437 Commits

Author	SHA1	Message	Date
c9s	15cfd735a0	bbgo: add doc comment for ExchangeSessionSubscriber	2021-10-17 22:23:21 +08:00
c9s	39b7a956e0	Add market field to position	2021-10-17 22:23:09 +08:00
c9s	30c7c34826	bbgo: fix kline backward query for backtest	2021-10-16 13:49:00 +08:00
c9s	4bcea5a388	bbgo: add AllFilled method on OrderStore	2021-10-16 13:39:18 +08:00
c9s	f5f96b585a	apply broadcast option from config file	2021-10-15 16:10:39 +08:00
c9s	2b0793ee49	bbgo: add telegram config	2021-10-15 16:10:09 +08:00
c9s	47e4847034	fix kline query endtime	2021-10-14 14:21:38 +08:00
c9s	b3661f5d32	bbgo: improve profit stat PlainText format	2021-10-14 10:16:11 +08:00
c9s	7d416c3467	bbgo: fix profit json tag	2021-10-14 10:14:11 +08:00
c9s	7874471828	bbgo: improve pnlEmojiMargin function	2021-10-14 10:13:21 +08:00
c9s	c8554f09a0	bbgo: refactor the pnl functions	2021-10-14 10:07:27 +08:00
c9s	2116efc42e	bbgo: fix profit title	2021-10-14 08:59:45 +08:00
c9s	49a78c0c88	bbgo: fix profit stat title	2021-10-14 08:58:19 +08:00
c9s	c12ff57e57	bbgo: improve profit stats plaintext format	2021-10-14 08:55:55 +08:00
c9s	77f11f4515	bbgo: add ticker for collecting trades	2021-10-14 07:56:40 +08:00
c9s	b154e3baea	bbgo: add pnl emoji with margin	2021-10-14 07:48:32 +08:00
c9s	7e8897f1d0	bbgo: fix profit field check condition	2021-10-14 07:33:34 +08:00
c9s	5c3f305060	bbgo: implement SlackAttachment interface for profitstats	2021-10-14 01:27:58 +08:00
c9s	d3fa0a964b	bbgo: add slack attachment support for profit	2021-10-14 01:27:50 +08:00
c9s	b6b2e33cc0	extend profit stats fields for quote,base currency and symbol	2021-10-14 01:26:36 +08:00
c9s	5039a43413	bbgo: move pnl formating to the bbgo package	2021-10-14 01:26:11 +08:00
c9s	e1e6d1de12	bbgo: add net profit margin field to profit stats	2021-10-14 01:26:04 +08:00
c9s	44a0b10240	bbgo: load last price from 1m interval kline only	2021-10-14 00:37:40 +08:00
c9s	37ac907c0f	profitstats: add accumulated volume	2021-10-12 11:24:28 +08:00
c9s	d9dc7e31df	extend more fields	2021-10-12 11:24:24 +08:00
c9s	45645d0a3d	use the profit struct to pass profit info	2021-10-08 19:16:40 +08:00
c9s	fac14a8c7f	profitstats: add netProfit field	2021-10-08 15:09:55 +08:00
c9s	aadb1ed389	remove MakerExchange from the core profit stats field	2021-10-08 15:00:53 +08:00
c9s	d058125f78	bbgo: refactor profit stats	2021-10-08 14:57:44 +08:00
c9s	9e1d28f3b3	do not remove order if it's partially filled	2021-10-08 14:17:47 +08:00
c9s	ded740107f	bbgo: refactor TradeCollector bind stream for background and foreground	2021-10-08 13:24:07 +08:00
c9s	8ada9eef02	bbgo: optimize AdjustQuantityByMaxAmount, early return	2021-10-08 12:09:05 +08:00
c9s	7fb4d2f78d	return positionChanged for Process method	2021-10-05 21:44:39 +08:00
c9s	5dd2f568fe	add doc comment for trade collector	2021-10-05 21:39:10 +08:00
c9s	45c875fe7c	bbgo: improve trade collect process	2021-10-05 21:30:06 +08:00
c9s	8d01c97240	fix cyclic import issue	2021-08-26 11:46:02 +08:00
c9s	1f94ae1c19	bbgo: move moving average settings struct into bbgo	2021-08-26 11:32:39 +08:00
c9s	3ab4a570fb	bbgo: limit max kline slice	2021-06-28 14:33:32 +08:00
c9s	06a1f018c2	bbgo: push to the buffer first	2021-06-26 20:26:47 +08:00
c9s	7d853a9c74	bbgo: add emit position update	2021-06-26 20:26:47 +08:00
c9s	ecd2d9ea68	bbgo: improve trade collector callbacks	2021-06-26 20:26:47 +08:00
c9s	db4fbbc30c	bbgo: add trade collector	2021-06-26 20:26:47 +08:00
c9s	65629a77f4	bbgo: add two new position constructor	2021-06-26 20:26:47 +08:00
c9s	3d12a7df59	support: add sensitivity settings	2021-06-16 13:14:10 +08:00
c9s	e276ddd38a	bbgo: add shared local time zone	2021-06-16 13:04:23 +08:00
c9s	e23c459697	bbgo: move orderbook to the session level so that we can access it eaiser	2021-06-16 13:04:23 +08:00
c9s	2614b25de3	types: move fiat currency list to types	2021-06-16 13:04:23 +08:00
c9s	e5db780be8	notify trades and update position	2021-06-01 01:39:22 +08:00
c9s	c84d59734c	clear all trades before running backtests	2021-05-30 15:25:00 +08:00
c9s	3aa36b5989	refactor and fix backtest for user data stream and market data stream	2021-05-30 15:08:11 +08:00