c9s
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fc411bb214
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deploy.sh: add USE_DNUM option
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2022-08-09 14:51:44 +08:00 |
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Andy Cheng
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ef18791c6a
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Merge pull request #865 from andycheng123/fix/protective-stoploss
fix: protectivestoploss not working on long position
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2022-08-09 12:15:33 +08:00 |
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Yo-An Lin
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072b808a6e
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Merge pull request #868 from c9s/fixes
fix: many minor fixes
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2022-08-09 12:11:38 +08:00 |
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Yo-An Lin
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971db3399f
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Merge pull request #867 from austin362667/austin362667/factorzoo
strategy: factorzoo: upgrade indicators and add comments
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2022-08-09 11:45:06 +08:00 |
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c9s
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9867aa9c68
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bbgo: add mutex protection to tradecollector
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2022-08-09 11:37:44 +08:00 |
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c9s
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2dff1e72da
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types: rbtree - add panic check
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2022-08-09 11:37:38 +08:00 |
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c9s
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4e4ffe83e5
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cmd: fix cpu profile starter
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2022-08-09 11:37:30 +08:00 |
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c9s
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ba7b6f82e2
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types: add average price support in order in/out method
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2022-08-09 11:37:23 +08:00 |
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c9s
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dce64871e8
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types: add IsUSDFiatCurrency helper
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2022-08-09 11:37:17 +08:00 |
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c9s
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99121d19c0
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exchange/max: fix order trades query field name
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2022-08-09 11:37:12 +08:00 |
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c9s
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b4dcdc4031
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exchange/max: fix GetOrderTradesRequest order id field
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2022-08-09 11:37:05 +08:00 |
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c9s
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a5a40c3a42
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exchange/max: check order id field
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2022-08-09 11:36:59 +08:00 |
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c9s
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cba9ffe064
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exchange/max: add order trades api
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2022-08-09 11:36:53 +08:00 |
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c9s
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df4ea9c1e6
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types: update ExchangeOrderQueryService interface
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2022-08-09 11:36:45 +08:00 |
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c9s
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babb0abc95
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types: add Out() and Int() methods on SubmitOrder type
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2022-08-09 11:36:39 +08:00 |
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c9s
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938e612c42
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util: move emoji and pnl related functions to util
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2022-08-09 11:36:24 +08:00 |
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c9s
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f191d3c091
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bbgo: make position object optional for trade collector
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2022-08-09 11:36:17 +08:00 |
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c9s
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cae8bc2882
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bbgo: add mutli symbol support to active order book
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2022-08-09 11:36:10 +08:00 |
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c9s
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f9fe5d7790
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cmd: move package import paths
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2022-08-09 11:36:02 +08:00 |
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c9s
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96b10caa8c
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types: add callbacks to the stream order book
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2022-08-09 11:35:35 +08:00 |
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austin362667
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c06998e0d4
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config: add factorzoo
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2022-08-09 00:01:36 +08:00 |
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austin362667
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bb4db871b2
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factorzoo: add comments for strategy
factorzoo: add comments for strategy
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2022-08-09 00:01:34 +08:00 |
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austin362667
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d282568614
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factorzoo: add customized indicators
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2022-08-08 23:50:42 +08:00 |
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austin362667
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bdb04a4322
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strategy: factorzoo: refactor to logistic regression
re-format
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2022-08-08 20:09:15 +08:00 |
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austin362667
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c98eb22b95
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strategy: factorzoo: add config
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2022-08-08 20:09:15 +08:00 |
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Andy Cheng
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6c2fc3fee0
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exits/protectivestoploss: fix shouldStop()
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2022-08-08 17:57:05 +08:00 |
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Andy Cheng
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5455ae810b
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strategy/supertrend: only show nterval profit report in backtesting
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2022-08-08 17:42:21 +08:00 |
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Andy Cheng
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b133767e47
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exit/protectivestoploss: works in long position
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2022-08-08 16:49:19 +08:00 |
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Andy Cheng
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1cd48177ae
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Merge pull request #862 from andycheng123/improve/supertrend-strategy
Improve: supertrend strategy
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2022-08-08 14:11:49 +08:00 |
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Andy Cheng
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c6407e92c8
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strategy/supertrend: supertrend indicator adapted new indicator API
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2022-08-08 13:07:59 +08:00 |
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Andy Cheng
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9d0eecc5bc
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strategy/supertrend: linreg adapted new indicator API
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2022-08-08 12:43:38 +08:00 |
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Yo-An Lin
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e367c42771
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Merge pull request #863 from COLDTURNIP/fix/rbtree_concurrent_neel
types: rbtree: resolve neel reusing problem
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2022-08-08 01:01:32 +08:00 |
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Raphanus Lo
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318590f41b
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types: rbtree: resolve neel reusing problem
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2022-08-08 00:51:37 +08:00 |
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Andy Cheng
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737f6e99ba
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strategy/supertrend: use CalculateQuoteQuantity() in strategy
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2022-08-05 16:28:42 +08:00 |
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Andy Cheng
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b564e69f82
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strategy/supertrend: add CalculateQuoteQuantity()
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2022-08-05 15:59:20 +08:00 |
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Andy Cheng
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dba1102588
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strategy/supertrend: rename AvailableValue() to AvailableQuote()
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2022-08-05 15:38:19 +08:00 |
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Andy Cheng
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eb57e80119
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strategy/supertrend: different qty calculation for spot and leveraged
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2022-08-05 15:11:15 +08:00 |
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Andy Cheng
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550f2f3fd7
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strategy/supertrend: adapt risk.AccountValueCalculator
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2022-08-05 11:47:36 +08:00 |
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Andy Cheng
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9369ad3155
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strategy/supertrend: adapt SetIntervalProfitCollector
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2022-08-04 10:39:52 +08:00 |
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Andy Cheng
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0d82f32769
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Merge pull request #852 from andycheng123/position-updater
feature: PositionModifier
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2022-08-03 16:45:02 +08:00 |
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Andy Cheng
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e60aae40eb
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positionModifier: combine callbacks into one
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2022-08-03 16:27:05 +08:00 |
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Andy Cheng
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5d1bfc6010
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strategy/supertrend: add last period accumulated profit report
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2022-08-03 15:31:20 +08:00 |
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Andy Cheng
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dc9ecdd6ca
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strategy/supertrend: add accumulated profit SMA report
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2022-08-03 14:04:30 +08:00 |
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Andy Cheng
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b16abee6e4
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Merge pull request #861 from andycheng123/fix/supertrend-strategy
strategy/supertrend: re-organize exits part of config
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2022-08-03 11:23:33 +08:00 |
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Andy Cheng
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1277586e16
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strategy/supertrend: remove redundant part of config
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2022-08-03 10:09:12 +08:00 |
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Andy Cheng
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b00efaaaf3
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strategy/supertrend: re-organize exits part of config
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2022-08-03 10:05:27 +08:00 |
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Yo-An Lin
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1b177044fb
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Merge pull request #855 from COLDTURNIP/feature/optimizer_hyperparam
optimizeex: hyperparameter optimization tool
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2022-08-02 17:38:38 +08:00 |
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Raphanus Lo
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68af2d0ff8
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optimizer: rename optimizeex to hoptimize
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2022-08-02 12:44:42 +08:00 |
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Yo-An Lin
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609508288c
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Merge pull request #856 from COLDTURNIP/fix/ftx_default_fee
exchange: FTX default fee
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2022-07-31 13:16:01 +08:00 |
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Yo-An Lin
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961a783b80
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Merge pull request #857 from COLDTURNIP/fix/optimizer_objective_total_equity
optimizer: calculate equity diff from whole assets instead of first symbol
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2022-07-31 13:15:35 +08:00 |
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