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FEATURE: [strategy] add stable coin market maker #1197

Merged
merged 20 commits into from
Jun 15, 2023
Merged

FEATURE: [strategy] add stable coin market maker #1197

merged 20 commits into from
Jun 15, 2023

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c9s
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@c9s c9s commented Jun 9, 2023

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Welcome back! @c9s, This pull request may get 345 BBG.

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codecov bot commented Jun 9, 2023

Codecov Report

Merging #1197 (73726b9) into main (6308ef5) will decrease coverage by 0.18%.
The diff coverage is 7.03%.

❗ Current head 73726b9 differs from pull request most recent head eb464cb. Consider uploading reports for the commit eb464cb to get more accurate results

Impacted file tree graph

@@            Coverage Diff             @@
##             main    #1197      +/-   ##
==========================================
- Coverage   20.98%   20.80%   -0.18%     
==========================================
  Files         503      505       +2     
  Lines       34859    35023     +164     
==========================================
- Hits         7315     7288      -27     
- Misses      26999    27190     +191     
  Partials      545      545              
Impacted Files Coverage Δ
pkg/backtest/exchange.go 0.00% <0.00%> (ø)
pkg/bbgo/scale.go 44.23% <0.00%> (-5.51%) ⬇️
pkg/exchange/binance/convert.go 5.06% <0.00%> (-0.14%) ⬇️
pkg/indicator/v2_atrp.go 0.00% <0.00%> (ø)
pkg/indicator/v2_boll.go 0.00% <0.00%> (ø)
pkg/indicator/v2_cma.go 0.00% <ø> (ø)
pkg/indicator/v2_cross.go 0.00% <ø> (ø)
pkg/indicator/v2_multiply.go 0.00% <ø> (ø)
pkg/indicator/v2_pivothigh.go 0.00% <ø> (ø)
pkg/indicator/v2_pivotlow.go 0.00% <ø> (ø)
... and 13 more

... and 1 file with indirect coverage changes


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Re-estimated karma: this pull request may get 827 BBG

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Re-estimated karma: this pull request may get 826 BBG

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Re-estimated karma: this pull request may get 905 BBG

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Re-estimated karma: this pull request may get 972 BBG

@c9s c9s changed the title WIP: FEATURE: [strategy] add stable coin market maker FEATURE: [strategy] add stable coin market maker Jun 14, 2023
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Re-estimated karma: this pull request may get 977 BBG

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Re-estimated karma: this pull request may get 982 BBG

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Re-estimated karma: this pull request may get 987 BBG

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Re-estimated karma: this pull request may get 997 BBG

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Re-estimated karma: this pull request may get 1021 BBG

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Re-estimated karma: this pull request may get 1031 BBG

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Re-estimated karma: this pull request may get 1036 BBG

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Re-estimated karma: this pull request may get 1041 BBG

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Re-estimated karma: this pull request may get 1046 BBG

func (s *Strategy) initializePriceRangeBollinger(session *bbgo.ExchangeSession) {
kLines := indicator.KLines(session.MarketDataStream, s.Symbol, s.PriceRangeBollinger.Interval)
closePrices := indicator.ClosePrices(kLines)
s.boll = indicator.BOLL2(closePrices, s.PriceRangeBollinger.Window, s.PriceRangeBollinger.K)
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new indicator usage

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Re-estimated karma: this pull request may get 1061 BBG

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Re-estimated karma: this pull request may get 1060 BBG

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Re-estimated karma: this pull request may get 1074 BBG

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Re-estimated karma: this pull request may get 1079 BBG

@c9s c9s enabled auto-merge June 15, 2023 06:09
@c9s c9s merged commit 50778c4 into main Jun 15, 2023
@c9s c9s deleted the strategy/scmaker branch June 15, 2023 06:14
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Hi @c9s,

Well done! 1084 BBG has been sent to your polygon wallet. Please check the following tx:

https://polygonscan.com/tx/0xb5237dfe5cbe3bf5d0d315564cb25002bcbe6aec4f7d452a2875d380ccee6026

Thank you for your contribution!

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4 participants