なるみ
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94f2bcf6fb
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Merge pull request #1111 from c9s/narumi/rebalance/public
strategy: rebalance: make CreatePositions and CreateProfitStats public
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2023-03-15 16:55:43 +08:00 |
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narumi
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0f9319a2f5
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make CreatePositions and CreateProfitStats public
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2023-03-15 16:01:13 +08:00 |
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c9s
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0882bc4960
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bollmaker: log submit order error
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2023-03-15 13:26:27 +08:00 |
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c9s
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4c6fc4a68d
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add v1.44.1 release note
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2023-03-15 13:22:35 +08:00 |
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c9s
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40040ff399
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bump version to v1.44.1
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2023-03-15 13:22:35 +08:00 |
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c9s
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af847f76ec
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update command doc files
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2023-03-15 13:22:34 +08:00 |
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なるみ
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7d91fd01d8
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Merge pull request #1109 from c9s/narumi/rebalance/fix-order-executor-not-found
fix: rebalance: fix positions and profit stats map
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2023-03-15 12:25:19 +08:00 |
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Yo-An Lin
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c37bc27217
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Merge pull request #1110 from andycheng123/fix/bollmaker
FIX: [bollmaker] MinProfitActivationRate is disabled if it's not set
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2023-03-15 11:18:35 +08:00 |
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Andy Cheng
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0a6c41cfe7
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fix/bollmaker: fix s.MinProfitActivationRate condition
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2023-03-15 11:06:26 +08:00 |
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Andy Cheng
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ca4890425c
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fix/bollmaker: MinProfitActivationRate is disabled if it's not set
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2023-03-15 10:57:18 +08:00 |
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kbearXD
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78071dc2c7
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Merge pull request #1107 from c9s/feature/maxapi/support-time-range
FEATURE: make MAX QueryTrades support start_time, end_time
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2023-03-14 21:12:59 +08:00 |
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narumi
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0458858de0
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fix position and profitstats
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2023-03-14 19:27:41 +08:00 |
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chiahung
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da48e0fc85
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make end_time down to start_time + 3 days if end_time > start_time + 3 days
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2023-03-14 18:39:36 +08:00 |
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chiahung
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e0b445f1c1
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FEATURE: make MAX QueryTrades support start_time, end_time
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2023-03-14 16:32:00 +08:00 |
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kbearXD
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ee4388406e
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Merge pull request #1097 from c9s/feature/grids/recover-from-trades
FEATURE: get filled orders when bbgo down
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2023-03-14 15:15:32 +08:00 |
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chiahung
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dce1e4c7d4
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rename buildSyncOrderMap to SyncOrderMap
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2023-03-14 14:35:15 +08:00 |
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なるみ
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cddf3570f2
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Merge pull request #1104 from c9s/narumi/rebalance/balance
fix: rebalance: adjust max amount by balance
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2023-03-14 14:06:31 +08:00 |
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chiahung
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9da8c39d2c
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avoid re-query same order
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2023-03-14 13:46:46 +08:00 |
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chiahung
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4af8523144
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new struct PinOrderMap
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2023-03-14 10:47:25 +08:00 |
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chiahung
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7af4e3bf8a
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FEATURE: get filled orders when bbgo down
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2023-03-14 10:47:23 +08:00 |
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c9s
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60d7d20ced
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grid2: fix newline for the message format
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2023-03-14 00:29:13 +08:00 |
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なるみ
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add9372eba
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use mid price to calculate weight
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2023-03-13 15:30:33 +00:00 |
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narumi
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0690518dc7
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add option to rebalance on start
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2023-03-13 22:43:42 +08:00 |
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narumi
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640001ffa1
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check minimal order quantity
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2023-03-13 22:39:22 +08:00 |
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narumi
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c9f6995701
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fix OrderExecutorMap's SumbitOrders
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2023-03-13 22:39:04 +08:00 |
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narumi
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0b7f42c382
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adjust max amount by balance
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2023-03-13 22:39:01 +08:00 |
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c9s
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a5641f6c73
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add v1.44.0 release note
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2023-03-13 22:04:23 +08:00 |
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c9s
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b58dcaba79
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bump version to v1.44.0
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2023-03-13 22:04:23 +08:00 |
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c9s
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18b401e100
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update command doc files
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2023-03-13 22:04:23 +08:00 |
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Yo-An Lin
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4b3f00fe79
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Merge pull request #1105 from c9s/strategy/grid2/client-order-id-max
grid2: use newClientOrderID only for max
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2023-03-13 21:47:02 +08:00 |
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Yo-An Lin
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07ebd83a62
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Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit
Improve/linregmaker minprofit
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2023-03-13 21:31:28 +08:00 |
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c9s
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35ceda8408
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grid2: use newClientOrderID only for max
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2023-03-13 21:27:13 +08:00 |
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gx578007
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4b540fce88
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Merge pull request #1100 from c9s/bhwu/grid2/specify-client-order-id
FIX: [grid2] specify client order id explicitly
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2023-03-13 18:51:27 +08:00 |
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gx578007
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83ba32bf2f
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mock SubmitOrders by DoAndReturn
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2023-03-13 18:43:52 +08:00 |
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kbearXD
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57d420fd6c
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Merge pull request #1098 from c9s/fix/precision/format-string
FIX: fix format string float point issue
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2023-03-13 16:44:06 +08:00 |
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Andy Cheng
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360173ac2b
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fix/linregmaker: fix syntax error
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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cb412dc13f
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improve/bollmaker: add MinProfitActivationRate
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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5fc459d404
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improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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dd87d716ce
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improve/linregmaker: fix end date of linregmaker config
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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6e854f8027
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improve/linregmaker: add MinProfitSpread
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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3c14382c3c
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improve/linregmaker: fix StandardIndicatorSet initialization problem
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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a607f230d6
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improve/linregmaker: more log for can buy sell
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2023-03-13 16:35:19 +08:00 |
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Andy Cheng
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0ea345a18c
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improve/linregmaker: fix balance calculation in backtesting
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2023-03-13 16:35:18 +08:00 |
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なるみ
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94828e6f55
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Merge pull request #1103 from c9s/narumi/rebalance/graceful-cancel
strategy: rebalance: graceful cancel
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2023-03-13 12:14:28 +08:00 |
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chiahung
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51a52d1c18
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comment out negative precision for dnum
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2023-03-13 11:28:40 +08:00 |
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narumi
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4559a35f31
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graceful cancel in rebalance strategy
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2023-03-13 00:49:49 +08:00 |
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c9s
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b050ae4098
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grid2: fix log format
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2023-03-11 16:03:13 +08:00 |
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なるみ
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5ea007ab39
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Merge pull request #1102 from c9s/narumi/fixedmaker
fix: strategy: fix fixedmaker
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2023-03-10 19:07:15 +08:00 |
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narumi
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74656e0e49
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fix fixedmaker errors
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2023-03-10 18:39:30 +08:00 |
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gx578007
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16b30960cc
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FIX: [grid2] specify client order id explicitly
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2023-03-10 18:29:53 +08:00 |
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