153 Commits

Author	SHA1	Message	Date
c9s	82adff338e	cmd/backtest: calculate performance in quote asset	2022-02-01 00:54:55 +08:00
c9s	007207e24f	all: use types.LooseFormatTime to parse loose format date time string	2022-01-25 00:24:12 +08:00
c9s	dd22776a7e	cmd: refactor the exchange factory function	2021-12-25 23:27:05 +08:00
c9s	442afe8eb9	backtest: pull out market data feeding to a function and call it in the main thread	2021-12-25 22:57:28 +08:00
c9s	49e516b80e	backtest: allocate public exchange (with empty key secret) for backtesting	2021-12-24 00:24:19 +08:00
c9s	f5bbe29ac6	cmd: fix debug flag loading and add debug log to cache function	2021-12-23 23:02:07 +08:00
TonyQ	16933555b8	backtest : auto sync missing range	2021-12-15 01:26:05 +08:00
TonyQ	20b03fe4a5	exchange: fix ftx for wrong last kline issue	2021-12-15 00:07:54 +08:00
TonyQ	8eb3eede82	fix backtest (with review)	2021-12-14 16:02:54 +08:00
c9s	06262f0172	check sync from time with start time instead of end time	2021-12-09 15:57:12 +08:00
c9s	61817e1e83	add startPrice and lastPrice in the backtest report ... closes #321	2021-12-09 11:58:19 +08:00
c9s	a0f46bf9b8	improve error checking, avoid using panic inside the constructor	2021-12-08 23:30:58 +08:00
Yo-An Lin	3fb6d204aa	Fix pointer check	2021-12-07 18:52:24 +08:00
c9s	5ef1ee927b	improve the error message	2021-12-07 15:23:09 +08:00
c9s	f1e3cc6049	add strict start time, sync time checking for preventing back-test failure ... related to #311	2021-12-07 15:21:37 +08:00
c9s	132fe893e1	use stderr for verbose log	2021-12-07 14:45:20 +08:00
c9s	0472b7f21e	avoid recording trades in backtest by default ... introducing a RecordTrades option	2021-12-06 01:42:53 +08:00
c9s	474be4e815	support json output for backtesting	2021-12-06 01:05:33 +08:00
c9s	df683bdf56	use position to calculate the pnl	2021-12-05 02:17:15 +08:00
TonyQ	bd325f02a5	add force parameter for backtest	2021-12-04 16:18:51 +00:00
c9s	c84d59734c	clear all trades before running backtests	2021-05-30 15:25:00 +08:00
c9s	14eedecd0e	fix backtest sync from time	2021-05-08 00:44:43 +08:00
c9s	3501e8f5fd	refactor backtest, add BootstrapBacktestEnvironment	2021-05-08 00:14:25 +08:00
c9s	494a270c54	insert trades to db only when backtest service is nil	2021-05-07 01:50:38 +08:00
c9s	859bf35255	set sync-from from config by default	2021-05-05 16:45:17 +08:00
c9s	29f77c2176	add environ.DatabaseService nil check for backtest	2021-03-22 22:48:43 +08:00
c9s	6845db6dd3	refactor database configure method	2021-02-21 00:58:34 +08:00
c9s	ffa001fc29	fix quantity format	2021-02-11 00:21:56 +08:00
c9s	0b657d59f9	make inBaseAsset as private method	2021-02-06 11:34:53 +08:00
c9s	dd9dbee903	refactor database configuration with env vars	2021-02-06 11:33:49 +08:00
c9s	99b56003eb	clean up legacy db connection handling with the new database service	2021-02-06 11:22:04 +08:00
c9s	de51eb29e4	refactor db stuff with database service	2021-02-06 11:22:04 +08:00
c9s	17d5e301dc	refine setup steps	2021-02-02 17:26:35 +08:00
c9s	a60aeb4771	pull out .Subscribe from trader.Run	2021-02-01 20:44:15 +08:00
c9s	1892d03326	make session trades map thread safe	2021-01-24 14:14:25 +08:00
c9s	d96e6e8ccc	use environment to configure database	2021-01-15 10:47:49 +08:00
c9s	d04e1e7816	refactory sync command and upgrade db automatically	2021-01-14 15:10:11 +08:00
c9s	ad567dc360	use mysql reformat dsn function to add parseTime parameters	2021-01-14 14:56:13 +08:00
c9s	275aa9494a	support canceling orders on max	2020-12-29 16:00:03 +08:00
c9s	fc9409673f	add graceful shutdown	2020-11-12 14:50:21 +08:00
c9s	24e5911140	refactory sync mode into the backtest command	2020-11-11 16:08:24 +08:00
c9s	097b2d30a6	add base-asset-baseline flag for backtest	2020-11-11 14:39:33 +08:00
c9s	04f6da3cb8	add traditional grid strategy	2020-11-10 19:06:20 +08:00
c9s	923fea0d94	improve backtest cmd	2020-11-10 14:19:11 +08:00
c9s	f5b17193c5	move verbose flag detection before we setup the environment	2020-11-09 16:49:03 +08:00
c9s	6c2aef31a3	improve backtest logging	2020-11-09 16:47:29 +08:00
c9s	e7cc79f3cf	replace errors.Errorf with fmt.Errorf	2020-11-09 16:34:35 +08:00
c9s	e3a1184d22	fix backtest sync exchange and consider fee rate	2020-11-08 12:47:14 +08:00
c9s	641784e1b1	calculate pnl after the backtest	2020-11-07 20:34:34 +08:00
c9s	6040c69327	add sync flag for backtesting	2020-11-07 20:14:53 +08:00
c9s	f1db12eb10	add done channel for backtest exchange	2020-11-07 20:11:07 +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