundant code	2022-06-09 16:37:19 +08:00
c9s	4f9ac6f3fb	pivotshort: move notification message to make log clean	2022-06-09 15:50:43 +08:00
c9s	e117cc4157	optimize single symbol query for kline query	2022-06-09 15:50:23 +08:00
c9s	77eb5da7b7	clean up type conversion	2022-06-09 15:50:06 +08:00
c9s	f8dbd26736	move cpu profile option to global cmd	2022-06-09 15:49:52 +08:00
c9s	8d3f487d0d	reduce order cancel wait time to 10ms	2022-06-09 15:49:34 +08:00
c9s	b731405658	add fixedpoint.Value to simple types	2022-06-09 15:49:13 +08:00
c9s	5a809f60e0	pivotshort: fix order cancel step	2022-06-09 13:26:30 +08:00
c9s	4b08e93758	rename st = store	2022-06-09 12:34:23 +08:00
c9s	fc0457cefe	fix notify args filtering	2022-06-09 12:34:23 +08:00
c9s	e17535e651	pivotshort: fix position close bugs	2022-06-09 12:34:23 +08:00
c9s	1bfc125a52	gracefully cancel order before closing position	2022-06-09 12:34:23 +08:00
c9s	1d8cd2d604	improve kline matching error	2022-06-09 12:34:22 +08:00
c9s	77b704b6ec	move some methods back for refactoring	2022-06-09 12:34:22 +08:00
austin362667	3c40f9e90e	pivotshort: improve market sell when breaks previous pivot low only ... pivotshort: improve market sell when breaks previous pivot low only	2022-06-09 12:34:22 +08:00
c9s	9065b5bae7	bump version to v1.33.2	2022-06-08 23:17:11 +08:00
Yo-An Lin	60af0b08e3	Merge pull request #693 from c9s/fix/binance-deposit-history-sync ... fix: fix and rewrite binance deposit history sync	2022-06-08 19:16:10 +08:00
c9s	c16fe8188a	fix: calcualte fee in quote only when fee is not zero	2022-06-08 18:09:17 +08:00
c9s	83d7aab4d4	fix trade format alignment	2022-06-08 18:06:49 +08:00
c9s	f1cce3e123	clean up	2022-06-08 17:33:52 +08:00
c9s	f3a7428b48	add stringer method for deposit struct	2022-06-08 17:32:42 +08:00
c9s	6d78b05b41	rewrite deposit sync service	2022-06-08 15:49:44 +08:00
c9s	5f075af24f	batch: add DepositBatchQuery	2022-06-08 15:49:44 +08:00
c9s	c4c8bca72f	binance: re-implement deposit history query	2022-06-08 15:49:44 +08:00
c9s	854661bc71	backtest: move info log suppress after sync	2022-06-08 15:15:57 +08:00
c9s	99bf914415	add warning logs to pnl cmd	2022-06-08 15:10:43 +08:00
c9s	8c6331073d	cmd: fix pnl cmd	2022-06-08 15:10:43 +08:00
c9s	e023d0be5b	service: rewrite kline sync check	2022-06-08 15:10:43 +08:00
c9s	1f927d5162	use the same time object for 'now'	2022-06-08 14:37:03 +08:00
c9s	09912b3fc3	environment: avoid setting UTC on time object	2022-06-08 14:36:26 +08:00
c9s	14ffa0fe2f	bump version to v1.33.1	2022-06-08 13:15:52 +08:00
Yo-An Lin	4fdee25a96	Merge pull request #691 from c9s/fix/sync-time ... fix: fix sync since time field check	2022-06-08 13:04:39 +08:00
c9s	fb5fc02bdf	fix since time field check	2022-06-08 12:54:48 +08:00
Yo-An Lin	047fad8d5b	Merge pull request #689 from c9s/fix/sqlite-gid-insert ... fix: fix reflect insert (remove gid field)	2022-06-08 12:18:23 +08:00
c9s	e7dfd4a654	fix reflect insert (remove gid field)	2022-06-08 12:08:04 +08:00
zenix	7a045a48d4	fix: drift window in factorzoo, order_execution print order, refactor: use defer to mu.Unlock in depth/buffer.go	2022-06-08 12:14:53 +09:00
zenix	8361689974	fix: check for div zero in drift indicator	2022-06-08 11:07:26 +09:00
zenix	9dd8dbbede	feature: add drift indicator, split heikinashi's Queue	2022-06-08 01:21:18 +08:00
c9s	792e67e982	bump version to v1.33.0	2022-06-07 22:34:16 +08:00
c9s	e92e0f04f3	bump version to v1.33.0	2022-06-07 22:31:08 +08:00
c9s	ea2ba5d11e	bump version to v1.33.0	2022-06-07 22:24:47 +08:00
c9s	7f07852086	fix filled market order update event duplicated trigger	2022-06-07 20:27:11 +08:00
c9s	fc8d3ea59f	register dca strategy to builtin	2022-06-07 20:26:56 +08:00
c9s	9a29843477	add dca strategy	2022-06-07 20:26:44 +08:00
c9s	dc0cb30b23	fix order submit message format	2022-06-07 20:26:33 +08:00
c9s	7e92e6592a	backtest: add test case for testing order update callbacks	2022-06-07 19:36:55 +08:00
Andy Cheng	9836fbbf82	strategy: rebase	2022-06-07 16:49:43 +08:00
Andy Cheng	39615c8981	indicator: get supertrend signal	2022-06-07 16:44:15 +08:00
Andy Cheng	14e70007d9	indicator: supertrend	2022-06-07 16:44:15 +08:00
Andy Cheng	34465fac89	Merge pull request #653 from andycheng123/strategy/supertrend ... strategy: add supertrend strategy	2022-06-07 16:25:49 +08:00
Andy Cheng	ee26d6ce34	strategy: Persistence.Sync() after position change	2022-06-07 16:04:40 +08:00
Yo-An Lin	037f2949bd	Merge pull request #678 from andycheng123/fix/interact ... interact: fix missing make()	2022-06-07 12:31:53 +08:00
c9s	32837d85a0	fix fmaker	2022-06-07 12:31:06 +08:00