Commit Graph

5248 Commits

Author SHA1 Message Date
c9s
ee9a3269b6
indicator/v2: add SMA example 2023-07-11 10:31:20 +08:00
c9s
66dd5507d1
rename SMA2 to just SMA 2023-07-11 10:31:20 +08:00
c9s
1da94f55e9
Merge pull request #1226 from c9s/c9s/base-strategy
REFACTOR: pull out base strategy struct
2023-07-10 17:50:12 +08:00
c9s
630b0d476d
scmaker: use dot import to use v2 indicator DSL 2023-07-10 17:17:46 +08:00
c9s
5853434aec
all: move v2 indicator to indicator/v2 2023-07-10 17:17:46 +08:00
c9s
f71fcdee23
Merge pull request #1225 from c9s/c9s/nested-persistence
FEATURE: support nested persistence
2023-07-10 15:29:24 +08:00
c9s
3293866a6c
common: pull out RiskController 2023-07-10 15:27:36 +08:00
c9s
3b6cff8dc7
strategy: move risk control to common.Strategy 2023-07-10 15:24:07 +08:00
c9s
14664188a0
Merge pull request #1224 from c9s/c9s/google-spreadsheet
FEATURE: add google spreadsheet service support
2023-07-10 11:10:49 +08:00
c9s
12bb22ae87
rsicross: remove unused funcs 2023-07-09 21:24:56 +08:00
c9s
5c88abe72f
add rsicross strategy 2023-07-09 21:23:42 +08:00
c9s
7c2de46273
pkg: rename base -> common 2023-07-09 19:55:36 +08:00
c9s
c9c058e717
base: simplify naming 2023-07-09 16:04:27 +08:00
c9s
62d394d183
all: moving common strategy functionality to strategy/base 2023-07-09 15:48:07 +08:00
c9s
0891859b98
dynamic: support nested persistence 2023-07-09 15:11:09 +08:00
c9s
5962742b43
all: integrate google spread sheet service 2023-07-09 13:17:39 +08:00
c9s
b47da70909
Merge pull request #1223 from c9s/c9s/google-spreadsheet 2023-07-07 18:35:23 +08:00
c9s
e41d720867
service/google: support reflect conversion 2023-07-07 14:52:25 +08:00
c9s
9bec294aa1
service/google: fix appendCells call 2023-07-07 13:36:31 +08:00
c9s
f9eba64816
xfunding: always sync funding fee 2023-07-06 16:02:37 +08:00
c9s
dc16e0c299
xfunding: reset LastFundingFeeTime 2023-07-06 15:58:42 +08:00
c9s
e8922a4c3a
xfunding: support transferIn with zero quantity 2023-07-05 17:18:28 +08:00
c9s
f505dda80f
xfunding: handle reset transfer when starting up 2023-07-05 16:59:10 +08:00
c9s
f6a3be6ff5
xfunding: improve checkAndRestorePositionRisks 2023-07-05 16:48:19 +08:00
c9s
bd347d5aa5
xfunding: log positionRisks 2023-07-05 16:48:19 +08:00
c9s
e4ababd39e
xfunding: fix spot order parameters 2023-07-05 16:48:19 +08:00
c9s
12aad7b292
xfunding: log spot balance 2023-07-05 16:48:19 +08:00
c9s
a766d88d60
xfunding: fix balance check 2023-07-05 16:48:19 +08:00
c9s
017278826b
xfunding: log failed order 2023-07-05 16:48:19 +08:00
c9s
34d42afbec
xfunding: fix syncSpotPosition cancel order issue 2023-07-05 16:48:18 +08:00
c9s
2813ede7ed
xfunding: fix transferOut, and de-leverage the trade amount from the caller 2023-07-05 16:48:18 +08:00
c9s
e82341b2bd
xfunding: add more transfer logs 2023-07-05 16:48:18 +08:00
c9s
5d0bdd19e3
xfunding: always transfer balance out when reducing the futures position 2023-07-05 16:48:18 +08:00
c9s
c818f79932
fix 2023-07-05 16:48:18 +08:00
c9s
84e9b03be7
xfunding: show balance 2023-07-05 16:48:18 +08:00
c9s
7904c73c53
xfunding: use closePosition option when only dust left in the futures position 2023-07-05 16:48:18 +08:00
c9s
d730340b7a
remove diff quantity check 2023-07-05 16:48:18 +08:00
c9s
b59b42c3fa
Merge branch 'feature/tri' 2023-07-05 16:47:01 +08:00
c9s
631203c89e
tri: update symbol file 2023-07-05 16:46:43 +08:00
c9s
05a8a7442c
Merge pull request #1221 from c9s/feature/tri
FEATURE: add triangular arbitrate strategy as an example
2023-07-05 16:24:29 +08:00
c9s
f06e37c44f
tri: ignore test in dnum mode 2023-07-05 16:02:11 +08:00
c9s
1abb301af1
core: add order update trigger channel 2023-07-05 15:51:29 +08:00
c9s
e19aa8fa10
add tri strategy 2023-07-05 15:51:16 +08:00
c9s
b9b89756e2
Merge pull request #1220 from c9s/feature/scmaker-with-risk-control
REFACTOR: refactor risk control with the order executor interface and mocks
2023-07-05 15:48:38 +08:00
c9s
01096829ae
bbgo: drop empty files 2023-07-05 15:30:15 +08:00
c9s
fbc49c28ef
types: add PriceVolume.Equals method 2023-07-05 15:30:08 +08:00
c9s
1ad10a9360
all: move trade collector to pkg/core 2023-07-05 15:26:36 +08:00
c9s
ff727ae495
all: use order executor extended interface to mock the risk tests 2023-07-04 22:07:31 +08:00
c9s
f1828beac8
all: move trade store and order store into pkg/core 2023-07-04 21:42:24 +08:00
c9s
1f98731636
riskcontrol: add doc to PositionRiskControl 2023-07-04 21:33:40 +08:00