Commit Graph

5318 Commits

Author SHA1 Message Date
c9s
4bb2e4a25f
fix stopEMA range check 2022-06-29 16:59:50 +08:00
Andy Cheng
6222ceef9a
Merge pull request #785 from andycheng123/improve/optimizer-progressbar
optimizer: add progressbar
2022-06-29 16:28:03 +08:00
Andy Cheng
a029509b63 optimizer: add progressbar 2022-06-29 16:17:43 +08:00
c9s
83d6f4764c
types: fix profit factor calculation
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-29 15:37:18 +08:00
c9s
84083f56b7
bbgo: add ExchangeSession param to the subscribe method 2022-06-29 15:16:56 +08:00
c9s
cb1c5634a2
pivotshort: remove redundant notification 2022-06-29 15:14:24 +08:00
Zenix
6b6686caa8
Merge pull request #778 from zenixls2/feature/series_extend
feature: add seriesExtend
2022-06-29 12:35:48 +09:00
Yo-An Lin
f1d9f352eb
Merge pull request #783 from c9s/strategy/pivotshort
fix: pivotshort: fix kline history loading
2022-06-29 11:30:51 +08:00
c9s
38920dfc7a
pivotshort: fix kline history loading 2022-06-29 11:23:05 +08:00
zenix
0b8441f4a2 rename: ToArray -> Array, ToReverseArray -> Reverse 2022-06-29 11:13:43 +09:00
Yo-An Lin
95342d3481
Merge pull request #782 from c9s/strategy/pivotshort
refactor: moving exit methods from pivotshort to the core
2022-06-29 02:10:33 +08:00
c9s
fc3e76204a
bbgo: add todo for the reflect Subscribe call 2022-06-29 02:03:00 +08:00
c9s
95c2711b0d
bbgo: call Subscribe method dynamically 2022-06-29 02:02:23 +08:00
c9s
16f2a06b1f
all: move exit methods to the bbgo core
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-29 01:58:15 +08:00
Yo-An Lin
6e9993c9eb
Merge pull request #781 from c9s/strategy/pivotshort
strategy: pivotshort: optimize and update config
2022-06-29 01:46:25 +08:00
c9s
cfc4fd1f81
add doc for CumulatedVolumeTakeProfit 2022-06-29 01:39:33 +08:00
c9s
3d4f765678
rename protectionStopLoss to protectiveStopLoss 2022-06-29 01:31:56 +08:00
c9s
44d0bbc3fa
config: optimize and update pivotshort config
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-29 01:23:01 +08:00
c9s
37413e4355 pivotshort: fix bounce ratio calculation 2022-06-28 23:47:34 +08:00
c9s
b32cfef2fd backtest: set order price for market order 2022-06-28 23:47:34 +08:00
c9s
609b6a7a50 add ref link to trade stats 2022-06-28 23:47:34 +08:00
c9s
32c76105b0 types: add total net profit field to trade states
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-28 23:47:34 +08:00
c9s
1617005114 pivotshort: fix pivotshort trigger condition 2022-06-28 23:47:34 +08:00
zenix
12757a0458 feature: add seriesExtend 2022-06-28 21:11:07 +09:00
Yo-An Lin
cb1ad3a89b
Merge pull request #775 from c9s/fix/backtest-order-cancel-test
test: backtest: add order cancel test case
2022-06-28 18:34:52 +08:00
c9s
1156e15cfe
backtest: add order cancel test case
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-28 18:25:51 +08:00
Yo-An Lin
ee59fc447d
Merge pull request #773 from c9s/fix/backtest-taker-order
fix: fix backtest taker order execution
2022-06-28 18:13:22 +08:00
c9s
c0f8bb9a2d
backtest: do not change the backtest order price
- apply the last price on the executed trade
- add more tests
2022-06-28 17:43:51 +08:00
Yo-An Lin
74d74a2d0f
Merge pull request #772 from c9s/fix/backtest-stop-order
backtest: fix stop order backtest, add more test cases and assertions
2022-06-28 15:30:19 +08:00
c9s
81ed5bff4f
backtest: refactor calculateNativeOrderFee and add test case 2022-06-28 15:29:01 +08:00
c9s
abee61cdc4
backtest: fix stop order backtest, add more test cases and assertions 2022-06-28 14:35:06 +08:00
Yo-An Lin
f2a642b165
Merge pull request #770 from c9s/fix/backtest-stop-limit 2022-06-28 04:08:28 +08:00
c9s
09e98eed82
backtest: handle stop market and add test case
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 20:49:55 +08:00
c9s
34900776f6
pivotshort: reformat code 2022-06-27 19:54:58 +08:00
c9s
dec02296a3
backtest-report: show order tag in the mark
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 19:53:43 +08:00
c9s
10d5a8a4f2
backtest: fix stop limit order matching
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 19:48:14 +08:00
c9s
9631a2e551
fix segment control default value
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 18:26:26 +08:00
c9s
11dacbc2cd
show order tag in the order list 2022-06-27 18:20:26 +08:00
c9s
2784408b8b
add submit order tag 2022-06-27 18:17:57 +08:00
c9s
2953518af9
add limit to the order table 2022-06-27 18:17:46 +08:00
c9s
b97ec7bb1e
pivotshort: remove unused struct 2022-06-27 18:14:12 +08:00
Yo-An Lin
3ea94871b0
Merge pull request #769 from c9s/feature/time-range-picker
backtest-report: sort intervals
2022-06-27 18:14:01 +08:00
c9s
95d7be25a7
sort intervals 2022-06-27 17:31:00 +08:00
Yo-An Lin
61582e4651
Merge pull request #768 from c9s/feature/time-range-picker
feature: backtest: add ohlc legend
2022-06-27 17:06:38 +08:00
c9s
e5251400a4
add ampl and change percentage 2022-06-27 16:56:31 +08:00
c9s
ec86d49135
add price change and improve time format 2022-06-27 16:50:01 +08:00
c9s
c9aed1e21b
backtest: fix empty data format
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 16:40:44 +08:00
c9s
f12e173254
backtest: remove debug log
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 16:40:04 +08:00
c9s
8db6c5e278
add ohlc legend 2022-06-27 16:39:46 +08:00
c9s
a90b6bd1f5
refactor TradingViewChart 2022-06-27 16:24:00 +08:00