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2715 Commits

Author SHA1 Message Date
Yo-An Lin
8cf9218dce
Merge pull request #584 from c9s/add-nav-columns 
feature: record nav values into db
 2022-05-04 16:25:04 +08:00
c9s
450517d159
bbgo: do not write trade when writing position 2022-05-04 16:21:53 +08:00
c9s
0e417f6f71
xnav: rename assets to allAssets 2022-05-04 16:21:53 +08:00
c9s
0061a5910b
use the same price time 2022-05-04 16:21:53 +08:00
c9s
754d10c3d0
use interval instead of duration 2022-05-04 16:21:53 +08:00
c9s
d78e0c607a
xnav: pass session to the record assets method call 2022-05-04 16:21:53 +08:00
c9s
6ed6f15b75
interact: use debug log instead of info 2022-05-04 16:21:53 +08:00
c9s
40c2de3259
fix: remove zeroed fields 2022-05-04 16:21:53 +08:00
c9s
8a93f0921f
add more margin info columns 2022-05-04 14:40:52 +08:00
c9s
01273f7c4c
compile and update migration package 2022-05-04 14:40:52 +08:00
c9s
5cd7e61006
xnav: support asset recording 2022-05-04 14:23:46 +08:00
c9s
95f7d85183
bbgo: pass price time into the asset conversion function 2022-05-04 14:23:46 +08:00
c9s
3b25db31df
types: extend balance map methods 2022-05-04 14:22:51 +08:00
c9s
5a00e2fe20
add account service test 2022-05-03 23:36:44 +08:00
なるみ
aa29fde9e3 indicator: add test case for boll 2022-05-03 22:28:40 +08:00
c9s
2c70509ee8
add recordAsset method 2022-05-03 19:26:52 +08:00
c9s
d93fd3cc48
service: insert asset fields 2022-05-03 17:51:47 +08:00
c9s
2fba2c335b
types: check borrowed fields 2022-05-03 17:44:31 +08:00
c9s
e0086a45cb
update asset borrowed, netAsset, priceInUSD fields 2022-05-03 17:40:57 +08:00
Yo-An Lin
9c08bea065
Fix accounts field 2022-05-03 17:32:10 +08:00
c9s
e1dcc7c6d3
types: extend asset struct fields 2022-05-03 16:54:39 +08:00
c9s
c9c16f1e47
show missing exchange name in the back-test config 2022-05-03 16:46:38 +08:00
Yo-An Lin
9689ec079d
Merge pull request #581 from c9s/add-sync-exchange-option 
feature: add --sync-exchange option to override backtest sync exchanges
 2022-05-03 12:55:44 +08:00
c9s
270d82e818
bump version to v1.31.4 2022-05-03 12:43:28 +08:00
Yo-An Lin
159c972d8b
Merge pull request #582 from c9s/rename-backtest-account-to-accounts 
improve: backtest: rename backtest.account to backtest.accounts
 2022-05-03 12:41:32 +08:00
Yo-An Lin
81ce9218b5
Merge pull request #580 from c9s/fix/okex-rate-limit 
fix: fix okex rate limit
 2022-05-03 12:40:46 +08:00
c9s
946bbdbca3
backtest: rename backtest.account to backtest.accounts 2022-05-03 12:18:40 +08:00
c9s
f2edd24029
add --sync-exchange option to override backtest sync exchanges 2022-05-03 12:12:39 +08:00
c9s
eb10889d35
okex: fix okex rate limit 2022-05-03 12:11:50 +08:00
c9s
b611a42bd9
kucoin: fix kucoin rate limit 2022-05-03 12:11:02 +08:00
c9s
d742aea633
okex: fix kline query 2022-05-03 11:14:53 +08:00
c9s
351426ecdd
bump version to v1.31.3 2022-05-02 11:56:23 +08:00
c9s
fa2eb87268
fix: sync can be nil 2022-05-02 11:55:40 +08:00
c9s
9875b52372
bump version to v1.31.2 2022-05-02 10:40:21 +08:00
c9s
2bdcf2266d
fix default sync logic 2022-05-02 10:39:59 +08:00
Yo-An Lin
faccc64377
Merge pull request #576 from zenixls2/update/ewoDgtrd 
feature: add atr stoploss on ewoDgtrd strategy
 2022-05-01 01:42:00 +08:00
c9s
ba1370a05d bump version to v1.31.1 2022-05-01 01:23:27 +08:00
c9s
eb10244e40 compile and update migration package 2022-05-01 01:23:27 +08:00
Yo-An Lin
9ec5ca710c
Merge pull request #578 from c9s/c9s-patch-1 
fix: use time.UTC instead of time.Local
 2022-05-01 01:18:19 +08:00
c9s
2897f5af93 bump version to v1.31.1 2022-05-01 01:16:14 +08:00
c9s
ce54e917a2 compile and update migration package 2022-05-01 01:16:10 +08:00
c9s
486cf50a9c bbgo: fix init band width setup 2022-05-01 01:12:57 +08:00
Yo-An Lin
a954f0e595
use time.UTC instead of time.Local 2022-04-29 14:06:22 +08:00
zenix
4eab82ee7b feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc 2022-04-28 20:09:15 +09:00
なるみ
c67bfc9a71 move glassnode to datasource 2022-04-27 18:16:54 +08:00
なるみ
0ec8ec6498 glassnode: query futures open interest 2022-04-27 18:16:54 +08:00
なるみ
b87eda3bbb move files to glassnodeapi 2022-04-27 18:16:54 +08:00
c9s
044470377b
avoid using the iterator variable 2022-04-27 17:13:58 +08:00
c9s
1f736d1f5e
binance: update stream order fields 2022-04-27 14:43:39 +08:00
c9s
ce6fd387be
remove unused ConvertTrades 2022-04-27 14:29:58 +08:00
c9s
1c1fbb1633
bbgo: document strategy id and pnl field 2022-04-27 13:30:07 +08:00
c9s
5edaa9708c
bbgo: fix margin order/trade sync 2022-04-27 13:25:42 +08:00
c9s
c9fd4c9a1d
bump version to v1.31.0 2022-04-27 13:02:18 +08:00
Yo-An Lin
14a29df975
Merge pull request #565 from c9s/fix/trade-sync 
fix: service: correct QueryLast query
 2022-04-27 12:40:05 +08:00
c9s
6630d3f56b
service: correct QueryLast query 2022-04-27 11:42:31 +08:00
Andy Cheng
8c353421d8 interact: Remove status from strategy signature 2022-04-26 21:05:26 +08:00
Andy Cheng
1a13826505 interact: refactor generateStrategyButtonsForm() 2022-04-26 19:11:50 +08:00
Yo-An Lin
9588064f19
Merge pull request #561 from zenixls2/fix/ma 
fix: window update in indicators. add: CA, TMA
 2022-04-26 18:56:32 +08:00
Yo-An Lin
44e51e966a
Merge pull request #563 from c9s/rockhopper-upgrade 
upgrade rockhopper
 2022-04-26 18:56:10 +08:00
c9s
085ba1e323
compile and update migration package 2022-04-26 18:48:27 +08:00
Andy Cheng
eb1beb05d1 interact: rename functions to private functions 2022-04-26 18:32:41 +08:00
Andy Cheng
7326a1b21d strategy: fix wrong string formatting syntax 2022-04-26 18:29:22 +08:00
Andy Cheng
6b62f27155 feature: make callback vars start with lowercase 2022-04-26 18:29:22 +08:00
Andy Cheng
61b6755518 interact: GetStrategySignatures() returns map[string]SingleExchangeStrategy instead of slice of strategy signatures 2022-04-26 18:29:22 +08:00
Andy Cheng
7b3e369766 feature: use LocalActiveOrderBook for cancelling open orders for strategy controller in support strategy 2022-04-26 18:29:22 +08:00
Andy Cheng
26a5114182 feature: adapt callbackgen style strategy controller in support strategy 2022-04-26 18:29:22 +08:00
Andy Cheng
cf8603e30b feature: use NewFromFloat 2022-04-26 18:29:22 +08:00
Andy Cheng
324c7ea432 feature: logging with strategy symbol 2022-04-26 18:29:22 +08:00
Andy Cheng
f6ec931bed feature: use callbackgen 2022-04-26 18:29:22 +08:00
Andy Cheng
cbf6bf78bc feature: make FilterStrategyByInterface a simple function 2022-04-26 18:29:22 +08:00
Andy Cheng
ecc63f743f feature: split strategy controller interface into several smaller ones 2022-04-26 18:29:21 +08:00
Andy Cheng
389752161d feature: adapt new strategy controller in support strategy 2022-04-26 18:29:21 +08:00
Andy Cheng
64766c48f3 feature: revert position closer and position reader back 2022-04-26 18:29:21 +08:00
Andy Cheng
78a8c2aaaf feature: mix embeded struct and callback in strategy controller 2022-04-26 18:29:21 +08:00
Andy Cheng
57fdc9b120 feature: adapt new strategy controller in support strategy 2022-04-26 18:29:21 +08:00
Andy Cheng
6228cddbec feature: adapt new strategy controller in interact 2022-04-26 18:29:21 +08:00
Andy Cheng
bb2bce4721 feature: strategy controller 2022-04-26 18:29:21 +08:00
Andy Cheng
85ffe9a2de feature: prototype of strategy controller struct 2022-04-26 18:29:21 +08:00
Andy Cheng
73c2c84cab feature: prototype of strategy controller struct 2022-04-26 18:29:21 +08:00
Andy Cheng
5799709e3e pkg: add empty strategy controller file 2022-04-26 18:29:21 +08:00
c9s
23dd60728e
binance: fix error check 2022-04-26 16:51:41 +08:00
c9s
6c29e10caf
binance: improve binary error check 2022-04-26 16:43:40 +08:00
zenix
b3741771e3 fix: window update in indicators. add: cumulative average, triangular moving average 2022-04-26 17:32:31 +09:00
c9s
109fdd6511
aggregate totalBorrowed 2022-04-26 16:13:07 +08:00
c9s
2933db20cd
types: show borrowed balance 2022-04-26 16:07:27 +08:00
c9s
cbec4ac199
binance: improve query trades conditions for start time and end time 2022-04-26 15:58:12 +08:00
c9s
16227cea2f
autoborrow: call tryToRepayAnyDebt when margin level is low 2022-04-26 15:44:13 +08:00
c9s
b97588f153
autoborrow: fix max total borrow condition 2022-04-26 15:33:01 +08:00
Zenix
a8f0c71a53
Merge pull request #545 from zenixls2/feature/ma_series 
feature: add some new ma indicators
 2022-04-25 21:01:17 +09:00
c9s
069db1d0cb
replace margin ratio with margin level 2022-04-25 19:15:47 +08:00
c9s
333378a52a
autoborrow: change debugf to infof 2022-04-25 19:10:22 +08:00
c9s
7b2398ce39
autoborrow: use margin level instead of margin ratio 2022-04-25 19:05:16 +08:00
c9s
095f25f30b
fix TestSortTradesAscending 2022-04-25 19:01:03 +08:00
c9s
2732fb413f
bbgo: remove slack debug option 2022-04-25 18:56:19 +08:00
c9s
638d839975
autoborrow: add more logs and warning color for slack message 2022-04-25 18:46:23 +08:00
c9s
a30aac6653
autoborrow: add slack notification 2022-04-25 18:12:08 +08:00
c9s
2290d132b1
autoborrow: assign s.ExchangeSession 2022-04-25 17:54:16 +08:00
c9s
f8fd13c576
add test for TestSortTradesAscending 2022-04-25 17:53:04 +08:00
c9s
a2553ee020
autoborrow: call check and borrow 2022-04-25 17:45:16 +08:00
c9s
78639dab5a
improve order layout 2022-04-25 17:27:27 +08:00
c9s
a57a238e09
bbgo: add more sync options 2022-04-25 17:18:42 +08:00
c9s
76012f0b71
max: deposit request currency field is optional 2022-04-25 16:27:07 +08:00
c9s
fae3b6a215
fix BOLL method 2022-04-25 15:31:12 +08:00
Yo-An Lin
b94b9e1b73
Merge pull request #437 from jessy1092/enhance-boll-indicator 
indicator: Support difference bandwidth on boll indicator and can dynamic create BOLL
 2022-04-25 13:43:02 +08:00
c9s
18da434e92 all: use thread-safe GetAccount method to get account 2022-04-23 15:43:11 +08:00
c9s
5c2274c55c put sign check back 2022-04-23 15:27:28 +08:00
c9s
7b66d36f15 autoborrow: remove extra sign check 2022-04-23 15:27:28 +08:00
c9s
743ad0455f add autoborrow strategy 2022-04-23 15:27:28 +08:00
c9s
fd247cf7d7 cmd: add autoborrow to built-in 2022-04-23 15:00:53 +08:00
c9s
c70317af2b add autoborrow strategy 2022-04-23 15:00:04 +08:00
c9s
cf055c3f7d bbgo: improve account updating 2022-04-23 12:51:07 +08:00
c9s
9e48a850bd bbgo: call queryAccount to update account 2022-04-23 12:51:07 +08:00
c9s
a1c9bd7ec8 all: add AccountTypeIsolatedMargin 2022-04-23 12:51:07 +08:00
c9s
98a696a7d0 all: calculate MarginTolerance 2022-04-23 12:51:07 +08:00
c9s
76733898db binance: add QueryMarginAssetMaxBorrowable api 2022-04-23 12:51:07 +08:00
c9s
9f9f13dfe2 add MarginBorrowRepay interface 2022-04-23 12:51:07 +08:00
c9s
37b5d80f6f add margin repay and borrow api 2022-04-23 12:51:07 +08:00
c9s
c2d1ef0fc8 add margin borrow endpoint 2022-04-23 12:51:07 +08:00
c9s
a8fdd8006c binance: add transferCrossMarginAccount method 2022-04-23 12:51:07 +08:00
c9s
ecc19e1efd binance: assign more margin fields to account 2022-04-23 12:51:07 +08:00
c9s
cf2e8c9f0a all: extend balance field for margin 2022-04-23 12:51:07 +08:00
c9s
fbe1906e70 binance: add more fields to the balance struct 2022-04-23 12:51:07 +08:00
c9s
304cc89f68 binance: always sort trades back 2022-04-23 12:51:07 +08:00
c9s
2f5f02523f fix typpo 2022-04-23 00:10:27 +08:00
zenix
3d86330428 fix: python test code in indicator 2022-04-22 19:11:07 +09:00
zenix
c18f684afd test: add test cases for dema, hull, tema, till, vidya and zlema indicators 2022-04-22 19:02:26 +09:00
Yo-An Lin
6f810bf081
Merge pull request #553 from c9s/feature/max-order-history-api 
refactor: rewrite max private trade query request with requestgen
 2022-04-22 13:12:20 +08:00
zenix
5dc69a6175 fix: fix change, feature: implement vidya and till 2022-04-21 19:28:11 +09:00
c9s
9e06053c3b max: rewrite and rename private trade request 2022-04-21 14:56:20 +08:00
c9s
f9908f2931 rewrite private trade request 2022-04-21 14:52:44 +08:00
Yo-An Lin
96d2844487
Merge pull request #552 from c9s/feature/max-order-history-api 
improve: use max order history api for sync
 2022-04-21 14:34:38 +08:00
c9s
8e2a993370 max: improve max closed orders syncing 2022-04-21 14:11:49 +08:00
c9s
93b10f20ac maxapi: fix fromID to uint64 2022-04-21 13:18:00 +08:00
c9s
e754b68cdf maxapi: fix http timeout 2022-04-21 13:17:43 +08:00
Yo-An Lin
e91f15b2ea
Merge pull request #546 from c9s/feature/max-order-history-api 
feature: add max order history api
 2022-04-21 00:46:30 +08:00
c9s
0410ef1305 maxapi: refactor rewards api 2022-04-21 00:18:34 +08:00
austin362667
1163b89807 factorzoo: fix correlation 2022-04-20 18:10:27 +08:00
austin362667
71a032a29b factorzoo: clean up 
factorzoo: clean up

factorzoo: clean up
 2022-04-20 18:10:27 +08:00
austin362667
da51d56624 cmd: add built-in factorzoo strategy 2022-04-20 18:10:27 +08:00
austin362667
fdbb2be45c factorzoo: add cross-sectional factors model strategy 2022-04-20 18:10:27 +08:00
austin362667
a1fa23121d factorzoo: add correlation indicator 2022-04-20 18:10:27 +08:00
c9s
8b9383ecfa maxapi: refactor withdrawal request 2022-04-20 16:38:08 +08:00
c9s
72ea9f7e24 maxapi: add deposit request tests and withdrawal request tests 2022-04-20 14:01:18 +08:00
c9s
f3eafd5cd8 remove unused get trades method 2022-04-20 13:49:06 +08:00
なるみ
2754d2410c grpc: remove duplicate service registration 2022-04-20 13:48:41 +08:00
c9s
387c0bfb8b maxapi: rewrite vip level request 2022-04-20 13:35:17 +08:00
c9s
68abeb826b maxapi: add account service tests 2022-04-20 13:28:39 +08:00
c9s
f9df65a2f8 maxapi: add generated files 2022-04-20 13:20:54 +08:00
c9s
ff7f1a8bc8 maxapi: always merge params into the payload for signing 2022-04-20 12:18:35 +08:00
c9s
4d8997a8d5 max: pass context background to the request 2022-04-20 12:18:35 +08:00