zenix
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0b32e8b959
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upgrade: go to v1.18
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2022-05-12 20:07:11 +09:00 |
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zenix
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2bea47003f
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feature: add InstanceID for report
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2022-05-12 20:02:34 +09:00 |
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zenix
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71fe6c2d26
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feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message
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2022-05-12 19:43:04 +09:00 |
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zenix
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668328dd16
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fix: message typo
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2022-05-11 21:22:22 +08:00 |
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zenix
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51e2343299
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fix: add more live logs to ewo
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2022-05-11 21:22:22 +08:00 |
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zenix
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5fa9e930d3
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fix: wrong balance, wrong bottom/peak, feature: stdev
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2022-05-11 21:22:22 +08:00 |
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Yo-An Lin
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88cbafe936
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Merge pull request #603 from c9s/feature/backtest-report
feature: backtest report - #2 state recorder
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2022-05-11 18:56:26 +08:00 |
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c9s
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4e4912ebdc
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backtest: update order update time when new trade happen
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2022-05-11 15:04:11 +08:00 |
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c9s
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323c94149d
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add side column to orders.csv
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2022-05-11 15:00:09 +08:00 |
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c9s
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0ae8c295e2
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refactor csv writer
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2022-05-11 14:58:52 +08:00 |
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c9s
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e947a05cbd
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add defer close
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2022-05-11 14:37:45 +08:00 |
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c9s
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479de002a6
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record equity curve
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2022-05-11 14:36:18 +08:00 |
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c9s
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11d0823782
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cmd: refactor back-test command
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2022-05-11 13:59:44 +08:00 |
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c9s
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6e1f9d6a4e
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add backtest exchange to the kline handler function
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2022-05-10 19:10:16 +08:00 |
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Zenix
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54c946bac0
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Merge pull request #599 from zenixls2/feature/cci
feature: add cci indicator
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2022-05-10 19:54:54 +09:00 |
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c9s
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5f68064ac6
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pull out writeJsonFile function
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2022-05-10 18:27:23 +08:00 |
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zenix
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2bbb36031c
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fix: index range in float64slice and wrong formula given by investopedia, test: add cci test
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2022-05-10 17:15:26 +09:00 |
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c9s
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24464fdcb6
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define ManifestEntry type
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2022-05-10 14:23:11 +08:00 |
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c9s
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867047a1a2
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backtest: improve manifest struct
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2022-05-10 14:21:19 +08:00 |
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c9s
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6fbb082d5f
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support manifest json encoding in backtest report
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2022-05-10 14:05:44 +08:00 |
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c9s
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7b17b1a757
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integrate state recorder
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2022-05-10 13:31:23 +08:00 |
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c9s
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185a8279b2
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implement state recorder
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2022-05-10 12:44:51 +08:00 |
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c9s
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2e5b818a75
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add balance snapshot type
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2022-05-10 01:47:15 +08:00 |
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c9s
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54debaf979
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remove stock field from report
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2022-05-10 01:11:12 +08:00 |
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c9s
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2ddff59de6
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add report header
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2022-05-10 01:10:36 +08:00 |
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c9s
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f4991dbbfa
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fix time printing
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2022-05-10 01:09:40 +08:00 |
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c9s
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f6d95a49be
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print start time and end time
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2022-05-10 01:07:30 +08:00 |
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c9s
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5b443f0aeb
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add start time and end time to the report struct
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2022-05-10 01:06:16 +08:00 |
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Yo-An Lin
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555e2581a0
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Merge pull request #601 from c9s/feature/backtest-report
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2022-05-09 21:54:28 +08:00 |
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c9s
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b11c4c7337
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turn off UseTickerPrice when in the back-testing environment
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2022-05-09 19:42:39 +08:00 |
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c9s
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6965baa8dd
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cmd: add directory error checking
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2022-05-09 19:40:49 +08:00 |
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Yo-An Lin
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58c5176c6b
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Merge pull request #600 from chechiachang/fix-helm-chart-grpc-port-binding
fix helm chart grpc binding string
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2022-05-09 19:29:50 +08:00 |
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c9s
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bff73a3a80
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format backtest report session name
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2022-05-09 19:27:02 +08:00 |
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c9s
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428e208120
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cmd: add backtest --session option to make it backward compatible
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2022-05-09 19:14:24 +08:00 |
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chechia
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96bccec4a3
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fix helm chart grpc binding string
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2022-05-09 19:09:40 +08:00 |
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c9s
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0780dafdc3
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add IsBackTesting method for checking environment mode
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2022-05-09 18:58:09 +08:00 |
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zenix
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2311fbd95c
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feature: add cci indicator
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2022-05-09 19:55:14 +09:00 |
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c9s
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234932bc0c
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add kline dumper
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2022-05-09 18:03:03 +08:00 |
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c9s
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6f16f32e16
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optimize single exchange back-test
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2022-05-09 17:03:01 +08:00 |
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c9s
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e527dd8dde
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use klinechart
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2022-05-09 17:03:00 +08:00 |
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c9s
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18d5b18c44
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first commit
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2022-05-09 17:03:00 +08:00 |
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Yo-An Lin
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44765e52d1
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Merge pull request #562 from zenixls2/doc/series
add Series documentation
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2022-05-09 14:25:49 +08:00 |
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Yo-An Lin
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2d65e2d2b5
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Merge pull request #598 from zenixls2/fix/sync-binance
Fix/sync binance
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2022-05-09 14:25:16 +08:00 |
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zenix
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aa2dba5dfe
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fix: ewo strategy sample config
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2022-05-09 15:06:43 +09:00 |
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zenix
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c81af9ce91
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fix: binance futures sync issue
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2022-05-09 15:04:51 +09:00 |
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zenix
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fcc0f18463
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doc: add more details on series.md. add link from indicator.md
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2022-05-09 11:01:01 +09:00 |
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zenix
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f13571749d
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feature: add series doc
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2022-05-09 10:12:28 +09:00 |
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c9s
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3af08abef2
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ftx: fix ftx api get markets request
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2022-05-08 18:36:25 +08:00 |
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Yo-An Lin
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278eb937ac
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Merge pull request #593 from narumiruna/simplify-request
glassnode: simplify NewAuthenticatedRequest
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2022-05-06 22:11:30 +08:00 |
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Yo-An Lin
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02b22afd72
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Merge pull request #597 from andycheng123/improve/bollmaker-control
strategy: Update bollmaker to support new strategy controller
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2022-05-06 17:50:49 +08:00 |
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