3108 Commits

Author	SHA1	Message	Date
c9s	7fce6a0fca	bollmaker: call persistence.Sync when position is changed	2022-06-03 02:44:00 +08:00
c9s	50d7d235a4	bollmaker: pull out functions	2022-06-03 02:44:00 +08:00
c9s	1a85299204	bollmaker: make detectPriceTrend simple function	2022-06-03 02:44:00 +08:00
Yo-An Lin	89c2e7de1e	Merge pull request #663 from c9s/fix/persistence-snapshot ... test: add more test on Test_loadPersistenceFields	2022-06-03 02:09:52 +08:00
c9s	75bd5ffe32	ftx: fix kline time range check	2022-06-03 02:05:06 +08:00
c9s	55e9c7ee25	add more test on Test_loadPersistenceFields	2022-06-03 01:57:39 +08:00
c9s	0b6f7270ff	fix: drop IsZero	2022-06-03 01:15:08 +08:00
c9s	b1419a6f8b	ftx: add balance poller	2022-06-02 22:01:03 +08:00
c9s	3eb3a1f367	fix: ftx: add limit to ftx kline query	2022-06-02 21:51:22 +08:00
c9s	a7bd9239f2	fix: pull out time.now variable	2022-06-02 21:27:28 +08:00
c9s	32095e2741	fix: call abs on base for IsDust method	2022-06-02 21:06:52 +08:00
c9s	d27fee57ad	fix: do not load all trades into memory	2022-06-02 20:02:32 +08:00
c9s	d7c8b0b127	autoborrow: render balance map as SlackAttachment	2022-06-02 19:50:39 +08:00
Yo-An Lin	69c58ee38f	Merge pull request #656 from c9s/refactor/sync ... refactor: drop unused function	2022-06-02 19:28:44 +08:00
c9s	5277098f70	add api .UnrealizedProfit and .IsDust method on Position	2022-06-02 18:05:35 +08:00
c9s	6a25f30b39	add IsLong and IsShort method on Position	2022-06-02 17:58:18 +08:00
c9s	e2f339e641	bollmaker: fix short position order	2022-06-02 17:55:14 +08:00
c9s	a2c7ebe90c	drop unused function	2022-06-02 17:24:54 +08:00
c9s	16322e19fe	service: set kline time to UTC	2022-06-02 16:53:17 +08:00
c9s	824951c3d5	batch: add remote query profiler	2022-06-02 16:52:34 +08:00
c9s	02a8bf4c8c	remove general rate limiter from batch query since it's already handled in the exchange	2022-06-02 16:52:33 +08:00
c9s	a878f35ca1	improve and fix kline sync	2022-06-02 16:52:33 +08:00
zenix	5faab1d55c	fix: change from local timezone to UTC when do syncing	2022-06-02 17:12:17 +09:00
Yo-An Lin	38a6d8c813	Merge pull request #652 from c9s/refactor/sync ... refactor/fix: withdraw sync	2022-06-02 14:03:54 +08:00
c9s	5d98674ab5	fix withdraw sync and improve withdraw string format	2022-06-02 13:56:24 +08:00
c9s	813166dd92	add TestWithdrawBatchQuery test	2022-06-02 13:56:24 +08:00
c9s	b36be80fd7	implement withdraw batch query	2022-06-02 13:56:23 +08:00
c9s	e11e0c97b8	types: update SupportedExchanges slice with correct types	2022-06-02 13:56:23 +08:00
c9s	c4f8b11f98	types: fix const type declaration	2022-06-02 13:56:23 +08:00
Andy Cheng	bf385899b9	strategy: use private for non-exported fields and functions	2022-06-02 13:47:16 +08:00
c9s	5527b3c48a	rename Withdrawal to Withdraw since it's a noun	2022-06-02 11:42:03 +08:00
c9s	c0f5c1963e	refactor and clean up withdraw history query method	2022-06-02 11:40:05 +08:00
c9s	e5ca6504f5	binance: add get_withdraw_history_request	2022-06-02 11:32:21 +08:00
Yo-An Lin	47098b08dd	Merge pull request #650 from austin362667/fix/persistence ... Fix: Persistence Reflect IsZero	2022-06-02 02:32:36 +08:00
c9s	165b4fdb20	binance: remove loop from the withdraw history api	2022-06-02 02:31:46 +08:00
c9s	35ac5e1671	service/order: remove unused queryLast method	2022-06-02 02:13:42 +08:00
c9s	d6f144069d	service: refactor closed order sync method	2022-06-02 02:12:38 +08:00
c9s	f87a0ab316	autoborrow: add json tags	2022-06-02 01:53:22 +08:00
c9s	34e1b642d1	autoborrow: add exchange name to the margin action struct	2022-06-02 01:51:03 +08:00
c9s	4f842c521a	fix log message	2022-06-02 01:47:55 +08:00
c9s	8aec251a62	max: fix v3 loan/repay api path	2022-06-02 01:41:41 +08:00
c9s	ae8625da31	max: net asset should substract debt	2022-06-02 01:34:14 +08:00
c9s	92882f68f4	max: add borrow and repay todo	2022-06-02 01:28:33 +08:00
c9s	78f9c7d569	improve autoborrow checks	2022-06-02 01:27:04 +08:00
austin362667	f9bb2ae149	bbgo: fix persistence reflect IsZero check	2022-06-01 21:57:35 +08:00
c9s	4e666dee98	max: implement margin borrow and repay service on max	2022-06-01 20:44:24 +08:00
c9s	01822eee28	max: use v3 order api to submit orders	2022-06-01 20:34:20 +08:00
Yo-An Lin	b19ae857d3	Merge pull request #649 from c9s/feature/binance-margin-history ... fix: max: fix QueryAccount for margin wallet	2022-06-01 19:58:54 +08:00
c9s	50accc5a2c	max: fix QueryAccount for margin	2022-06-01 19:56:10 +08:00
Yo-An Lin	bef73cf880	Merge pull request #648 from c9s/feature/binance-margin-history ... feature: binance margin history sync support	2022-06-01 19:43:07 +08:00
c9s	b070952b32	service/sync: rewrite trade sync with syncTask	2022-06-01 19:40:30 +08:00
c9s	415450acb7	service/sync: add onLoad event support	2022-06-01 19:40:29 +08:00
c9s	fb63346732	service/reflect: add more debug logs	2022-06-01 19:40:29 +08:00
c9s	dfe29e07e7	service/margin: fix query ordering	2022-06-01 19:40:29 +08:00
c9s	991d13cb32	cmd/sync: support multiple session names	2022-06-01 19:40:29 +08:00
c9s	1a85e62993	service: integrate margin service into the sync service	2022-06-01 19:40:29 +08:00
c9s	5bb98734fb	batch: set jump if empty field	2022-06-01 19:40:29 +08:00
c9s	484fc62892	batch: set jump if empty field	2022-06-01 19:40:29 +08:00
c9s	118dc07e10	service: fix reflect rows scan	2022-06-01 19:40:29 +08:00
c9s	5a4a2db66f	service: add time function	2022-06-01 19:40:29 +08:00
c9s	5eaa4706f0	binance: set exchange field for margin records	2022-06-01 19:40:29 +08:00
c9s	63ad635f62	cmd: rewrite sync command	2022-06-01 19:40:29 +08:00
c9s	cf19ed6f26	refactor environment sync method	2022-06-01 19:40:29 +08:00
c9s	f4e7f4f6f6	add margin history entry in config	2022-06-01 19:40:29 +08:00
c9s	bdc76e8db6	types: add gid field	2022-06-01 19:40:29 +08:00
c9s	279e4d8682	service: refactor sync task	2022-06-01 12:02:15 +08:00
Andy Cheng	205921ea42	strategy: remove HasTradableBase()	2022-06-01 10:54:13 +08:00
Andy Cheng	cd96c01131	strategy: use Market.IsDustQuantity instead	2022-06-01 10:51:57 +08:00
Andy Cheng	237d1205e8	strategy: check update balance response in calculateQuantity	2022-06-01 10:26:04 +08:00
Yo-An Lin	a56bec9dc9	Merge pull request #644 from c9s/feature/binance-margin-history ... feature: sync binance margin history into db	2022-05-31 17:48:12 +08:00
c9s	f116b7b2d0	service: add margin liqudiation sync task	2022-05-31 17:43:17 +08:00
c9s	bf92e28461	service: implement margin service for syncing margin related data	2022-05-31 17:43:17 +08:00
c9s	7601f08786	compile and update migration package	2022-05-31 17:32:55 +08:00
c9s	79fbad1266	migrations: add margin_liquidations table	2022-05-31 17:31:15 +08:00
Andy Cheng	6285e145a7	strategy: margin side effect	2022-05-31 15:46:55 +08:00
zenix	a2a186cfbb	feature: add emv indicator, fix: sma	2022-05-31 16:28:38 +09:00
Andy Cheng	3421423cd6	strategy: update balance for exchanges like FTX	2022-05-31 14:30:37 +08:00
Andy Cheng	a5124c743f	strategy: supertrend strategy TP/SL	2022-05-31 12:53:14 +08:00
c9s	c3f2c9eb4a	batch: add margin loan/repay/interest batch query	2022-05-31 01:19:38 +08:00
c9s	e66eb08db4	batch: refactor batch query	2022-05-31 00:59:33 +08:00
c9s	7add014a2b	service: use upper case sql keywords	2022-05-30 18:11:17 +08:00
c9s	f29e8bd6d2	service: use reflect to generate insert sql	2022-05-30 18:08:54 +08:00
c9s	2dc825f654	types: add db tag	2022-05-30 18:08:54 +08:00
c9s	d72b56f51f	binance: refine liquidation history api	2022-05-30 18:08:54 +08:00
Andy Cheng	d72a4e8e94	strategy: supertrend strategy config example	2022-05-30 16:48:07 +08:00
Andy Cheng	756284378b	strategy: supertrend strategy control	2022-05-30 16:35:10 +08:00
Andy Cheng	44469ed3aa	strategy: supertrend position control	2022-05-30 16:26:17 +08:00
Andy Cheng	07fe68d740	strategy: Validate()	2022-05-30 16:22:13 +08:00
Andy Cheng	0e1e5369f2	strategy: leverage parameter	2022-05-30 16:07:36 +08:00
Andy Cheng	1d24379c17	strategy: refactor supertrend sconfig	2022-05-30 14:52:51 +08:00
Zenix	8652b4e043	Merge pull request #633 from zenixls2/fix/ewo_entry ... Fix/ewo entry, backtest	2022-05-30 15:47:46 +09:00
zenix	e3a8ef4e69	fix: statistics on entry/exit on signal changes, fix position check	2022-05-30 12:45:52 +09:00
austin362667	c904f9f0f7	strategy: add fmaker ... fmaker: cleanup	2022-05-29 21:39:11 +08:00
c9s	61a53947ee	binance: re-organize convert functions	2022-05-29 12:03:21 +08:00
c9s	11075b0d1a	cmd: add marginInterestsCmd	2022-05-29 12:01:20 +08:00
c9s	4a4699a4bc	cmd: add margin repays cmd	2022-05-29 11:53:36 +08:00
c9s	70f0dccb9f	binance: convert loans and repays to global types	2022-05-29 11:52:25 +08:00
c9s	409ad9b75c	binance: adjust margin history interface	2022-05-29 01:42:08 +08:00
c9s	f58f44ffd8	binance: refactor query methods	2022-05-29 01:21:43 +08:00
c9s	4c30fce917	binance: add GetMarginInterestHistoryRequest api	2022-05-29 01:13:33 +08:00
c9s	e72f8bcd15	binance: fix and rename margin liquidation history request	2022-05-29 00:57:46 +08:00
c9s	1ab10eb574	binance: fix and add loan/repay history test	2022-05-29 00:52:22 +08:00
c9s	aec9de8dd6	types: define global margin history types	2022-05-28 17:34:29 +08:00
c9s	4f0ac41850	max: generate missing files	2022-05-28 16:52:02 +08:00
c9s	fcdf0f8168	max: rename methods	2022-05-28 16:48:51 +08:00
c9s	753d7a8d5e	max: rename requests	2022-05-28 16:47:41 +08:00
c9s	cef002ccb6	move type alias	2022-05-28 16:06:16 +08:00
Yo-An Lin	5c5a88fe0e	Merge pull request #636 from c9s/feature/max-margin-wallet ... fix: max: fix trades/orders parsing	2022-05-27 19:55:22 +08:00
c9s	887fe09b44	max: add margin level info the account	2022-05-27 19:48:03 +08:00
c9s	c891cc56e3	max: fix trades/orders parsing	2022-05-27 19:48:03 +08:00
Andy Cheng	39b0013513	strategy: supertrend strategy tp/sl	2022-05-27 18:24:08 +08:00
Yo-An Lin	fd10408fdb	Merge pull request #635 from c9s/feature/max-margin-wallet ... feature: max margin wallet	2022-05-27 16:55:30 +08:00
Yo-An Lin	424c235b43	Merge pull request #617 from andycheng123/improve/bollmaker-dynamic-spread ... feature: bollmaker dynamic spread	2022-05-27 16:55:20 +08:00
c9s	d792f3b83b	max: drop unused url ref vars	2022-05-27 16:46:56 +08:00
c9s	60d65a390f	max: add margin api (liquidation history and interest history)	2022-05-27 16:40:56 +08:00
Andy Cheng	98b794f265	strategy: DynamicSpreadSettings struct to make it more clean	2022-05-27 16:24:50 +08:00
c9s	410a9610c9	max: add margin api (loan, repay, ad ratio)	2022-05-27 16:13:01 +08:00
c9s	37ef5c4b97	max: add margin api (liquidation history and interest history)	2022-05-27 15:04:47 +08:00
Andy Cheng	bf26076112	strategy: prototype of supertrend strategy	2022-05-27 14:36:48 +08:00
c9s	8721679f74	max: update market struct fields	2022-05-26 20:32:25 +08:00
c9s	d9e10b7fcd	max: integrate v3 orders api	2022-05-26 19:52:38 +08:00
c9s	6ca71cf9f1	max: simplify constructor	2022-05-26 18:49:50 +08:00
c9s	2d20083244	max: pull out http transport and register order service v3	2022-05-26 18:49:18 +08:00
c9s	c1ba270d76	max: log max.DebtEvent	2022-05-26 18:07:17 +08:00
なるみ	c99be984d1	rebalance: place limit orders	2022-05-26 17:28:48 +08:00
c9s	4d8ea7d979	max: log adratio	2022-05-25 20:34:25 +08:00
c9s	459d839c1a	max: parse debt	2022-05-25 20:12:16 +08:00
c9s	2ffbb2ed82	max: add ad_ratio_update type	2022-05-25 20:06:51 +08:00
c9s	a74ad31ea0	max: parse ADRatio message	2022-05-25 20:06:17 +08:00
c9s	83abf14f3b	max: add updateTime field parse	2022-05-25 19:52:29 +08:00
zenix	e81216e678	fix: TP compare direction in ewo, feature: add trade report fro ewo, fix: db lock on insertion in sqlite3	2022-05-25 16:11:19 +09:00
c9s	f65821d4fd	max: add mwallet message type to parser	2022-05-25 14:42:45 +08:00
c9s	9f0d975b57	max: add filters when margin is on	2022-05-25 14:40:43 +08:00
c9s	e5e505d65e	max: apply margin settings struct	2022-05-25 14:38:09 +08:00
c9s	eccee460ca	max: add filters field to the auth message	2022-05-25 13:51:24 +08:00
zenix	c6bad0ba08	fix: tv chart, price direction in backtest	2022-05-25 01:48:14 +09:00
zenix	99122f44bc	fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34	2022-05-24 23:05:01 +09:00
c9s	0ee23e0ce4	max: refactor order sort method into the types package	2022-05-24 18:07:34 +08:00
c9s	680231e0c5	max: drop legacy queryAllClosedOrders method	2022-05-24 18:04:33 +08:00
c9s	9d459612a4	maxapi: add wallet type validation	2022-05-24 18:00:52 +08:00
c9s	79893f4b88	define wallet type and separate wallet order api	2022-05-24 17:48:08 +08:00
c9s	c6ede883ce	add max v3 api	2022-05-24 17:40:00 +08:00
zenix	dbe0fbcd4c	fix: split implementation, fix code comments, add explanation on ewo params	2022-05-24 16:19:00 +09:00
c9s	a66bae47fe	add v3 order endpoint	2022-05-23 18:34:08 +08:00
c9s	d88e41c20c	remove unused client field	2022-05-23 15:48:44 +08:00
c9s	35375c84c1	use requestgen.BaseAPIClient	2022-05-23 14:28:28 +08:00
Andy Cheng	944856eb72	strategy: fix typo	2022-05-23 12:58:45 +08:00
Andy Cheng	bb4d6e61b0	strategy: fix typo	2022-05-23 12:06:24 +08:00
Andy Cheng	64b1ec3780	strategy: update calculation of dynamic spread	2022-05-23 11:37:57 +08:00
c9s	18fc68f6c6	backtest: fix order update_time update in the matching engine ... fixes: #631	2022-05-22 02:40:26 +08:00
c9s	f06ec76618	backtest: check quoteQuantity only when price is given	2022-05-22 01:19:43 +08:00
c9s	b9f0159537	add error handling	2022-05-20 18:57:41 +08:00
c9s	728190a78f	compile and update migration package	2022-05-20 16:36:38 +08:00
c9s	d70a5d79b5	compile and update migration package	2022-05-20 16:29:45 +08:00
c9s	b8eb036556	simplify ftx kline sync call	2022-05-20 14:06:37 +08:00
c9s	b9b2b8727a	avoid emitting duplicated kline	2022-05-20 13:37:28 +08:00
c9s	b61af0db39	optimizer: add metrics label	2022-05-20 01:53:51 +08:00
c9s	95c9fe4502	return metrics as a optimizer result	2022-05-20 01:42:32 +08:00
c9s	5c92bc5d66	use UTC time for position	2022-05-20 01:27:05 +08:00
c9s	9b10f87b97	types: use UTC time for order tsv	2022-05-20 01:27:05 +08:00
c9s	369afa8ab1	merge used intervals	2022-05-20 00:50:58 +08:00
c9s	590748b71d	tsv writer already flush the content before close handle	2022-05-20 00:37:29 +08:00
c9s	b4b4546220	sort metrics	2022-05-19 20:36:56 +08:00
c9s	b3da6caddb	optimizer: fix op builder	2022-05-19 20:31:25 +08:00
c9s	960f967c34	aggregate total profit and total unrealized profit	2022-05-19 18:45:45 +08:00
c9s	7056853ecd	implement grid optimizer and local process executor	2022-05-19 18:23:12 +08:00
c9s	32ce36fda7	implement json patch for optimizer	2022-05-19 17:27:59 +08:00
c9s	fd45f801e2	improve embed tool	2022-05-19 10:49:26 +08:00
c9s	40b3192e55	use config.GetAccount to avoid error	2022-05-19 10:04:03 +08:00
c9s	13bf5d69a3	use types.Interval instead of string	2022-05-19 10:04:03 +08:00
Andy Cheng	b41cef4bd7	strategy: use scale for dynamic spread	2022-05-18 14:31:59 +08:00
Yo-An Lin	e57c39e665	Merge pull request #605 from c9s/feature/backtest-report ... feature: add web-based back-test report	2022-05-18 02:21:55 +08:00
c9s	f3f6e4e68b	collect symbols	2022-05-18 02:05:57 +08:00
c9s	7dffccb3bf	clean up unused code	2022-05-18 00:50:14 +08:00
c9s	b51d6b4ba1	refactor report structure and rewrite manifest paths	2022-05-17 22:59:34 +08:00
c9s	06e2902e5e	add file lock for report index	2022-05-17 22:41:39 +08:00
c9s	620e465bcf	refactor symbol report	2022-05-17 22:31:50 +08:00
austin362667	bb94d4a1bd	pivotshort: clean up strategy	2022-05-17 19:18:21 +08:00
austin362667	f1c0ef4e07	indicator: refactor move pivot	2022-05-17 19:18:21 +08:00
austin362667	62d11181a4	pivotshort: clean up	2022-05-17 19:18:21 +08:00
austin362667	2c4a52ba30	pivot: fix futures & spot clean up ... pivot: clean up	2022-05-17 19:18:21 +08:00
austin362667	8ab696deaa	pivotshort: rename strategy & fix pivot indicator	2022-05-17 19:18:21 +08:00
austin362667	1a441425b5	strategy: pivot: add shadow TP ... strategy: pivot: add shadow TP	2022-05-17 19:18:21 +08:00
austin362667	04ae49263d	cmd: add built-in pivot strategy	2022-05-17 19:18:21 +08:00
austin362667	60a8c1f42b	WIP: strategy: pivot: pivot low shorting strategy	2022-05-17 19:18:21 +08:00
Andy Cheng	7d3181f3fd	strategy: update dynamic spread after kline being filtered	2022-05-17 19:00:02 +08:00
c9s	b5f9f86944	define DefaultBacktestAccount	2022-05-17 18:45:06 +08:00
c9s	6acd426f07	refactor backtest report index function	2022-05-17 18:25:05 +08:00
c9s	1cc4c69c66	move and refactor functions	2022-05-17 18:23:09 +08:00
c9s	6c0165afe4	add report index file	2022-05-17 18:10:37 +08:00
Andy Cheng	db62352e6e	strategy: temp vars for faster calculation	2022-05-17 10:43:18 +08:00
c9s	e651b9d36f	fix kline dumper	2022-05-17 01:33:44 +08:00
c9s	f99e874072	add tsv writer	2022-05-17 01:33:43 +08:00
c9s	b4a79479fd	add pkg/strategy/ewoDgtrd/trylock_18.go	2022-05-17 01:33:24 +08:00
c9s	343434685b	rollback to go1.17 and make try lock backward compatible	2022-05-17 01:32:51 +08:00
Zenix	356ec71570	Merge pull request #610 from zenixls2/feature/liveSLTP ... feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…	2022-05-16 20:41:15 +09:00
zenix	641d08c3d2	fix: disable book tick log	2022-05-16 20:37:08 +09:00
Andy Cheng	3c094a195b	strategy: check min/max spread settings	2022-05-16 12:57:00 +08:00
Yo-An Lin	f37e407f99	Merge pull request #614 from jessy1092/ftx-support-interval ... ftx: Let FTX support 4hr interval	2022-05-16 01:43:17 +08:00
Lee	8797e18959	ftx: Let FTX support 4hr interval	2022-05-16 01:23:38 +08:00
Yo-An Lin	1f1fcdedc4	Merge pull request #592 from narumiruna/coinmarketcap-api ... feature: add CoinMarketCap API	2022-05-14 12:52:38 +08:00
Yo-An Lin	d4e342123d	Merge pull request #613 from c9s/bollmaker-set-exchange-fee ... bollmaker: set exchange fee to position	2022-05-14 12:51:57 +08:00
c9s	d326494d57	set exchange fee to position	2022-05-13 22:30:04 +08:00
Yo-An Lin	fd7ce5307f	Merge pull request #609 from COLDTURNIP/fix/profit_symbol_length ... Fix error: Data too long for profits column 'symbol'	2022-05-13 22:28:13 +08:00
zenix	382e6ee0fb	fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo	2022-05-13 22:58:35 +09:00
Andy Cheng	64a760cf32	strategy: dynamic spread for bollmaker	2022-05-13 17:58:46 +08:00
c9s	eac0117e02	add adjustment orders	2022-05-13 13:01:03 +08:00
Raphanus Lo	e968688e7f	fix sqlite column modification	2022-05-13 10:20:47 +08:00
c9s	e950ee9559	add wall strategy	2022-05-12 22:51:39 +08:00
zenix	2bea47003f	feature: add InstanceID for report	2022-05-12 20:02:34 +09:00
zenix	71fe6c2d26	feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message	2022-05-12 19:43:04 +09:00
Raphanus Lo	075028f8fc	Fix symbol length in profits ... This change fixes "Error 1406: Data too long for column 'symbol' at row 1" for pair symbol longer than 8 chars. Fixes #608	2022-05-12 18:24:14 +08:00
なるみ	5d096d39bb	use requestgen.BaseAPIClient	2022-05-12 16:41:42 +08:00
なるみ	65606b2c66	add listings request	2022-05-12 01:59:42 +08:00
zenix	668328dd16	fix: message typo	2022-05-11 21:22:22 +08:00
zenix	51e2343299	fix: add more live logs to ewo	2022-05-11 21:22:22 +08:00
zenix	5fa9e930d3	fix: wrong balance, wrong bottom/peak, feature: stdev	2022-05-11 21:22:22 +08:00
Yo-An Lin	88cbafe936	Merge pull request #603 from c9s/feature/backtest-report ... feature: backtest report - #2 state recorder	2022-05-11 18:56:26 +08:00
c9s	4e4912ebdc	backtest: update order update time when new trade happen	2022-05-11 15:04:11 +08:00
c9s	323c94149d	add side column to orders.csv	2022-05-11 15:00:09 +08:00
c9s	0ae8c295e2	refactor csv writer	2022-05-11 14:58:52 +08:00
c9s	e947a05cbd	add defer close	2022-05-11 14:37:45 +08:00
c9s	479de002a6	record equity curve	2022-05-11 14:36:18 +08:00
c9s	11d0823782	cmd: refactor back-test command	2022-05-11 13:59:44 +08:00
c9s	6e1f9d6a4e	add backtest exchange to the kline handler function	2022-05-10 19:10:16 +08:00
Zenix	54c946bac0	Merge pull request #599 from zenixls2/feature/cci ... feature: add cci indicator	2022-05-10 19:54:54 +09:00
c9s	5f68064ac6	pull out writeJsonFile function	2022-05-10 18:27:23 +08:00
zenix	2bbb36031c	fix: index range in float64slice and wrong formula given by investopedia, test: add cci test	2022-05-10 17:15:26 +09:00
c9s	24464fdcb6	define ManifestEntry type	2022-05-10 14:23:11 +08:00
c9s	867047a1a2	backtest: improve manifest struct	2022-05-10 14:21:19 +08:00
c9s	6fbb082d5f	support manifest json encoding in backtest report	2022-05-10 14:05:44 +08:00
c9s	7b17b1a757	integrate state recorder	2022-05-10 13:31:23 +08:00
c9s	185a8279b2	implement state recorder	2022-05-10 12:44:51 +08:00
c9s	2e5b818a75	add balance snapshot type	2022-05-10 01:47:15 +08:00
c9s	54debaf979	remove stock field from report	2022-05-10 01:11:12 +08:00
c9s	2ddff59de6	add report header	2022-05-10 01:10:36 +08:00
c9s	f4991dbbfa	fix time printing	2022-05-10 01:09:40 +08:00
c9s	f6d95a49be	print start time and end time	2022-05-10 01:07:30 +08:00
c9s	5b443f0aeb	add start time and end time to the report struct	2022-05-10 01:06:16 +08:00
c9s	b11c4c7337	turn off UseTickerPrice when in the back-testing environment	2022-05-09 19:42:39 +08:00
c9s	6965baa8dd	cmd: add directory error checking	2022-05-09 19:40:49 +08:00
c9s	bff73a3a80	format backtest report session name	2022-05-09 19:27:02 +08:00
c9s	428e208120	cmd: add backtest --session option to make it backward compatible	2022-05-09 19:14:24 +08:00
c9s	0780dafdc3	add IsBackTesting method for checking environment mode	2022-05-09 18:58:09 +08:00
zenix	2311fbd95c	feature: add cci indicator	2022-05-09 19:55:14 +09:00
c9s	234932bc0c	add kline dumper	2022-05-09 18:03:03 +08:00
c9s	6f16f32e16	optimize single exchange back-test	2022-05-09 17:03:01 +08:00
zenix	c81af9ce91	fix: binance futures sync issue	2022-05-09 15:04:51 +09:00
c9s	3af08abef2	ftx: fix ftx api get markets request	2022-05-08 18:36:25 +08:00
Yo-An Lin	278eb937ac	Merge pull request #593 from narumiruna/simplify-request ... glassnode: simplify NewAuthenticatedRequest	2022-05-06 22:11:30 +08:00