c9s
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946fb96b03
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bbgo: reformat
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2022-07-21 01:32:09 +08:00 |
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c9s
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02c978b812
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bbgo: remove volatility from the standard indicator set
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2022-07-21 01:31:42 +08:00 |
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c9s
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a821641dcf
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indicator/atr: implement LoadK and BindK
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2022-07-21 01:27:38 +08:00 |
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c9s
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0b9d6939f3
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indicator/till: add zero time check
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2022-07-21 01:22:28 +08:00 |
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c9s
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2523c2261b
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indicator/till: refactor CalculateAndUpdate
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2022-07-21 01:21:29 +08:00 |
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c9s
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9f937f529e
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bbgo: refactor standard indicator
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2022-07-21 01:05:08 +08:00 |
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c9s
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4300e00580
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indicator/rma: move endTime update to PushK
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2022-07-21 01:05:08 +08:00 |
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Yo-An Lin
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ed91fdc915
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Merge pull request #831 from c9s/feature/defaulter
feature: api: add strategy defaulter interface
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2022-07-19 17:55:24 +08:00 |
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Yo-An Lin
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b9bbff6991
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Merge pull request #832 from c9s/fix/schedule
update: fix and update schedule strategy
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2022-07-19 17:53:40 +08:00 |
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c9s
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88940a6a94
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config: update schedule config for usdttwd market
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2022-07-19 17:43:55 +08:00 |
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c9s
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6dc73f9096
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config: update schedule config with back-test settings
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2022-07-19 17:43:11 +08:00 |
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c9s
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ea4efccd89
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schedule: use general order executor and fix notification message format
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2022-07-19 17:38:32 +08:00 |
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c9s
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ab83805b34
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bbgo: add StrategyShutdown interface
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2022-07-19 17:13:35 +08:00 |
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c9s
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8af2f2f83f
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add defaulter interface
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2022-07-19 16:59:56 +08:00 |
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c9s
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808ba2fc02
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bbgo: make slack-app-token optional
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2022-07-19 11:41:49 +08:00 |
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c9s
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f72cf9bfff
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pivotshort: fix quantity check
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2022-07-19 11:25:27 +08:00 |
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c9s
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9302474d51
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add 1m subscribe to RoiTakeProfit
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2022-07-19 11:00:45 +08:00 |
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c9s
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1ca7e0d032
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add trendEMA config to pivotshort config
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2022-07-19 10:51:18 +08:00 |
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c9s
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7b3673d1d4
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config: set default quantity
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2022-07-19 10:49:27 +08:00 |
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c9s
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fc5b59dde6
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add v1.37.0 release note
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2022-07-19 09:48:22 +08:00 |
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c9s
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a6fc03efe5
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bump version to v1.37.0
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2022-07-19 09:48:21 +08:00 |
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c9s
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d2d62781fb
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update command doc files
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2022-07-19 09:48:21 +08:00 |
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c9s
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29fc58cb18
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autoborrow: fix repay amount
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2022-07-18 19:14:31 +08:00 |
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Yo-An Lin
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185b1fe864
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Update README.md
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2022-07-18 18:18:50 +08:00 |
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Yo-An Lin
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ec4ac54d06
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Merge pull request #830 from COLDTURNIP/fix/backtest_index_lock
backtest: resolve data race on index.json
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2022-07-18 17:17:48 +08:00 |
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Raphanus Lo
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13455e4ee1
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backtest: resolve data race on index.json
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2022-07-17 15:46:55 +08:00 |
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c9s
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6e4c28ed1b
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disable marketTrade stop
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2022-07-17 00:59:35 +08:00 |
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c9s
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2d0fbe4b99
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fix ProtectiveStopLoss subscribe
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2022-07-16 14:45:02 +08:00 |
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Yo-An Lin
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a11630782e
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Merge pull request #829 from COLDTURNIP/feature/eliminate_grid_limit
optimizer: eliminate limitation of number of grid point
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2022-07-15 23:30:22 +08:00 |
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Raphanus Lo
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620381f64b
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optimizer: eliminate limitation of number of grid point
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2022-07-15 23:01:56 +08:00 |
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c9s
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44f3793db8
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max: emit debt event and ad ratio event
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2022-07-15 13:25:02 +08:00 |
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c9s
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26f5f36f7e
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backtest: for types.OrderTypeStopMarket, use stop price to simulate the actual price for balance locking
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2022-07-14 19:26:04 +08:00 |
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c9s
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a370a5e489
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pivotshort: fix on start handler
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2022-07-14 18:36:28 +08:00 |
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c9s
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89ffd94d98
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update pivotlow on start
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2022-07-14 18:35:58 +08:00 |
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Yo-An Lin
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191e00adeb
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Merge pull request #827 from c9s/strategy/pivotshort
strategy/pivotshort: improve quantity calculation for margin and futures
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2022-07-14 18:16:48 +08:00 |
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c9s
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c4332fcac2
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pivotshort: add leverage settings
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2022-07-14 17:44:33 +08:00 |
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c9s
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adb96cac39
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pivotshort: check maximum margin leverage
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2022-07-14 17:38:11 +08:00 |
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c9s
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0284d090d8
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all: move getExchangeAttributes
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2022-07-14 17:36:16 +08:00 |
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c9s
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6c91af2392
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pivotshort: improve useQuantityOrBaseBalance
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2022-07-14 17:36:03 +08:00 |
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c9s
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0ba529cb45
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pivotshort: replace orders if the active orders is empty
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2022-07-14 16:34:03 +08:00 |
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c9s
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8fb216ce52
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pivotshort: when resistance order is filled, reset the current resistance price
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2022-07-14 16:28:30 +08:00 |
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Yo-An Lin
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5eb60df70d
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Merge pull request #824 from c9s/refactor/indicator-api
refactor: indicator: rewrite VWMA calculator
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2022-07-14 16:10:52 +08:00 |
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c9s
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dd3bd6a325
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indicator: rewrite VWMA calculator
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2022-07-14 15:57:17 +08:00 |
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Yo-An Lin
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3651b84518
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Merge pull request #823 from c9s/refactor/indicator-api
refactor: refactor bollinger band indicator with the new series extend component
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2022-07-14 15:12:14 +08:00 |
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c9s
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2ef8ecf3d9
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indicator: clean up bollinger band indicator api usage
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2022-07-14 14:26:08 +08:00 |
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c9s
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a5715c6aee
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indicator: rewrite boll indicator with stddev indicator
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2022-07-14 14:26:08 +08:00 |
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Yo-An Lin
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58d23845ea
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Merge pull request #821 from c9s/refactor/indicator-api
refactor: refactor indicator api (canonicalize CalculateAndUpdate, PushK methods)
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2022-07-14 12:32:10 +08:00 |
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c9s
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975d0d6995
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indicator: pull out emit update
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2022-07-14 11:36:34 +08:00 |
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c9s
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bbf01275cc
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indicator/sma: clean CalculateAndUpdate and make cache field private
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2022-07-14 11:34:53 +08:00 |
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c9s
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7696c9f21e
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indicator: improve rma preload
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2022-07-14 10:54:46 +08:00 |
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