20 Commits

Author	SHA1	Message	Date
c9s	641784e1b1	calculate pnl after the backtest	2020-11-07 20:34:34 +08:00
c9s	a4a9067c6a	integrate matching engine with backtest exchange	2020-11-07 19:57:36 +08:00
c9s	b13a2deec5	emit klines and setup account balances	2020-11-07 03:18:05 +08:00
c9s	22a214328d	implement backtest command, stream and add backtest config	2020-11-07 02:57:50 +08:00
c9s	67446670ac	finalize swing strategy and fix trade reporter issue	2020-10-28 17:48:16 +08:00
c9s	b3eaf832af	Add pricealert strategy for demonstrating notification	2020-10-27 13:54:39 +08:00
c9s	8453e95300	configure channel routers	2020-10-27 09:38:29 +08:00
c9s	922da31afd	drop legacy config structure	2020-10-27 00:44:07 +08:00
c9s	a4b6a5f923	load order executor config	2020-10-26 17:57:28 +08:00
c9s	502e5bdc04	load exchange sessions dynamically	2020-10-26 17:00:17 +08:00
c9s	19f259111d	improve config loading by adding unmarshal yaml method	2020-10-26 15:33:25 +08:00
c9s	308427416a	Add more exchange order features ... - use uuid for client order id - add stop limit and stop market order types - add order convert functions - improve submit orders	2020-10-25 19:22:22 +08:00
c9s	1e12de28da	Add xpuremaker skeleton	2020-10-25 18:32:46 +08:00
c9s	9ce9ecc910	compile local strategies into the wrapper binary	2020-10-24 15:38:13 +08:00
c9s	6e033461bb	use the time of the first trade as the report start time	2020-10-23 14:09:05 +08:00
c9s	c9f5d51556	confgi: fix []interface parsing issue	2020-10-23 14:01:45 +08:00
c9s	9127913370	improve parsing for one or more string slice	2020-10-23 13:50:17 +08:00
c9s	9c751f377a	import buyandhold strategy	2020-10-22 16:04:37 +08:00
c9s	ea3e9e7d05	add per-session-based trade reporter	2020-10-22 10:54:03 +08:00
c9s	978dc4be67	add bbgo yaml config file	2020-10-10 12:23:05 +08:00