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feature/backtest-report
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Author SHA1 Message Date
c9s
78299a6e7d
makefile: fix frontend app path 2022-09-06 18:57:40 +08:00
c9s
46d8d28b5b
move frontend to apps dir 2022-09-06 18:55:43 +08:00
c9s
8f363677bc
move bootstrap functions 2022-09-06 16:50:45 +08:00
Yo-An Lin
3f27facd83
Merge pull request #918 from c9s/feature/backtest-report-config 
feature: write strategy config in the backtest report directory
 2022-09-06 15:10:24 +08:00
c9s
ed975de2cd
cmd: write config json file into the backtest report dir 2022-09-06 13:20:37 +08:00
c9s
8ed39f7565
cmd: add session name to the symbol report json file 2022-09-06 13:18:35 +08:00
Raphanus Lo
7416f1074a
Merge pull request #915 from COLDTURNIP/feature/observer_filters 
feature: add G-H filter and Kalman filter
 2022-09-05 20:29:41 +08:00
c9s
067f1274b3
add v1.40.1 release note 2022-09-05 18:19:03 +08:00
c9s
925df19ee0
bump version to v1.40.1 2022-09-05 18:19:03 +08:00
c9s
86e3f9f4e1
update command doc files 2022-09-05 18:19:03 +08:00
c9s
28027518f6
fix utils/generate-version-file.sh 2022-09-05 18:18:45 +08:00
Yo-An Lin
36a79336dd
Merge pull request #917 from c9s/fix/backtest-fee-mode 
backtest: fix backtest fee mode when fee currency is not base or quote
 2022-09-05 17:49:45 +08:00
c9s
bf4eade604
backtest: fix backtest fee mode when fee currency is not base or quote 2022-09-05 17:41:12 +08:00
Raphanus Lo
65cd17dbbb bbgo: add G-H & Kalman filters to the standard indicator set 2022-09-05 17:13:50 +08:00
Yo-An Lin
1bbd837e84
Update README.md 2022-09-05 17:09:42 +08:00
Raphanus Lo
425d9e0475 indicator: GH & Kalman filters: remove deprecated method implementation 2022-09-05 16:51:30 +08:00
Raphanus Lo
9c684c124c feature: add G-H filter and Kalman filter 
- implement G-H (alpha beta) filter and Kalman filter
- compare the predict accurateness with other indicator
 2022-09-04 21:48:05 +08:00
Yo-An Lin
843b81e132
Merge pull request #914 from LarryLuTW/patch-1 
Fix typo
 2022-09-04 13:43:54 +08:00
Larry Lu
269529afa4
Fix typo 2022-09-04 13:35:01 +08:00
Yo-An Lin
55474b4bf9
Merge pull request #913 from COLDTURNIP/fix/fixedpoint_support_inf_string_unmarshal 
fix: fixedpoint UnarshalJson on inf
 2022-09-02 15:14:34 +08:00
Yo-An Lin
fcb7a27f70
Merge pull request #911 from c9s/feature/backtest-report 
feature: add fee mode to back-test matching engine
 2022-09-02 15:09:04 +08:00
Raphanus Lo
338c4ea170 fix: fixedpoint UnarshalJson on inf for decimal support 2022-09-02 15:02:46 +08:00
c9s
3a225fe7c7
backtest: fix tests for fee 2022-09-02 14:31:04 +08:00
Raphanus Lo
750bdc82b5 fix: fixedpoint UnarshalJson on inf 2022-09-02 14:17:51 +08:00
c9s
db622fbb55
types: add CsvHeaders and CsvRecords methods to TradeStats 2022-09-02 14:16:16 +08:00
c9s
d9cce129a0
doc: add feeMode to the doc 2022-09-02 14:16:16 +08:00
c9s
5c8d2a019a
backtest: rename BackTest to Backtest 2022-09-02 14:16:16 +08:00
c9s
30742bcf0b
backtest: set default fee mode to quote mode 2022-09-02 14:16:16 +08:00
c9s
2e9487e9f4
backtest: fix fee calculator 2022-09-02 14:16:16 +08:00
c9s
d2f9a352a2
backtest,accounting: add position info to the average cost pnl report 2022-09-02 14:16:16 +08:00
c9s
45fb87f2b8
backtest: add fee mode function tests 2022-09-02 14:16:16 +08:00
c9s
10ed706ed6
backtest: move fee mode functions to fee.go 2022-09-02 14:16:16 +08:00
c9s
8cd646668a
bbgo: use enumer to generate enumer parser 2022-09-02 14:16:16 +08:00
c9s
3d32faff46
backtest: add fee mode config 2022-09-02 14:16:15 +08:00
Yo-An Lin
38dbd17664
Merge pull request #912 from zenixls2/fix/klineHandlerBacktest 
fix backtest output
 2022-09-02 14:15:04 +08:00
zenix
acd057cf3e fix: set exchangeDataSource to pointer in backtest to prevent pass by copy in for loop 2022-09-02 12:32:38 +09:00
Zenix
57d283726a
Merge pull request #900 from zenixls2/fix/backtest 
fix: backtest
 2022-09-01 11:57:05 +09:00
Yo-An Lin
58487aca4b
Merge pull request #908 from c9s/strategy/pivotshort-failed-break-high 
strategy/pivotshort: failed break high improvements
 2022-08-31 13:56:59 +08:00
Yo-An Lin
5217947a83
Merge pull request #907 from c9s/dependabot/npm_and_yarn/contracts/minimist-1.2.6 
build(deps): bump minimist from 1.2.5 to 1.2.6 in /contracts
 2022-08-31 13:01:21 +08:00
c9s
149b1e1444
pivotshort: add BreakInterval config 2022-08-31 13:00:32 +08:00
c9s
3598550d3f
pivotshort: vwma interval should be consistent 2022-08-31 13:00:25 +08:00
c9s
c7bff1695e
pivotshort: avoid using 1m interval to check break 2022-08-31 12:59:54 +08:00
c9s
df902b236c
pivotshort: add vwma condition 2022-08-31 12:59:48 +08:00
dependabot[bot]
d2d1e46e3b
build(deps): bump minimist from 1.2.5 to 1.2.6 in /contracts 
Bumps [minimist](https://github.com/substack/minimist) from 1.2.5 to 1.2.6.
- [Release notes](https://github.com/substack/minimist/releases)
- [Commits](https://github.com/substack/minimist/compare/1.2.5...1.2.6)

---
updated-dependencies:
- dependency-name: minimist
  dependency-type: indirect
...

Signed-off-by: dependabot[bot] <support@github.com>
 2022-08-31 04:51:28 +00:00
zenix
a28b257568 fix: debug code 2022-08-31 13:01:00 +09:00
Raphanus Lo
0b6cc6d3cd strategy: bollmaker: sensitivity factor of BB width ratio 2022-08-31 04:31:17 +08:00
Yo-An Lin
c8f3dae34a
Merge pull request #906 from c9s/dependabot/npm_and_yarn/apps/backtest-report/moment-2.29.4 2022-08-31 02:30:16 +08:00
dependabot[bot]
3a829c1638
build(deps): bump moment from 2.29.3 to 2.29.4 in /apps/backtest-report 
Bumps [moment](https://github.com/moment/moment) from 2.29.3 to 2.29.4.
- [Release notes](https://github.com/moment/moment/releases)
- [Changelog](https://github.com/moment/moment/blob/develop/CHANGELOG.md)
- [Commits](https://github.com/moment/moment/compare/2.29.3...2.29.4)

---
updated-dependencies:
- dependency-name: moment
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
 2022-08-30 18:19:37 +00:00
Yo-An Lin
3aa9636d98
Merge pull request #904 from c9s/strategy/pivotshort-failed-break-high 
strategy/pivotshort: add failed break high
 2022-08-31 02:13:14 +08:00
c9s
51972e9e28
bbgo: fix indicator load key duplicate issue 2022-08-31 01:45:06 +08:00