c9s
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3da86ab2e1
|
grid2: pull out check code to checkRequiredInvestmentByQuantity
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2022-12-02 00:09:59 +08:00 |
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c9s
|
cde463e294
|
grid2: remove notionalModifier
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2022-12-02 00:09:59 +08:00 |
|
c9s
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fa692d835f
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grid2: add totalFee field and volume field
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2022-12-02 00:09:59 +08:00 |
|
c9s
|
7fec736e7a
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grid2: add GridProfitStats
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2022-12-02 00:09:59 +08:00 |
|
c9s
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4c8db08ccc
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grid2: fix require quote and require base calculation
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2022-12-02 00:09:59 +08:00 |
|
c9s
|
2c373959a8
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grid2: add investment check
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2022-12-02 00:09:59 +08:00 |
|
c9s
|
68b1fce634
|
grid2: get the last trade price and apply generalOrderExecutor
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2022-12-02 00:09:59 +08:00 |
|
c9s
|
a42c1799e2
|
grid2: define PinCalculator type
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
a8cbe0e488
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grid2: pull out calculate pins call
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
32b6299b93
|
grid2: pull out CalculatePins
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
1fa5186002
|
grid2: allocate grid object
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
84c3d386ca
|
grid2: implement find next higher/lower pin
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
629cea0f44
|
grid2: fix ExtendUpperPrice and its tests
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
4fb2230e5d
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grid2: improve number func
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
f46fc7ee80
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grid2: fix tests
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
4ddbeff7e4
|
grid2: fix Test_calculateArithmeticPins
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
f98c00b7aa
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grid2: fix extendLowerPrice method and tests
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
75c088eb9c
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refactor calculateArithmeticPins
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
725c624281
|
grid2: rewrite ExtendUpperPrice
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2022-12-02 00:09:58 +08:00 |
|
c9s
|
533587ffd2
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grid2: update lowerPrice
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
d6f751c027
|
grid2: improve ExtendLowerPrice
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
e675a084e2
|
grid2: refactor spread, height methods
|
2022-12-02 00:09:58 +08:00 |
|
c9s
|
2761cff2bf
|
grid2: add pin tests
|
2022-12-02 00:09:57 +08:00 |
|
c9s
|
21a1d550e3
|
grid2: add grid struct
|
2022-12-02 00:09:57 +08:00 |
|
c9s
|
cb612a22b1
|
add grid2 strategy
|
2022-12-02 00:09:57 +08:00 |
|
zenix
|
2e315240d9
|
feature: add sync_time.sh utility
|
2022-12-01 12:18:39 +09:00 |
|
Andy Cheng
|
19d4033aaa
|
strategy/linregmaker: adj config
|
2022-11-30 13:00:29 +08:00 |
|
Yo-An Lin
|
4825fb8d0e
|
Merge pull request #1016 from zenixls2/doc/series_extend
doc: add series extend documentation
|
2022-11-30 11:11:08 +08:00 |
|
zenix
|
0cb9bc2c7b
|
doc: add series extend documentation
|
2022-11-29 16:25:12 +09:00 |
|
c9s
|
4b0db6b3af
|
bbgo: fix quantity adjustment
|
2022-11-27 00:25:29 +08:00 |
|
c9s
|
50d5449b9a
|
fix types.NewZeroAssetError panic error
|
2022-11-27 00:24:24 +08:00 |
|
Andy Cheng
|
71137620bd
|
strategy/linregmaker: qty calculation for backtest
|
2022-11-25 16:39:15 +08:00 |
|
Yo-An Lin
|
98f70756be
|
Merge pull request #1013 from a-dwarf/main
feature: bbgo completion
|
2022-11-25 14:55:18 +08:00 |
|
Andy Cheng
|
02a67a3de8
|
strategy/linregmaker: initial trend
|
2022-11-25 12:38:28 +08:00 |
|
Andy Cheng
|
5c60ad0e41
|
strategy/linregmaker: re-organize strategy logic
|
2022-11-25 12:27:47 +08:00 |
|
a dwarf
|
daab130735
|
upgrade cobra
|
2022-11-25 10:37:54 +08:00 |
|
Yo-An Lin
|
e451667bc6
|
Merge pull request #1014 from c9s/remove-ftx
all: remove ftx
|
2022-11-24 21:16:31 +08:00 |
|
a dwarf
|
a8cd36fdf0
|
move bbgo completion to topics
|
2022-11-24 17:21:24 +08:00 |
|
Andy Cheng
|
66f0f3e113
|
strategy/linregmaker: remove useTickerPrice
|
2022-11-24 17:06:14 +08:00 |
|
c9s
|
170c3b8c41
|
all: remove ftx
|
2022-11-24 17:05:20 +08:00 |
|
Yo-An Lin
|
16b4702248
|
Merge pull request #1011 from andycheng123/strategy/supertrend-config
strategy/supertrend: update supertrend config
|
2022-11-24 16:57:08 +08:00 |
|
Yo-An Lin
|
e43e56a9fe
|
Merge pull request #1008 from zenixls2/feature/speedup_live_trading
improve: speed-up live trade
|
2022-11-24 16:55:16 +08:00 |
|
Andy Cheng
|
8c57dec793
|
strategy/linregmaker: parameter of check main trend interval
|
2022-11-24 16:51:37 +08:00 |
|
a dwarf
|
70e45ccf93
|
Create bbgo_completion.md
bbgo Completion
|
2022-11-24 16:13:16 +08:00 |
|
a dwarf
|
d14d441ff8
|
upgrade cobra
bbgo Completion only supports unix-like operating systems
|
2022-11-24 16:05:02 +08:00 |
|
Andy Cheng
|
41e27a8e38
|
strategy/linregmaker: default value of spread
|
2022-11-23 17:44:40 +08:00 |
|
Andy Cheng
|
0f0549fa42
|
strategy/linregmaker: dynamic exposure works on both direction
|
2022-11-23 17:23:18 +08:00 |
|
Andy Cheng
|
fbc949a133
|
strategy/linregmaker: validate basic config parameters
|
2022-11-23 16:58:24 +08:00 |
|
Andy Cheng
|
cc124d4264
|
strategy/linregmaker: works w/o dynamic qty
|
2022-11-23 16:53:08 +08:00 |
|
Andy Cheng
|
e776c9e5ea
|
strategy/linregmaker: use session standard indicator set
|
2022-11-23 12:28:38 +08:00 |
|