Commit Graph

4698 Commits

Author SHA1 Message Date
c9s
669b627521
add config/pivotshort_optimizer.yaml option 2022-06-10 02:42:16 +08:00
c9s
56f60bf1ab
fix roiTakeProfitPercentage comment 2022-06-10 02:40:15 +08:00
c9s
35a58268cf
pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume option 2022-06-10 02:39:14 +08:00
Yo-An Lin
449186f460
Merge pull request #697 from andycheng123/fix/supertrend
strategy: remove redundant code
2022-06-10 01:29:45 +08:00
Yo-An Lin
6e3c060728
Merge pull request #698 from c9s/strategy/pivot
strategy pivotshort: refactor and add stop EMA
2022-06-10 01:29:23 +08:00
c9s
53913ede23
update pivotshort config 2022-06-10 01:24:15 +08:00
c9s
e575236db8
pivotshort: adjust shadow ratio calculation 2022-06-10 01:21:59 +08:00
c9s
260857b5b1
pivotshort: add TradeStats 2022-06-10 00:49:32 +08:00
c9s
b79e4f2fb8
fixedpoint: add marshalYAML interface support 2022-06-10 00:42:48 +08:00
c9s
9396ab9428
update pivotshort optimizer config 2022-06-10 00:02:47 +08:00
c9s
a8134561f5
pivotshort: add stopEMA 2022-06-09 18:16:32 +08:00
c9s
aa2ba265f1
pivotshort: refactor and add more fix 2022-06-09 17:36:22 +08:00
Andy Cheng
2e3badc0da strategy: remove redundant code 2022-06-09 16:37:19 +08:00
c9s
4f9ac6f3fb
pivotshort: move notification message to make log clean 2022-06-09 15:50:43 +08:00
c9s
e117cc4157
optimize single symbol query for kline query 2022-06-09 15:50:23 +08:00
c9s
77eb5da7b7
clean up type conversion 2022-06-09 15:50:06 +08:00
c9s
f8dbd26736
move cpu profile option to global cmd 2022-06-09 15:49:52 +08:00
c9s
8d3f487d0d
reduce order cancel wait time to 10ms 2022-06-09 15:49:34 +08:00
c9s
b731405658
add fixedpoint.Value to simple types 2022-06-09 15:49:13 +08:00
c9s
5a809f60e0
pivotshort: fix order cancel step 2022-06-09 13:26:30 +08:00
c9s
d032aa6699
add optimizer for pivotshort 2022-06-09 13:20:51 +08:00
Yo-An Lin
2c91532c87
Merge pull request #677 from c9s/strategy/pivot
strategy: pivotshort: improve short position trigger
2022-06-09 12:38:10 +08:00
c9s
4b08e93758
rename st = store 2022-06-09 12:34:23 +08:00
c9s
fc0457cefe
fix notify args filtering 2022-06-09 12:34:23 +08:00
c9s
e17535e651
pivotshort: fix position close bugs 2022-06-09 12:34:23 +08:00
c9s
a5e2c84434
add ETHUSDT for testing pivotshort 2022-06-09 12:34:23 +08:00
c9s
1bfc125a52
gracefully cancel order before closing position 2022-06-09 12:34:23 +08:00
c9s
1d8cd2d604
improve kline matching error 2022-06-09 12:34:22 +08:00
c9s
77b704b6ec
move some methods back for refactoring 2022-06-09 12:34:22 +08:00
austin362667
3c40f9e90e
pivotshort: improve market sell when breaks previous pivot low only
pivotshort: improve market sell when breaks previous pivot low only
2022-06-09 12:34:22 +08:00
c9s
48764c2b74
add v1.33.2 release note 2022-06-08 23:17:11 +08:00
c9s
9065b5bae7
bump version to v1.33.2 2022-06-08 23:17:11 +08:00
c9s
c76d57e424
update command doc files 2022-06-08 23:17:11 +08:00
Yo-An Lin
60af0b08e3
Merge pull request #693 from c9s/fix/binance-deposit-history-sync
fix: fix and rewrite binance deposit history sync
2022-06-08 19:16:10 +08:00
Yo-An Lin
e69e7bc39f
Merge pull request #695 from c9s/fix/trade-fee
fix: calcualte fee in quote only when fee is not zero
2022-06-08 19:15:54 +08:00
c9s
c16fe8188a
fix: calcualte fee in quote only when fee is not zero 2022-06-08 18:09:17 +08:00
c9s
83d7aab4d4
fix trade format alignment 2022-06-08 18:06:49 +08:00
c9s
f1cce3e123
clean up 2022-06-08 17:33:52 +08:00
c9s
f3a7428b48
add stringer method for deposit struct 2022-06-08 17:32:42 +08:00
c9s
6d78b05b41
rewrite deposit sync service 2022-06-08 15:49:44 +08:00
c9s
5f075af24f
batch: add DepositBatchQuery 2022-06-08 15:49:44 +08:00
c9s
c4c8bca72f
binance: re-implement deposit history query 2022-06-08 15:49:44 +08:00
Yo-An Lin
20670e50c1
Merge pull request #692 from c9s/fix/pnl-cmd
fix: fix pnl command calculation and add warning logs
2022-06-08 15:28:26 +08:00
c9s
c54fec4c80
ci: run python flow only when files under the python/ path are changed 2022-06-08 15:17:19 +08:00
c9s
854661bc71
backtest: move info log suppress after sync 2022-06-08 15:15:57 +08:00
c9s
9ffed1d5b9
add more commands to the release test 2022-06-08 15:10:43 +08:00
c9s
c1c2b03c90
add release test script 2022-06-08 15:10:43 +08:00
c9s
5f01acaece
move util/embed to utils/ 2022-06-08 15:10:43 +08:00
c9s
99bf914415
add warning logs to pnl cmd 2022-06-08 15:10:43 +08:00
c9s
8c6331073d
cmd: fix pnl cmd 2022-06-08 15:10:43 +08:00