Commit Graph

5140 Commits

Author SHA1 Message Date
c9s
b3160815ff
dca: use order executor to close position 2022-06-22 13:46:04 +08:00
c9s
929ffc3e5e
dca: clean up 2022-06-22 13:46:04 +08:00
c9s
a5cb8355d4
dca: rewrite dca with the new order executor 2022-06-22 13:46:04 +08:00
c9s
5fe0f5a299
pull out bollinger settings 2022-06-22 13:46:04 +08:00
c9s
b75da154a8
rsmaker: remove legacy state struct 2022-06-22 13:46:04 +08:00
c9s
16eeeb852c
rsmaker: drop the legacy persistence state 2022-06-22 13:46:04 +08:00
c9s
3e5d252c10
rsmaker: clean up and remove unused code
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-22 13:46:04 +08:00
c9s
2cd44b194a
pivotshort: remove persistence from pivotshort 2022-06-22 13:46:04 +08:00
c9s
46691d5ae1
strategy/xbalance: update xbalance persistence usage 2022-06-22 13:46:04 +08:00
c9s
3112b40634
support: remove unused const 2022-06-22 13:46:03 +08:00
c9s
6ef54bf2fb
call bbgo.Sync to sync persistence 2022-06-22 13:46:03 +08:00
Yo-An Lin
5b239ad8ee
Merge pull request #755 from c9s/improve/persistence-api
improve: bbgo: call global persistence facade to sync data
2022-06-21 15:53:13 +08:00
c9s
c4ac2a23c4
remove pre-commit from ci 2022-06-21 15:27:48 +08:00
c9s
06de735df0
ci: add pip to cache 2022-06-21 14:46:50 +08:00
Yo-An Lin
41a3d92b6d
Merge pull request #754 from andycheng123/refactor/optimizer-config
optimizer: refactor max num of process in optimizer configs
2022-06-21 14:38:41 +08:00
c9s
7c9ad535fd
bbgo: call global persistence facade to sync data 2022-06-21 14:32:43 +08:00
Andy Cheng
689a12d80d optimizer: refactor max num of process config 2022-06-21 14:18:28 +08:00
Yo-An Lin
612df45c5e
Merge pull request #750 from c9s/refactor/persistence-singleton
refactor: persistence singleton and improve backtest cancel performance
2022-06-21 14:01:14 +08:00
c9s
9b82de596b
refine optimizer executor config structure 2022-06-21 12:31:42 +08:00
Yo-An Lin
16682596df
Merge pull request #753 from andycheng123/improve/optimizer-config
optimizer: add max num of thread in config
2022-06-21 12:18:33 +08:00
Andy Cheng
edfdb5b888 optimizer: add max num of thread in config 2022-06-21 11:51:20 +08:00
YC
70319692c8
Merge pull request #752 from c9s/upgrade-nextjs-11-to-12
Upgrade nextjs from 11 to 12
2022-06-21 11:12:42 +08:00
ycdesu
4fa89e261d upgrade all packages 2022-06-21 10:22:41 +08:00
ycdesu
a41364bb21 yarn upgrade --force --latest 2022-06-21 10:22:41 +08:00
ycdesu
84986e1178 remove postcss 2022-06-21 10:22:41 +08:00
ycdesu
6d0a24ccb7 upgrade nextjs from 11 to 12 2022-06-21 10:22:41 +08:00
Yo-An Lin
92882c9da2
Merge pull request #751 from c9s/fix/lint-issues
fix: reformat go code
2022-06-21 01:30:07 +08:00
c9s
9f2b810fd3
reformat go code 2022-06-21 01:25:47 +08:00
Yo-An Lin
d53176acdf
Merge pull request #746 from andycheng123/improve/pivotshort-control
pivotshort: add strategy controller
2022-06-21 01:24:47 +08:00
Yo-An Lin
223b3dd95f
Merge pull request #747 from andycheng123/improve/supertrend-strategy
strategy/supertrend: use new order executor api
2022-06-21 01:23:53 +08:00
c9s
19d8013f49
bbgo: optimize order cancel for back-testing 2022-06-21 01:12:16 +08:00
c9s
58c819bd75
bbgo: pull out PersistenceServiceFacade to singleton 2022-06-21 01:05:13 +08:00
Yo-An Lin
0e877b789e
Merge pull request #748 from andycheng123/improve/bollmaker
bollmaker: remove redundant code for adapting new order executor api
2022-06-21 00:26:41 +08:00
Yo-An Lin
74e8540550
Merge pull request #749 from c9s/improve/optimizer-local-proc
improve: add parallel local process executor for optimizer
2022-06-20 21:47:06 +08:00
Yo-An Lin
574e579b1a
Merge pull request #639 from c9s/strategy/rsmaker
strategy: rsmaker: initial idea prototype
2022-06-20 17:28:40 +08:00
austin362667
2f18ea230a rsmaker: refactor active OB 2022-06-20 17:23:13 +08:00
austin362667
dd859390d9 rsmaker: add bulit-in strategy
rsmaker: clean up
2022-06-20 17:23:13 +08:00
austin362667
c227272542 rsmaker: add bulit-in strategy
rsmaker: clean up
2022-06-20 17:23:13 +08:00
c9s
6afe2de9f7
optimizer: add parallel local process worker support for optimizer 2022-06-20 17:18:05 +08:00
c9s
626934a059
move out label copy and params copy to the outside of the loop 2022-06-20 15:27:01 +08:00
c9s
9be38e2421
optimizer: support multi metric value functions
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-20 14:52:40 +08:00
Andy Cheng
cc7b8c83ed bollmaker: remove redundant code for adapting new order executor api 2022-06-20 13:47:17 +08:00
Andy Cheng
aa9296e8d5 strategy/supertrend: use new order executor api 2022-06-20 13:39:07 +08:00
c9s
6669db4264
optimizer: refactor Execute method
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-20 11:54:55 +08:00
Andy Cheng
24844052d2 pivotshort: add strategy controller 2022-06-20 11:39:18 +08:00
c9s
dd087b287d
optimizer: refactor LocalProcessExecutor and pull out config test
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-20 11:20:26 +08:00
c9s
3a072181bc
optimizer: close config file handle 2022-06-20 11:07:48 +08:00
Yo-An Lin
695d948097
Merge pull request #745 from c9s/fix/depth-test
fix: depth: do not test depth buffer when race is on
2022-06-20 10:27:27 +08:00
c9s
d1b8710102
add export symbol comment 2022-06-20 10:21:42 +08:00
c9s
ee89a1c382
depth: do not test depth buffer when race is on 2022-06-20 02:49:07 +08:00