Commit Graph

5524 Commits

Author SHA1 Message Date
austin362667
1163b89807 factorzoo: fix correlation 2022-04-20 18:10:27 +08:00
austin362667
71a032a29b factorzoo: clean up
factorzoo: clean up

factorzoo: clean up
2022-04-20 18:10:27 +08:00
austin362667
9eefcb8c4e go: add regression package 2022-04-20 18:10:27 +08:00
austin362667
7f63938a50 config: add factorzoo yaml 2022-04-20 18:10:27 +08:00
austin362667
da51d56624 cmd: add built-in factorzoo strategy 2022-04-20 18:10:27 +08:00
austin362667
fdbb2be45c factorzoo: add cross-sectional factors model strategy 2022-04-20 18:10:27 +08:00
austin362667
a1fa23121d factorzoo: add correlation indicator 2022-04-20 18:10:27 +08:00
c9s
8b9383ecfa maxapi: refactor withdrawal request 2022-04-20 16:38:08 +08:00
なるみ
5765f6af95
Merge pull request #551 from narumiruna/python/fix-subscribe-user-data
python: fix subscribe user data
2022-04-20 16:20:00 +08:00
なるみ
6e423363b9 python: bump version to v0.1.4 2022-04-20 16:13:43 +08:00
なるみ
768e4a0bac python: fix query kline example 2022-04-20 16:13:43 +08:00
なるみ
975c8385d8 python: example: subscribe max user data 2022-04-20 16:13:43 +08:00
なるみ
78a96e7ccc python: fix subscribe user data 2022-04-20 16:13:41 +08:00
なるみ
8a724aa619
Merge pull request #550 from narumiruna/python/market-data
python: add ticker, kline and trade to market data
2022-04-20 15:24:24 +08:00
なるみ
7af11d6074 python: bump version to v0.1.3 2022-04-20 15:20:56 +08:00
なるみ
ead3f79f6c python: add ticker, kline and trade to market data 2022-04-20 15:20:56 +08:00
Yo-An Lin
193e2ce511
Merge pull request #548 from narumiruna/remove-duplicate-service-registration
grpc: remove duplicate service registration
2022-04-20 15:18:50 +08:00
Yo-An Lin
1cb4b312fc
Merge pull request #549 from narumiruna/python/handlers
python: add event&channel handlers
2022-04-20 15:18:36 +08:00
なるみ
4c5843e6c5 python: bump version to v0.1.1 2022-04-20 14:43:23 +08:00
なるみ
4c78d15875 python: add event&channel handlers 2022-04-20 14:33:47 +08:00
c9s
72ea9f7e24 maxapi: add deposit request tests and withdrawal request tests 2022-04-20 14:01:18 +08:00
c9s
f3eafd5cd8 remove unused get trades method 2022-04-20 13:49:06 +08:00
なるみ
2754d2410c grpc: remove duplicate service registration 2022-04-20 13:48:41 +08:00
c9s
387c0bfb8b maxapi: rewrite vip level request 2022-04-20 13:35:17 +08:00
c9s
68abeb826b maxapi: add account service tests 2022-04-20 13:28:39 +08:00
c9s
f9df65a2f8 maxapi: add generated files 2022-04-20 13:20:54 +08:00
c9s
ff7f1a8bc8 maxapi: always merge params into the payload for signing 2022-04-20 12:18:35 +08:00
c9s
4d8997a8d5 max: pass context background to the request 2022-04-20 12:18:35 +08:00
c9s
5cba6a6133 maxapi: use requestgen to query and submit orders 2022-04-20 12:18:35 +08:00
c9s
93b19faa3a refactor newAuthenticatedRequest 2022-04-20 12:18:35 +08:00
c9s
bf4a0169bd max: update client api 2022-04-20 12:18:35 +08:00
c9s
82bdfa7db8 add the migration sql 2022-04-20 12:17:26 +08:00
Yo-An Lin
46015324e9
Merge pull request #540 from narumiruna/indicator/update
indicator: make parameters of update method consistent
2022-04-20 11:53:06 +08:00
Yo-An Lin
522e6b9aaf
Merge pull request #547 from kfrico/fix_ftx_bug
fix ftx pollKines bug
2022-04-20 11:52:16 +08:00
kfrico
bd4a932571 fix ftx pollKines bug 2022-04-19 21:29:45 +08:00
Yo-An Lin
11a215f4ba
Merge pull request #544 from c9s/fix/fee-unsigned
fix: fee unsigned for ftx
2022-04-19 19:43:54 +08:00
zenix
22d8c2efff feature: add some new ma indicators 2022-04-19 19:22:22 +09:00
なるみ
1d363f65a9 indicator: use rma indicator in atr 2022-04-19 13:45:23 +08:00
なるみ
167f9d3eaf indicator: make parameters of update method consistent 2022-04-19 13:45:23 +08:00
c9s
8442aafd4d compile and update migration package 2022-04-19 12:19:32 +08:00
c9s
a0e49fb2ba migrations: make fee column signed for ftx 2022-04-19 12:19:14 +08:00
Yo-An Lin
b9c40b63ac
Merge pull request #539 from narumiruna/python/submit-and-cancel-order
python: modify submit_order and cancel_order
2022-04-18 13:48:57 +08:00
Yo-An Lin
2f7607ae54
Merge pull request #541 from narumiruna/indicator/rma
indicator: add rolling moving average
2022-04-18 13:48:18 +08:00
なるみ
715b2bb4cc python: fix utils 2022-04-18 11:45:03 +08:00
なるみ
2896527c56 indicator: add rolling moving average 2022-04-18 11:43:05 +08:00
なるみ
17ce9fa90b python: add parse_time 2022-04-18 11:40:39 +08:00
なるみ
b576a221fc python: modify submit_order and cancel_order 2022-04-18 11:34:36 +08:00
Yo-An Lin
fcaef0219a
Merge pull request #536 from narumiruna/indicator/atr 2022-04-18 00:34:43 +08:00
なるみ
7b4c68f766 indicator: add average true range indicator 2022-04-17 17:30:49 +08:00
c9s
784d2adca9 update telegram doc for /auth 2022-04-17 13:30:37 +08:00