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f56214699a
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Author SHA1 Message Date
c9s
f56214699a
call findTops 2022-11-02 18:28:04 +08:00
c9s
147ca9b132
shakegrid: add findTop function 2022-11-02 18:28:04 +08:00
c9s
e1a882bbad
add range detection methods 2022-11-02 18:28:04 +08:00
c9s
47fbe3a3ed
grid: add pin cache 2022-11-02 18:28:03 +08:00
c9s
b2f8abd56c
add more grid extend tests 2022-11-02 18:28:03 +08:00
c9s
56e40eff67
test grid extend functions 2022-11-02 18:28:03 +08:00
c9s
561c476846
add Grid struct and its constructor 2022-11-02 18:28:03 +08:00
Yo-An Lin
335b90a97c
Merge pull request #989 from austin362667/austin362667/irr 
strategy:irr: a mean reversion based on box of klines in same direction
 2022-11-02 12:59:23 +08:00
c9s
04855b023a
bbgo: listen to both order signal and the wait time channel 2022-11-02 12:55:13 +08:00
c9s
3704f3f897
bbgo: emit sigchan when new order is added or an order is removed 2022-11-02 12:42:09 +08:00
c9s
9bf070172a
bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion 2022-11-02 12:34:04 +08:00
c9s
8707fcaa97
bbgo: drop FastCancelActiveOrderBook 2022-11-02 12:31:35 +08:00
c9s
1120821977
add activeOrderBook.Symbol check 2022-11-02 12:27:36 +08:00
c9s
7b9edd0456
all: rename cancelNoWait to fastCancel 2022-11-02 12:25:34 +08:00
なるみ
ba7985690f
Merge pull request #1000 from c9s/narumi/rebalance/backtest 
fix: rebalance: fix backtest
 2022-11-01 21:02:54 +08:00
Yo-An Lin
999d7b3799
Merge pull request #997 from zenixls2/fix/serialMarketDataStore 2022-10-31 18:00:39 +08:00
Yo-An Lin
237c2d223b
Merge pull request #1001 from grorge123/grorge123/roiStopLoss_cancel_order 2022-10-31 17:57:26 +08:00
zenix
3695644f97 fix: capitalization of drift variable 2022-10-31 18:50:27 +09:00
zenix
5b7712503f fix: pendingLock on orderPendingCounter delete 2022-10-31 11:05:55 +09:00
grorge
a5555cf35a feat: cancel order for exit roi take profit and loss 2022-10-28 17:56:07 +08:00
なるみ
532f3c11e7 fix backtest 2022-10-28 15:33:08 +08:00
zenix
b2e867e51c fix: unlimited length of indicators, add draw elapsed to drift 2022-10-27 17:35:50 +09:00
zenix
493b81f16c fix: remove redundant notification 2022-10-27 17:35:50 +09:00
zenix
ce86544c43 optimize: drift strategy to use market trade signals 2022-10-27 17:35:50 +09:00
zenix
a15d125679 fix: instead of aggTrade, use market trade to match kline result 2022-10-27 17:35:50 +09:00
zenix
a8d60b251f fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore. 2022-10-27 17:35:50 +09:00
zenix
17825fbde1 fix: rate settings in telegram, make elliottwave draw async 2022-10-27 17:35:50 +09:00
zenix
3d672ea518 fix: comment format, dbg logs in session 2022-10-27 17:35:50 +09:00
zenix
d247e1cb97 fix: show error message when aggTrade is used in backtesting 2022-10-27 17:35:50 +09:00
zenix
e021cdd060 rename: lock to mu 2022-10-27 17:35:50 +09:00
zenix
675f84dccf fix: SerialMarketDataStore together with backtests 2022-10-27 17:35:50 +09:00
austin362667
6e29359c85 strategy:irr: fix logical error 2022-10-19 22:08:44 +08:00
austin362667
778a3d8be1 strategy:irr: clean up 
strategy:irr: clean up

strategy:irr: clean up

strategy:irr: clean up
 2022-10-19 17:29:05 +08:00
austin362667
614209e9fd strategy:irr fix kline time syncing 2022-10-19 17:10:33 +08:00
austin362667
612261c48c strategy:irr add klines box mean reversion 2022-10-19 16:02:20 +08:00
austin362667
303e2c8413 strategy:irr: redesign to maker strategy 2022-10-19 16:02:20 +08:00
austin362667
42d87adeec strategy:irr: rollback to interval time ticker 2022-10-19 16:02:20 +08:00
austin362667
7974ee8fd3 strategy:irr: seperate alphas 2022-10-19 16:02:20 +08:00
austin362667
58bdb9b194 strategy:irr remove alpha ranking 2022-10-19 16:02:20 +08:00
austin362667
2b397940b8 strategy:irr fix draw goroutine 2022-10-19 16:02:20 +08:00
austin362667
150c37995e strategy:irr redesign trigger 2022-10-19 16:02:20 +08:00
austin362667
a3dd93dd9a strategy:irr: add backtest/realtime ability 2022-10-19 16:02:20 +08:00
Andy Cheng
7dd951e39c
Merge pull request #996 from andycheng123/fix/general-order-executor 
fix/general-order-executor: do not check for base balance for futures
 2022-10-18 19:14:18 +08:00
Andy Cheng
06c95a4735 fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder() 2022-10-18 18:59:04 +08:00
Zenix
4dad96755a
Merge pull request #995 from zenixls2/feature/async_telegram_notify 
feature: telegram notify to become async
 2022-10-17 19:08:41 +09:00
Zenix
798079070c
Merge pull request #993 from zenixls2/fix/indicator_for_1s 
fix: indicator timeframe 1s
 2022-10-17 18:53:05 +09:00
Zenix
6f0c4fdfd2
Merge pull request #994 from zenixls2/feature/binance_aggTrade 
feature: add aggTrade for binance
 2022-10-17 18:50:15 +09:00
zenix
8a66e5b218 feature: telegram notify to become async 2022-10-17 18:38:03 +09:00
zenix
9213caf9c5 feature: add aggTrade for binance 2022-10-17 17:01:46 +09:00
Yo-An Lin
79c93e9a0f
Merge pull request #991 from andycheng123/fix/risk 
fix/risk: remove balance check in CalculateBaseQuantity()
 2022-10-17 15:33:10 +08:00