なるみ
f82a344964
Rename test function
2021-05-10 18:16:12 +08:00
なるみ
67f66153ab
Add obv test
2021-05-10 17:46:46 +08:00
なるみ
a2d7a40147
Add obv indicator
2021-05-10 17:17:50 +08:00
c9s
c1ea9ff9ed
xmaker: move cancel order calls to the go routine
2021-05-10 13:18:57 +08:00
c9s
c90871fb39
implement pending removal order ids
2021-05-10 13:06:23 +08:00
c9s
ddab6083d4
xmaker: support quantity scale
2021-05-10 02:52:41 +08:00
c9s
dde998aced
fix graceful shutdown
2021-05-10 02:17:19 +08:00
c9s
405f9c863f
xmaker: call cancel orders everytime
2021-05-10 01:47:17 +08:00
c9s
ce63641d70
print otp auth guide when session is loaded
2021-05-10 01:38:19 +08:00
Yo-An Lin
8a9fe7ea23
Merge pull request #221 from frankurcrazy/fix/skip-cancel-profit-order-on-graceful-exit
...
fix(bollgrid): skip canceling profit orders on graceful exit
2021-05-10 01:11:20 +08:00
c9s
8995300cbe
use go routine to send message so that we wont be blocked
2021-05-10 00:02:08 +08:00
c9s
0307a740e3
calculate accumulatedProfit
2021-05-09 23:56:54 +08:00
c9s
a98fbeea77
reduce notify calls
2021-05-09 21:14:51 +08:00
c9s
3f8f5616d7
add more order info the local order book printing
2021-05-09 20:03:16 +08:00
c9s
2f326d0fed
xmaker: add interval jitter
2021-05-09 20:03:06 +08:00
c9s
c278cdbf30
improve order sync map lock handling
2021-05-09 19:50:26 +08:00
c9s
74e01ce444
fix order waiting for graceful shutdown
2021-05-09 19:44:51 +08:00
c9s
e06310da26
print unhandled order status
2021-05-09 19:44:43 +08:00
c9s
ff90a704d9
fix fixedpoint format
2021-05-09 19:40:56 +08:00
c9s
e35eef2b72
fix message formatting
2021-05-09 19:15:37 +08:00
c9s
9525a334d2
add more fix
2021-05-09 19:04:44 +08:00
c9s
1b454be0f3
fix quote quantity label
2021-05-09 18:58:05 +08:00
c9s
b343ecad61
xmaker: add more helpful messages
2021-05-09 18:55:56 +08:00
c9s
dc282182a5
fix xmaker order cancellation in the graceful shutdown
2021-05-09 18:48:25 +08:00
c9s
569bbfea54
use new bbgo position for calculating profits
2021-05-09 18:46:09 +08:00
c9s
f44d85d704
fix QuantityMultiplier
2021-05-09 18:33:11 +08:00
c9s
c0f12cf452
xmaker: add active maker order cancellation check
2021-05-09 18:32:29 +08:00
なるみ
52248fcf2e
feature: add MACD indicator ( #219 )
2021-05-09 00:56:44 +08:00
Frank Chang
da0ea3d390
fix(bollgrid): skip canceling profit order on graceful exit
...
profit orders shouldn't be canceled on graceful exit unless
properly persisted.
a new strategy parameter `shutdownCancelProfitOrders` is added.
Issue: #220
2021-05-08 15:19:04 +08:00
なるみ
3f39131d76
feature: add volume weighted average price (vwap) indicator ( #211 )
2021-05-08 02:09:45 +08:00
c9s
fd7081e96f
bump version to v1.15.5
2021-05-08 01:11:31 +08:00
c9s
d01abffde3
add todo for the backtest trades
2021-05-08 01:09:06 +08:00
c9s
13d9f2ba49
grid: fix order generator checking
2021-05-08 01:00:57 +08:00
c9s
a94c42d9c2
grid: improve error messages
2021-05-08 00:59:30 +08:00
c9s
ee68deb114
apply limit param to the queries
2021-05-08 00:57:25 +08:00
c9s
d8d2e17b9e
fix backtest exchange query klines methods
2021-05-08 00:57:12 +08:00
c9s
6bbd66a4f9
split environment start and init
2021-05-08 00:45:24 +08:00
c9s
14eedecd0e
fix backtest sync from time
2021-05-08 00:44:43 +08:00
c9s
61ad2b6567
emit start callback for backtest
2021-05-08 00:43:53 +08:00
c9s
3501e8f5fd
refactor backtest, add BootstrapBacktestEnvironment
2021-05-08 00:14:25 +08:00
c9s
f67075c818
bump version to v1.15.4
2021-05-07 14:08:11 +08:00
c9s
858d6bdf05
grid: adjust callback registration ordering
2021-05-07 02:14:35 +08:00
c9s
494a270c54
insert trades to db only when backtest service is nil
2021-05-07 01:50:38 +08:00
c9s
584a4c2ef8
move fiat currency definition out
2021-05-07 01:30:09 +08:00
c9s
1264c50e83
improve balances, account command usability
2021-05-06 23:50:26 +08:00
c9s
1a81813e17
add --session option check
2021-05-06 23:44:05 +08:00
c9s
03cee5eb0b
apply types.ExchangeMAX
2021-05-05 16:57:01 +08:00
c9s
859bf35255
set sync-from from config by default
2021-05-05 16:45:17 +08:00
c9s
a70d5cbcdc
fix kline sync conditions
2021-05-05 16:33:15 +08:00
c9s
d85037f9ea
add binance kline query documentation
2021-05-05 16:23:46 +08:00