zenix
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27800e95bd
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feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter
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2022-11-21 12:16:11 +09:00 |
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zenix
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7aaea257df
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feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance
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2022-11-10 18:17:35 +09:00 |
|
Austin Liu
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7d03c69406
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strategy:harmonic: fix
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2022-11-03 15:14:56 +08:00 |
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austin362667
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c8aa4ae400
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strategy: improve harmonic by adding HMM filter to denoise shark signal
strategy: improve harmonic by adding HMM filter to denoise shark signal
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2022-11-03 15:14:56 +08:00 |
|
Austin Liu
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6c8addc4ee
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strategy:irr: refactor fast cancel from no wait
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2022-11-02 16:51:06 +08:00 |
|
Austin Liu
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5467c8ef01
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strategy:irr rollback to original nirr and consume kline
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2022-11-02 16:48:50 +08:00 |
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Yo-An Lin
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335b90a97c
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Merge pull request #989 from austin362667/austin362667/irr
strategy:irr: a mean reversion based on box of klines in same direction
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2022-11-02 12:59:23 +08:00 |
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c9s
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04855b023a
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bbgo: listen to both order signal and the wait time channel
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2022-11-02 12:55:13 +08:00 |
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c9s
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3704f3f897
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bbgo: emit sigchan when new order is added or an order is removed
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2022-11-02 12:42:09 +08:00 |
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c9s
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9bf070172a
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bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion
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2022-11-02 12:34:04 +08:00 |
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c9s
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8707fcaa97
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bbgo: drop FastCancelActiveOrderBook
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2022-11-02 12:31:35 +08:00 |
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c9s
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1120821977
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add activeOrderBook.Symbol check
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2022-11-02 12:27:36 +08:00 |
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c9s
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7b9edd0456
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all: rename cancelNoWait to fastCancel
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2022-11-02 12:25:34 +08:00 |
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なるみ
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ba7985690f
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Merge pull request #1000 from c9s/narumi/rebalance/backtest
fix: rebalance: fix backtest
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2022-11-01 21:02:54 +08:00 |
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Yo-An Lin
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999d7b3799
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Merge pull request #997 from zenixls2/fix/serialMarketDataStore
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2022-10-31 18:00:39 +08:00 |
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zenix
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3695644f97
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fix: capitalization of drift variable
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2022-10-31 18:50:27 +09:00 |
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zenix
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5b7712503f
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fix: pendingLock on orderPendingCounter delete
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2022-10-31 11:05:55 +09:00 |
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grorge
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a5555cf35a
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feat: cancel order for exit roi take profit and loss
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2022-10-28 17:56:07 +08:00 |
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なるみ
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532f3c11e7
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fix backtest
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2022-10-28 15:33:08 +08:00 |
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zenix
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b2e867e51c
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fix: unlimited length of indicators, add draw elapsed to drift
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2022-10-27 17:35:50 +09:00 |
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zenix
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493b81f16c
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fix: remove redundant notification
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2022-10-27 17:35:50 +09:00 |
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zenix
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ce86544c43
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optimize: drift strategy to use market trade signals
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2022-10-27 17:35:50 +09:00 |
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zenix
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a15d125679
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fix: instead of aggTrade, use market trade to match kline result
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2022-10-27 17:35:50 +09:00 |
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zenix
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a8d60b251f
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fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore.
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2022-10-27 17:35:50 +09:00 |
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zenix
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17825fbde1
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fix: rate settings in telegram, make elliottwave draw async
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2022-10-27 17:35:50 +09:00 |
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zenix
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3d672ea518
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fix: comment format, dbg logs in session
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2022-10-27 17:35:50 +09:00 |
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zenix
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d247e1cb97
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fix: show error message when aggTrade is used in backtesting
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2022-10-27 17:35:50 +09:00 |
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zenix
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e021cdd060
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rename: lock to mu
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2022-10-27 17:35:50 +09:00 |
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zenix
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675f84dccf
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fix: SerialMarketDataStore together with backtests
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2022-10-27 17:35:50 +09:00 |
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austin362667
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6e29359c85
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strategy:irr: fix logical error
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2022-10-19 22:08:44 +08:00 |
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austin362667
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778a3d8be1
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strategy:irr: clean up
strategy:irr: clean up
strategy:irr: clean up
strategy:irr: clean up
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2022-10-19 17:29:05 +08:00 |
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austin362667
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614209e9fd
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strategy:irr fix kline time syncing
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2022-10-19 17:10:33 +08:00 |
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austin362667
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612261c48c
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strategy:irr add klines box mean reversion
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2022-10-19 16:02:20 +08:00 |
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austin362667
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303e2c8413
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strategy:irr: redesign to maker strategy
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2022-10-19 16:02:20 +08:00 |
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austin362667
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42d87adeec
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strategy:irr: rollback to interval time ticker
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2022-10-19 16:02:20 +08:00 |
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austin362667
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7974ee8fd3
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strategy:irr: seperate alphas
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2022-10-19 16:02:20 +08:00 |
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austin362667
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58bdb9b194
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strategy:irr remove alpha ranking
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2022-10-19 16:02:20 +08:00 |
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austin362667
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2b397940b8
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strategy:irr fix draw goroutine
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2022-10-19 16:02:20 +08:00 |
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austin362667
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150c37995e
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strategy:irr redesign trigger
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2022-10-19 16:02:20 +08:00 |
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austin362667
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a3dd93dd9a
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strategy:irr: add backtest/realtime ability
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2022-10-19 16:02:20 +08:00 |
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Andy Cheng
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7dd951e39c
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Merge pull request #996 from andycheng123/fix/general-order-executor
fix/general-order-executor: do not check for base balance for futures
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2022-10-18 19:14:18 +08:00 |
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Andy Cheng
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06c95a4735
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fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()
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2022-10-18 18:59:04 +08:00 |
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Zenix
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4dad96755a
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Merge pull request #995 from zenixls2/feature/async_telegram_notify
feature: telegram notify to become async
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2022-10-17 19:08:41 +09:00 |
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Zenix
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798079070c
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Merge pull request #993 from zenixls2/fix/indicator_for_1s
fix: indicator timeframe 1s
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2022-10-17 18:53:05 +09:00 |
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Zenix
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6f0c4fdfd2
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Merge pull request #994 from zenixls2/feature/binance_aggTrade
feature: add aggTrade for binance
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2022-10-17 18:50:15 +09:00 |
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zenix
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8a66e5b218
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feature: telegram notify to become async
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2022-10-17 18:38:03 +09:00 |
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zenix
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9213caf9c5
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feature: add aggTrade for binance
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2022-10-17 17:01:46 +09:00 |
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Yo-An Lin
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79c93e9a0f
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Merge pull request #991 from andycheng123/fix/risk
fix/risk: remove balance check in CalculateBaseQuantity()
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2022-10-17 15:33:10 +08:00 |
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zenix
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09c85d346c
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feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster
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2022-10-17 15:14:36 +08:00 |
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zenix
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ffae290060
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fix: indicator timeframe 1s
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2022-10-17 14:23:40 +09:00 |
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Andy Cheng
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d350806cdc
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fix/risk: remove balance check in the futures part of CalculateBaseQuantity()
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2022-10-17 12:07:58 +08:00 |
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austin362667
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763bb45842
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interval: avoid syncing 1s klines as default from backtest config syncSecKLines
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2022-10-14 23:14:30 +08:00 |
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austin362667
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18acd668a7
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interval: finalize 1s support
interval: finalize 1s support
interval: finalize 1s support
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2022-10-14 23:14:30 +08:00 |
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austin362667
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905c1f25ee
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interval: add 1s support
interval: add 1s support
interval: add 1s support
interval: fix 1s for backtesting
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2022-10-14 23:14:30 +08:00 |
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なるみ
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9330b9fde5
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change variable names
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2022-10-13 18:18:02 +08:00 |
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c9s
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b03687e07a
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bump version to v1.42.0
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2022-10-12 16:35:43 +08:00 |
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c9s
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7204e2550b
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pull out shutdown timeout context
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2022-10-11 14:23:02 +08:00 |
|
Andy Cheng
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aa492a05a1
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fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal
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2022-10-07 13:48:16 +08:00 |
|
Andy Cheng
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5ad247c8fe
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fix/order-executor: check for short position
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2022-10-07 13:28:24 +08:00 |
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Andy Cheng
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7a80b90dac
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fix/order-executor: ClosePosition() works on futures position
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2022-10-07 13:06:32 +08:00 |
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c9s
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a515fff053
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backtest: add order quantity check
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2022-10-06 15:08:44 +08:00 |
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Yo-An Lin
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39247bb9d8
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Merge pull request #982 from c9s/refactor/isolation
refactor isolation context for persistence facade configuration
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2022-10-05 22:31:49 +08:00 |
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c9s
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e92219194f
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bbgo: configure persistence facade into the isolation context
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2022-10-05 18:48:12 +08:00 |
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c9s
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673304bcf1
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bbgo: refactor ConfigurePersistence
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2022-10-05 18:46:26 +08:00 |
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c9s
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4caa457fbe
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bbgo: pull out ConfigurePersistence method to simple function
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2022-10-05 18:42:55 +08:00 |
|
Fredrik
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8e83fc4ad7
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fix optimizer limit
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2022-10-05 08:51:30 +02:00 |
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Yo-An Lin
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4d42a61607
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Merge pull request #976 from austin362667/austin362667/harmonic
strategy: add harmonic shark pattern recognition
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2022-10-05 00:37:23 +08:00 |
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Yo-An Lin
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06675d0ac8
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Merge pull request #977 from austin362667/austin362667/irr
strategy: fix irr
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2022-10-05 00:36:30 +08:00 |
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austin362667
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600b17460d
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strategy:irr fix drawing defer close IO issue
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2022-10-04 18:47:14 +08:00 |
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austin362667
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22ef28bc39
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strategy:harmonic fix drawing defer close IO issue
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2022-10-04 18:44:42 +08:00 |
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Yo-An Lin
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ed8b78f839
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Merge pull request #978 from c9s/refactor/isolation
refactor: refactor isolation and add more tests
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2022-10-04 17:44:23 +08:00 |
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c9s
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070a92e3ae
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max: fix max kline api
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2022-10-04 17:25:29 +08:00 |
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c9s
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a8d9911e36
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bbgo: refactor isolation and add more tests
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2022-10-04 17:23:43 +08:00 |
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austin362667
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3c52e9e145
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strategy: refactor draw lib
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2022-10-04 15:23:48 +08:00 |
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austin362667
|
26d640ff3b
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strategy: fix irr
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2022-10-04 15:23:48 +08:00 |
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austin362667
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ec60c708c3
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strategy: upgrade harmonic persistence sync
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2022-10-04 15:22:52 +08:00 |
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austin362667
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60e51e1470
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strategy: refactor harmonic draw lib
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2022-10-04 15:20:17 +08:00 |
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austin362667
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f1ae7b5f30
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strategy: add harmonic shark pattern recognition
strategy: add harmonic shark pattern recognition
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2022-10-04 15:20:17 +08:00 |
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c9s
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731e5569d0
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telegramnotifier: fix err check
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2022-10-03 21:14:46 +08:00 |
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c9s
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2b953ad2d1
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bbgo: make PersistenceServiceFacade private
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2022-10-03 18:46:02 +08:00 |
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c9s
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8a50474ad1
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all: add context parameter to Sync()
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2022-10-03 18:45:24 +08:00 |
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c9s
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ce318fff3b
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add persistenceServiceFacade to isolation
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2022-10-03 18:40:49 +08:00 |
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c9s
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60956e0157
|
bbgo: add NewContextWithDefaultIsolation
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2022-10-03 18:39:45 +08:00 |
|
c9s
|
198683d141
|
bbgo: add NewContextWithIsolation function
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2022-10-03 18:39:07 +08:00 |
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c9s
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f7e76c0518
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all: remove bbgo.Persistence
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2022-10-03 18:37:53 +08:00 |
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c9s
|
4a37273065
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bbgo: remove Persistence injection
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2022-10-03 16:31:04 +08:00 |
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c9s
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315f7da8f4
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bbgo: remove context suffix from the isolation struct
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2022-10-03 16:22:41 +08:00 |
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c9s
|
59287b5116
|
all: support context isolation
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2022-10-03 16:01:08 +08:00 |
|
c9s
|
a940e88016
|
add IsolationContext
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2022-10-03 15:33:46 +08:00 |
|
c9s
|
77ca1a9c75
|
bbgo: register onShutdown from the trader
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2022-10-03 15:33:46 +08:00 |
|
c9s
|
76b0f5518d
|
bbgo: let trader handles the shutdown handlers
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2022-10-03 15:33:46 +08:00 |
|
zenix
|
5c1d0f95e2
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fix/drift_stoploss
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2022-10-03 14:00:18 +09:00 |
|
zenix
|
8e82e24c05
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fix: drift close position with retry limit
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2022-09-29 20:31:10 +09:00 |
|
zenix
|
58736b1b2d
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refactor: extract stoploss, fix highest/lowest in trailingExit
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2022-09-29 20:15:10 +09:00 |
|
zenix
|
5086af2886
|
fix: reduce Quantity precheck, drift condition, ewo refactor
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2022-09-28 20:06:37 +09:00 |
|
c9s
|
7b47a51fae
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irr: fix strategy id
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2022-09-28 17:07:13 +08:00 |
|
Yo-An Lin
|
1b531b66a2
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Merge pull request #959 from austin362667/austin362667/factorzoo
stratgy: add irr
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2022-09-28 17:05:03 +08:00 |
|
Yo-An Lin
|
bf7829973a
|
Merge pull request #968 from zenixls2/refactor/dump_param
feature: add config dump / param dump / param modify for elliottwave
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2022-09-28 16:50:36 +08:00 |
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Yo-An Lin
|
1fa542b895
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Merge pull request #965 from c9s/fix/binance-futures-order-types
binance: fix futures order conversion
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2022-09-28 16:49:29 +08:00 |
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zenix
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b2875eedc5
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feature: add config dump / param dump / param modify for elliottwave, refactor param dump
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2022-09-27 20:26:59 +09:00 |
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