Commit Graph

9090 Commits

Author SHA1 Message Date
zenix
1ca79db4e5 fix: volume profile 2022-12-22 13:35:04 +09:00
zenix
2811dbb580 fix: tsi, add test 2022-12-22 11:55:17 +09:00
zenix
75caa6565e feature: add sar indicator 2022-12-22 11:55:17 +09:00
zenix
c0f82977b0 feature: add psar 2022-12-22 11:55:17 +09:00
zenix
2b62616513 doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
zenix
38461167ba feature: add tsi and klinger oscillator, fix wdrift div 0 issue 2022-12-22 11:55:17 +09:00
chechia
12c7f6585a
feature: push to quay.io 2022-12-20 17:53:19 +08:00
c9s
441e5d867b
grid2: add todo mark 2022-12-20 17:34:20 +08:00
c9s
f92ba9cbf1
grid2: implement recover func loading 2022-12-20 17:33:53 +08:00
c9s
130cf2468d
types: implement lookup method 2022-12-20 17:33:40 +08:00
c9s
bbe58f51cf
doc: simplify backtest command example 2022-12-20 16:05:50 +08:00
c9s
330be79ec6
grid2: add recoverGrid 2022-12-20 15:56:38 +08:00
c9s
1fd431df5f
doc: add back-test report viewer doc link 2022-12-20 15:38:56 +08:00
Yo-An Lin
2b20ff4da9
Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
2022-12-20 14:55:48 +08:00
Yo-An Lin
c230695a44
Update multi-session.yaml 2022-12-19 20:08:06 +08:00
c9s
565193ed69
config: add multi-session example 2022-12-19 20:04:17 +08:00
Yo-An Lin
f38a89c0a5
Merge pull request #1028 from c9s/feature/grid2 2022-12-19 19:33:10 +08:00
c9s
5d6669fde4
config: update grid2 config for sync 2022-12-19 19:00:52 +08:00
c9s
756bfe2402
types: print message body when message parse error 2022-12-19 19:00:35 +08:00
c9s
30f471db00
binance: fix execution report parsing 2022-12-19 19:00:14 +08:00
c9s
6f2664b03e
grid2: fix test for orderTag 2022-12-19 18:51:39 +08:00
c9s
811be78933
grid2: update log message 2022-12-17 11:57:32 +08:00
Andy Cheng
d5e37f03e2 feature/dynamic_*: move dynamic_* to risk/dynamicrisk package 2022-12-16 11:51:52 +08:00
c9s
fa73b0e7f7
grid2: add warning message 2022-12-15 19:20:15 +08:00
c9s
bbc47bb63a
grid2: remove todo item 2022-12-15 19:06:34 +08:00
c9s
78f10212b9
grid2: fix base fee format 2022-12-15 18:57:21 +08:00
c9s
fcd7a20b78
bbgo,grid2: add place order error log 2022-12-15 18:54:02 +08:00
c9s
051aa19989
grid2: add newOrderUpdateHandler and send profit to notification 2022-12-15 18:47:45 +08:00
c9s
c2133a1712
grid2: call bbgo sync api to sync profit stats 2022-12-15 18:42:25 +08:00
c9s
1964763f58
grid2: add more logs 2022-12-15 18:41:04 +08:00
c9s
f4529171f3
config: turn on notification for grid2 2022-12-15 18:39:06 +08:00
c9s
a340cd321b
max: add submit order limiter 2022-12-15 18:38:57 +08:00
c9s
ac8186d43d
grid2: debug submitOrder before sending them to the api 2022-12-15 18:30:28 +08:00
c9s
bc8d7e9968
grid2: add skipSpreadCheck option 2022-12-15 18:09:43 +08:00
Andy Cheng
e39b94cf51 bbgo/standard_indicator_set: embed BOLL's SMA initialization into the constructor literal 2022-12-15 17:50:05 +08:00
c9s
c0598a05f6
grid2: add slack attachment footer 2022-12-15 17:47:34 +08:00
Andy Cheng
095eb9c134 feature/dynamic_exposure: undo move dynamic_exposure and dynamic_spread 2022-12-15 17:25:56 +08:00
Andy Cheng
754f8da5d4 strategy/linregmaker: move private fields to the end of the struct 2022-12-15 17:23:43 +08:00
Andy Cheng
5b017cd361 feature/dynamic_spread: rename DynamicSpreadAmp to DynamicAmpSpread 2022-12-15 17:12:04 +08:00
Andy Cheng
5c7c125c99 feature/dynamic_spread: move to risk package 2022-12-15 17:09:47 +08:00
Andy Cheng
4c98bed76f feature/dynamic_quantity: add comment for getQuantity() 2022-12-15 17:08:36 +08:00
Andy Cheng
1002c13062 feature/dynamic_exposure: move to risk package 2022-12-15 17:08:35 +08:00
c9s
19478b1fbc
grid2: add profit stats since field 2022-12-15 15:39:48 +08:00
c9s
a7c8da7e88
grid2: add SlackAttachment on profit stats 2022-12-15 15:39:16 +08:00
c9s
7a35a652c3
grid2: add SlackAttachment on grid profit 2022-12-15 15:33:26 +08:00
c9s
a6a4be9878
grid2: sync order tag 2022-12-15 14:58:50 +08:00
c9s
16df170ca3
grid2: pull out order tag 2022-12-15 14:58:50 +08:00
c9s
aa4130ed30
grid2: add PlainText method on GridProfit struct 2022-12-15 14:58:31 +08:00
c9s
532d474564
grid2: pull out processFilledOrder method 2022-12-15 14:57:25 +08:00
Andy Cheng
8b1d19124f strategy/linregmaker: allow using amount for order qty calculation 2022-12-14 14:42:56 +08:00