4154 Commits

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
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
zenix	09c85d346c	feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster	2022-10-17 15:14:36 +08:00