Commit Graph

5152 Commits

Author SHA1 Message Date
c9s
b20e1335c2
pivotshort: pull out market sell to a single method 2022-06-05 12:47:15 +08:00
c9s
f0578c5fa2
pivotshort: rename place order method 2022-06-05 12:40:41 +08:00
c9s
46b766857a
pivotshort: always collect trades after submitting orders 2022-06-05 12:40:08 +08:00
c9s
b9c32c7f7e
pivotshort: numLayers should be int 2022-06-05 12:37:35 +08:00
Yo-An Lin
9f5575f1ef
Merge pull request #669 from c9s/fix/kline-partial-sync
fix: fix partial kline sync
2022-06-05 02:02:54 +08:00
c9s
4b582830f0
remove timepoint map 2022-06-05 01:57:40 +08:00
c9s
c20e3fee4b
fix persistence unmarshalling issue 2022-06-05 01:48:56 +08:00
c9s
221a2d9dc7
fix persistence: calling type method on z zero value 2022-06-05 01:09:31 +08:00
c9s
39fcf1a51b
refactor sync command and add integration tests 2022-06-05 01:01:59 +08:00
c9s
425f8674d2
service: add kline partial sync 2022-06-04 19:15:11 +08:00
c9s
bf4d8d345e
service/backtest: implement backfill and time range scanner 2022-06-04 11:47:55 +08:00
c9s
9083881442
refactor exchange factory and solve the incorrect pkg import dependency from ftx 2022-06-04 11:47:55 +08:00
austin362667
9b8239abba pivotshort: add symbol name 2022-06-04 02:31:04 +08:00
austin362667
fcdc26e188 pivotshort: add init place order 2022-06-04 02:31:04 +08:00
c9s
6ceb54679a
add websocket log prefix 2022-06-04 00:39:24 +08:00
c9s
0b896e667f
add GMTUSDT pivoshot config with binance margin 2022-06-04 00:19:12 +08:00
c9s
40d44078dc
explain ID and strategy struct 2022-06-04 00:14:41 +08:00
Yo-An Lin
2d461582ea
Merge pull request #667 from c9s/strategy/pivot 2022-06-03 23:40:11 +08:00
austin362667
5ca651a9b4 pivotshort: clean up field name 2022-06-03 23:28:48 +08:00
austin362667
af2d88d9a3 pivotshort: add immediate market sell 2022-06-03 23:23:26 +08:00
Yo-An Lin
7efcae2bd1
Merge pull request #660 from c9s/strategy/pivot
pivotshort: clean up strategy
2022-06-03 20:25:10 +08:00
c9s
0c96d8ef82
add doc doc/topics/developing-strategy.md 2022-06-03 17:12:12 +08:00
austin362667
9dab39849b pivotshort: clean up 2022-06-03 16:38:06 +08:00
austin362667
30be15dd34 pivotshort: add repay margin side effect 2022-06-03 15:48:49 +08:00
austin362667
2aac5bb273 pivotshort: improve post order & add margin 2022-06-03 15:48:49 +08:00
c9s
6936503cde
bollmaker: fix profit stats notification 2022-06-03 14:46:45 +08:00
Yo-An Lin
202605c19e
Merge pull request #666 from c9s/fix/save-state-on-change
improve: apply default exchange fee rate
2022-06-03 03:29:28 +08:00
c9s
3428aeba03
apply default exchange fee rate
fixes #566
2022-06-03 03:24:34 +08:00
Yo-An Lin
c8055e9278
Merge pull request #664 from c9s/fix/save-state-on-change
fix: use the correct id for state loading
2022-06-03 03:16:32 +08:00
c9s
4fc0687cf9
bollmaker: remove debug code 2022-06-03 03:14:19 +08:00
c9s
68d6e9e850
service: fix state loading (use correct ID method) 2022-06-03 03:10:50 +08:00
c9s
f7cdaff925
persistence: add store and load test case 2022-06-03 02:49:16 +08:00
c9s
7fce6a0fca
bollmaker: call persistence.Sync when position is changed 2022-06-03 02:44:00 +08:00
c9s
50d7d235a4
bollmaker: pull out functions 2022-06-03 02:44:00 +08:00
c9s
1a85299204
bollmaker: make detectPriceTrend simple function 2022-06-03 02:44:00 +08:00
Yo-An Lin
89c2e7de1e
Merge pull request #663 from c9s/fix/persistence-snapshot
test: add more test on Test_loadPersistenceFields
2022-06-03 02:09:52 +08:00
c9s
75bd5ffe32
ftx: fix kline time range check 2022-06-03 02:05:06 +08:00
c9s
55e9c7ee25
add more test on Test_loadPersistenceFields 2022-06-03 01:57:39 +08:00
Yo-An Lin
5eec6180bb
Merge pull request #661 from c9s/fix/persistence-snapshot
fix: drop IsZero
2022-06-03 01:18:54 +08:00
c9s
0b6f7270ff
fix: drop IsZero 2022-06-03 01:15:08 +08:00
c9s
b1419a6f8b
ftx: add balance poller 2022-06-02 22:01:03 +08:00
c9s
3eb3a1f367
fix: ftx: add limit to ftx kline query 2022-06-02 21:51:22 +08:00
c9s
a7bd9239f2
fix: pull out time.now variable 2022-06-02 21:27:28 +08:00
c9s
32095e2741
fix: call abs on base for IsDust method 2022-06-02 21:06:52 +08:00
c9s
d27fee57ad
fix: do not load all trades into memory 2022-06-02 20:02:32 +08:00
c9s
d7c8b0b127
autoborrow: render balance map as SlackAttachment 2022-06-02 19:50:39 +08:00
Yo-An Lin
69c58ee38f
Merge pull request #656 from c9s/refactor/sync
refactor: drop unused function
2022-06-02 19:28:44 +08:00
Yo-An Lin
1d85fac209
Merge pull request #657 from c9s/fix-issue-642
fix: bollmaker: fix short position order
2022-06-02 19:28:25 +08:00
c9s
5277098f70
add api .UnrealizedProfit and .IsDust method on Position 2022-06-02 18:05:35 +08:00
c9s
6a25f30b39
add IsLong and IsShort method on Position 2022-06-02 17:58:18 +08:00