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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c9s
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da4dbf4800
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indicator: macd: add link for macd https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram
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2022-07-14 10:45:22 +08:00 |
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c9s
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0b07fb5a83
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indicator/macd: drop the legacy func calculateMACD
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2022-07-14 10:36:16 +08:00 |
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c9s
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a7b7ed6610
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rename to KLineClosedEmitter
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2022-07-14 10:33:10 +08:00 |
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c9s
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77264342ce
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indicator: add KLineLoader interface
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2022-07-14 10:31:38 +08:00 |
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c9s
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cb481c660f
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fix all indicators for KLineCalculateUpdater interface
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2022-07-14 10:28:53 +08:00 |
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c9s
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3f800243a7
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doc: update indicator doc
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2022-07-14 09:34:48 +08:00 |
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c9s
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e6c634690b
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indicator: clean up ewma's CalculateAndUpdate
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2022-07-14 09:29:54 +08:00 |
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c9s
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8d8d9a7c59
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indicator/rsi: make update callback field private
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2022-07-14 09:18:43 +08:00 |
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c9s
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b2538b6960
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indicator: make callback field private
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2022-07-14 09:18:43 +08:00 |
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c9s
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2a3118a086
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indicator: clean up and update calculator method names
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2022-07-14 09:18:42 +08:00 |
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c9s
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c27f416dbc
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indicator: canonicalize the CalculateAndUpdate method call
also fix the xmaker boll indicator preloading
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2022-07-14 09:18:42 +08:00 |
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c9s
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1152fae346
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ewoDgtrd: upgrade order executor api
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2022-07-14 01:36:02 +08:00 |
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Yo-An Lin
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ce3f7a3d51
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Merge pull request #820 from c9s/feature/risk-cal-funcs
feature: add risk functions
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2022-07-14 01:19:42 +08:00 |
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c9s
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5bbccacc89
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risk: rename func
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2022-07-14 00:07:49 +08:00 |
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c9s
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c7424479bb
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risk: add tests
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2022-07-14 00:03:47 +08:00 |
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c9s
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8985a7a635
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risk: add risk function tests
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2022-07-13 23:56:22 +08:00 |
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c9s
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7932688aa7
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add risk calculator functions
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2022-07-13 23:45:47 +08:00 |
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Yo-An Lin
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affe46655f
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Merge pull request #818 from COLDTURNIP/fix/backtest_correct_final_asset
backtest: correct final asset calculation
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2022-07-13 23:02:19 +08:00 |
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Yo-An Lin
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01d50496a1
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Merge pull request #817 from COLDTURNIP/fix/optimizer_initial_storage
optimizer: prepare database before executing backtests
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2022-07-13 23:01:59 +08:00 |
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c9s
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ad597a7808
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Merge commit 'f07a0a98280e993254673375c624e6702317eafd'
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2022-07-13 19:33:36 +08:00 |
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Raphanus Lo
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36bdacf3a3
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backtest: correct final asset calculation
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2022-07-13 17:20:48 +08:00 |
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Raphanus Lo
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4985c760be
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optimizer: prepare database before executing backtests
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2022-07-13 15:28:11 +08:00 |
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Yo-An Lin
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b9729b0c4f
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Merge pull request #816 from c9s/refactor/backtest-report
strategy/pivotshort: add trendEMA
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2022-07-13 13:45:15 +08:00 |
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Yo-An Lin
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647182e575
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Merge pull request #815 from COLDTURNIP/fix/optimizer_progress_bar_counter
optimizer: correct progress bar counter & ETA calculation
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2022-07-13 13:35:34 +08:00 |
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c9s
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cecb278aa1
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autoborrow: use info logger for the margin level info
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2022-07-13 13:34:59 +08:00 |
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Raphanus Lo
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363c7b6ef6
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optimizer: correct progress bar counter & ETA calculation
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2022-07-13 11:44:04 +08:00 |
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Yo-An Lin
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a61a035099
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Merge pull request #814 from zenixls2/fix/sma
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2022-07-13 11:42:22 +08:00 |
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