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281 Commits 1 Branch 0 Tags 2.7 MiB
Commit Graph

50 Commits

Author SHA1 Message Date
Mark Veidemanis 9c537187f0
Finish AMS tests 2023-02-22 07:20:58 +00:00
Mark Veidemanis ed63085e10
Implement updating protection 2023-02-22 07:20:37 +00:00
Mark Veidemanis 89ef8408e6
Amend asset filter matching to be more explicit 2023-02-20 07:20:01 +00:00
Mark Veidemanis 9e22abe057
Implement adjusting positions and begin writing live tests for AMS 2023-02-20 07:20:03 +00:00
Mark Veidemanis 8bb5c2c91b
Remove empty functions from checks 2023-02-20 07:20:22 +00:00
Mark Veidemanis ea0a6f21ce
Remove some comments 2023-02-18 21:39:06 +00:00
Mark Veidemanis 8d9fe15346
Fix returning the balance 2023-02-18 21:36:46 +00:00
Mark Veidemanis 0bf3329b61
Remove comment 2023-02-18 21:25:11 +00:00
Mark Veidemanis 911ccde37b
Implement trade mutation pipeline and active management actions 2023-02-18 21:23:59 +00:00
Mark Veidemanis ae104f446a
Start implementing active management actions 2023-02-18 17:55:39 +00:00
Mark Veidemanis 15a8bec105
Simplify active management by only specifying trade IDs for violations 2023-02-18 14:36:58 +00:00
Mark Veidemanis 466b17400f
Finish implementing active management hooks 2023-02-18 11:54:30 +00:00
Mark Veidemanis 3e35214e82
Fix open trades checks 2023-02-17 22:23:12 +00:00
Mark Veidemanis d262f208b5
Write crossfilter, asset groups and max open trades implementation and tests 2023-02-17 22:11:46 +00:00
Mark Veidemanis 67117f0978
Write protection check tests 2023-02-17 17:05:52 +00:00
Mark Veidemanis 1dbb3fcf79
Add more hooks to active management 2023-02-17 07:20:15 +00:00
Mark Veidemanis dd3b3521d9
Move more checks from market into checks library 2023-02-17 07:20:28 +00:00
Mark Veidemanis da67177a18
Begin work on scheduling management command 2023-02-17 07:20:19 +00:00
Mark Veidemanis 3854bdcc7d
Add signals trading enabled 2023-02-15 20:02:38 +00:00
Mark Veidemanis b4afa32a6e
Move order settings to OrderSettings 2023-02-15 18:41:08 +00:00
Mark Veidemanis 1974b19157
Move risk model to strategy 2023-02-15 18:15:36 +00:00
Mark Veidemanis b6952767d5
Fix asset filter 2023-02-14 07:20:47 +00:00
Mark Veidemanis 0a89d96b86
Log assetfilter messages to console 2023-02-14 07:20:47 +00:00
Mark Veidemanis 74fdd8a735
Fix asset_group reference 2023-02-14 07:20:47 +00:00
Mark Veidemanis f4ae8fbc5f
Check equality with None instead of truthfulness 2023-02-14 07:20:47 +00:00
Mark Veidemanis 1fc969177d
Send all precision errors to the user 2023-02-14 07:20:47 +00:00
Mark Veidemanis 68a33cea7d
Send the user a more detailed precision error message 2023-02-14 07:20:47 +00:00
Mark Veidemanis c915fd1e41
Improve get precision error messages 2023-02-14 07:20:47 +00:00
Mark Veidemanis 6ff5f718ba
Implement asset rules as Asset Group children objects 2023-02-13 20:45:23 +00:00
Mark Veidemanis 0321aff9d5
Implement checking direction with assetfilter 2023-02-13 17:47:47 +00:00
Mark Veidemanis dcfb963be6
Remove asset restrictions and make asset groups smarter 2023-02-13 07:20:40 +00:00
Mark Veidemanis da9f32e882
Send the user a message when an asset restriction is hit 2023-02-11 18:25:09 +00:00
Mark Veidemanis 313c7f79d0
Write tests for asset filter 2023-02-11 18:22:49 +00:00
Mark Veidemanis 7afdd39af7
Fix adding asset restrictions 2023-02-11 17:45:22 +00:00
Mark Veidemanis 33d8e26c9b
Use cachalot to invalidate caches 2023-02-11 17:22:25 +00:00
Mark Veidemanis f4ef280f80
Fix circular import 2023-01-11 21:12:43 +00:00
Mark Veidemanis 70d1fdbbd3
Adjust comment 2023-01-11 20:53:04 +00:00
Mark Veidemanis 7d0f979a96
Check risk management when opening trades with strategies 2023-01-11 20:48:17 +00:00
Mark Veidemanis 9a69120695
Remove leftover comments and debug statements 2023-01-11 19:59:27 +00:00
Mark Veidemanis 23faeb6f71
Write tests for open trade checks 2023-01-11 19:55:09 +00:00
Mark Veidemanis e55f903f42
Continue implementing live risk checks 2023-01-11 19:46:47 +00:00
Mark Veidemanis 93be9e6ffe
Check the max risk relative to the account balance 2023-01-06 07:20:55 +00:00
Mark Veidemanis ae42d9b223
Fix profit/loss calculation 2023-01-06 08:52:15 +00:00
Mark Veidemanis 483333bf28
Test checking maximum risk with market data 2023-01-05 19:46:18 +00:00
Mark Veidemanis d3e2bc8648
Implement TP/SL price to percent conversion 2023-01-05 19:27:59 +00:00
Mark Veidemanis e0ea4c86fa
Implement check risk function 2023-01-01 21:52:51 +00:00
Mark Veidemanis b31a2d1464
Allow disabling accounts 2023-01-01 15:46:40 +00:00
Mark Veidemanis b818e7e3f5
Write risk checking helpers and tests 2022-12-13 07:20:49 +00:00
Mark Veidemanis 52ddef4c8f
Simplify protection options and allow none 2022-12-20 23:20:07 +00:00
Mark Veidemanis a41a1e76a5
Refactor market into two files 2022-12-20 07:20:26 +00:00