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Author SHA1 Message Date
c9s
a6fc03efe5
bump version to v1.37.0 2022-07-19 09:48:21 +08:00
c9s
d2d62781fb
update command doc files 2022-07-19 09:48:21 +08:00
c9s
29fc58cb18
autoborrow: fix repay amount 2022-07-18 19:14:31 +08:00
Yo-An Lin
185b1fe864
Update README.md 2022-07-18 18:18:50 +08:00
Yo-An Lin
ec4ac54d06
Merge pull request #830 from COLDTURNIP/fix/backtest_index_lock 
backtest: resolve data race on index.json
 2022-07-18 17:17:48 +08:00
Raphanus Lo
13455e4ee1 backtest: resolve data race on index.json 2022-07-17 15:46:55 +08:00
c9s
6e4c28ed1b
disable marketTrade stop 2022-07-17 00:59:35 +08:00
c9s
2d0fbe4b99
fix ProtectiveStopLoss subscribe 2022-07-16 14:45:02 +08:00
Yo-An Lin
a11630782e
Merge pull request #829 from COLDTURNIP/feature/eliminate_grid_limit 
optimizer: eliminate limitation of number of grid point
 2022-07-15 23:30:22 +08:00
Raphanus Lo
620381f64b optimizer: eliminate limitation of number of grid point 2022-07-15 23:01:56 +08:00
c9s
44f3793db8
max: emit debt event and ad ratio event 2022-07-15 13:25:02 +08:00
c9s
26f5f36f7e
backtest: for types.OrderTypeStopMarket, use stop price to simulate the actual price for balance locking 2022-07-14 19:26:04 +08:00
c9s
a370a5e489
pivotshort: fix on start handler 2022-07-14 18:36:28 +08:00
c9s
89ffd94d98
update pivotlow on start 2022-07-14 18:35:58 +08:00
Yo-An Lin
191e00adeb
Merge pull request #827 from c9s/strategy/pivotshort 
strategy/pivotshort: improve quantity calculation for margin and futures
 2022-07-14 18:16:48 +08:00
c9s
c4332fcac2
pivotshort: add leverage settings 2022-07-14 17:44:33 +08:00
c9s
adb96cac39
pivotshort: check maximum margin leverage 2022-07-14 17:38:11 +08:00
c9s
0284d090d8
all: move getExchangeAttributes 2022-07-14 17:36:16 +08:00
c9s
6c91af2392
pivotshort: improve useQuantityOrBaseBalance 2022-07-14 17:36:03 +08:00
c9s
0ba529cb45
pivotshort: replace orders if the active orders is empty 2022-07-14 16:34:03 +08:00
c9s
8fb216ce52
pivotshort: when resistance order is filled, reset the current resistance price 2022-07-14 16:28:30 +08:00
Yo-An Lin
5eb60df70d
Merge pull request #824 from c9s/refactor/indicator-api 
refactor: indicator: rewrite VWMA calculator
 2022-07-14 16:10:52 +08:00
c9s
dd3bd6a325
indicator: rewrite VWMA calculator 2022-07-14 15:57:17 +08:00
Yo-An Lin
3651b84518
Merge pull request #823 from c9s/refactor/indicator-api 
refactor: refactor bollinger band indicator with the new series extend component
 2022-07-14 15:12:14 +08:00
c9s
2ef8ecf3d9
indicator: clean up bollinger band indicator api usage 2022-07-14 14:26:08 +08:00
c9s
a5715c6aee
indicator: rewrite boll indicator with stddev indicator 2022-07-14 14:26:08 +08:00
Yo-An Lin
58d23845ea
Merge pull request #821 from c9s/refactor/indicator-api 
refactor: refactor indicator api (canonicalize CalculateAndUpdate, PushK methods)
 2022-07-14 12:32:10 +08:00
c9s
975d0d6995
indicator: pull out emit update 2022-07-14 11:36:34 +08:00
c9s
bbf01275cc
indicator/sma: clean CalculateAndUpdate and make cache field private 2022-07-14 11:34:53 +08:00
c9s
7696c9f21e
indicator: improve rma preload 2022-07-14 10:54:46 +08:00
c9s
da4dbf4800
indicator: macd: add link for macd https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram 2022-07-14 10:45:22 +08:00
c9s
0b07fb5a83
indicator/macd: drop the legacy func calculateMACD 2022-07-14 10:36:16 +08:00
c9s
a7b7ed6610
rename to KLineClosedEmitter 2022-07-14 10:33:10 +08:00
c9s
77264342ce
indicator: add KLineLoader interface 2022-07-14 10:31:38 +08:00
c9s
cb481c660f
fix all indicators for KLineCalculateUpdater interface 2022-07-14 10:28:53 +08:00
c9s
3f800243a7
doc: update indicator doc 2022-07-14 09:34:48 +08:00
c9s
e6c634690b
indicator: clean up ewma's CalculateAndUpdate 2022-07-14 09:29:54 +08:00
c9s
8d8d9a7c59
indicator/rsi: make update callback field private 2022-07-14 09:18:43 +08:00
c9s
b2538b6960
indicator: make callback field private 2022-07-14 09:18:43 +08:00
c9s
2a3118a086
indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
c9s
c27f416dbc
indicator: canonicalize the CalculateAndUpdate method call 
also fix the xmaker boll indicator preloading
 2022-07-14 09:18:42 +08:00
c9s
1152fae346
ewoDgtrd: upgrade order executor api 2022-07-14 01:36:02 +08:00
Yo-An Lin
ce3f7a3d51
Merge pull request #820 from c9s/feature/risk-cal-funcs 
feature: add risk functions
 2022-07-14 01:19:42 +08:00
c9s
5bbccacc89
risk: rename func 2022-07-14 00:07:49 +08:00
c9s
c7424479bb
risk: add tests 2022-07-14 00:03:47 +08:00
c9s
8985a7a635
risk: add risk function tests 2022-07-13 23:56:22 +08:00
c9s
7932688aa7
add risk calculator functions 2022-07-13 23:45:47 +08:00
Yo-An Lin
affe46655f
Merge pull request #818 from COLDTURNIP/fix/backtest_correct_final_asset 
backtest: correct final asset calculation
 2022-07-13 23:02:19 +08:00
Yo-An Lin
01d50496a1
Merge pull request #817 from COLDTURNIP/fix/optimizer_initial_storage 
optimizer: prepare database before executing backtests
 2022-07-13 23:01:59 +08:00
c9s
ad597a7808
Merge commit 'f07a0a98280e993254673375c624e6702317eafd' 2022-07-13 19:33:36 +08:00