c9s
0482ade44a
backtest: adjust best bid/ask price with tick size
2023-06-14 17:25:22 +08:00
c9s
c6ce223a13
all: refactor backtest functions so that we can run backtest in test
2022-12-06 13:16:12 +08:00
austin362667
18acd668a7
interval: finalize 1s support
...
interval: finalize 1s support
interval: finalize 1s support
2022-10-14 23:14:30 +08:00
austin362667
905c1f25ee
interval: add 1s support
...
interval: add 1s support
interval: add 1s support
interval: fix 1s for backtesting
2022-10-14 23:14:30 +08:00
c9s
a515fff053
backtest: add order quantity check
2022-10-06 15:08:44 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method
...
- Replace SubmitOrders with SubmitOrder
- Accept only one submit order and return one created order
- Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method
2022-09-09 18:41:06 +08:00
c9s
5c8d2a019a
backtest: rename BackTest to Backtest
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
3d32faff46
backtest: add fee mode config
2022-09-02 14:16:15 +08:00
zenix
a28b257568
fix: debug code
2022-08-31 13:01:00 +09:00
zenix
51d7c1b9ad
fix: currentTime in backtest not updated
2022-08-30 21:12:23 +09:00
zenix
c2d5a5961f
fix: legacy fixedpoint inf handling, refactor backtest kline consuming
2022-08-30 21:02:21 +09:00
zenix
c73f4018d0
fix: null pointer error on NextKLine
2022-08-30 12:09:39 +09:00
zenix
ecc959835a
fix: cache params and kline until next kline 1m appears
2022-08-29 19:46:58 +09:00
c9s
c258d522e6
backtest: update backtest.Exchange currentTime
2022-07-04 02:38:42 +08:00
c9s
82f9fc139c
backtest: refactor exchange field, clean up startTime and endTime deps
2022-07-04 02:34:46 +08:00
c9s
8fc17f9c0b
backtest: move QueryOrder method
2022-07-04 02:29:18 +08:00
c9s
a31f61736a
backtest: pull out userDataStream to backtestEx.BindUserData
2022-07-04 02:27:29 +08:00
c9s
449b2d8220
backtest: fix order update emit binding
2022-07-04 02:20:50 +08:00
c9s
4c02d8f729
implement QueryOrder on the backtest exchange
2022-06-26 16:10:10 +08:00
zenix
f5007752b2
feature: add heikinashi support
2022-06-17 10:58:32 +09:00
c9s
77eb5da7b7
clean up type conversion
2022-06-09 15:50:06 +08:00
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
40b3192e55
use config.GetAccount to avoid error
2022-05-19 10:04:03 +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
c9s
11d0823782
cmd: refactor back-test command
2022-05-11 13:59:44 +08:00
c9s
c9c16f1e47
show missing exchange name in the back-test config
2022-05-03 16:46:38 +08:00
c9s
946bbdbca3
backtest: rename backtest.account to backtest.accounts
2022-05-03 12:18:40 +08:00
zenix
d6995e40ff
fix: submit order on userDataStream == nil
2022-03-15 20:51:15 +09:00
zenix
25b5eddc03
feature: add multiple exchange support in backtest
...
fix: change doc, since --exchange removed from backtest
fix: test for config changes
2022-03-07 13:18:56 +09:00
c9s
0667c138ab
backtest: fix duplicate trade emit issue
2022-01-30 03:05:19 +08:00
c9s
007207e24f
all: use types.LooseFormatTime to parse loose format date time string
2022-01-25 00:24:12 +08:00
austin362667
91d2312c5c
cache: refactor moving from bbgo to pkg/cache
2022-01-15 08:28:02 +08:00
c9s
dd22776a7e
cmd: refactor the exchange factory function
2021-12-25 23:27:05 +08:00
c9s
dcbce18fd8
fix format
2021-12-25 23:12:54 +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
f5bbe29ac6
cmd: fix debug flag loading and add debug log to cache function
2021-12-23 23:02:07 +08:00
TonyQ
3e45035ab1
database: sqlite3 issue fix
...
database: upgrade gosqllite3 version for increasing variable amount limit
types: update kline starttime/endtime field to prevent sqlite3
time parsing issue.
fix #215
2021-12-15 14:34:31 +08:00
c9s
a0f46bf9b8
improve error checking, avoid using panic inside the constructor
2021-12-08 23:30:58 +08:00
c9s
2223ef088c
add ftx, okex to the public exchange factory for backtest
2021-12-08 23:27:01 +08:00
c9s
d52edce40b
fix markets info cache
2021-12-08 17:26:43 +08:00
c9s
3615477d8f
backtest: allocate matching books from the exchange constructor
...
also adds the mutex for trades and closed orders
2021-12-06 00:38:36 +08:00
c9s
f692ef2c31
realign account fields
2021-12-05 12:23:27 +08:00
c9s
5ed337926d
add mutex lock protection for backtesting
...
solving issue #282
2021-11-30 10:40:28 +08:00
c9s
60e4442f85
add document for the backtest engine
2021-10-05 22:06:36 +08:00
c9s
3aa36b5989
refactor and fix backtest for user data stream and market data stream
2021-05-30 15:08:11 +08:00
c9s
d8d2e17b9e
fix backtest exchange query klines methods
2021-05-08 00:57:12 +08:00
c9s
6bbd66a4f9
split environment start and init
2021-05-08 00:45:24 +08:00
c9s
c5eb6483a5
integrate QueryTicker for backtesting
2021-03-16 02:13:52 +08:00
c9s
0ba595bd55
Fix trade sync for self trades
...
MAX uses one single trade for presenting self trade.
BINANCE uses two trade records for presenting self trade. the trade
creation time are the same.
2021-02-18 17:37:49 +08:00
