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302 Commits 1 Branch 0 Tags 2.7 MiB
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51 Commits

Author SHA1 Message Date
Mark Veidemanis e10c6f5c46
Fix price extraction bug and remove debugging statements 2023-08-26 11:05:28 +00:00
Mark Veidemanis cd32dff779
Narrowing down 2023-08-24 17:59:17 +00:00
Mark Veidemanis a2f3170ab5
Even more... 2023-08-24 17:55:53 +00:00
Mark Veidemanis ed63085e10
Implement updating protection 2023-02-22 07:20:37 +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 466b17400f
Finish implementing active management hooks 2023-02-18 11:54:30 +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 f4ef280f80
Fix circular import 2023-01-11 21:12:43 +00:00
Mark Veidemanis 9a69120695
Remove leftover comments and debug statements 2023-01-11 19:59:27 +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 1bab2a729b
Fix SL polarity for losses 2023-01-05 23:58:13 +00:00
Mark Veidemanis db870c39c6
Fix TP/SL calculation and make more tests for profit/loss 2023-01-05 23:37:50 +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 b8b39ea8d3
Implement closing all positions 2023-01-05 17:25:06 +00:00
Mark Veidemanis 9835219e51
Implement closing trades on OANDA 2023-01-02 18:42:03 +00:00
Mark Veidemanis 2fa61fb195
Print the response if validation fails 2023-01-02 18:41:49 +00:00
Mark Veidemanis a18c150fe2
Begin implementing get all open trades 2022-12-22 07:20:49 +00:00
Mark Veidemanis 3a7b5c3ffd
Bring Alpaca and OANDA implementation functions into alignment 2022-12-13 07:20:49 +00:00
Mark Veidemanis 8afe638f0d
Add Elasticsearch support 2022-12-13 07:20:49 +00:00
Mark Veidemanis 633894ae75
Make account required for trade information 2022-12-08 07:20:46 +00:00
Mark Veidemanis 1ce6c3fafa
Implement closing positions 2022-12-02 07:20:37 +00:00
Mark Veidemanis 66a18a6406
Implement closing positions and refuse to post rejected trades 2022-12-01 20:36:58 +00:00
Mark Veidemanis f240c4b381
Improve navigating trades and positions by cross-linking 2022-11-29 07:20:39 +00:00
Mark Veidemanis 4e1b574921
Fix position list validation 2022-11-29 07:20:39 +00:00
Mark Veidemanis d7e81dedb2
Implement trailing stop loss 2022-11-15 07:20:17 +00:00
Mark Veidemanis 5c68191e5b
Calculate price slippage more reliably and allow specifying order type and time in force 2022-11-15 07:20:17 +00:00
Mark Veidemanis 2aac7d1bb5
Add controls boilerplate to main page 2022-11-14 18:29:07 +00:00
Mark Veidemanis 3f855dfb59
Remove some debug statements 2022-11-11 07:20:00 +00:00
Mark Veidemanis afb0504dca
Documented the market system properly, squashed some bugs 2022-11-11 07:20:00 +00:00
Mark Veidemanis 8b52063473
Refactor execute_strategy into functions and send a price bound 2022-11-10 19:52:52 +00:00
Mark Veidemanis af9f874209
Improve posting trades to OANDA and make everything more robust 2022-11-10 19:27:46 +00:00
Mark Veidemanis bf863f43b2
Check exchange name and remove redundant code, use IOC orders for OANDA 2022-11-10 07:20:28 +00:00
Mark Veidemanis 40f6330a13
Remove asset filter and begin implementing posting trades 2022-11-10 07:20:14 +00:00
Mark Veidemanis 60979652d9
Implement more validation and conversion 2022-11-04 07:20:14 +00:00
Mark Veidemanis 0c52cbd0f8
Use new call helper for all OANDA commands 2022-11-04 07:20:12 +00:00
Mark Veidemanis b36791d56b
Simplify schema and error handling 2022-11-04 07:20:55 +00:00
Mark Veidemanis 04a87c1da6
Add some comments about the exchange variables 2022-11-04 09:15:09 +00:00
Mark Veidemanis 7770a3844c
Make failing during validation or conversion configurable 2022-11-04 08:58:01 +00:00
Mark Veidemanis 48858bf20b
Fix price parsing 2022-11-02 19:04:05 +00:00
Mark Veidemanis 1f75da40af
Set account ID in exchange library instead of the view 2022-11-02 18:28:31 +00:00
Mark Veidemanis 5cb7d08614
Convert API responses with Glom 2022-11-02 18:25:34 +00:00
Mark Veidemanis 8ee56b0e37
Begin implementing pydantic validation for OANDA 2022-10-31 08:58:08 +00:00
Mark Veidemanis c15ae379f5
Wrap API calls in helper and validate response 2022-10-30 19:11:07 +00:00
Mark Veidemanis f22fcfdaaa
Implement stub functions for OANDA 2022-10-30 11:21:48 +00:00