Commit Graph

545 Commits

Author SHA1 Message Date
Andy Cheng
bc4eae5e39
improve/supertrend: Switch of outputting patameters in profit report 2023-07-17 11:19:10 +08:00
c9s
f8051b3f2b
autoborrow: fix margin warning format 2023-07-14 13:22:42 +08:00
c9s
c7ee7a9496
add marginLevelAlertInterval to the config example 2023-07-14 13:21:40 +08:00
Andy Cheng
ae7ae27d82
improve/profitStatsTracker: rename ProfitTracker to ProfitStatsTracker 2023-07-11 10:48:28 +08:00
Andy Cheng
bfeb43fc1c
fix/profitTracker: fix typo in config 2023-07-11 10:48:28 +08:00
Andy Cheng
5513330816
feature/profitTracker: fix bugs 2023-07-11 10:48:28 +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
3b6cff8dc7
strategy: move risk control to common.Strategy 2023-07-10 15:24:07 +08:00
c9s
5c88abe72f
add rsicross strategy 2023-07-09 21:23:42 +08:00
c9s
5962742b43
all: integrate google spread sheet service 2023-07-09 13:17:39 +08:00
c9s
e67a7fb553
config: add description 2023-07-05 16:09:03 +08:00
c9s
798b3c62bb
add tri strategy config 2023-07-05 16:08:35 +08:00
c9s
ae3f371551
all: refactor risk control and integrate risk control into scmaker 2023-07-03 17:09:13 +08:00
c9s
3052dd5add
scmaker: add liquiditySkew support 2023-07-03 16:22:01 +08:00
なるみ
508f2fbe1e
fix typo in xalign config 2023-06-21 14:01:27 +08:00
c9s
a7b2051858
scmaker: fix the layer price 2023-06-15 17:26:04 +08:00
c9s
eb464cb595
config/scmaker: adjust minProfit 2023-06-15 14:07:35 +08:00
c9s
5f3ab4776d
config/scmaker: adjust minProfit ratio 2023-06-14 17:25:23 +08:00
c9s
8344193e81
scmaker: rename liquidityLayerTick to liquidityLayerTickSize 2023-06-14 17:25:23 +08:00
c9s
68c3c96b10
scmaker: fix balance lock and active order book update issue 2023-06-14 17:25:23 +08:00
c9s
81aa46e46b
config: adjust liquidityScale 2023-06-14 17:25:23 +08:00
c9s
f426d151a8
scmaker: final version 2023-06-14 17:25:23 +08:00
c9s
b8597a1803
scmaker: calculate balance quantity 2023-06-14 17:25:23 +08:00
c9s
40f8283616
scmaker: basic prototype 2023-06-14 17:25:23 +08:00
c9s
cbb9cc7722
xalign: add doc comment 2023-06-08 17:02:06 +08:00
c9s
c9ee4e52cc
xalign: add xalign strategy 2023-06-08 17:02:05 +08:00
ricotoothless
38a7f18b32
FIX: supertrend config type error 2023-04-29 02:01:52 +08:00
Andy Cheng
68f54c032a
Merge pull request #1121 from andycheng123/feature/hhllstop
Feature/hhllstop
2023-04-18 11:39:45 +08:00
Andy Cheng
d4e42426ab
exits/trailingstop: add descriptions for parameters 2023-04-11 16:02:54 +08:00
c9s
a2fdc99741
xfunding: notify position ready 2023-03-29 21:40:18 +08:00
c9s
1e7afbc0c8
xfunding: fix position ready set call 2023-03-29 21:40:16 +08:00
c9s
4d59edc3d1
xfunding: add funding fee slack attachment support 2023-03-29 21:39:36 +08:00
c9s
8257c4ffbe
xfunding: fix ClosePosition call for futures 2023-03-29 18:28:25 +08:00
c9s
4d1f691300
xfunding: add syncFundingFeeRecords method 2023-03-26 14:54:27 +08:00
c9s
6349566ce9
config: add document to the xfunding options 2023-03-26 02:07:54 +08:00
c9s
1517076f6d
xfunding: implement syncSpotPosition 2023-03-24 03:20:04 +08:00
c9s
f3049de2ba
all: improve logging 2023-03-24 02:09:49 +08:00
c9s
209fb102fa
xfunding: add stringer support on PremiumIndex 2023-03-24 01:57:43 +08:00
c9s
1b5126c9a1
xfunding: add mutex 2023-03-23 17:36:30 +08:00
c9s
8b87a8706b
xfunding: add state for recording TotalBaseTransfer 2023-03-23 14:46:02 +08:00
c9s
20cd73e6ad
xfunding: fix transfer and refactoring more methods 2023-03-23 12:58:10 +08:00
c9s
b2c0a343f3
rename funding config file 2023-03-22 21:17:45 +08:00
Andy Cheng
f8c0e44e24
exits/hhllstop: update supertrend config as hhllStop example 2023-03-16 19:45:48 +08:00
narumi
0458858de0 fix position and profitstats 2023-03-14 19:27:41 +08:00
なるみ
cddf3570f2
Merge pull request #1104 from c9s/narumi/rebalance/balance
fix: rebalance: adjust max amount by balance
2023-03-14 14:06:31 +08:00
narumi
0690518dc7 add option to rebalance on start 2023-03-13 22:43:42 +08:00
Yo-An Lin
07ebd83a62
Merge pull request #1052 from andycheng123/improve/linregmaker-minprofit
Improve/linregmaker minprofit
2023-03-13 21:31:28 +08:00
Andy Cheng
cb412dc13f
improve/bollmaker: add MinProfitActivationRate 2023-03-13 16:35:19 +08:00
Andy Cheng
5fc459d404
improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate 2023-03-13 16:35:19 +08:00
Andy Cheng
dd87d716ce
improve/linregmaker: fix end date of linregmaker config 2023-03-13 16:35:19 +08:00
Andy Cheng
6e854f8027
improve/linregmaker: add MinProfitSpread 2023-03-13 16:35:19 +08:00
Andy Cheng
0ea345a18c
improve/linregmaker: fix balance calculation in backtesting 2023-03-13 16:35:18 +08:00
narumi
74656e0e49 fix fixedmaker errors 2023-03-10 18:39:30 +08:00
narumi
a7cfd488ed add fixedmaker 2023-03-10 16:41:01 +08:00
narumi
94b946a993 add orderType parameter 2023-03-03 23:14:30 +08:00
narumi
904491e750 add orderType parameter 2023-03-02 18:11:43 +08:00
c9s
0b73520371
config: update config example 2023-02-07 14:15:17 +08:00
c9s
24f0f40fad
config: add autoRange config doc 2022-12-26 01:00:15 +08:00
c9s
fedb67171a
config: update grid2 config example 2022-12-23 18:18:45 +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
c9s
5d6669fde4
config: update grid2 config for sync 2022-12-19 19:00:52 +08:00
c9s
f4529171f3
config: turn on notification for grid2 2022-12-15 18:39:06 +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
8b1d19124f strategy/linregmaker: allow using amount for order qty calculation 2022-12-14 14:42:56 +08:00
Andy Cheng
c6f9b0feed strategy/linregmaker: update config 2022-12-13 17:37:47 +08:00
Andy Cheng
ff334ca13d strategy/linregmaker: calculated allowed margin when leveraged 2022-12-13 17:16:30 +08:00
Andy Cheng
79dcda5f52 strategy/linregmaker: add more trend reverse logs 2022-12-13 11:06:18 +08:00
Andy Cheng
a6956e50b7 strategy/linregmaker: add more logs 2022-12-12 18:23:49 +08:00
c9s
489b025702 grid2: refactor check spread 2022-12-07 12:24:52 +08:00
c9s
68e7d0ec24 grid2: add doc comment for gridNumber 2022-12-06 10:47:19 +08:00
c9s
c2e219e180 config: add fee rate to backtest settings 2022-12-06 10:35:16 +08:00
c9s
82a1009f35 config: add baseInvestment 2022-12-06 10:08:34 +08:00
c9s
e29f3c50e8 grid2: calculate TotalFee 2022-12-06 10:05:43 +08:00
c9s
d9e230a433 grid2: add TestBacktestStrategy skeleton for backtesting in unit test 2022-12-06 02:40:22 +08:00
c9s
aa5f2a032a grid2: call TruncatePrice on profitSpread 2022-12-06 02:13:32 +08:00
c9s
fda7abc1f2 config: update grid2 config sample 2022-12-05 19:46:48 +08:00
c9s
c4544cf8b2 grid2: improve debug logging 2022-12-05 19:42:36 +08:00
c9s
8e3bfe8499 grid2: consider base sell quantity reduction 2022-12-05 19:37:42 +08:00
c9s
c5fb15dc22 grid2: update test grid configuration 2022-12-05 18:12:38 +08:00
c9s
19e0a20c67 grid2: fill fixedpoint.Zero for stats 2022-12-04 21:43:40 +08:00
c9s
bce004106c grid2: check price 2022-12-04 18:21:43 +08:00
c9s
9d62720111 grid2: add log for trigger price 2022-12-04 18:17:05 +08:00
c9s
50f3ca80cf config: add doc for stopLossPrice 2022-12-04 18:12:01 +08:00
c9s
e0a69a89c8 config: add stopLossPrice config to the default grid2 config 2022-12-04 18:02:30 +08:00
c9s
4f3a160bbf grid2: add stopLossPrice handler 2022-12-04 18:01:58 +08:00
c9s
5f0c45093c config: add triggerPrice doc to config 2022-12-04 17:58:32 +08:00
c9s
e1f7d8b965 add data/bbgo_test.sql to git lfs 2022-12-04 17:48:43 +08:00
c9s
5344b3d768
grid2: add TestStrategy_calculateProfit test 2022-12-04 17:35:35 +08:00
c9s
92733411a3
config: add notification settings to grid2 2022-12-04 15:34:24 +08:00
c9s
175ab289e2
config: add more doc comment 2022-12-03 16:52:58 +08:00
c9s
24910f0b22
config: add earnBase option to config 2022-12-03 16:49:46 +08:00
c9s
5f7ad125c6
grid2: add earnBase option 2022-12-03 16:03:01 +08:00
c9s
28d47ba055
grid2: update config for compound mode 2022-12-03 15:22:15 +08:00
c9s
c0573210b3
grid2: log grid info 2022-12-03 14:58:53 +08:00
c9s
de398ef146
config: update grid2 max config 2022-12-03 12:31:09 +08:00
c9s
f5bb22c82d
config: update grid2 config files 2022-12-03 11:16:29 +08:00
c9s
3fc65122b6
config: update grid2 config 2022-12-02 13:46:09 +08:00