Yo-An Lin
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f2ba901b51
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Merge pull request #791 from c9s/strategy/pivotshort
strategy: pivotshort: refactor breaklow logics
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2022-07-01 18:05:00 +08:00 |
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c9s
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9a11fd59ed
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pivotshort: fix open close price compare
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2022-07-01 17:43:51 +08:00 |
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c9s
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178913dd1b
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reformat code
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2022-07-01 17:32:59 +08:00 |
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c9s
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b158c44b95
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fix profit stats notification
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2022-07-01 17:32:40 +08:00 |
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c9s
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4bb9fb7e1b
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fix profit stats wording
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2022-07-01 17:32:01 +08:00 |
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c9s
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53204f47ea
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bollmaker: remove legacy state loading
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2022-07-01 17:28:48 +08:00 |
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c9s
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04df515aea
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pivotshort: clean up and force kline direction
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2022-07-01 17:26:45 +08:00 |
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c9s
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9374125712
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pivotshort: pull out break low logics
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-01 17:22:09 +08:00 |
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Yo-An Lin
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0057fe517a
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Merge pull request #790 from c9s/strategy/pivotshort
fix: strategy: pivoshort: cancel order when shutdown
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2022-07-01 16:56:16 +08:00 |
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c9s
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7f5e92d1b5
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cancel order when shutdown
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2022-07-01 16:29:03 +08:00 |
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Yo-An Lin
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f98cf53e4e
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Merge pull request #789 from c9s/strategy/pivotshort
strategy: pivotshort: add more improvements for margin
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2022-07-01 15:47:41 +08:00 |
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c9s
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c792da2164
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pivotshort: improve balance check for margin
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2022-07-01 15:41:50 +08:00 |
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c9s
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09ba2d31c3
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pivortshort: run placeResistanceOrders with margin borrow buy
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2022-07-01 15:34:21 +08:00 |
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c9s
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1af18a5fac
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pivotshort: fix breakLow handle event
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2022-07-01 15:30:06 +08:00 |
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c9s
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8851e67356
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dynamic: add doc comment to CallMatch
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-01 13:10:53 +08:00 |
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c9s
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910c17a567
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dynamic: implement CallWithMatch for dynamic calls
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-01 13:09:30 +08:00 |
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c9s
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503d851c9d
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pivotshort: move resistance short to a single file
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2022-07-01 01:24:34 +08:00 |
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c9s
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454036b166
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use types.KLineWith to wrap callbacks
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2022-07-01 01:06:10 +08:00 |
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Yo-An Lin
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2816e42084
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Merge pull request #787 from c9s/strategy/pivotshort
strategy: pivotshort: use active orderbook to maintain the resistance orders
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2022-07-01 01:02:54 +08:00 |
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c9s
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a4af4776d2
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pivotshort: use active orderbook to maintain the resistance orders
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2022-07-01 00:57:19 +08:00 |
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Yo-An Lin
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c8a4af99bc
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Merge pull request #786 from c9s/strategy/pivotshort
strategy: pivotshort: resistance short
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2022-06-30 21:54:47 +08:00 |
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c9s
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fa98f3fda2
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fix position.IsOpened method
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-30 18:29:59 +08:00 |
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c9s
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3e6b975c2c
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pivotshort: refactor ResistanceShort entry method
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2022-06-30 18:29:02 +08:00 |
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c9s
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bfcbf8566e
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config: adjust default stop ema range
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2022-06-30 17:46:42 +08:00 |
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c9s
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6aa6e57d96
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add ema condition to the lower shadow take profit
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2022-06-30 17:42:23 +08:00 |
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Andy Cheng
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1573a9acf3
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strategy/supertrend: add linear regression as filter
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2022-06-30 16:35:00 +08:00 |
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c9s
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903d773025
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dynamic: invert if
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-30 15:49:18 +08:00 |
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c9s
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b15e8d0ce4
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all: refactor exit method set and fix dynamic call/merge
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-30 15:49:18 +08:00 |
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c9s
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e2ab363e64
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dynamic: add CallStructFieldsMethod for map struct field call
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-30 15:49:18 +08:00 |
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c9s
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527070d13d
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all: rewrite and clean up graceful shutdown api
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2022-06-30 15:49:18 +08:00 |
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c9s
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7d5474e3dd
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pivotshort: call MergeStructValues to update the field value
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2022-06-30 15:49:18 +08:00 |
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c9s
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cf0ca70d24
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move and rename isSymbolBasedStrategy
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2022-06-30 15:49:18 +08:00 |
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c9s
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3013eeccc7
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move dynamic stuff to the pkg/dynamic package
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2022-06-30 15:49:18 +08:00 |
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c9s
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a74decc47d
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add more test case for reflect
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2022-06-30 15:49:18 +08:00 |
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c9s
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fa917b0b77
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bbgo: implmenet reflectMergeStructFields so that we can merge field values
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2022-06-30 15:49:17 +08:00 |
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c9s
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ab3341d5ae
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pivotshort: make preload pivot as a pure function
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2022-06-30 15:49:17 +08:00 |
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c9s
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9733eec280
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pivotshort: move pure funcs to the bottom
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2022-06-30 15:49:17 +08:00 |
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c9s
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38767cd2df
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move private methods to the bottom
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2022-06-30 15:49:17 +08:00 |
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c9s
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ee45f154a1
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pivotshort: rename bounce short to resistance short
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2022-06-30 15:49:17 +08:00 |
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Zenix
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c9e3e5a7cb
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Merge pull request #731 from zenixls2/feature/stats
add tearsheet backend api (Sharpe)
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2022-06-30 09:00:23 +09:00 |
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zenix
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0141f81086
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refactor: ewo use SeriesExtend
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2022-06-29 22:02:50 +09:00 |
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zenix
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70f4676340
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feature: extend indicators, extend seriesbase methods
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2022-06-29 21:49:02 +09:00 |
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zenix
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69533c0397
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feature: add sharpe function implementation
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2022-06-29 20:10:20 +09:00 |
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zenix
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d8d77cec1e
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feature: add skew, covariance and variance
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2022-06-29 20:10:20 +09:00 |
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zenix
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1e31c4fb04
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feature: add correlation for series
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2022-06-29 20:10:20 +09:00 |
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zenix
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36127a6332
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feature: implement omega, sharp, sortino related functions
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2022-06-29 20:10:20 +09:00 |
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zenix
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b26d3005a3
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feature: add pct_change implementation in indicator
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2022-06-29 20:10:20 +09:00 |
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Yo-An Lin
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ccfaf0e070
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Merge pull request #784 from c9s/strategy/pivotshort
strategy: pivotshort: fix stopEMA
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2022-06-29 17:04:24 +08:00 |
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c9s
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4bb2e4a25f
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fix stopEMA range check
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2022-06-29 16:59:50 +08:00 |
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Andy Cheng
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6222ceef9a
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Merge pull request #785 from andycheng123/improve/optimizer-progressbar
optimizer: add progressbar
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2022-06-29 16:28:03 +08:00 |
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